Details about Pierre-Olivier Weill

Access statistics for papers by Pierre-Olivier Weill.

Last updated 2021-12-26. Update your information in the RePEc Author Service.

Short-id: pwe79

Working Papers

2020

1. Corporate Bond Liquidity During the COVID-19 Crisis
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (44)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) View citations (39)
   Working Papers, Federal Reserve Bank of Philadelphia (2020) View citations (24)
2. Heterogeneity in Decentralized Asset Markets
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)
   Also in Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2014) View citations (32)
   Working Papers, Federal Reserve Bank of Philadelphia (2019)
   2016 Meeting Papers, Society for Economic Dynamics (2016) View citations (11)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2019)
   Working Papers, Federal Reserve Bank of Philadelphia (2015) View citations (14)
   NBER Working Papers, National Bureau of Economic Research, Inc (2014) View citations (41)
3. The search theory of OTC markets
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (8)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2020) View citations (7)

2019

4. A Theory of Participation in OTC and Centralized Markets
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (11)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2019) View citations (11)
5. Frictional Intermediation in Over-the-Counter Markets
   2019 Meeting Papers, Society for Economic Dynamics View citations (5)
   Also in Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2018) View citations (6)
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2018) View citations (6)
   Working Papers, Federal Reserve Bank of Philadelphia (2019) View citations (3)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018) View citations (7)
   NBER Working Papers, National Bureau of Economic Research, Inc (2018) View citations (6)
   See also Journal Article in Review of Economic Studies (2020)
6. Incentive Constrained Risk Sharing, Segmentation, and Asset Pricing
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
   Also in HEC Research Papers Series, HEC Paris (2017) View citations (5)
   NBER Working Papers, National Bureau of Economic Research, Inc (2017) View citations (4)
   See also Journal Article in American Economic Review (2021)

2018

7. An Heterogeneous-Agent New-Monetarist Model with an Application to Unemployment
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
   See also Journal Article in Journal of Monetary Economics (2021)
8. Government Guarantees and the Valuation of American Banks
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (9)
   Also in Staff Report, Federal Reserve Bank of Minneapolis (2018) View citations (8)
   2018 Meeting Papers, Society for Economic Dynamics (2018) View citations (9)
   See also Journal Article in NBER Macroeconomics Annual (2019)
   Chapter (2018)
9. Platform Trading with an OTC Market Fringe
   2018 Meeting Papers, Society for Economic Dynamics View citations (3)

2017

10. A Tractable Model of Monetary Exchange with Ex-Post Heterogeneity
    Working Paper, Federal Reserve Bank of Richmond
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2015) View citations (19)
    See also Journal Article in Theoretical Economics (2018)

2015

11. Liquid bank liabilities
    2015 Meeting Papers, Society for Economic Dynamics
12. Long-Run and Short-Run Effects of Money Injections
    2015 Meeting Papers, Society for Economic Dynamics View citations (6)
13. Working through the Distribution: Money in the Short and Long Run
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (27)

2014

14. A Model of Monetary Exchange with Lumpy Consumption
    2014 Meeting Papers, Society for Economic Dynamics View citations (3)
15. Competing for Order Flow in OTC Markets
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (9)
    Also in Working Papers, Federal Reserve Bank of Philadelphia (2014) View citations (15)
    See also Journal Article in Journal of Money, Credit and Banking (2015)
16. Decentralized Asset Markets with a Continuum of Types
    2014 Meeting Papers, Society for Economic Dynamics
17. Entry and Exit in OTC Derivatives Markets
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (11)
    See also Journal Article in Econometrica (2015)
18. Equilibrium Pricing and Trading Volume under Preference Uncertainty
    Post-Print, HAL View citations (14)
    Also in IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2013)
    TSE Working Papers, Toulouse School of Economics (TSE) (2013)
    See also Journal Article in Review of Economic Studies (2014)

2013

19. Measuring the Financial Soundness of U.S. Firms, 1926-2012
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
    Also in Staff Report, Federal Reserve Bank of Minneapolis (2013) View citations (2)
    See also Journal Article in Research in Economics (2017)
20. The Market for OTC Derivatives
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (32)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2013) View citations (32)
    Staff Report, Federal Reserve Bank of Minneapolis (2013) View citations (10)

2012

21. Liquidity and Fragility in OTC Credit Derivatives Markets
    2012 Meeting Papers, Society for Economic Dynamics View citations (1)
22. Trading and liquidity with limited cognition
    2012 Meeting Papers, Society for Economic Dynamics
    Also in TSE Working Papers, Toulouse School of Economics (TSE) (2010) View citations (4)
    NBER Working Papers, National Bureau of Economic Research, Inc (2010) View citations (3)
    Working Papers, HAL (2012)
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2010) View citations (4)
    2011 Meeting Papers, Society for Economic Dynamics (2011) View citations (5)

2011

23. Aggregate Implications of Micro Asset Market Segmentation
    Department of Economics - Working Papers Series, The University of Melbourne View citations (3)
    Also in 2008 Meeting Papers, Society for Economic Dynamics (2008)
    NBER Working Papers, National Bureau of Economic Research, Inc (2009) View citations (1)
    See also Journal Article in Journal of Monetary Economics (2012)
24. Liquidity and the Threat of Fraudulent Assets
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
    Also in Working Papers (Old Series), Federal Reserve Bank of Cleveland (2011) View citations (5)
    See also Journal Article in Journal of Political Economy (2012)
25. Liquidity in frictional asset markets
    Working Papers (Old Series), Federal Reserve Bank of Cleveland View citations (23)
    See also Journal Article in Journal of Money, Credit and Banking (2011)
26. Trading with Liquidity and Limited Cognition
    Post-Print, HAL View citations (5)

2010

27. Crises and Liquidity in Over-the-counter Markets
    2010 Meeting Papers, Society for Economic Dynamics View citations (3)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) View citations (11)
    See also Journal Article in Journal of Economic Theory (2011)

2009

28. Liquidity Shocks and Order Book Dynamics
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse View citations (14)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) View citations (13)
    TSE Working Papers, Toulouse School of Economics (TSE) (2009) View citations (14)
    2009 Meeting Papers, Society for Economic Dynamics (2009) View citations (14)

2008

29. Crashes and Recoveries in Illiquid Markets
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (13)
    Also in 2007 Meeting Papers, Society for Economic Dynamics (2007) View citations (14)
    Working Papers (Old Series), Federal Reserve Bank of Cleveland (2007) View citations (10)
30. Learning from Prices: Public Communication and Welfare
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (22)
    Also in 2008 Meeting Papers, Society for Economic Dynamics (2008) View citations (15)
    See also Journal Article in Journal of Political Economy (2010)

2007

31. A Search-Based Theory of the On-the-Run Phenomenon
    FMG Discussion Papers, Financial Markets Group View citations (13)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2005) View citations (3)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2007) View citations (12)
    2005 Meeting Papers, Society for Economic Dynamics (2005) View citations (8)
    NBER Working Papers, National Bureau of Economic Research, Inc (2006) View citations (8)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) View citations (19)
    See also Journal Article in Journal of Finance (2008)
32. Asset Prices and the Composition of Consumption
    2007 Meeting Papers, Society for Economic Dynamics

2006

33. Learning by Matching
    2006 Meeting Papers, Society for Economic Dynamics View citations (1)
34. Learning from Private and Public Observation of Other's Actions
    MPRA Paper, University Library of Munich, Germany View citations (30)
35. Why Has House Price Dispersion Gone Up?
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (24)
    See also Journal Article in Review of Economic Studies (2010)

2004

36. Leaning against the wind
    2004 Meeting Papers, Society for Economic Dynamics View citations (16)
    See also Journal Article in Review of Economic Studies (2007)
37. Liquidity Premia in Dynamic Bargaining Markets
    Econometric Society 2004 North American Winter Meetings, Econometric Society View citations (15)
    See also Journal Article in Journal of Economic Theory (2008)

Journal Articles

2021

1. An heterogeneous-agent New-Monetarist model with an application to unemployment
   Journal of Monetary Economics, 2021, 117, (C), 64-90 View citations (1)
   See also Working Paper (2018)
2. Incentive Constrained Risk Sharing, Segmentation, and Asset Pricing
   American Economic Review, 2021, 111, (11), 3575-3610
   See also Working Paper (2019)

2020

3. Frictional Intermediation in Over-the-Counter Markets
   Review of Economic Studies, 2020, 87, (3), 1432-1469 View citations (4)
   See also Working Paper (2019)
4. The Search Theory of Over-the-Counter Markets
   Annual Review of Economics, 2020, 12, (1), 747-773 View citations (5)

2019

5. Government Guarantees and the Valuation of American Banks
   NBER Macroeconomics Annual, 2019, 33, (1), 81 - 145 View citations (4)
   See also Working Paper (2018)
   Chapter (2018)
6. RED Special Issue on Fragmented Financial Markets: An Introduction
   Review of Economic Dynamics, 2019, 33, 1-3

2018

7. A tractable model of monetary exchange with ex-post heterogeneity
   Theoretical Economics, 2018, 13, (3) View citations (12)
   See also Working Paper (2017)

2017

8. Measuring the financial soundness of U.S. firms, 1926–2012
   Research in Economics, 2017, 71, (3), 613-635 View citations (6)
   See also Working Paper (2013)

2015

9. Competing for Order Flow in OTC Markets
   Journal of Money, Credit and Banking, 2015, 47, (S2), 77-126 View citations (20)
   See also Working Paper (2014)
10. Entry and Exit in OTC Derivatives Markets
    Econometrica, 2015, 83, 2231-2292 View citations (47)
    See also Working Paper (2014)

2014

11. Equilibrium Pricing and Trading Volume under Preference Uncertainty
    Review of Economic Studies, 2014, 81, (4), 1401-1437 View citations (14)
    See also Working Paper (2014)

2012

12. Aggregate implications of micro asset market segmentation
    Journal of Monetary Economics, 2012, 59, (4), 319-335 View citations (2)
    See also Working Paper (2011)
13. Learning from private and public observations of othersʼ actions
    Journal of Economic Theory, 2012, 147, (3), 910-940 View citations (49)
14. Liquidity and the Threat of Fraudulent Assets
    Journal of Political Economy, 2012, 120, (5), 000 - 000 View citations (94)
    See also Working Paper (2011)

2011

15. Crises and liquidity in over-the-counter markets
    Journal of Economic Theory, 2011, 146, (6), 2169-2205 View citations (94)
    See also Working Paper (2010)
16. LIQUIDITY PROVISION IN CAPACITY-CONSTRAINED MARKETS
    Macroeconomic Dynamics, 2011, 15, (S1), 119-144 View citations (7)
17. Liquidity in Frictional Asset Markets
    Journal of Money, Credit and Banking, 2011, 43, 261-282 View citations (33)
    Also in Journal of Money, Credit and Banking, 2011, 43, (s2), 261-282 (2011) View citations (4)
    See also Working Paper (2011)

2010

18. Learning from Prices: Public Communication and Welfare
    Journal of Political Economy, 2010, 118, (5), 866 - 907 View citations (128)
    See also Working Paper (2008)
19. Why Has House Price Dispersion Gone Up?
    Review of Economic Studies, 2010, 77, (4), 1567-1606 View citations (162)
    See also Working Paper (2006)

2009

20. A conference on liquidity in frictional markets
    Policy Discussion Papers, 2009, (May)

2008

21. A Search‐Based Theory of the On‐the‐Run Phenomenon
    Journal of Finance, 2008, 63, (3), 1361-1398 View citations (161)
    See also Working Paper (2007)
22. Liquidity premia in dynamic bargaining markets
    Journal of Economic Theory, 2008, 140, (1), 66-96 View citations (84)
    See also Working Paper (2004)

2007

23. Leaning Against the Wind
    Review of Economic Studies, 2007, 74, (4), 1329-1354 View citations (128)
    See also Working Paper (2004)
24. Restricted perception equilibria and rational expectation equilibrium
    Journal of Economic Dynamics and Control, 2007, 31, (1), 81-109 View citations (5)

Chapters

2018

1. Government Guarantees and the Valuation of American Banks
   A chapter in NBER Macroeconomics Annual 2018, volume 33, 2018, pp 81-145 View citations (9)
   See also Working Paper (2018)
   Journal Article in NBER Macroeconomics Annual (2019)