Details about Pierre-Olivier Weill
Access statistics for papers by Pierre-Olivier Weill.
Last updated 2021-05-28. Update your information in the RePEc Author Service.
Short-id: pwe79
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Working Papers
2020
- Corporate Bond Liquidity During the COVID-19 Crisis
Working Papers, Federal Reserve Bank of Philadelphia View citations (12)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2020)  View citations (15)
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) View citations (17)
- Heterogeneity in Decentralized Asset Markets
CEPR Discussion Papers, C.E.P.R. Discussion Papers
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2019)
Working Papers, Federal Reserve Bank of Philadelphia (2019)
2016 Meeting Papers, Society for Economic Dynamics (2016) View citations (10)
Working Papers, Federal Reserve Bank of Philadelphia (2015) View citations (14)
Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2014) View citations (14)
NBER Working Papers, National Bureau of Economic Research, Inc (2014) View citations (32)
- The search theory of OTC markets
CEPR Discussion Papers, C.E.P.R. Discussion Papers
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2020) View citations (1)
2019
- A Theory of Participation in OTC and Centralized Markets
NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2019) View citations (2)
- Frictional Intermediation in Over-the-Counter Markets
2019 Meeting Papers, Society for Economic Dynamics View citations (3)
Also in Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2018) View citations (2)
NBER Working Papers, National Bureau of Economic Research, Inc (2018) View citations (2)
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018) View citations (3)
Working Papers, Federal Reserve Bank of Philadelphia (2019) View citations (3)
Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2018) View citations (2)
See also Journal Article in Review of Economic Studies (2020)
- Incentive Constrained Risk Sharing, Segmentation, and Asset Pricing
CEPR Discussion Papers, C.E.P.R. Discussion Papers
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2017) View citations (2)
HEC Research Papers Series, HEC Paris (2017) View citations (2)
2018
- 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)
- Government Guarantees and the Valuation of American Banks
NBER Working Papers, National Bureau of Economic Research, Inc View citations (6)
Also in 2018 Meeting Papers, Society for Economic Dynamics (2018) View citations (6)
Staff Report, Federal Reserve Bank of Minneapolis (2018) View citations (6)
See also Journal Article in NBER Macroeconomics Annual (2019)
Chapter (2018)
- Platform Trading with an OTC Market Fringe
2018 Meeting Papers, Society for Economic Dynamics View citations (3)
2017
- 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 (13)
See also Journal Article in Theoretical Economics (2018)
2015
- Liquid bank liabilities
2015 Meeting Papers, Society for Economic Dynamics
- Long-Run and Short-Run Effects of Money Injections
2015 Meeting Papers, Society for Economic Dynamics View citations (5)
- Working through the Distribution: Money in the Short and Long Run
NBER Working Papers, National Bureau of Economic Research, Inc View citations (11)
2014
- A Model of Monetary Exchange with Lumpy Consumption
2014 Meeting Papers, Society for Economic Dynamics View citations (1)
- Competing for Order Flow in OTC Markets
NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)
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)
- Decentralized Asset Markets with a Continuum of Types
2014 Meeting Papers, Society for Economic Dynamics
- Entry and Exit in OTC Derivatives Markets
NBER Working Papers, National Bureau of Economic Research, Inc View citations (10)
See also Journal Article in Econometrica (2015)
- Equilibrium Pricing and Trading Volume under Preference Uncertainty
Post-Print, HAL View citations (11)
Also in TSE Working Papers, Toulouse School of Economics (TSE) (2013)
IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2013)
See also Journal Article in Review of Economic Studies (2014)
2013
- 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)
- The Market for OTC Derivatives
NBER Working Papers, National Bureau of Economic Research, Inc View citations (9)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) View citations (9)
Staff Report, Federal Reserve Bank of Minneapolis (2013) View citations (9)
2012
- Liquidity and Fragility in OTC Credit Derivatives Markets
2012 Meeting Papers, Society for Economic Dynamics
- Trading and liquidity with limited cognition
Working Papers, HAL
Also in IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2010) View citations (3)
TSE Working Papers, Toulouse School of Economics (TSE) (2010) View citations (3)
NBER Working Papers, National Bureau of Economic Research, Inc (2010) View citations (1)
2011 Meeting Papers, Society for Economic Dynamics (2011) View citations (4)
2012 Meeting Papers, Society for Economic Dynamics (2012)
2011
- Aggregate Implications of Micro Asset Market Segmentation
Department of Economics - Working Papers Series, The University of Melbourne View citations (3)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) View citations (1)
2008 Meeting Papers, Society for Economic Dynamics (2008)
See also Journal Article in Journal of Monetary Economics (2012)
- Liquidity and the Threat of Fraudulent Assets
NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
Also in Working Papers (Old Series), Federal Reserve Bank of Cleveland (2011) View citations (4)
See also Journal Article in Journal of Political Economy (2012)
- Liquidity in frictional asset markets
Working Papers (Old Series), Federal Reserve Bank of Cleveland View citations (21)
See also Journal Article in Journal of Money, Credit and Banking (2011)
- Trading with Liquidity and Limited Cognition
Post-Print, HAL
2010
- Crises and Liquidity in Over-the-counter Markets
2010 Meeting Papers, Society for Economic Dynamics
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) View citations (8)
See also Journal Article in Journal of Economic Theory (2011)
2009
- Liquidity Shocks and Order Book Dynamics
TSE Working Papers, Toulouse School of Economics (TSE) View citations (11)
Also in IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2009) View citations (11)
2009 Meeting Papers, Society for Economic Dynamics (2009) View citations (6)
NBER Working Papers, National Bureau of Economic Research, Inc (2009) View citations (10)
2008
- Crashes and Recoveries in Illiquid Markets
NBER Working Papers, National Bureau of Economic Research, Inc View citations (11)
Also in 2007 Meeting Papers, Society for Economic Dynamics (2007) View citations (8)
Working Papers (Old Series), Federal Reserve Bank of Cleveland (2007) View citations (10)
- Learning from Prices: Public Communication and Welfare
2008 Meeting Papers, Society for Economic Dynamics View citations (6)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2008) View citations (17)
See also Journal Article in Journal of Political Economy (2010)
2007
- A Search-Based Theory of the On-the-Run Phenomenon
FMG Discussion Papers, Financial Markets Group View citations (5)
Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2007) View citations (2)
LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2005) View citations (2)
NBER Working Papers, National Bureau of Economic Research, Inc (2006) View citations (8)
2005 Meeting Papers, Society for Economic Dynamics (2005) View citations (7)
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) View citations (19)
See also Journal Article in Journal of Finance (2008)
- Asset Prices and the Composition of Consumption
2007 Meeting Papers, Society for Economic Dynamics
2006
- Learning by Matching
2006 Meeting Papers, Society for Economic Dynamics
- Learning from Private and Public Observation of Other's Actions
MPRA Paper, University Library of Munich, Germany View citations (30)
- Why Has House Price Dispersion Gone Up?
NBER Working Papers, National Bureau of Economic Research, Inc View citations (15)
See also Journal Article in Review of Economic Studies (2010)
2004
- Leaning against the wind
2004 Meeting Papers, Society for Economic Dynamics View citations (12)
See also Journal Article in Review of Economic Studies (2007)
- Liquidity Premia in Dynamic Bargaining Markets
Econometric Society 2004 North American Winter Meetings, Econometric Society View citations (14)
See also Journal Article in Journal of Economic Theory (2008)
Journal Articles
2021
- An heterogeneous-agent New-Monetarist model with an application to unemployment
Journal of Monetary Economics, 2021, 117, (C), 64-90
See also Working Paper (2018)
2020
- Frictional Intermediation in Over-the-Counter Markets
Review of Economic Studies, 2020, 87, (3), 1432-1469 View citations (2)
See also Working Paper (2019)
- The Search Theory of Over-the-Counter Markets
Annual Review of Economics, 2020, 12, (1), 747-773
2019
- Government Guarantees and the Valuation of American Banks
NBER Macroeconomics Annual, 2019, 33, (1), 81 - 145
See also Working Paper (2018)
Chapter (2018)
- RED Special Issue on Fragmented Financial Markets: An Introduction
Review of Economic Dynamics, 2019, 33, 1-3
2018
- A tractable model of monetary exchange with ex-post heterogeneity
Theoretical Economics, 2018, 13, (3) View citations (9)
See also Working Paper (2017)
2017
- Measuring the financial soundness of U.S. firms, 1926–2012
Research in Economics, 2017, 71, (3), 613-635 View citations (4)
See also Working Paper (2013)
2015
- Competing for Order Flow in OTC Markets
Journal of Money, Credit and Banking, 2015, 47, (S2), 77-126 View citations (14)
See also Working Paper (2014)
- Entry and Exit in OTC Derivatives Markets
Econometrica, 2015, 83, 2231-2292 View citations (33)
See also Working Paper (2014)
2014
- Equilibrium Pricing and Trading Volume under Preference Uncertainty
Review of Economic Studies, 2014, 81, (4), 1401-1437 View citations (12)
See also Working Paper (2014)
2012
- Aggregate implications of micro asset market segmentation
Journal of Monetary Economics, 2012, 59, (4), 319-335 View citations (1)
See also Working Paper (2011)
- Learning from private and public observations of othersʼ actions
Journal of Economic Theory, 2012, 147, (3), 910-940 View citations (45)
- Liquidity and the Threat of Fraudulent Assets
Journal of Political Economy, 2012, 120, (5), 000 - 000 View citations (82)
See also Working Paper (2011)
2011
- Crises and liquidity in over-the-counter markets
Journal of Economic Theory, 2011, 146, (6), 2169-2205 View citations (83)
See also Working Paper (2010)
- LIQUIDITY PROVISION IN CAPACITY-CONSTRAINED MARKETS
Macroeconomic Dynamics, 2011, 15, (S1), 119-144 View citations (5)
- Liquidity in Frictional Asset Markets
Journal of Money, Credit and Banking, 2011, 43, 261-282 View citations (20)
Also in Journal of Money, Credit and Banking, 2011, 43, (s2), 261-282 (2011) View citations (1)
See also Working Paper (2011)
2010
- Learning from Prices: Public Communication and Welfare
Journal of Political Economy, 2010, 118, (5), 866 - 907 View citations (104)
See also Working Paper (2008)
- Why Has House Price Dispersion Gone Up?
Review of Economic Studies, 2010, 77, (4), 1567-1606 View citations (117)
See also Working Paper (2006)
2009
- A conference on liquidity in frictional markets
Policy Discussion Papers, 2009, (May)
2008
- A Search‐Based Theory of the On‐the‐Run Phenomenon
Journal of Finance, 2008, 63, (3), 1361-1398 View citations (156)
See also Working Paper (2007)
- Liquidity premia in dynamic bargaining markets
Journal of Economic Theory, 2008, 140, (1), 66-96 View citations (70)
See also Working Paper (2004)
2007
- Leaning Against the Wind
Review of Economic Studies, 2007, 74, (4), 1329-1354 View citations (91)
See also Working Paper (2004)
- Restricted perception equilibria and rational expectation equilibrium
Journal of Economic Dynamics and Control, 2007, 31, (1), 81-109 View citations (4)
Chapters
2018
- Government Guarantees and the Valuation of American Banks
A chapter in NBER Macroeconomics Annual 2018, volume 33, 2018, pp 81-145 View citations (6)
See also Working Paper (2018)
Journal Article in NBER Macroeconomics Annual (2019)
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