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Details about Pierre-Olivier Weill

Homepage:http://www.econ.ucla.edu/poweill
Workplace:National Bureau of Economic Research (NBER), (more information at EDIRC)
Department of Economics, University of California-Los Angeles (UCLA), (more information at EDIRC)
Centre for Economic Policy Research (CEPR), (more information at EDIRC)

Access statistics for papers by Pierre-Olivier Weill.

Last updated 2024-05-06. Update your information in the RePEc Author Service.

Short-id: pwe79


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Working Papers

2023

  1. Sequential Search for Corporate Bonds
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads

2022

  1. A Theory of Participation in OTC and Centralized Markets
    Post-Print, HAL View citations (4)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2019) Downloads View citations (12)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2019) Downloads View citations (12)

    See also Journal Article A Theory of Participation in OTC and Centralized Markets, The Review of Economic Studies, Review of Economic Studies Ltd (2022) Downloads View citations (4) (2022)

2020

  1. Corporate Bond Liquidity During the COVID-19 Crisis
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (43)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2020) Downloads View citations (46)
    Working Papers, Federal Reserve Bank of Philadelphia (2020) View citations (28)

    See also Journal Article Corporate Bond Liquidity during the COVID-19 Crisis, The Review of Financial Studies, Society for Financial Studies (2021) Downloads View citations (35) (2021)
  2. Heterogeneity in Decentralized Asset Markets
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (4)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2014) Downloads View citations (44)
    Working Papers, Federal Reserve Bank of Philadelphia (2015) Downloads View citations (16)
    Working Papers, Federal Reserve Bank of Philadelphia (2019)
    2016 Meeting Papers, Society for Economic Dynamics (2016) Downloads View citations (11)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2019) Downloads
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2014) Downloads View citations (35)

    See also Journal Article Heterogeneity in decentralized asset markets, Theoretical Economics, Econometric Society (2022) Downloads View citations (2) (2022)
  3. The search theory of OTC markets
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (11)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2020) Downloads View citations (11)

2019

  1. Frictional Intermediation in Over-the-Counter Markets
    2019 Meeting Papers, Society for Economic Dynamics Downloads View citations (6)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2018) Downloads View citations (6)
    Working Papers, Federal Reserve Bank of Philadelphia (2019) Downloads View citations (5)
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2018) Downloads View citations (6)
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2018) Downloads View citations (6)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018) Downloads View citations (7)

    See also Journal Article Frictional Intermediation in Over-the-Counter Markets, The Review of Economic Studies, Review of Economic Studies Ltd (2020) Downloads View citations (12) (2020)
  2. Incentive Constrained Risk Sharing, Segmentation, and Asset Pricing
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (1)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2017) Downloads View citations (5)
    HEC Research Papers Series, HEC Paris (2017) Downloads View citations (5)

    See also Journal Article Incentive Constrained Risk Sharing, Segmentation, and Asset Pricing, American Economic Review, American Economic Association (2021) Downloads View citations (1) (2021)

2018

  1. An Heterogeneous-Agent New-Monetarist Model with an Application to Unemployment
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
    See also Journal Article An heterogeneous-agent New-Monetarist model with an application to unemployment, Journal of Monetary Economics, Elsevier (2021) Downloads View citations (3) (2021)
  2. Government Guarantees and the Valuation of American Banks
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (10)
    Also in 2018 Meeting Papers, Society for Economic Dynamics (2018) Downloads View citations (10)
    Staff Report, Federal Reserve Bank of Minneapolis (2018) Downloads View citations (8)

    See also Chapter Government Guarantees and the Valuation of American Banks, NBER Chapters, National Bureau of Economic Research, Inc (2018) Downloads View citations (10) (2018)
    Journal Article Government Guarantees and the Valuation of American Banks, NBER Macroeconomics Annual, University of Chicago Press (2019) Downloads View citations (8) (2019)
  3. Platform Trading with an OTC Market Fringe
    2018 Meeting Papers, Society for Economic Dynamics Downloads View citations (3)

2017

  1. A Tractable Model of Monetary Exchange with Ex-Post Heterogeneity
    Working Paper, Federal Reserve Bank of Richmond Downloads
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2015) Downloads View citations (22)

    See also Journal Article A tractable model of monetary exchange with ex-post heterogeneity, Theoretical Economics, Econometric Society (2018) Downloads View citations (14) (2018)

2015

  1. Competing for Order Flow in OTC Markets
    Post-Print, HAL View citations (2)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2014) Downloads View citations (10)
    Working Papers, Federal Reserve Bank of Philadelphia (2014) Downloads View citations (16)

    See also Journal Article Competing for Order Flow in OTC Markets, Journal of Money, Credit and Banking, Blackwell Publishing (2015) Downloads View citations (26) (2015)
  2. Liquid bank liabilities
    2015 Meeting Papers, Society for Economic Dynamics Downloads
  3. Long-Run and Short-Run Effects of Money Injections
    2015 Meeting Papers, Society for Economic Dynamics Downloads View citations (6)
  4. Working through the Distribution: Money in the Short and Long Run
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (31)

2014

  1. A Model of Monetary Exchange with Lumpy Consumption
    2014 Meeting Papers, Society for Economic Dynamics View citations (3)
  2. Decentralized Asset Markets with a Continuum of Types
    2014 Meeting Papers, Society for Economic Dynamics Downloads
  3. Entry and Exit in OTC Derivatives Markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (12)
    See also Journal Article Entry and Exit in OTC Derivatives Markets, Econometrica, Econometric Society (2015) Downloads View citations (55) (2015)
  4. 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) Downloads
    TSE Working Papers, Toulouse School of Economics (TSE) (2013) Downloads

    See also Journal Article Equilibrium Pricing and Trading Volume under Preference Uncertainty, The Review of Economic Studies, Review of Economic Studies Ltd (2014) Downloads View citations (16) (2014)

2013

  1. Measuring the Financial Soundness of U.S. Firms, 1926-2012
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
    Also in Staff Report, Federal Reserve Bank of Minneapolis (2013) Downloads View citations (2)

    See also Journal Article Measuring the financial soundness of U.S. firms, 1926–2012, Research in Economics, Elsevier (2017) Downloads View citations (9) (2017)
  2. The Market for OTC Derivatives
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (32)
    Also in Staff Report, Federal Reserve Bank of Minneapolis (2013) Downloads View citations (10)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) Downloads View citations (32)

2012

  1. Liquidity and Fragility in OTC Credit Derivatives Markets
    2012 Meeting Papers, Society for Economic Dynamics Downloads View citations (1)
  2. Trading and liquidity with limited cognition
    2012 Meeting Papers, Society for Economic Dynamics Downloads
    Also in Working Papers, HAL (2012)
    2011 Meeting Papers, Society for Economic Dynamics (2011) Downloads View citations (6)
    NBER Working Papers, National Bureau of Economic Research, Inc (2010) Downloads View citations (3)
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2010) Downloads View citations (4)
    TSE Working Papers, Toulouse School of Economics (TSE) (2010) Downloads View citations (4)

2011

  1. Aggregate Implications of Micro Asset Market Segmentation
    Department of Economics - Working Papers Series, The University of Melbourne Downloads View citations (3)
    Also in 2008 Meeting Papers, Society for Economic Dynamics (2008)
    NBER Working Papers, National Bureau of Economic Research, Inc (2009) Downloads View citations (1)

    See also Journal Article Aggregate implications of micro asset market segmentation, Journal of Monetary Economics, Elsevier (2012) Downloads View citations (2) (2012)
  2. Liquidity and the Threat of Fraudulent Assets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
    Also in Working Papers (Old Series), Federal Reserve Bank of Cleveland (2011) Downloads View citations (5)

    See also Journal Article Liquidity and the Threat of Fraudulent Assets, Journal of Political Economy, University of Chicago Press (2012) Downloads View citations (107) (2012)
  3. Liquidity in frictional asset markets
    Working Papers (Old Series), Federal Reserve Bank of Cleveland Downloads View citations (25)
    See also Journal Article Liquidity in Frictional Asset Markets, Journal of Money, Credit and Banking, Blackwell Publishing (2011) Downloads View citations (6) (2011)
  4. Trading with Liquidity and Limited Cognition
    Post-Print, HAL View citations (6)

2010

  1. 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) Downloads View citations (11)

    See also Journal Article Crises and liquidity in over-the-counter markets, Journal of Economic Theory, Elsevier (2011) Downloads View citations (100) (2011)

2009

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

2008

  1. Crashes and Recoveries in Illiquid Markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (14)
    Also in Working Papers (Old Series), Federal Reserve Bank of Cleveland (2007) Downloads View citations (10)
    2007 Meeting Papers, Society for Economic Dynamics (2007) View citations (14)
  2. Learning from Prices: Public Communication and Welfare
    2008 Meeting Papers, Society for Economic Dynamics View citations (15)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2008) Downloads View citations (22)

    See also Journal Article Learning from Prices: Public Communication and Welfare, Journal of Political Economy, University of Chicago Press (2010) Downloads View citations (138) (2010)

2007

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

    See also Journal Article A Search‐Based Theory of the On‐the‐Run Phenomenon, Journal of Finance, American Finance Association (2008) Downloads View citations (172) (2008)
  2. Asset Prices and the Composition of Consumption
    2007 Meeting Papers, Society for Economic Dynamics

2006

  1. Learning by Matching
    2006 Meeting Papers, Society for Economic Dynamics View citations (1)
  2. Learning from Private and Public Observation of Other's Actions
    MPRA Paper, University Library of Munich, Germany Downloads View citations (30)
  3. Why Has House Price Dispersion Gone Up?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (24)
    See also Journal Article Why Has House Price Dispersion Gone Up?, The Review of Economic Studies, Review of Economic Studies Ltd (2010) Downloads View citations (175) (2010)

2004

  1. Leaning against the wind
    2004 Meeting Papers, Society for Economic Dynamics Downloads View citations (16)
    See also Journal Article Leaning Against the Wind, The Review of Economic Studies, Review of Economic Studies Ltd (2007) Downloads View citations (143) (2007)
  2. Liquidity Premia in Dynamic Bargaining Markets
    Econometric Society 2004 North American Winter Meetings, Econometric Society Downloads View citations (15)
    See also Journal Article Liquidity premia in dynamic bargaining markets, Journal of Economic Theory, Elsevier (2008) Downloads View citations (92) (2008)

Journal Articles

2022

  1. A Theory of Participation in OTC and Centralized Markets
    (Trade Dynamics in the Market for Federal Funds)
    The Review of Economic Studies, 2022, 89, (6), 3223-3266 Downloads View citations (4)
    See also Working Paper A Theory of Participation in OTC and Centralized Markets, Post-Print (2022) View citations (4) (2022)
  2. Heterogeneity in decentralized asset markets
    Theoretical Economics, 2022, 17, (3) Downloads View citations (2)
    See also Working Paper Heterogeneity in Decentralized Asset Markets, CEPR Discussion Papers (2020) Downloads View citations (4) (2020)

2021

  1. An heterogeneous-agent New-Monetarist model with an application to unemployment
    Journal of Monetary Economics, 2021, 117, (C), 64-90 Downloads View citations (3)
    See also Working Paper An Heterogeneous-Agent New-Monetarist Model with an Application to Unemployment, NBER Working Papers (2018) Downloads View citations (2) (2018)
  2. Corporate Bond Liquidity during the COVID-19 Crisis
    (The day coronavirus nearly broke the financial markets)
    The Review of Financial Studies, 2021, 34, (11), 5352-5401 Downloads View citations (35)
    See also Working Paper Corporate Bond Liquidity During the COVID-19 Crisis, CEPR Discussion Papers (2020) Downloads View citations (43) (2020)
  3. Incentive Constrained Risk Sharing, Segmentation, and Asset Pricing
    American Economic Review, 2021, 111, (11), 3575-3610 Downloads View citations (1)
    See also Working Paper Incentive Constrained Risk Sharing, Segmentation, and Asset Pricing, CEPR Discussion Papers (2019) Downloads View citations (1) (2019)

2020

  1. Frictional Intermediation in Over-the-Counter Markets
    The Review of Economic Studies, 2020, 87, (3), 1432-1469 Downloads View citations (12)
    See also Working Paper Frictional Intermediation in Over-the-Counter Markets, 2019 Meeting Papers (2019) Downloads View citations (6) (2019)
  2. The Search Theory of Over-the-Counter Markets
    Annual Review of Economics, 2020, 12, (1), 747-773 Downloads View citations (7)

2019

  1. Government Guarantees and the Valuation of American Banks
    NBER Macroeconomics Annual, 2019, 33, (1), 81 - 145 Downloads View citations (8)
    See also Working Paper Government Guarantees and the Valuation of American Banks, NBER Working Papers (2018) Downloads View citations (10) (2018)
    Chapter Government Guarantees and the Valuation of American Banks, NBER Chapters, 2018, 81-145 (2018) Downloads View citations (10) (2018)
  2. RED Special Issue on Fragmented Financial Markets: An Introduction
    Review of Economic Dynamics, 2019, 33, 1-3 Downloads

2018

  1. A tractable model of monetary exchange with ex-post heterogeneity
    Theoretical Economics, 2018, 13, (3) Downloads View citations (14)
    See also Working Paper A Tractable Model of Monetary Exchange with Ex-Post Heterogeneity, Working Paper (2017) Downloads (2017)

2017

  1. Measuring the financial soundness of U.S. firms, 1926–2012
    Research in Economics, 2017, 71, (3), 613-635 Downloads View citations (9)
    See also Working Paper Measuring the Financial Soundness of U.S. Firms, 1926-2012, NBER Working Papers (2013) Downloads View citations (2) (2013)

2015

  1. Competing for Order Flow in OTC Markets
    Journal of Money, Credit and Banking, 2015, 47, (S2), 77-126 Downloads View citations (26)
    See also Working Paper Competing for Order Flow in OTC Markets, Post-Print (2015) View citations (2) (2015)
  2. Entry and Exit in OTC Derivatives Markets
    Econometrica, 2015, 83, 2231-2292 Downloads View citations (55)
    See also Working Paper Entry and Exit in OTC Derivatives Markets, NBER Working Papers (2014) Downloads View citations (12) (2014)

2014

  1. Equilibrium Pricing and Trading Volume under Preference Uncertainty
    The Review of Economic Studies, 2014, 81, (4), 1401-1437 Downloads View citations (16)
    See also Working Paper Equilibrium Pricing and Trading Volume under Preference Uncertainty, Post-Print (2014) View citations (14) (2014)

2012

  1. Aggregate implications of micro asset market segmentation
    Journal of Monetary Economics, 2012, 59, (4), 319-335 Downloads View citations (2)
    See also Working Paper Aggregate Implications of Micro Asset Market Segmentation, Department of Economics - Working Papers Series (2011) Downloads View citations (3) (2011)
  2. Learning from private and public observations of othersʼ actions
    Journal of Economic Theory, 2012, 147, (3), 910-940 Downloads View citations (53)
  3. Liquidity and the Threat of Fraudulent Assets
    Journal of Political Economy, 2012, 120, (5), 000 - 000 Downloads View citations (107)
    See also Working Paper Liquidity and the Threat of Fraudulent Assets, NBER Working Papers (2011) Downloads View citations (4) (2011)

2011

  1. Crises and liquidity in over-the-counter markets
    Journal of Economic Theory, 2011, 146, (6), 2169-2205 Downloads View citations (100)
    See also Working Paper Crises and Liquidity in Over-the-counter Markets, 2010 Meeting Papers (2010) View citations (3) (2010)
  2. LIQUIDITY PROVISION IN CAPACITY-CONSTRAINED MARKETS
    Macroeconomic Dynamics, 2011, 15, (S1), 119-144 Downloads View citations (7)
  3. Liquidity in Frictional Asset Markets
    Journal of Money, Credit and Banking, 2011, 43, (s2), 261-282 Downloads View citations (6)
    Also in Journal of Money, Credit and Banking, 2011, 43, 261-282 (2011) Downloads View citations (40)

    See also Working Paper Liquidity in frictional asset markets, Working Papers (Old Series) (2011) Downloads View citations (25) (2011)

2010

  1. Learning from Prices: Public Communication and Welfare
    Journal of Political Economy, 2010, 118, (5), 866 - 907 Downloads View citations (138)
    See also Working Paper Learning from Prices: Public Communication and Welfare, 2008 Meeting Papers (2008) View citations (15) (2008)
  2. Why Has House Price Dispersion Gone Up?
    The Review of Economic Studies, 2010, 77, (4), 1567-1606 Downloads View citations (175)
    See also Working Paper Why Has House Price Dispersion Gone Up?, NBER Working Papers (2006) Downloads View citations (24) (2006)

2009

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

2008

  1. A Search‐Based Theory of the On‐the‐Run Phenomenon
    Journal of Finance, 2008, 63, (3), 1361-1398 Downloads View citations (172)
    See also Working Paper A Search-Based Theory of the On-the-Run Phenomenon, FMG Discussion Papers (2007) Downloads View citations (13) (2007)
  2. Liquidity premia in dynamic bargaining markets
    Journal of Economic Theory, 2008, 140, (1), 66-96 Downloads View citations (92)
    See also Working Paper Liquidity Premia in Dynamic Bargaining Markets, Econometric Society 2004 North American Winter Meetings (2004) Downloads View citations (15) (2004)

2007

  1. Leaning Against the Wind
    The Review of Economic Studies, 2007, 74, (4), 1329-1354 Downloads View citations (143)
    See also Working Paper Leaning against the wind, 2004 Meeting Papers (2004) Downloads View citations (16) (2004)
  2. Restricted perception equilibria and rational expectation equilibrium
    Journal of Economic Dynamics and Control, 2007, 31, (1), 81-109 Downloads 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 Downloads View citations (10)
    See also Working Paper Government Guarantees and the Valuation of American Banks, National Bureau of Economic Research, Inc (2018) Downloads View citations (10) (2018)
    Journal Article Government Guarantees and the Valuation of American Banks, University of Chicago Press (2019) Downloads View citations (8) (2019)
 
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