Details about Pierre-Olivier Weill
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
- Sequential Search for Corporate Bonds
NBER Working Papers, National Bureau of Economic Research, Inc  View citations (1)
2022
- A Theory of Participation in OTC and Centralized Markets
Post-Print, HAL View citations (5)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2019) View citations (12)
NBER Working Papers, National Bureau of Economic Research, Inc (2019) 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) View citations (5) (2022)
2020
- Corporate Bond Liquidity During the COVID-19 Crisis
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (46)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2020) View citations (48)
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) View citations (51) (2021)
- Heterogeneity in Decentralized Asset Markets
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (4)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2014) View citations (44)
Working Papers, Federal Reserve Bank of Philadelphia (2015) View citations (16)
2016 Meeting Papers, Society for Economic Dynamics (2016) View citations (12)
Working Papers, Federal Reserve Bank of Philadelphia (2019)
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2019)
Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2014) View citations (35)
See also Journal Article Heterogeneity in decentralized asset markets, Theoretical Economics, Econometric Society (2022) View citations (4) (2022)
- The search theory of OTC markets
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (12)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2020) View citations (12)
2019
- Frictional Intermediation in Over-the-Counter Markets
Working Papers, Federal Reserve Bank of Philadelphia View citations (5)
Also in Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2018) View citations (6)
2019 Meeting Papers, Society for Economic Dynamics (2019) View citations (6)
Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2018) View citations (6)
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 Frictional Intermediation in Over-the-Counter Markets, The Review of Economic Studies, Review of Economic Studies Ltd (2020) View citations (18) (2020)
- Incentive Constrained Risk Sharing, Segmentation, and Asset Pricing
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2017) View citations (5)
HEC Research Papers Series, HEC Paris (2017) View citations (5)
See also Journal Article Incentive Constrained Risk Sharing, Segmentation, and Asset Pricing, American Economic Review, American Economic Association (2021) View citations (1) (2021)
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 An heterogeneous-agent New-Monetarist model with an application to unemployment, Journal of Monetary Economics, Elsevier (2021) View citations (3) (2021)
- Government Guarantees and the Valuation of American Banks
2018 Meeting Papers, Society for Economic Dynamics View citations (11)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2018) View citations (11)
Staff Report, Federal Reserve Bank of Minneapolis (2018) View citations (8)
See also Journal Article Government Guarantees and the Valuation of American Banks, NBER Macroeconomics Annual, University of Chicago Press (2019) View citations (9) (2019)
Chapter Government Guarantees and the Valuation of American Banks, NBER Chapters, National Bureau of Economic Research, Inc (2018) View citations (11) (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 (22)
See also Journal Article A tractable model of monetary exchange with ex-post heterogeneity, Theoretical Economics, Econometric Society (2018) View citations (15) (2018)
2015
- 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) View citations (10)
Working Papers, Federal Reserve Bank of Philadelphia (2014) View citations (16)
See also Journal Article Competing for Order Flow in OTC Markets, Journal of Money, Credit and Banking, Blackwell Publishing (2015) View citations (29) (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 (7)
- Working through the Distribution: Money in the Short and Long Run
NBER Working Papers, National Bureau of Economic Research, Inc View citations (31)
2014
- A Model of Monetary Exchange with Lumpy Consumption
2014 Meeting Papers, Society for Economic Dynamics View citations (3)
- 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 (12)
See also Journal Article Entry and Exit in OTC Derivatives Markets, Econometrica, Econometric Society (2015) View citations (58) (2015)
- 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 Equilibrium Pricing and Trading Volume under Preference Uncertainty, The Review of Economic Studies, Review of Economic Studies Ltd (2014) View citations (16) (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 Measuring the financial soundness of U.S. firms, 1926–2012, Research in Economics, Elsevier (2017) View citations (10) (2017)
- 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
- Liquidity and Fragility in OTC Credit Derivatives Markets
2012 Meeting Papers, Society for Economic Dynamics View citations (1)
- 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)
IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2010) View citations (4)
2011 Meeting Papers, Society for Economic Dynamics (2011) View citations (6)
Working Papers, HAL (2012)
NBER Working Papers, National Bureau of Economic Research, Inc (2010) View citations (3)
2011
- 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 Aggregate implications of micro asset market segmentation, Journal of Monetary Economics, Elsevier (2012) View citations (2) (2012)
- 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 Liquidity and the Threat of Fraudulent Assets, Journal of Political Economy, University of Chicago Press (2012) View citations (111) (2012)
- Liquidity in frictional asset markets
Working Papers (Old Series), Federal Reserve Bank of Cleveland View citations (25)
See also Journal Article Liquidity in Frictional Asset Markets, Journal of Money, Credit and Banking, Blackwell Publishing (2011) View citations (6) (2011)
- Trading with Liquidity and Limited Cognition
Post-Print, HAL View citations (6)
2010
- 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 Crises and liquidity in over-the-counter markets, Journal of Economic Theory, Elsevier (2011) View citations (105) (2011)
2009
- Liquidity Shocks and Order Book Dynamics
NBER Working Papers, National Bureau of Economic Research, Inc View citations (13)
Also in IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2009) View citations (14)
2009 Meeting Papers, Society for Economic Dynamics (2009) View citations (14)
TSE Working Papers, Toulouse School of Economics (TSE) (2009) View citations (14)
2008
- Crashes and Recoveries in Illiquid Markets
NBER Working Papers, National Bureau of Economic Research, Inc View citations (14)
Also in Working Papers (Old Series), Federal Reserve Bank of Cleveland (2007) View citations (10)
2007 Meeting Papers, Society for Economic Dynamics (2007) View citations (14)
- 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 Learning from Prices: Public Communication and Welfare, Journal of Political Economy, University of Chicago Press (2010) View citations (142) (2010)
2007
- A Search-Based Theory of the On-the-Run Phenomenon
FMG Discussion Papers, Financial Markets Group View citations (13)
Also in 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)
2005 Meeting Papers, Society for Economic Dynamics (2005) View citations (8)
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)
See also Journal Article A Search‐Based Theory of the On‐the‐Run Phenomenon, Journal of Finance, American Finance Association (2008) View citations (177) (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 View citations (1)
- 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 (24)
See also Journal Article Why Has House Price Dispersion Gone Up?, The Review of Economic Studies, Review of Economic Studies Ltd (2010) View citations (180) (2010)
2004
- Leaning against the wind
2004 Meeting Papers, Society for Economic Dynamics View citations (16)
See also Journal Article Leaning Against the Wind, The Review of Economic Studies, Review of Economic Studies Ltd (2007) View citations (148) (2007)
- Liquidity Premia in Dynamic Bargaining Markets
Econometric Society 2004 North American Winter Meetings, Econometric Society View citations (15)
See also Journal Article Liquidity premia in dynamic bargaining markets, Journal of Economic Theory, Elsevier (2008) View citations (92) (2008)
Journal Articles
2022
- A Theory of Participation in OTC and Centralized Markets
The Review of Economic Studies, 2022, 89, (6), 3223-3266 View citations (5)
See also Working Paper A Theory of Participation in OTC and Centralized Markets, Post-Print (2022) View citations (5) (2022)
- Heterogeneity in decentralized asset markets
Theoretical Economics, 2022, 17, (3) View citations (4)
See also Working Paper Heterogeneity in Decentralized Asset Markets, CEPR Discussion Papers (2020) View citations (4) (2020)
2021
- An heterogeneous-agent New-Monetarist model with an application to unemployment
Journal of Monetary Economics, 2021, 117, (C), 64-90 View citations (3)
See also Working Paper An Heterogeneous-Agent New-Monetarist Model with an Application to Unemployment, NBER Working Papers (2018) View citations (2) (2018)
- 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 View citations (51)
See also Working Paper Corporate Bond Liquidity During the COVID-19 Crisis, CEPR Discussion Papers (2020) View citations (46) (2020)
- Incentive Constrained Risk Sharing, Segmentation, and Asset Pricing
American Economic Review, 2021, 111, (11), 3575-3610 View citations (1)
See also Working Paper Incentive Constrained Risk Sharing, Segmentation, and Asset Pricing, CEPR Discussion Papers (2019) View citations (1) (2019)
2020
- Frictional Intermediation in Over-the-Counter Markets
The Review of Economic Studies, 2020, 87, (3), 1432-1469 View citations (18)
See also Working Paper Frictional Intermediation in Over-the-Counter Markets, Working Papers (2019) View citations (5) (2019)
- The Search Theory of Over-the-Counter Markets
Annual Review of Economics, 2020, 12, (1), 747-773 View citations (12)
2019
- Government Guarantees and the Valuation of American Banks
NBER Macroeconomics Annual, 2019, 33, (1), 81 - 145 View citations (9)
See also Chapter Government Guarantees and the Valuation of American Banks, NBER Chapters, 2018, 81-145 (2018) View citations (11) (2018)
Working Paper Government Guarantees and the Valuation of American Banks, 2018 Meeting Papers (2018) View citations (11) (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 (15)
See also Working Paper A Tractable Model of Monetary Exchange with Ex-Post Heterogeneity, Working Paper (2017) (2017)
2017
- Measuring the financial soundness of U.S. firms, 1926–2012
Research in Economics, 2017, 71, (3), 613-635 View citations (10)
See also Working Paper Measuring the Financial Soundness of U.S. Firms, 1926-2012, NBER Working Papers (2013) View citations (2) (2013)
2015
- Competing for Order Flow in OTC Markets
Journal of Money, Credit and Banking, 2015, 47, (S2), 77-126 View citations (29)
See also Working Paper Competing for Order Flow in OTC Markets, Post-Print (2015) View citations (2) (2015)
- Entry and Exit in OTC Derivatives Markets
Econometrica, 2015, 83, 2231-2292 View citations (58)
See also Working Paper Entry and Exit in OTC Derivatives Markets, NBER Working Papers (2014) View citations (12) (2014)
2014
- Equilibrium Pricing and Trading Volume under Preference Uncertainty
The Review of Economic Studies, 2014, 81, (4), 1401-1437 View citations (16)
See also Working Paper Equilibrium Pricing and Trading Volume under Preference Uncertainty, Post-Print (2014) View citations (14) (2014)
2012
- Aggregate implications of micro asset market segmentation
Journal of Monetary Economics, 2012, 59, (4), 319-335 View citations (2)
See also Working Paper Aggregate Implications of Micro Asset Market Segmentation, Department of Economics - Working Papers Series (2011) View citations (3) (2011)
- Learning from private and public observations of othersʼ actions
Journal of Economic Theory, 2012, 147, (3), 910-940 View citations (53)
- Liquidity and the Threat of Fraudulent Assets
Journal of Political Economy, 2012, 120, (5), 000 - 000 View citations (111)
See also Working Paper Liquidity and the Threat of Fraudulent Assets, NBER Working Papers (2011) View citations (4) (2011)
2011
- Crises and liquidity in over-the-counter markets
Journal of Economic Theory, 2011, 146, (6), 2169-2205 View citations (105)
See also Working Paper Crises and Liquidity in Over-the-counter Markets, 2010 Meeting Papers (2010) View citations (3) (2010)
- LIQUIDITY PROVISION IN CAPACITY-CONSTRAINED MARKETS
Macroeconomic Dynamics, 2011, 15, (S1), 119-144 View citations (7)
- Liquidity in Frictional Asset Markets
Journal of Money, Credit and Banking, 2011, 43, (s2), 261-282 View citations (6)
Also in Journal of Money, Credit and Banking, 2011, 43, 261-282 (2011) View citations (40)
See also Working Paper Liquidity in frictional asset markets, Working Papers (Old Series) (2011) View citations (25) (2011)
2010
- Learning from Prices: Public Communication and Welfare
Journal of Political Economy, 2010, 118, (5), 866 - 907 View citations (142)
See also Working Paper Learning from Prices: Public Communication and Welfare, NBER Working Papers (2008) View citations (22) (2008)
- Why Has House Price Dispersion Gone Up?
The Review of Economic Studies, 2010, 77, (4), 1567-1606 View citations (180)
See also Working Paper Why Has House Price Dispersion Gone Up?, NBER Working Papers (2006) View citations (24) (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 (177)
See also Working Paper A Search-Based Theory of the On-the-Run Phenomenon, FMG Discussion Papers (2007) View citations (13) (2007)
- Liquidity premia in dynamic bargaining markets
Journal of Economic Theory, 2008, 140, (1), 66-96 View citations (92)
See also Working Paper Liquidity Premia in Dynamic Bargaining Markets, Econometric Society 2004 North American Winter Meetings (2004) View citations (15) (2004)
2007
- Leaning Against the Wind
The Review of Economic Studies, 2007, 74, (4), 1329-1354 View citations (148)
See also Working Paper Leaning against the wind, 2004 Meeting Papers (2004) View citations (16) (2004)
- Restricted perception equilibria and rational expectation equilibrium
Journal of Economic Dynamics and Control, 2007, 31, (1), 81-109 View citations (5)
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 (11)
See also Journal Article Government Guarantees and the Valuation of American Banks, University of Chicago Press (2019) View citations (9) (2019)
Working Paper Government Guarantees and the Valuation of American Banks, Society for Economic Dynamics (2018) View citations (11) (2018)
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