Pierre-Olivier Weill

University of California, Los Angeles

Professor of Economics

Box 951477

Los Angeles, CA 90095-1477

United States

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

  • University of California, Los Angeles

SCHOLARLY PAPERS

31

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635

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868

Scholarly Papers (31)

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1.

Liquidity Shocks and Order Book Dynamics

Downloads 680 ( 48,453)

Liquidity Shocks and Order Book Dynamics

Number of pages: 51 Posted: 04 Aug 2008 Last Revised: 30 Jun 2009
Bruno Biais and Pierre-Olivier Weill
Centre for Economic Policy Research (CEPR) and University of California, Los Angeles
Downloads 636 (52,239)

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Liquidity Shocks and Order Book Dynamics

NBER Working Paper No. w15009
Number of pages: 52 Posted: 01 Jun 2009 Last Revised: 04 Jan 2021
Bruno Biais and Pierre-Olivier Weill
Centre for Economic Policy Research (CEPR) and University of California, Los Angeles
Downloads 44 (515,463)

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2.

Why Has House Price Dispersion Gone Up?

Downloads 557 ( 62,538)
Citation 37

Why Has House Price Dispersion Gone Up?

NYU Working Paper No. FIN-06-010
Number of pages: 75 Posted: 03 Nov 2008 Last Revised: 25 Feb 2009
Stijn Van Nieuwerburgh and Pierre-Olivier Weill
Columbia University Graduate School of Business and University of California, Los Angeles
Downloads 414 (88,786)

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Why Has House Price Dispersion Gone Up?

Number of pages: 53 Posted: 10 Aug 2006
Stijn Van Nieuwerburgh and Pierre-Olivier Weill
Columbia University Graduate School of Business and University of California, Los Angeles
Downloads 103 (325,419)

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house price, income inequality, supply regulation

Why Has House Price Dispersion Gone Up?

NBER Working Paper No. w12538
Number of pages: 76 Posted: 02 Oct 2006 Last Revised: 06 Oct 2021
Stijn Van Nieuwerburgh and Pierre-Olivier Weill
Columbia University Graduate School of Business and University of California, Los Angeles
Downloads 40 (535,152)
Citation 7

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3.

A Search-Based Theory of the On-the-Run Phenomenon

Downloads 270 (143,179)
Citation 127

A Search-Based Theory of the On-the-Run Phenomenon

AFA 2006 Boston Meetings Paper
Number of pages: 71 Posted: 11 Mar 2005
Pierre-Olivier Weill and Dimitri Vayanos
University of California, Los Angeles and London School of Economics
Downloads 190 (200,035)
Citation 2

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On-the-run bonds, liquidity, specialness, search, arbitrage

A Search-Based Theory of the On-the-Run Phenomenon

NYU Working Paper No. FIN-05-016
Number of pages: 72 Posted: 03 Nov 2008
Dimitri Vayanos and Pierre-Olivier Weill
London School of Economics and University of California, Los Angeles
Downloads 44 (515,463)

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A Search-Based Theory of the On-the-Run Phenomenon

NBER Working Paper No. w12670
Number of pages: 65 Posted: 06 Dec 2006 Last Revised: 14 Feb 2021
Dimitri Vayanos and Pierre-Olivier Weill
London School of Economics and University of California, Los Angeles
Downloads 22 (648,418)
Citation 27

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A Search-Based Theory of the On-the-Run Phenomenon

CEPR Discussion Paper No. 5965
Number of pages: 67 Posted: 05 Jan 2007
Pierre-Olivier Weill and Dimitri Vayanos
University of California, Los Angeles and London School of Economics
Downloads 14 (712,049)
Citation 5
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Search, liquidity, asset pricing, on-the-run bonds

4.

Crises and Liquidity in Over-the-Counter Markets

Downloads 206 (185,948)
Citation 25

Crises and Liquidity in Over-the-Counter Markets

AFA 2011 Denver Meetings Paper
Number of pages: 45 Posted: 06 Oct 2009 Last Revised: 17 Mar 2010
Ricardo Lagos, Guillaume Rocheteau and Pierre-Olivier Weill
New York University (NYU) - Department of Economics, Federal Reserve Bank of Cleveland and University of California, Los Angeles
Downloads 188 (201,997)
Citation 17

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Crises and Liquidity in Over-the-Counter Markets

NBER Working Paper No. w15414
Number of pages: 46 Posted: 13 Oct 2009 Last Revised: 15 Aug 2021
Ricardo Lagos, Gulasekaran Rajaguru and Pierre-Olivier Weill
New York University (NYU) - Department of Economics, Bond University and University of California, Los Angeles
Downloads 18 (679,576)
Citation 10

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5.

Leaning Against the Wind

Downloads 157 (235,913)
Citation 91

Leaning Against the Wind

Number of pages: 67 Posted: 21 Feb 2005
Pierre-Olivier Weill
University of California, Los Angeles
Downloads 102 (327,534)
Citation 8

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Marketmaking capital, marketmaker inventory, management, financial crisis

Leaning Against the Wind

NYU Working Paper No. FIN-05-017
Number of pages: 67 Posted: 03 Nov 2008
Pierre-Olivier Weill
University of California, Los Angeles
Downloads 55 (467,264)
Citation 16

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Market making capital, market maker inventory management

6.

A Theory of Participation in OTC and Centralized Markets

Downloads 133 (269,319)
Citation 1

A Theory of Participation in OTC and Centralized Markets

Johns Hopkins Carey Business School Research Paper No. 19-07
Number of pages: 105 Posted: 13 Jun 2019 Last Revised: 03 Sep 2021
Jérôme Dugast, Semih Uslu and Pierre-Olivier Weill
Université Paris-Dauphine, PSL Research University, Johns Hopkins Carey Business School and University of California, Los Angeles
Downloads 129 (276,611)

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OTC Markets, Heterogeneity, Intermediation, Composition Externalities, Government Intervention

A Theory of Participation in OTC and Centralized Markets

NBER Working Paper No. w25887, Université Paris-Dauphine Research Paper No. 3398056
Number of pages: 45 Posted: 05 Jun 2019 Last Revised: 26 Sep 2021
Jérôme Dugast, Semih Uslu and Pierre-Olivier Weill
Université Paris-Dauphine, PSL Research University, Johns Hopkins Carey Business School and University of California, Los Angeles
Downloads 4 (797,377)
Citation 1

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7.

Liquidity Premia in Dynamic Bargaining Markets

Downloads 130 (273,938)
Citation 54

Liquidity Premia in Dynamic Bargaining Markets

Number of pages: 48 Posted: 21 Feb 2005
Pierre-Olivier Weill
University of California, Los Angeles
Downloads 87 (363,018)
Citation 46

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Liquidity premia, Search

Liquidity Premia in Dynamic Bargaining Markets

NYU Working Paper No. FIN-05-018
Number of pages: 37 Posted: 03 Nov 2008
Pierre-Olivier Weill
University of California, Los Angeles
Downloads 43 (520,203)
Citation 19

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Liquidity premia, Search

8.

Corporate Bond Liquidity During the Covid-19 Crisis

Downloads 129 (275,547)
Citation 3

Corporate Bond Liquidity During the Covid-19 Crisis

NBER Working Paper No. w27355
Number of pages: 81 Posted: 15 Jun 2020 Last Revised: 07 Oct 2021
Mahyar Kargar, Benjamin R. Lester, Daivd Lindsay, Shuo Liu, Pierre-Olivier Weill and Diego Zúñiga
University of Illinois at Urbana-Champaign - Department of Finance, Federal Reserve Banks - Federal Reserve Bank of Philadelphia, University of California, Los Angeles (UCLA) - Department of Economics, Tsinghua University - Tsinghua University School of Economics and Management, University of California, Los Angeles and University of California, Los Angeles (UCLA)
Downloads 128 (278,239)

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Corporate Bond Liquidity During the Covid-19 Crisis

CEPR Discussion Paper No. DP15231
Number of pages: 84 Posted: 12 Sep 2020 Last Revised: 22 Sep 2021
Mahyar Kargar, Benjamin R. Lester, Daivd Lindsay, Shuo Liu, Pierre-Olivier Weill and Diego Zúñiga
University of Illinois at Urbana-Champaign - Department of Finance, Federal Reserve Banks - Federal Reserve Bank of Philadelphia, University of California, Los Angeles (UCLA) - Department of Economics, Tsinghua University - School of Economics & Management, University of California, Los Angeles and affiliation not provided to SSRN
Downloads 1 (829,937)
Citation 3
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corporate bonds, COVID-19, intermediation, liquidity, SMCCF

9.

Crashes and Recoveries in Illiquid Markets

Downloads 123 (285,574)
Citation 3

Crashes and Recoveries in Illiquid Markets

FRB of Cleveland Working Paper No. 07-08
Number of pages: 71 Posted: 19 Oct 2007
Ricardo Lagos, Guillaume Rocheteau and Pierre-Olivier Weill
New York University (NYU) - Department of Economics, Federal Reserve Bank of Cleveland and University of California, Los Angeles
Downloads 100 (331,893)
Citation 1

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liquidity, asset inventories, execution delays, search, bargaining

Crashes and Recoveries in Illiquid Markets

NBER Working Paper No. w14119
Number of pages: 69 Posted: 22 Jun 2008 Last Revised: 01 Aug 2021
Ricardo Lagos, Guillaume Rocheteau and Pierre-Olivier Weill
New York University (NYU) - Department of Economics, Federal Reserve Bank of Cleveland and University of California, Los Angeles
Downloads 23 (640,809)
Citation 2

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10.

Frictional Intermediation in Over-the-Counter Markets

Downloads 121 (289,014)
Citation 18

Frictional Intermediation in Over-the-Counter Markets

Swiss Finance Institute Research Paper No. 18-59
Number of pages: 81 Posted: 27 Aug 2018 Last Revised: 18 Jan 2019
Julien Hugonnier, Benjamin R. Lester and Pierre-Olivier Weill
Swiss Federal Institute of Technology Lausanne - Ecole Polytechnique Fédérale de Lausanne, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and University of California, Los Angeles
Downloads 67 (422,801)
Citation 1

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Over-the-Counter Markets, Search Frictions, Bargaining, Heterogeneous Agents, Intermediation

Frictional Intermediation in Over-the-Counter Markets

FRB of Philadelphia Working Paper No. 19-10
Number of pages: 80 Posted: 06 Feb 2019 Last Revised: 29 Apr 2020
Julien Hugonnier, Benjamin R. Lester and Pierre-Olivier Weill
Swiss Federal Institute of Technology Lausanne - Ecole Polytechnique Fédérale de Lausanne, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and University of California, Los Angeles
Downloads 45 (510,656)
Citation 1

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Over-the-counter markets, search frictions, bargaining, heterogeneous agents, intermediation

Frictional Intermediation in Over-the-Counter Markets

NBER Working Paper No. w24956
Number of pages: 80 Posted: 17 Sep 2018 Last Revised: 10 Sep 2021
Julien Hugonnier, Benjamin R. Lester and Pierre-Olivier Weill
Swiss Federal Institute of Technology Lausanne - Ecole Polytechnique Fédérale de Lausanne, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and University of California, Los Angeles
Downloads 7 (771,792)

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Frictional Intermediation in Over-the-Counter Markets

CEPR Discussion Paper No. DP13126
Number of pages: 82 Posted: 17 Sep 2018
Julien Hugonnier, Benjamin R. Lester and Pierre-Olivier Weill
Swiss Federal Institute of Technology Lausanne - Ecole Polytechnique Fédérale de Lausanne, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and University of California, Los Angeles
Downloads 2 (816,763)
Citation 13
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Bargaining, Heterogeneous Agents, intermediation, Over-the-counter markets, search frictions

11.

Trading and Liquidity with Limited Cognition

Downloads 120 (290,755)

Trading and Liquidity with Limited Cognition

Number of pages: 49 Posted: 15 Dec 2010
Bruno Biais, Johan Hombert and Pierre-Olivier Weill
Centre for Economic Policy Research (CEPR), HEC Paris - Finance Department and University of California, Los Angeles
Downloads 97 (338,649)

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liquidity shock, limit-orders, asset pricing and liquidity, algorithmic trading, limited cognition, sticky plans

Trading and Liquidity with Limited Cognition

NBER Working Paper No. w16628
Number of pages: 50 Posted: 18 Dec 2010 Last Revised: 09 Jun 2021
Bruno Biais, Johan Hombert and Pierre-Olivier Weill
Centre for Economic Policy Research (CEPR), HEC Paris - Finance Department and University of California, Los Angeles
Downloads 23 (640,809)

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12.

Heterogeneity in Decentralized Asset Markets

Downloads 105 (319,143)
Citation 10

Heterogeneity in Decentralized Asset Markets

Swiss Finance Institute Research Paper No. 14-67
Number of pages: 86 Posted: 05 Dec 2014 Last Revised: 05 Apr 2018
Julien Hugonnier, Benjamin R. Lester and Pierre-Olivier Weill
Swiss Federal Institute of Technology Lausanne - Ecole Polytechnique Fédérale de Lausanne, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and University of California, Los Angeles
Downloads 56 (463,309)

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search frictions, bargaining, continuum of types, price dispersion, intermediation chains.

Heterogeneity in Decentralized Asset Markets

FRB of Philadelphia Working Paper No. 15-22
Number of pages: 73 Posted: 29 May 2015
Julien Hugonnier, Benjamin R. Lester and Pierre-Olivier Weill
Swiss Federal Institute of Technology Lausanne - Ecole Polytechnique Fédérale de Lausanne, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and University of California, Los Angeles
Downloads 36 (556,439)
Citation 2

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Search Frictions, Bargaining, Continuum of Types, Price Dispersion

Heterogeneity in Decentralized Asset Markets

NBER Working Paper No. w20746
Number of pages: 85 Posted: 15 Dec 2014 Last Revised: 09 Sep 2021
Julien Hugonnier, Benjamin R. Lester and Pierre-Olivier Weill
Swiss Federal Institute of Technology Lausanne - Ecole Polytechnique Fédérale de Lausanne, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and University of California, Los Angeles
Downloads 13 (720,543)
Citation 1

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Heterogeneity in Decentralized Asset Markets

CEPR Discussion Paper No. DP14014
Number of pages: 58 Posted: 07 Oct 2019
Julien Hugonnier, Benjamin R. Lester and Pierre-Olivier Weill
Swiss Federal Institute of Technology Lausanne - Ecole Polytechnique Fédérale de Lausanne, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and University of California, Los Angeles
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Bargaining, Heterogeneity, price dispersion, search frictions

Heterogeneity in Decentralized Asset Markets

CEPR Discussion Paper No. DP14274
Number of pages: 58 Posted: 14 Jan 2020
Julien Hugonnier, Benjamin R. Lester and Pierre-Olivier Weill
Swiss Federal Institute of Technology Lausanne - Ecole Polytechnique Fédérale de Lausanne, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and University of California, Los Angeles
Downloads 0
Citation 5
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Bargaining, Heterogeneity, price dispersion, search frictions

Heterogeneity in Decentralized Asset Markets

FRB of Philadelphia Working Paper No. 19-44
Posted: 27 Nov 2019
Julien Hugonnier, Benjamin R. Lester and Pierre-Olivier Weill
Swiss Federal Institute of Technology Lausanne - Ecole Polytechnique Fédérale de Lausanne, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and University of California, Los Angeles

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search frictions, bargaining, heterogeneity, price dispersion

13.

Incentive Constrained Risk Sharing, Segmentation, and Asset Pricing

Downloads 72 (401,706)
Citation 1

Incentive Constrained Risk Sharing, Segmentation, and Asset Pricing

HEC Paris Research Paper No. FIN-2017-1236
Number of pages: 72 Posted: 24 Oct 2017 Last Revised: 29 Nov 2017
Johan Hombert, Bruno Biais and Pierre-Olivier Weill
HEC Paris - Finance Department, Centre for Economic Policy Research (CEPR) and University of California, Los Angeles
Downloads 60 (447,906)

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Incentive Constrained Risk Sharing, Segmentation, and Asset Pricing

NBER Working Paper No. w23986
Number of pages: 62 Posted: 06 Nov 2017 Last Revised: 17 Jul 2021
Bruno Biais, Johan Hombert and Pierre-Olivier Weill
University of Toulouse 1 - Toulouse School of Economics (TSE), HEC Paris - Finance Department and University of California, Los Angeles
Downloads 12 (729,090)
Citation 1

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14.

A Conference on Liquidity in Frictional Markets

FRB of Cleveland Policy Discussion Paper No. 26
Number of pages: 10 Posted: 21 May 2009
Joseph G. Haubrich, Guillaume Rocheteau, Pierre-Olivier Weill and Randall Wright
Federal Reserve Bank of Cleveland, Federal Reserve Bank of Cleveland, University of California, Los Angeles and University of Wisconsin - Madison - Department of Finance, Investment and Banking
Downloads 72 (401,706)

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Liquidity, Frictional Markets, Walrasian market clearing alternatives, search, game theory

15.

Liquidity in Frictional Asset Markets

FRB of Cleveland Working Paper No. 11-05
Number of pages: 29 Posted: 21 Jan 2011
Guillaume Rocheteau and Pierre-Olivier Weill
Federal Reserve Bank of Cleveland and University of California, Los Angeles
Downloads 67 (417,518)
Citation 9

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16.

Measuring the Financial Soundness of US Firms, 1926-2012

Research In Economics , Vol. 71, No. 1, 2017
Number of pages: 51 Posted: 07 Oct 2018
Andrew Atkeson, Andrea L. Eisfeldt and Pierre-Olivier Weill
University of California, Los Angeles (UCLA) - Department of Economics, UCLA Anderson School of Management and University of California, Los Angeles
Downloads 60 (441,565)
Citation 8

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Distance to Default, Volatility, Leverage, Financial Crises

17.

Entry and Exit in OTC Derivatives Markets

Downloads 46 (496,644)
Citation 58

Entry and Exit in OTC Derivatives Markets

Econometrica, Vol. 83, No. 6, 2015
Number of pages: 105 Posted: 07 Oct 2018
Andrea L. Eisfeldt, Andrew Atkeson and Pierre-Olivier Weill
UCLA Anderson School of Management, University of California, Los Angeles (UCLA) - Department of Economics and University of California, Los Angeles
Downloads 28 (604,967)
Citation 11

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OTC Markets, Derivatives, Search, Entry and Exit

Entry and Exit in OTC Derivatives Markets

NBER Working Paper No. w20416
Number of pages: 61 Posted: 03 Sep 2014 Last Revised: 15 Oct 2021
Andrew Atkeson, Andrea L. Eisfeldt and Pierre-Olivier Weill
University of California, Los Angeles (UCLA) - Department of Economics, UCLA Anderson School of Management and University of California, Los Angeles
Downloads 18 (679,576)
Citation 13

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18.

Aggregate Implications of Micro Asset Market Segmentation

Downloads 44 (505,588)

Aggregate Implications of Micro Asset Market Segmentation

Number of pages: 40 Posted: 15 Aug 2009
Chris Edmond and Pierre-Olivier Weill
New York University and University of California, Los Angeles
Downloads 32 (579,546)

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Asset pricing, market segmentation, idiosyncratic risk.

Aggregate Implications of Micro Asset Market Segmentation

NBER Working Paper No. w15254
Number of pages: 41 Posted: 18 Aug 2009 Last Revised: 06 Sep 2021
Chris Edmond and Pierre-Olivier Weill
New York University and University of California, Los Angeles
Downloads 12 (729,090)

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19.

Competing for Order Flow in OTC Markets

Downloads 43 (510,021)
Citation 32

Competing for Order Flow in OTC Markets

FRB of Philadelphia Working Paper No. 14-9
Number of pages: 50 Posted: 20 Mar 2014
Benjamin R. Lester, Guillaume Rocheteau and Pierre-Olivier Weill
Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Federal Reserve Bank of Cleveland and University of California, Los Angeles
Downloads 31 (585,591)
Citation 2

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Over-the-counter markets, OTC Markets, Order Flow

Competing for Order Flow in OTC Markets

NBER Working Paper No. w20608
Number of pages: 53 Posted: 22 Oct 2014 Last Revised: 24 Oct 2021
Benjamin R. Lester, Guillaume Rocheteau and Pierre-Olivier Weill
Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Federal Reserve Bank of Cleveland and University of California, Los Angeles
Downloads 12 (729,090)
Citation 11

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20.

Liquidity and the Threat of Fraudulent Assets

Downloads 42 (514,643)
Citation 44

Liquidity and the Threat of Fraudulent Assets

FRB of Cleveland Working Paper No. 11-24
Number of pages: 92 Posted: 04 Oct 2011
Yiting Li, Guillaume Rocheteau and Pierre-Olivier Weill
National Taiwan University, Federal Reserve Bank of Cleveland and University of California, Los Angeles
Downloads 30 (591,820)
Citation 12

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search, payments, collateral, fraud, liquidity premia

Liquidity and the Threat of Fraudulent Assets

NBER Working Paper No. w17500
Number of pages: 36 Posted: 14 Oct 2011 Last Revised: 27 Oct 2021
Yiting Li, Guillaume Rocheteau and Pierre-Olivier Weill
National Taiwan University, Federal Reserve Bank of Cleveland and University of California, Los Angeles
Downloads 12 (729,090)

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21.

The Market for OTC Derivatives

Downloads 32 (565,394)
Citation 3

The Market for OTC Derivatives

NBER Working Paper No. w18912
Number of pages: 71 Posted: 22 Mar 2013 Last Revised: 05 Sep 2021
Andrew Atkeson, Andrea L. Eisfeldt and Pierre-Olivier Weill
University of California, Los Angeles (UCLA) - Department of Economics, UCLA Anderson School of Management and University of California, Los Angeles
Downloads 30 (591,820)

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The Market for OTC Derivatives

CEPR Discussion Paper No. DP9403
Number of pages: 73 Posted: 03 Apr 2013
Andrew Atkeson, Andrea L. Eisfeldt and Pierre-Olivier Weill
University of California, Los Angeles (UCLA) - Department of Economics, UCLA Anderson School of Management and University of California, Los Angeles
Downloads 2 (816,763)
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credit default swaps, dealers, OTC markets

22.

Measuring the Financial Soundness of U.S. Firms, 1926-2012

NBER Working Paper No. w19204
Number of pages: 49 Posted: 12 Jul 2013 Last Revised: 23 Jun 2021
Andrew Atkeson, Andrea L. Eisfeldt and Pierre-Olivier Weill
University of California, Los Angeles (UCLA) - Department of Economics, UCLA Anderson School of Management and University of California, Los Angeles
Downloads 27 (594,963)

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23.

Learning from Prices: Public Communication and Welfare

NBER Working Paper No. w14255
Number of pages: 50 Posted: 27 Aug 2008 Last Revised: 14 Jun 2021
Manuel Amador and Pierre-Olivier Weill
affiliation not provided to SSRN and University of California, Los Angeles
Downloads 18 (657,053)
Citation 19

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24.

Government Guarantees and the Valuation of American Banks

NBER Working Paper No. w24706
Number of pages: 84 Posted: 18 Jun 2018 Last Revised: 26 Jun 2021
Andrew Atkeson, Adrien d'Avernas, Andrea L. Eisfeldt and Pierre-Olivier Weill
University of California, Los Angeles (UCLA) - Department of Economics, Swedish House of Finance, UCLA Anderson School of Management and University of California, Los Angeles
Downloads 14 (686,638)
Citation 5

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25.

A Tractable Model of Monetary Exchange with Ex-Post Heterogeneity

Downloads 14 (686,638)
Citation 8

A Tractable Model of Monetary Exchange with Ex-Post Heterogeneity

FRB Richmond Working Paper No. 17-6
Posted: 01 May 2017 Last Revised: 24 Oct 2017
Guillaume Rocheteau, Pierre-Olivier Weill and Russell Wong
Federal Reserve Bank of Cleveland, University of California, Los Angeles and Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 10 (746,129)

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money, inflation, risk sharing, liquidity traps

A Tractable Model of Monetary Exchange with Ex-Post Heterogeneity

NBER Working Paper No. w21179
Number of pages: 67 Posted: 18 May 2015 Last Revised: 16 May 2021
Guillaume Rocheteau, Pierre-Olivier Weill and Tsz-Nga Wong
Federal Reserve Bank of Cleveland, University of California, Los Angeles and Washington University in St Louis
Downloads 4 (797,377)
Citation 5

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26.

An Heterogeneous-Agent New-Monetarist Model with an Application to Unemployment

NBER Working Paper No. w25220
Number of pages: 57 Posted: 05 Nov 2018 Last Revised: 04 Jun 2021
Guillaume Rocheteau, Pierre-Olivier Weill and Tsz-Nga Wong
Federal Reserve Bank of Cleveland, University of California, Los Angeles and Washington University in St Louis
Downloads 10 (717,945)
Citation 1

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27.

Working Through the Distribution: Money in the Short and Long Run

NBER Working Paper No. w21779
Number of pages: 52 Posted: 07 Dec 2015 Last Revised: 05 Jul 2021
Guillaume Rocheteau, Pierre-Olivier Weill and Tsz-Nga Wong
Federal Reserve Bank of Cleveland, University of California, Los Angeles and Washington University in St Louis
Downloads 4 (765,017)
Citation 1

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28.

The Search Theory of OTC Markets

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Citation 3

The Search Theory of OTC Markets

NBER Working Paper No. w27354
Number of pages: 53 Posted: 15 Jun 2020 Last Revised: 07 Oct 2021
Pierre-Olivier Weill
University of California, Los Angeles
Downloads 3 (806,148)
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The Search Theory of OTC Markets

CEPR Discussion Paper No. DP14847
Number of pages: 55 Posted: 16 Jun 2020
Pierre-Olivier Weill
University of California, Los Angeles
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Citation 3
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Asset Pricing, OTC markets, search frictions

29.

Incentive Constrained Risk Sharing, Segmentation, and Asset Pricing

CEPR Discussion Paper No. DP14257
Number of pages: 65 Posted: 14 Jan 2020 Last Revised: 22 Sep 2021
Bruno Biais, Johan Hombert and Pierre-Olivier Weill
University of Toulouse 1 - Toulouse School of Economics (TSE), HEC Paris - Finance Department and University of California, Los Angeles
Downloads 1 (793,524)
Citation 1
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Asset Pricing, Collateral constraints, Endogenously Incomplete, General Equilibrium

30.

A Theory of Participation in OTC and Centralized Markets

CEPR Discussion Paper No. DP14258
Number of pages: 109 Posted: 14 Jan 2020 Last Revised: 22 Sep 2021
Jérôme Dugast, Semih Uslu and Pierre-Olivier Weill
Université Paris-Dauphine, PSL Research University, Johns Hopkins Carey Business School and University of California, Los Angeles
Downloads 1 (793,524)
Citation 1
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31.

The Search Theory of Over-the-Counter Markets

Annual Review of Economics, Vol. 12, pp. 747-773, 2020
Posted: 14 Aug 2020
Pierre-Olivier Weill
University of California, Los Angeles

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