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

SCHOLARLY PAPERS

33

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1,484

CROSSREF CITATIONS

844

Scholarly Papers (33)

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 653 (76,765)

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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: 07 Jul 2023
Bruno Biais and Pierre-Olivier Weill
Centre for Economic Policy Research (CEPR) and University of California, Los Angeles
Downloads 60 (682,950)

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2.
Downloads 648 (78,572)
Citation 52

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 472 (114,927)
Citation 1

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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 119 (442,558)

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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 2022
Stijn Van Nieuwerburgh and Pierre-Olivier Weill
Columbia University Graduate School of Business and University of California, Los Angeles
Downloads 57 (700,647)
Citation 21

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3.
Downloads 318 (181,259)
Citation 166

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 212 (270,644)
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 59 (688,892)

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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: 15 Aug 2022
Dimitri Vayanos and Pierre-Olivier Weill
London School of Economics and University of California, Los Angeles
Downloads 33 (876,194)
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 (1,071,578)
Citation 7
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Search, liquidity, asset pricing, on-the-run bonds

4.
Downloads 254 (229,268)
Citation 37

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 219 (263,675)
Citation 14

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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: 13 Feb 2022
Ricardo Lagos, Gulasekaran Rajaguru and Pierre-Olivier Weill
New York University (NYU) - Department of Economics, Bond University and University of California, Los Angeles
Downloads 35 (858,535)
Citation 25

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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
Jerome Dugast, Semih Uslu and Pierre-Olivier Weill
Université Paris-Dauphine, PSL Research University, Johns Hopkins University - Carey Business School and University of California, Los Angeles
Downloads 213 (269,518)

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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: 16 Dec 2022
Jerome Dugast, Semih Uslu and Pierre-Olivier Weill
Université Paris-Dauphine, PSL Research University, Johns Hopkins University - Carey Business School and University of California, Los Angeles
Downloads 19 (1,015,323)

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6.
Downloads 205 (280,114)
Citation 112

Leaning Against the Wind

Number of pages: 67 Posted: 21 Feb 2005
Pierre-Olivier Weill
University of California, Los Angeles
Downloads 130 (413,395)
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 75 (604,755)
Citation 39

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Market making capital, market maker inventory management

7.
Downloads 196 (291,717)
Citation 34

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
École Polytechnique Fédérale de Lausanne, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and University of California, Los Angeles
Downloads 91 (536,466)
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
École Polytechnique Fédérale de Lausanne, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and University of California, Los Angeles
Downloads 83 (568,961)
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: 11 Mar 2023
Julien Hugonnier, Benjamin R. Lester and Pierre-Olivier Weill
École Polytechnique Fédérale de Lausanne, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and University of California, Los Angeles
Downloads 20 (1,004,293)

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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
École Polytechnique Fédérale de Lausanne, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and University of California, Los Angeles
Downloads 2 (1,199,772)
Citation 13
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Bargaining, Heterogeneous Agents, intermediation, Over-the-counter markets, search frictions

8.
Downloads 174 (324,589)
Citation 19

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
École Polytechnique Fédérale de Lausanne, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and University of California, Los Angeles
Downloads 80 (582,183)

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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
École Polytechnique Fédérale de Lausanne, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and University of California, Los Angeles
Downloads 59 (688,892)
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: 10 Mar 2023
Julien Hugonnier, Benjamin R. Lester and Pierre-Olivier Weill
École Polytechnique Fédérale de Lausanne, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and University of California, Los Angeles
Downloads 35 (858,535)
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
École 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
École Polytechnique Fédérale de Lausanne, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and University of California, Los Angeles
Downloads 0
Citation 11
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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
École Polytechnique Fédérale de Lausanne, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and University of California, Los Angeles

Abstract:

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search frictions, bargaining, heterogeneity, price dispersion

9.
Downloads 172 (327,832)
Citation 63

Liquidity Premia in Dynamic Bargaining Markets

Number of pages: 48 Posted: 21 Feb 2005
Pierre-Olivier Weill
University of California, Los Angeles
Downloads 110 (469,838)
Citation 46

Abstract:

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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 62 (671,798)
Citation 19

Abstract:

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Liquidity premia, Search

10.
Downloads 160 (348,956)
Citation 1

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 115 (454,302)

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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 2023
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 45 (779,995)

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11.
Downloads 158 (352,667)
Citation 94

Corporate Bond Liquidity During the Covid-19 Crisis

NBER Working Paper No. w27355
Number of pages: 81 Posted: 15 Jun 2020 Last Revised: 31 Mar 2023
University of Illinois at Urbana-Champaign, 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 157 (354,654)
Citation 1

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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
University of Illinois at Urbana-Champaign, 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 affiliation not provided to SSRN
Downloads 1 (1,211,172)
Citation 99
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corporate bonds, COVID-19, intermediation, liquidity, SMCCF

12.
Downloads 157 (354,601)
Citation 1

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 121 (436,976)

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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: 30 Jan 2022
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 36 (850,108)
Citation 1

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13.

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 136 (397,898)
Citation 8

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Distance to Default, Volatility, Leverage, Financial Crises

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 87 (552,267)

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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: 15 Jan 2023
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 30 (903,119)
Citation 13

Abstract:

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15.

Inventory, Market Making, and Liquidity in OTC Markets

Number of pages: 55 Posted: 08 Dec 2023 Last Revised: 19 Jan 2024
Assa Cohen, Mahyar Kargar, Benjamin R. Lester and Pierre-Olivier Weill
Yeshiva University - Syms School of Business, University of Illinois at Urbana-Champaign, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and University of California, Los Angeles
Downloads 114 (458,090)

Abstract:

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Over-the-counter markets, intermediation, liquidity, dealer inventory, financial regulation

16.
Downloads 103 (489,871)

Sequential Search for Corporate Bonds

Number of pages: 68 Posted: 16 Nov 2023 Last Revised: 26 Jan 2024
University of Illinois at Urbana-Champaign, Federal Reserve Banks - Federal Reserve Bank of Philadelphia, University of Wisconsin - Madison and University of California, Los Angeles
Downloads 100 (503,785)

Abstract:

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Over-the-counter markets, intermediation, corporate bonds, time-to-trade

Sequential Search for Corporate Bonds

NBER Working Paper No. w31904
Number of pages: 69 Posted: 27 Nov 2023
University of Illinois at Urbana-Champaign, Federal Reserve Banks - Federal Reserve Bank of Philadelphia, University of Wisconsin - Madison and University of California, Los Angeles
Downloads 3 (1,188,923)
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17.
Downloads 98 (506,713)
Citation 78

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 60 (682,950)
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 Apr 2023
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 38 (833,716)
Citation 22

Abstract:

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18.

A Conference on Liquidity in Frictional Markets

FRB of Cleveland Policy Discussion Paper No. 26
Number of pages: 10 Posted: 21 May 2009
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 94 (520,571)

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

19.
Downloads 89 (538,912)
Citation 40

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 60 (682,950)
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 Apr 2022
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 29 (912,436)
Citation 11

Abstract:

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20.

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 89 (538,912)
Citation 9

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21.
Downloads 85 (554,485)
Citation 57

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 52 (731,881)
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 Apr 2023
Yiting Li, Guillaume Rocheteau and Pierre-Olivier Weill
National Taiwan University, Federal Reserve Bank of Cleveland and University of California, Los Angeles
Downloads 33 (876,194)

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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: 15 May 2023
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 43 (794,911)
Citation 5

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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 33 (876,194)

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money, inflation, risk sharing, liquidity traps

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 49 (751,873)

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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: 08 Mar 2023
Chris Edmond and Pierre-Olivier Weill
New York University and University of California, Los Angeles
Downloads 27 (931,678)

Abstract:

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24.
Downloads 57 (686,786)
Citation 35

The Search Theory of OTC Markets

NBER Working Paper No. w27354
Number of pages: 53 Posted: 15 Jun 2020 Last Revised: 30 Mar 2023
Pierre-Olivier Weill
University of California, Los Angeles
Downloads 57 (700,647)
Citation 1

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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
Downloads 0
Citation 38
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Asset Pricing, OTC markets, search frictions

25.

Government Guarantees and the Valuation of American Banks

NBER Working Paper No. w24706
Number of pages: 84 Posted: 18 Jun 2018 Last Revised: 05 Jul 2023
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 53 (709,928)
Citation 5

Abstract:

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26.
Downloads 49 (734,926)
Citation 5

The Market for OTC Derivatives

NBER Working Paper No. w18912
Number of pages: 71 Posted: 22 Mar 2013 Last Revised: 06 Mar 2022
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 47 (765,612)

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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 (1,199,772)
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credit default swaps, dealers, OTC markets

27.

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 2023
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 47 (747,857)
Citation 1

Abstract:

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28.

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: 31 May 2023
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 28 (895,032)
Citation 1

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29.

Learning from Prices: Public Communication and Welfare

NBER Working Paper No. w14255
Number of pages: 50 Posted: 27 Aug 2008 Last Revised: 15 Dec 2022
Manuel Amador and Pierre-Olivier Weill
affiliation not provided to SSRN and University of California, Los Angeles
Downloads 28 (895,032)
Citation 44

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30.

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: 06 Jul 2023
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 27 (904,270)
Citation 1

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31.

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 (1,162,100)
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Asset Pricing, Collateral constraints, Endogenously Incomplete, General Equilibrium

32.

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
Jerome Dugast, Semih Uslu and Pierre-Olivier Weill
Université Paris-Dauphine, PSL Research University, Johns Hopkins University - Carey Business School and University of California, Los Angeles
Downloads 1 (1,162,100)
Citation 11
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33.

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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