18
H index
22
i10 index
1397
Citations
University of California-Los Angeles (UCLA) (47% share) | 18 H index 22 i10 index 1397 Citations RESEARCH PRODUCTION: 25 Articles 82 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Pierre-Olivier Weill. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Review of Economic Studies | 4 |
Journal of Economic Theory | 3 |
Journal of Monetary Economics | 2 |
Journal of Money, Credit and Banking | 2 |
Journal of Political Economy | 2 |
Year | Title of citing document | |
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2021 | Linking Covid-19 epidemic and emerging market OAS: Evidence using dynamic copulas and Pareto distributions. (2021). Esposito, Julien ; Dufrenot, Gilles ; Chitou, Imdade. In: AMSE Working Papers. RePEc:aim:wpaimx:2138. Full description at Econpapers || Download paper | |
2022 | Scrambling for Dollars: International Liquidity, Banks and Exchange Rates. (2022). Engel, Charles ; Bigio, Saki ; Bianchi, Javier. In: Working Papers. RePEc:apc:wpaper:182. Full description at Econpapers || Download paper | |
2021 | Order book dynamics in the presence of liquidity fluctuations. (2020). Yambartsev, Anatoly ; Rojas, Helder. In: Papers. RePEc:arx:papers:2004.10632. Full description at Econpapers || Download paper | |
2021 | CORPORATE BOND MARKETS IN EASTERN EUROPE: TRENDS AND PROSPECTS. (2021). Vasylieva, Dariia. In: Baltic Journal of Economic Studies. RePEc:bal:journl:2256-0742:2021:7:1:2. Full description at Econpapers || Download paper | |
2021 | COVID-19 Crisis: Lessons Learned for Future Policy Research. (). Uthemann, Andreas ; Garriott, Corey ; Fontaine, Jean-Sebastien ; Lee, Jessica ; Johal, Jesse. In: Discussion Papers. RePEc:bca:bocadp:21-2. Full description at Econpapers || Download paper | |
2021 | Centralizing Over-the-Counter Markets?. (2021). Allen, Jason ; Wittwer, Milena. In: Staff Working Papers. RePEc:bca:bocawp:21-39. Full description at Econpapers || Download paper | |
2021 | More Money for Some: The Redistributive Effects of Open Market Operations. (2021). Bustamante, Christian. In: Staff Working Papers. RePEc:bca:bocawp:21-46. Full description at Econpapers || Download paper | |
2022 | Central Bank Liquidity Facilities and Market Making. (2022). Walton, Adrian ; Cimon, David. In: Staff Working Papers. RePEc:bca:bocawp:22-9. Full description at Econpapers || Download paper | |
2021 | Strategic Trading, Welfare and Prices with Futures Contracts. (2021). Dastarac, Hugues. In: Working papers. RePEc:bfr:banfra:841. Full description at Econpapers || Download paper | |
2022 | State-dependent Central Bank Communication with Heterogeneous Beliefs. (2022). Sylverie, Herbert. In: Working papers. RePEc:bfr:banfra:875. Full description at Econpapers || Download paper | |
2021 | The Fed takes on corporate credit risk: an analysis of the efficacy of the SMCCF. (2021). Zakrajek, Egon ; Yue, Vivian Z ; Wei, Bin ; Gilchrist, Simon. In: BIS Working Papers. RePEc:bis:biswps:963. Full description at Econpapers || Download paper | |
2022 | Money markets, collateral and monetary policy. (2022). Hoerova, Marie ; Uhlig, Harald ; de Fiore, Fiorella. In: BIS Working Papers. RePEc:bis:biswps:997. Full description at Econpapers || Download paper | |
2021 | Bargaining power and outside options in the interbank lending market. (2021). Bräuning, Falk ; Brauning, Falk ; Abbassi, Puriya ; Schulze, Niels. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:2:p:553-586. Full description at Econpapers || Download paper | |
2021 | Mutual Fund Holdings of Credit Default Swaps: Liquidity, Yield, and Risk. (2021). Zhu, Zhongyan ; Ou, Jitao ; Jiang, Wei. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:2:p:537-586. Full description at Econpapers || Download paper | |
2021 | Inventory Management, Dealers Connections, and Prices in Over?the?Counter Markets. (2021). Foucault, Thierry ; Colliard, Jean-Edouard ; Hoffmann, Peter. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:5:p:2199-2247. Full description at Econpapers || Download paper | |
2021 | Out?of?Town Home Buyers and City Welfare. (2021). Van Nieuwerburgh, Stijn ; Favilukis, Jack. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:5:p:2577-2638. Full description at Econpapers || Download paper | |
2022 | Regulation of Charlatans in High?Skill Professions. (2022). van Binsbergen, Jules H ; Berk, Jonathan B. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:2:p:1219-1258. Full description at Econpapers || Download paper | |
2022 | The Economics of Deferral and Clawback Requirements. (2022). Opp, Marcus ; Inderst, Roman ; Hoffmann, Florian. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:4:p:2423-2470. Full description at Econpapers || Download paper | |
2022 | Total returns to single?family rentals. (2022). Eisfeldt, Andrea L ; Demers, Andrew . In: Real Estate Economics. RePEc:bla:reesec:v:50:y:2022:i:1:p:7-32. Full description at Econpapers || Download paper | |
2021 | Can central bank communication help to stabilise inflation expectations?. (2021). Jung, Alexander ; Kuehl, Patrick. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:68:y:2021:i:3:p:298-321. Full description at Econpapers || Download paper | |
2021 | Dash for dollars. (2021). Eguren Martin, Fernando ; Cesa-Bianchi, Ambrogio ; Eguren-Martin, Fernando. In: Bank of England working papers. RePEc:boe:boeewp:0932. Full description at Econpapers || Download paper | |
2022 | Size discount and size penalty: trading costs in bond markets. (2022). Zou, Junyuan ; Wang, Chaojun ; Pinter, Gabor. In: Bank of England working papers. RePEc:boe:boeewp:0970. Full description at Econpapers || Download paper | |
2022 | Information chasing versus adverse selection. (2022). Zou, Junyuan ; Wang, Chaojun ; Pinter, Gabor. In: Bank of England working papers. RePEc:boe:boeewp:0971. Full description at Econpapers || Download paper | |
2022 | Comparing search and intermediation frictions across markets. (2022). Üslü, Semih ; Pinter, Gabor. In: Bank of England working papers. RePEc:boe:boeewp:0974. Full description at Econpapers || Download paper | |
2021 | Análisis sobre la evolución del COVID-19 en Colombia: ¿se alcanzará el pico de contagio?. (2021). Chaves, Lvaro H. In: Tiempo y EconomÃÂa. RePEc:col:000485:018543. Full description at Econpapers || Download paper | |
2021 | Regulation and Security Design in Concentrated Markets. (2021). Hachem, Kinda ; Babus, Ana. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15861. Full description at Econpapers || Download paper | |
2021 | Inventory management, dealers’ connections, and prices in OTC markets. (2021). Hoffmann, Peter ; Foucault, Thierry ; Colliard, Jean-Edouard. In: Working Paper Series. RePEc:ecb:ecbwps:20212529. Full description at Econpapers || Download paper | |
2021 | Leveraged property cycles. (2021). Jaccard, Ivan. In: Working Paper Series. RePEc:ecb:ecbwps:20212539. Full description at Econpapers || Download paper | |
2021 | Can central bank communication help to stabilise inflation expectations?. (2021). Jung, Alexander ; Kuhl, Patrick. In: Working Paper Series. RePEc:ecb:ecbwps:20212547. Full description at Econpapers || Download paper | |
2021 | Euro area sovereign bond risk premia during the Covid-19 pandemic. (2021). Grimm, Niklas ; Corradin, Stefano ; Schwaab, Bernd. In: Working Paper Series. RePEc:ecb:ecbwps:20212561. Full description at Econpapers || Download paper | |
2022 | Market-stabilization QE. (2022). Ozen, Kadir ; Motto, Roberto. In: Working Paper Series. RePEc:ecb:ecbwps:20222640. Full description at Econpapers || Download paper | |
2022 | Monetary policy transmission in segmented markets. (2022). Zhang, Anthony Lee ; Ma, Yiming ; Eisenschmidt, Jens. In: Working Paper Series. RePEc:ecb:ecbwps:20222706. Full description at Econpapers || Download paper | |
2021 | Migration and urban economic dynamics. (2021). Veracierto, Marcelo ; Fisher, Jonas ; Davis, Morris A. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:133:y:2021:i:c:s016518892100169x. Full description at Econpapers || Download paper | |
2022 | Optimally sticky prices: Foundations. (2022). Zame, William R ; Lhuillier, Jean-Paul. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:141:y:2022:i:c:s0165188922001038. Full description at Econpapers || Download paper | |
2022 | Money mining and price dynamics: The case of divisible currencies. (2022). Rocheteau, Guillaume ; Choi, Michael. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:142:y:2022:i:c:s0165188921000877. Full description at Econpapers || Download paper | |
2022 | A search-theoretic model of double-spending fraud. (2022). Wang, Chien-Chiang ; Li, Yiting. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:142:y:2022:i:c:s0165188921000920. Full description at Econpapers || Download paper | |
2022 | Reacting to the economic fallout of the COVID-19: Evidence on debt exposure and asset management of Italian firms. (2022). Iandolo, Stefano ; Ferragina, Anna Maria. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:530-547. Full description at Econpapers || Download paper | |
2022 | The COVID-19 pandemic, consumption and sovereign credit risk: Cross-country evidence. (2022). Xie, Fang ; Sun, Qinru ; Hao, Xiangchao. In: Economic Modelling. RePEc:eee:ecmode:v:109:y:2022:i:c:s0264999322000402. Full description at Econpapers || Download paper | |
2022 | COVID-19 pandemic and debt financing by firms: Unravelling the channels. (2022). Mohapatra, Sanket ; Jacob, Joshy ; Gopalakrishnan, Balagopal. In: Economic Modelling. RePEc:eee:ecmode:v:114:y:2022:i:c:s0264999322001754. Full description at Econpapers || Download paper | |
2021 | Counterparty choice in the UK credit default swap market: An empirical matching approach. (2021). Ferrara, Gerardo ; Liu, Zijun ; Koo, Bonsoo ; Kim, Jun Sung. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:58-74. Full description at Econpapers || Download paper | |
2021 | The COVID-19 Pandemic and Sovereign Bond Risk. (2021). AndrieÈ™, Alin Marius ; Sprincean, Nicu ; Ongena, Steven. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001431. Full description at Econpapers || Download paper | |
2022 | Effects of R&D policy on income inequality in a growth model with heterogeneous assets and skills. (2022). Zheng, Zhijie ; Yang, Yibai ; Chan, Ying Tung. In: Economics Letters. RePEc:eee:ecolet:v:213:y:2022:i:c:s0165176522000544. Full description at Econpapers || Download paper | |
2021 | A model of endogenous direct and indirect asset liquidity. (2021). Carlos, Dillon ; Lee, Seungduck ; Mo, Kuk ; Geromichalos, Athanasios. In: European Economic Review. RePEc:eee:eecrev:v:132:y:2021:i:c:s0014292120302579. Full description at Econpapers || Download paper | |
2021 | Real consequences of open market operations: The role of limited commitment. (2021). Gomis-Porqueras, Pedro ; Carli, Francesco. In: European Economic Review. RePEc:eee:eecrev:v:132:y:2021:i:c:s0014292120302695. Full description at Econpapers || Download paper | |
2021 | Search and credit frictions in the housing market. (2021). Ortego-Marti, Victor ; Gabrovski, Miroslav. In: European Economic Review. RePEc:eee:eecrev:v:134:y:2021:i:c:s0014292121000520. Full description at Econpapers || Download paper | |
2022 | Corporate hedging fragility in the over-the-counter market. (2022). Dudley, Evan ; Calluzzo, Paul. In: Journal of Empirical Finance. RePEc:eee:empfin:v:67:y:2022:i:c:p:253-270. Full description at Econpapers || Download paper | |
2021 | The anatomy of buyer–seller dynamics in decentralized markets. (2021). Giovannetti, Andrea. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001836. Full description at Econpapers || Download paper | |
2021 | The impact of Covid-19 on liquidity of emerging market bonds. (2021). Gubareva, Mariya. In: Finance Research Letters. RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320316408. Full description at Econpapers || Download paper | |
2021 | Information sensitivity of corporate bonds: Evidence from the COVID-19 crisis. (2021). Rhodes, Meredith E ; Arnold, Grace E. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612320317256. Full description at Econpapers || Download paper | |
2021 | The impact of COVID-19 on housing price: Evidence from China. (2021). Zhang, Guangli ; Qiu, Shanyun ; Qian, Xianhang. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000258. Full description at Econpapers || Download paper | |
2022 | COVID-19 and the cost of bond debt: The role of corporate diversification. (2022). Almaghrabi, Khadija S. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321004414. Full description at Econpapers || Download paper | |
2021 | Optimal contract for asset trades: Collateralizing or selling?. (2021). Kang, Kee-Youn. In: Journal of Financial Markets. RePEc:eee:finmar:v:56:y:2021:i:c:s1386418120300598. Full description at Econpapers || Download paper | |
2021 | Financial oligopolies and parallel exclusion in the credit default swap markets. (2021). Perrakis, Stylianos ; Zhong, Rui ; Kryzanowski, Lawrence. In: Journal of Financial Markets. RePEc:eee:finmar:v:56:y:2021:i:c:s1386418120300756. Full description at Econpapers || Download paper | |
2022 | Contagious margin calls: How COVID-19 threatened global stock market liquidity. (2022). Ødegaard, Bernt ; Odegaard, Bernt Arne ; Philip, Richard ; Kwan, Amy ; Foley, Sean. In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pa:s1386418121000628. Full description at Econpapers || Download paper | |
2021 | From banking integration to housing market integration - Evidence from the comovement of U.S. Metropolitan House Prices. (2021). Choi, Chi-Young ; Hansz, Andrew J. In: Journal of Financial Stability. RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000437. Full description at Econpapers || Download paper | |
2022 | COVID-19 as a stress test: Assessing the bank regulatory framework. (2022). Wang, KE ; Ranish, Ben ; Mooney, Timothy ; Martinez, Francis ; Maddrey, Alice ; Loudis, Bert ; Iercosan, Diana ; Horvath, Akos ; Duncan, Elizabeth ; Wix, Carlo ; Warusawitharana, Missaka. In: Journal of Financial Stability. RePEc:eee:finsta:v:61:y:2022:i:c:s1572308922000419. Full description at Econpapers || Download paper | |
2021 | COVID-19 and time-frequency connectedness between green and conventional financial markets. (2021). Hasan, Mudassar ; Arif, Muhammad ; Naeem, Muhammad Abubakr ; Alawi, Suha M. In: Global Finance Journal. RePEc:eee:glofin:v:49:y:2021:i:c:s104402832100048x. Full description at Econpapers || Download paper | |
2022 | Global banks, dollar funding, and regulation. (2022). Aldasoro, Iñaki ; Eren, Egemen ; Ehlers, Torsten. In: Journal of International Economics. RePEc:eee:inecon:v:137:y:2022:i:c:s0022199622000411. Full description at Econpapers || Download paper | |
2021 | A closed formula for illiquid corporate bonds and an application to the European market. (2021). Nastasi, Emanuele ; Nassigh, Aldo ; Baviera, Roberto. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:71:y:2021:i:c:s1042443121000020. Full description at Econpapers || Download paper | |
2021 | Does boardroom gender diversity decrease credit risk in the financial sector? Worldwide evidence. (2021). Sohel, Nurul ; Scagnelli, Simone D ; Zaman, Rashid ; Choudhury, Tonmoy ; Kinateder, Harald. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000664. Full description at Econpapers || Download paper | |
2021 | Bond market intermediation and the Role of Repo. (2021). Infante, Sebastian ; Huh, Yesol. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:122:y:2021:i:c:s0378426620302612. Full description at Econpapers || Download paper | |
2021 | Global syndicated lending during the COVID-19 pandemic. (2021). Politsidis, Panagiotis ; HASAN, IFTEKHAR ; Sharma, Zenu. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621000790. Full description at Econpapers || Download paper | |
2021 | Corporate bond market reactions to quantitative easing during the COVID-19 pandemic. (2021). Qiu, Yancheng ; Nozawa, Yoshio. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621001114. Full description at Econpapers || Download paper | |
2021 | Overweighting of public information in financial markets: A lesson from the lab. (2021). Morone, Andrea ; Alfarano, Simone ; Camacho-Cuena, Eva ; Ruiz-Buforn, Alba. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621002508. Full description at Econpapers || Download paper | |
2022 | Market fairness and efficiency: Evidence from the Tokyo Stock Exchange. (2022). Zhang, Jiang ; McInish, Thomas H ; Kemme, David M. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002612. Full description at Econpapers || Download paper | |
2022 | OTC Microstructure in a period of stress: A Multi-layered network approach. (2022). Vasios, Michalis ; Joseph, Andreas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426621003514. Full description at Econpapers || Download paper | |
2021 | Efficiency in trading markets with multi-dimensional signals. (2021). Heumann, Tibor. In: Journal of Economic Theory. RePEc:eee:jetheo:v:191:y:2021:i:c:s0022053120301496. Full description at Econpapers || Download paper | |
2021 | Relationship finance, informed liquidity, and monetary policy. (2021). Murro, Pierluigi ; Minetti, Raoul ; Araujo, Luis. In: Journal of Economic Theory. RePEc:eee:jetheo:v:193:y:2021:i:c:s0022053121000272. Full description at Econpapers || Download paper | |
2021 | Confounding dynamics. (2021). Walker, Todd B ; Rondina, Giacomo . In: Journal of Economic Theory. RePEc:eee:jetheo:v:196:y:2021:i:c:s0022053121000685. Full description at Econpapers || Download paper | |
2021 | Intermediation in over-the-counter markets with price transparency. (2021). Kospentaris, Ioannis ; Gabrovski, Miroslav. In: Journal of Economic Theory. RePEc:eee:jetheo:v:198:y:2021:i:c:s0022053121001812. Full description at Econpapers || Download paper | |
2022 | Heterogeneity, decentralized trade, and the long-run real effects of inflation. (2022). Zhu, Tao ; Jin, GU. In: Journal of Economic Theory. RePEc:eee:jetheo:v:201:y:2022:i:c:s0022053122000291. Full description at Econpapers || Download paper | |
2021 | The difference a day makes: Timely disclosure and trading efficiency in the muni market. (2021). Wang, Jay Z ; Liu, YU ; Chalmers, John. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:1:p:313-335. Full description at Econpapers || Download paper | |
2021 | What’s wrong with Pittsburgh? Delegated investors and liquidity concentration. (2021). Ghent, Andra. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:2:p:337-358. Full description at Econpapers || Download paper | |
2021 | Loan guarantees and credit supply. (2021). Yannelis, Constantine ; Kim, Olivia S ; Bachas, Natalie. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:3:p:872-894. Full description at Econpapers || Download paper | |
2021 | What is the impact of introducing a parallel OTC market? Theory and evidence from the chinese interbank FX market. (2021). Puzzello, Daniela ; Lugovskyy, Volodymyr ; Holden, Craig W. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:1:p:270-291. Full description at Econpapers || Download paper | |
2021 | Competition, profitability, and discount rates. (2021). Ji, Yan ; Dou, Winston Wei ; Wu, Wei. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:2:p:582-620. Full description at Econpapers || Download paper | |
2021 | Network risk and key players: A structural analysis of interbank liquidity. (2021). Yuan, Kathy ; Li, YE ; Julliard, Christian ; Denbee, Edward. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:3:p:831-859. Full description at Econpapers || Download paper | |
2021 | Asset mispricing. (2021). Petrasek, Lubomir ; Longstaff, Francis A ; Lewis, Kurt F. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:3:p:981-1006. Full description at Econpapers || Download paper | |
2021 | Anatomy of a liquidity crisis: Corporate bonds in the COVID-19 crisis. (2021). Zhou, Xing ; O'Hara, Maureen. In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:1:p:46-68. Full description at Econpapers || Download paper | |
2022 | Does mutual fund illiquidity introduce fragility into asset prices? Evidence from the corporate bond market. (2022). Wang, Ashley ; Sun, Zheng ; Li, YI ; Jiang, Hao. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:1:p:277-302. Full description at Econpapers || Download paper | |
2022 | Treasury inconvenience yields during the COVID-19 crisis. (2022). Nagel, Stefan ; He, Zhiguo ; Song, Zhaogang. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:1:p:57-79. Full description at Econpapers || Download paper | |
2022 | It’s what you say and what you buy: A holistic evaluation of the corporate credit facilities. (2022). Boyarchenko, Nina ; Shachar, OR ; Kovner, Anna. In: Journal of Financial Economics. RePEc:eee:jfinec:v:144:y:2022:i:3:p:695-731. Full description at Econpapers || Download paper | |
2022 | Intermediation in the interbank lending market. (2022). Ma, Yiming ; Craig, Ben. In: Journal of Financial Economics. RePEc:eee:jfinec:v:145:y:2022:i:2:p:179-207. Full description at Econpapers || Download paper | |
2022 | Did the paycheck protection program hit the target?. (2022). Zwick, Eric ; Yannelis, Constantine ; Makridis, Christos ; Granja, Joo. In: Journal of Financial Economics. RePEc:eee:jfinec:v:145:y:2022:i:3:p:725-761. Full description at Econpapers || Download paper | |
2022 | Strategic fragmented markets. (2022). Parlatore, Cecilia ; Babus, Ana. In: Journal of Financial Economics. RePEc:eee:jfinec:v:145:y:2022:i:3:p:876-908. Full description at Econpapers || Download paper | |
2022 | A spatiotemporal equilibrium model of migration and housing interlinkages. (2022). Pesaran, Hashem M ; Cun, Wukuang. In: Journal of Housing Economics. RePEc:eee:jhouse:v:57:y:2022:i:c:s1051137722000146. Full description at Econpapers || Download paper | |
2021 | Asset pricing in monetary economies. (2021). Altermatt, Lukas ; Iwasaki, Kohei ; Wright, Randall. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:115:y:2021:i:c:s0261560621000012. Full description at Econpapers || Download paper | |
2021 | Why is the rent so darn high? The role of growing demand to live in housing-supply-inelastic cities. (2021). Howard, Greg ; Liebersohn, Jack. In: Journal of Urban Economics. RePEc:eee:juecon:v:124:y:2021:i:c:s0094119021000516. Full description at Econpapers || Download paper | |
2021 | Business complexity and risk management: Evidence from operational risk events in U.S. bank holding companies. (2021). Wang, Jianlin ; Ozdagli, Ali ; Chernobai, Anna. In: Journal of Monetary Economics. RePEc:eee:moneco:v:117:y:2021:i:c:p:418-440. Full description at Econpapers || Download paper | |
2021 | Optimal policy with general signal extraction. (2021). Lanteri, Andrea ; Hauk, Esther ; Marcet, Albert. In: Journal of Monetary Economics. RePEc:eee:moneco:v:118:y:2021:i:c:p:54-86. Full description at Econpapers || Download paper | |
2021 | Regulation and security design in concentrated markets. (2021). Babus, Ana ; Hachem, Kinda. In: Journal of Monetary Economics. RePEc:eee:moneco:v:121:y:2021:i:c:p:139-151. Full description at Econpapers || Download paper | |
2021 | Low interest rates and risk incentives for banks with market power. (2021). Xiao, Kairong ; Wu, Yufeng ; Whited, Toni M. In: Journal of Monetary Economics. RePEc:eee:moneco:v:121:y:2021:i:c:p:155-174. Full description at Econpapers || Download paper | |
2021 | Financial fragility in the COVID-19 crisis: The case of investment funds in corporate bond markets. (2021). Su, Ali Horta ; Hortasu, Ali ; Goldstein, Itay ; Falato, Antonio. In: Journal of Monetary Economics. RePEc:eee:moneco:v:123:y:2021:i:c:p:35-52. Full description at Econpapers || Download paper | |
2021 | Return and volatility transmission between emerging markets and US debt throughout the pandemic crisis. (2021). Gubareva, Mariya ; Riaz, Yasir ; Manel, Youssef ; Umar, Zaghum. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x21000706. Full description at Econpapers || Download paper | |
2022 | Commodity money, free banking, and nominal income targeting: Lessons for monetary policy reform. (2022). Hendrickson, Joshua. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:84:y:2022:i:c:p:462-477. Full description at Econpapers || Download paper | |
2021 | Relationship between the financial and the real economy: A bibliometric analysis. (2021). Verbi, Miroslav ; Zabavnik, Darja. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:55-75. Full description at Econpapers || Download paper | |
2022 | International evidence for the substitution effect of FX derivatives usage on bank capital buffer. (2022). Xie, Fang ; Sun, Qinru ; Hao, Xiangchao. In: Research in International Business and Finance. RePEc:eee:riibaf:v:62:y:2022:i:c:s0275531922000757. Full description at Econpapers || Download paper | |
2021 | Central Bank Transparency with (semi-)public Information: Laboratory Experiments. (2021). trabelsi, emna ; Hichri, Walid. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:90:y:2021:i:c:s2214804320306881. Full description at Econpapers || Download paper | |
2021 | A preferred-habitat model of the term structure of interest rates. (2020). Vila, Jean-Luc ; Vayanos, Dimitri. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:106509. Full description at Econpapers || Download paper | |
2022 | Income and wealth distribution in macroeconomics: a continuous-time approach. (2022). Achdou, Yves ; Moll, Ben ; Lions, Pierrelouis ; Lasry, Jean Michel ; Han, Jiequn. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:107422. Full description at Econpapers || Download paper | |
2021 | Bargaining Under Liquidity Constraints: Nash vs. Kalai in the Laboratory. (2021). Puzzello, Daniela ; Lebeau, Lucie ; Duffy, John. In: Working Papers. RePEc:fip:feddwp:93380. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2021 | Incentive Constrained Risk Sharing, Segmentation, and Asset Pricing In: American Economic Review. [Full Text][Citation analysis] | article | 6 |
2019 | Incentive Constrained Risk Sharing, Segmentation, and Asset Pricing.(2019) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2017 | Incentive Constrained Risk Sharing, Segmentation, and Asset Pricing.(2017) In: HEC Research Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2017 | Incentive Constrained Risk Sharing, Segmentation, and Asset Pricing.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2020 | The Search Theory of Over-the-Counter Markets In: Annual Review of Economics. [Full Text][Citation analysis] | article | 5 |
2008 | A Search?Based Theory of the On?the?Run Phenomenon In: Journal of Finance. [Full Text][Citation analysis] | article | 177 |
2006 | A Search-Based Theory of the On-the-Run Phenomenon.(2006) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 177 | paper | |
2007 | A search-based theory of the on-the-run phenomenon.(2007) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 177 | paper | |
2005 | A search-based theory of the on-the-run phenomenon.(2005) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 177 | paper | |
2006 | A Search-Based Theory of the On-the-Run Phenomenon.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 177 | paper | |
2005 | A Search-Based Theory of the On-the-Run Phenomenon.(2005) In: 2005 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 177 | paper | |
2014 | Heterogeneity in Decentralized Asset Markets In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 52 |
2019 | Heterogeneity in Decentralized Asset Markets.(2019) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 52 | paper | |
2020 | Heterogeneity in Decentralized Asset Markets.(2020) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 52 | paper | |
2015 | Heterogeneity in decentralized asset markets.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 52 | paper | |
2019 | Heterogeneity in Decentralized Asset Markets.(2019) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 52 | paper | |
2014 | Heterogeneity in Decentralized Asset Markets.(2014) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 52 | paper | |
2016 | Heterogeneity in decentralized asset markets.(2016) In: 2016 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 52 | paper | |
2018 | Frictional Intermediation in Over-the-Counter Markets In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 13 |
2018 | Frictional Intermediation in Over-the-Counter Markets.(2018) In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2018 | Frictional intermediation in over-the-counter markets.(2018) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2019 | Frictional Intermediation in Over-the-Counter Markets.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2018 | Frictional Intermediation in Over-the-counter Markets.(2018) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2020 | Frictional Intermediation in Over-the-Counter Markets.(2020) In: Review of Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | article | |
2019 | Frictional Intermediation in Over-the-Counter Markets.(2019) In: 2019 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2019 | A Theory of Participation in OTC and Centralized Markets In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 13 |
2019 | A Theory of Participation in OTC and Centralized Markets.(2019) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2020 | The search theory of OTC markets In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 8 |
2020 | The search theory of OTC markets.(2020) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2020 | Corporate Bond Liquidity During the COVID-19 Crisis In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 61 |
2020 | Corporate Bond Liquidity During the COVID-19 Crisis.(2020) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 61 | paper | |
2020 | Corporate Bond Liquidity During the COVID-19 Crisis.(2020) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 61 | paper | |
2013 | The Market for OTC Derivatives In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 29 |
2013 | The market for OTC derivatives.(2013) In: Staff Report. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
2013 | The Market for OTC Derivatives.(2013) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
2011 | LIQUIDITY PROVISION IN CAPACITY-CONSTRAINED MARKETS In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 4 |
2004 | Liquidity Premia in Dynamic Bargaining Markets In: Econometric Society 2004 North American Winter Meetings. [Full Text][Citation analysis] | paper | 75 |
2008 | Liquidity premia in dynamic bargaining markets.(2008) In: Journal of Economic Theory. [Full Text][Citation analysis] This paper has another version. Agregated cites: 75 | article | |
2007 | Restricted perception equilibria and rational expectation equilibrium In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 5 |
2011 | Crises and liquidity in over-the-counter markets In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 92 |
2009 | Crises and Liquidity in Over-the-Counter Markets.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 92 | paper | |
2010 | Crises and Liquidity in Over-the-counter Markets.(2010) In: 2010 Meeting Papers. [Citation analysis] This paper has another version. Agregated cites: 92 | paper | |
2012 | Learning from private and public observations of others? actions In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 50 |
2021 | An heterogeneous-agent New-Monetarist model with an application to unemployment In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 3 |
2018 | An Heterogeneous-Agent New-Monetarist Model with an Application to Unemployment.(2018) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2012 | Aggregate implications of micro asset market segmentation In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 6 |
2011 | Aggregate Implications of Micro Asset Market Segmentation.(2011) In: Department of Economics - Working Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2009 | Aggregate Implications of Micro Asset Market Segmentation.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2008 | Aggregate implications of micro asset market segmentation.(2008) In: 2008 Meeting Papers. [Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2017 | Measuring the financial soundness of U.S. firms, 1926–2012 In: Research in Economics. [Full Text][Citation analysis] | article | 7 |
2013 | Measuring the financial soundness of U.S. firms, 1926-2012.(2013) In: Staff Report. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2013 | Measuring the Financial Soundness of U.S. Firms, 1926-2012.(2013) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2009 | A conference on liquidity in frictional markets In: Policy Discussion Papers. [Full Text][Citation analysis] | article | 0 |
2007 | Crashes and recoveries in illiquid markets In: Working Papers (Old Series). [Full Text][Citation analysis] | paper | 18 |
2008 | Crashes and Recoveries in Illiquid Markets.(2008) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
2007 | Crashes and Recoveries in Illiquid Markets.(2007) In: 2007 Meeting Papers. [Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
2011 | Liquidity in frictional asset markets In: Working Papers (Old Series). [Full Text][Citation analysis] | paper | 28 |
2011 | Liquidity in Frictional Asset Markets.(2011) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 28 | article | |
2011 | Liquidity in Frictional Asset Markets.(2011) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 28 | article | |
2011 | Liquidity and the threat of fraudulent assets In: Working Papers (Old Series). [Full Text][Citation analysis] | paper | 92 |
2011 | Liquidity and the Threat of Fraudulent Assets.(2011) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 92 | paper | |
2012 | Liquidity and the Threat of Fraudulent Assets.(2012) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 92 | article | |
2018 | Government Guarantees and the Valuation of American Banks In: Staff Report. [Full Text][Citation analysis] | paper | 12 |
2018 | Government Guarantees and the Valuation of American Banks.(2018) In: NBER Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | chapter | |
2018 | Government Guarantees and the Valuation of American Banks.(2018) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
2018 | Government Guarantees and the Valuation of American Banks.(2018) In: 2018 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
2019 | Government Guarantees and the Valuation of American Banks.(2019) In: NBER Macroeconomics Annual. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | article | |
2014 | Competing for order flow in OTC markets In: Working Papers. [Full Text][Citation analysis] | paper | 30 |
2014 | Competing for Order Flow in OTC Markets.(2014) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
2015 | Competing for Order Flow in OTC Markets.(2015) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | article | |
2017 | A Tractable Model of Monetary Exchange with Ex-Post Heterogeneity In: Working Paper. [Full Text][Citation analysis] | paper | 27 |
2015 | A Tractable Model of Monetary Exchange with Ex-post Heterogeneity.(2015) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | paper | |
2018 | A tractable model of monetary exchange with ex-post heterogeneity.(2018) In: Theoretical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | article | |
2011 | Trading with Liquidity and Limited Cognition In: Post-Print. [Citation analysis] | paper | 5 |
2014 | Equilibrium Pricing and Trading Volume under Preference Uncertainty In: Post-Print. [Citation analysis] | paper | 9 |
2013 | Equilibrium Pricing and Trading Volume under Preference Uncertainty.(2013) In: IDEI Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
2014 | Equilibrium Pricing and Trading Volume under Preference Uncertainty.(2014) In: Review of Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | article | |
2013 | Equilibrium Pricing and Trading Volume under Preference Uncertainty.(2013) In: TSE Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
2012 | Trading and liquidity with limited cognition In: Working Papers. [Citation analysis] | paper | 8 |
2010 | Trading and Liquidity with Limited Cognition.(2010) In: IDEI Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2010 | Trading and Liquidity with Limited Cognition.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2011 | Trading and Liquidity with Limited Cognition.(2011) In: 2011 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2012 | Trading and liquidity with limited cognition.(2012) In: 2012 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2010 | Trading and Liquidity with Limited Cognition.(2010) In: TSE Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2009 | Liquidity Shocks and Order Book Dynamics In: IDEI Working Papers. [Full Text][Citation analysis] | paper | 10 |
2009 | Liquidity Shocks and Order Book Dynamics.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2009 | Liquidity shocks and order book dynamics.(2009) In: 2009 Meeting Papers. [Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2009 | Liquidity Shocks and Order Book Dynamics.(2009) In: TSE Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2006 | Why Has House Price Dispersion Gone Up? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 180 |
2010 | Why Has House Price Dispersion Gone Up?.(2010) In: Review of Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 180 | article | |
2008 | Learning from Prices: Public Communication and Welfare In: NBER Working Papers. [Full Text][Citation analysis] | paper | 144 |
2008 | Learning from Prices: Public Communication and Welfare.(2008) In: 2008 Meeting Papers. [Citation analysis] This paper has another version. Agregated cites: 144 | paper | |
2010 | Learning from Prices: Public Communication and Welfare.(2010) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 144 | article | |
2014 | Entry and Exit in OTC Derivatives Markets In: NBER Working Papers. [Full Text][Citation analysis] | paper | 54 |
2015 | Entry and Exit in OTC Derivatives Markets.(2015) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 54 | article | |
2015 | Working through the Distribution: Money in the Short and Long Run In: NBER Working Papers. [Full Text][Citation analysis] | paper | 25 |
2007 | Leaning Against the Wind In: Review of Economic Studies. [Full Text][Citation analysis] | article | 109 |
2004 | Leaning against the wind.(2004) In: 2004 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 109 | paper | |
2006 | Learning from Private and Public Observation of Others Actions In: MPRA Paper. [Full Text][Citation analysis] | paper | 29 |
2019 | RED Special Issue on Fragmented Financial Markets: An Introduction In: Review of Economic Dynamics. [Full Text][Citation analysis] | article | 0 |
2006 | Learning by Matching In: 2006 Meeting Papers. [Citation analysis] | paper | 0 |
2007 | Asset Prices and the Composition of Consumption In: 2007 Meeting Papers. [Citation analysis] | paper | 0 |
2012 | Liquidity and Fragility in OTC Credit Derivatives Markets In: 2012 Meeting Papers. [Full Text][Citation analysis] | paper | 1 |
2014 | A Model of Monetary Exchange with Lumpy Consumption In: 2014 Meeting Papers. [Citation analysis] | paper | 3 |
2014 | Decentralized Asset Markets with a Continuum of Types In: 2014 Meeting Papers. [Full Text][Citation analysis] | paper | 0 |
2015 | Liquid bank liabilities In: 2015 Meeting Papers. [Full Text][Citation analysis] | paper | 0 |
2015 | Long-Run and Short-Run Effects of Money Injections In: 2015 Meeting Papers. [Full Text][Citation analysis] | paper | 4 |
2018 | Platform Trading with an OTC Market Fringe In: 2018 Meeting Papers. [Full Text][Citation analysis] | paper | 3 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated January, 6 2023. Contact: CitEc Team