Pierre-Olivier Weill : Citation Profile

Are you Pierre-Olivier Weill?

University of California-Los Angeles (UCLA) (47% share)
National Bureau of Economic Research (NBER) (47% share)
Centre for Economic Policy Research (CEPR) (6% share)

18

H index

22

i10 index

1397

Citations

RESEARCH PRODUCTION:

25

Articles

82

Papers

1

Chapters

RESEARCH ACTIVITY:

   17 years (2004 - 2021). See details.
   Cites by year: 82
   Journals where Pierre-Olivier Weill has often published
   Relations with other researchers
   Recent citing documents: 163.    Total self citations: 47 (3.25 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pwe79
   Updated: 2023-01-28    RAS profile: 2021-12-26    
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Relations with other researchers

Works with:

Lester, Benjamin (14)

Hugonnier, Julien (10)

Atkeson, Andrew (4)

Biais, Bruno (4)

Üslü, Semih (3)

Kargar, Mahyar (3)

Dugast, Jérôme (3)

Rocheteau, Guillaume (2)

Wong, Tsz-Nga (2)

Eisfeldt, Andrea (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Pierre-Olivier Weill.

Is cited by:

Geromichalos, Athanasios (45)

Lagos, Ricardo (33)

Herrenbrueck, Lucas (27)

Rocheteau, Guillaume (25)

Angeletos, George-Marios (23)

Wright, Randall (20)

Ragot, Xavier (18)

bilbiie, florin (17)

Duffie, Darrell (17)

Gabrovski, Miroslav (17)

Wei, Bin (16)

Cites to:

Lagos, Ricardo (38)

Rocheteau, Guillaume (37)

Wright, Randall (32)

Shi, Shouyong (22)

Duffie, Darrell (20)

Vayanos, Dimitri (17)

Biais, Bruno (15)

Menzio, Guido (15)

Lester, Benjamin (13)

Molico, Miguel (13)

Pedersen, Lasse (12)

Main data

Where Pierre-Olivier Weill has published?

Journals with more than one article published# docs
Review of Economic Studies4
Journal of Economic Theory3
Journal of Monetary Economics2
Journal of Money, Credit and Banking2
Journal of Political Economy2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc23
CEPR Discussion Papers / C.E.P.R. Discussion Papers9
Working Papers / Federal Reserve Bank of Philadelphia5
Working Papers (Old Series) / Federal Reserve Bank of Cleveland3
Swiss Finance Institute Research Paper Series / Swiss Finance Institute3
IDEI Working Papers / Institut d'Économie Industrielle (IDEI), Toulouse3
Staff Report / Federal Reserve Bank of Minneapolis3
TSE Working Papers / Toulouse School of Economics (TSE)3
2007 Meeting Papers / Society for Economic Dynamics2
2012 Meeting Papers / Society for Economic Dynamics2
2015 Meeting Papers / Society for Economic Dynamics2
2008 Meeting Papers / Society for Economic Dynamics2
Post-Print / HAL2
2018 Meeting Papers / Society for Economic Dynamics2
2014 Meeting Papers / Society for Economic Dynamics2

Recent works citing Pierre-Olivier Weill (2022 and 2021)

YearTitle of citing document
2021Linking 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.

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2022Scrambling for Dollars: International Liquidity, Banks and Exchange Rates. (2022). Engel, Charles ; Bigio, Saki ; Bianchi, Javier. In: Working Papers. RePEc:apc:wpaper:182.

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2021Order book dynamics in the presence of liquidity fluctuations. (2020). Yambartsev, Anatoly ; Rojas, Helder. In: Papers. RePEc:arx:papers:2004.10632.

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2021CORPORATE 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.

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2021COVID-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.

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2021Centralizing Over-the-Counter Markets?. (2021). Allen, Jason ; Wittwer, Milena. In: Staff Working Papers. RePEc:bca:bocawp:21-39.

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2021More Money for Some: The Redistributive Effects of Open Market Operations. (2021). Bustamante, Christian. In: Staff Working Papers. RePEc:bca:bocawp:21-46.

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2022Central Bank Liquidity Facilities and Market Making. (2022). Walton, Adrian ; Cimon, David. In: Staff Working Papers. RePEc:bca:bocawp:22-9.

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2021Strategic Trading, Welfare and Prices with Futures Contracts. (2021). Dastarac, Hugues. In: Working papers. RePEc:bfr:banfra:841.

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2022State-dependent Central Bank Communication with Heterogeneous Beliefs. (2022). Sylverie, Herbert. In: Working papers. RePEc:bfr:banfra:875.

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2021The 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.

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2022Money markets, collateral and monetary policy. (2022). Hoerova, Marie ; Uhlig, Harald ; de Fiore, Fiorella. In: BIS Working Papers. RePEc:bis:biswps:997.

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2021Bargaining 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.

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2021Mutual 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.

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2021Inventory 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.

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2021Out?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.

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2022Regulation 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.

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2022The 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.

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2022Total 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.

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2021Can 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.

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2021Dash for dollars. (2021). Eguren Martin, Fernando ; Cesa-Bianchi, Ambrogio ; Eguren-Martin, Fernando. In: Bank of England working papers. RePEc:boe:boeewp:0932.

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2022Size 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.

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2022Information chasing versus adverse selection. (2022). Zou, Junyuan ; Wang, Chaojun ; Pinter, Gabor. In: Bank of England working papers. RePEc:boe:boeewp:0971.

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2022Comparing search and intermediation frictions across markets. (2022). Üslü, Semih ; Pinter, Gabor. In: Bank of England working papers. RePEc:boe:boeewp:0974.

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2021Análisis sobre la evolución del COVID-19 en Colombia: ¿se alcanzará el pico de contagio?. (2021). Chaves, Lvaro H. In: Tiempo y Economía. RePEc:col:000485:018543.

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2021Regulation and Security Design in Concentrated Markets. (2021). Hachem, Kinda ; Babus, Ana. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15861.

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2021Inventory management, dealers’ connections, and prices in OTC markets. (2021). Hoffmann, Peter ; Foucault, Thierry ; Colliard, Jean-Edouard. In: Working Paper Series. RePEc:ecb:ecbwps:20212529.

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2021Leveraged property cycles. (2021). Jaccard, Ivan. In: Working Paper Series. RePEc:ecb:ecbwps:20212539.

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2021Can central bank communication help to stabilise inflation expectations?. (2021). Jung, Alexander ; Kuhl, Patrick. In: Working Paper Series. RePEc:ecb:ecbwps:20212547.

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2021Euro 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.

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2022Market-stabilization QE. (2022). Ozen, Kadir ; Motto, Roberto. In: Working Paper Series. RePEc:ecb:ecbwps:20222640.

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2022Monetary policy transmission in segmented markets. (2022). Zhang, Anthony Lee ; Ma, Yiming ; Eisenschmidt, Jens. In: Working Paper Series. RePEc:ecb:ecbwps:20222706.

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2021Migration 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.

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2022Optimally 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.

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2022Money 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.

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2022A 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.

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2022Reacting 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.

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2022The 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.

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2022COVID-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.

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2021Counterparty 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.

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2021The 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.

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2022Effects 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.

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2021A 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.

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2021Real 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.

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2021Search 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.

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2022Corporate 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.

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2021The 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.

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2021The 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.

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2021Information 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.

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2021The 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.

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2022COVID-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.

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2021Optimal 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.

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2021Financial 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.

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2022Contagious 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.

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2021From 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.

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2022COVID-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.

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2021COVID-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.

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2022Global 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.

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2021A 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.

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2021Does 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.

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2021Bond 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.

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2021Global 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.

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2021Corporate 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.

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2021Overweighting 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.

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2022Market 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.

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2022OTC 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.

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2021Efficiency 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.

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2021Relationship 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.

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2021Confounding dynamics. (2021). Walker, Todd B ; Rondina, Giacomo . In: Journal of Economic Theory. RePEc:eee:jetheo:v:196:y:2021:i:c:s0022053121000685.

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2021Intermediation 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.

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2022Heterogeneity, 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.

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2021The 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.

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2021What’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.

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2021Loan 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.

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2021What 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.

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2021Competition, 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.

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2021Network 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.

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2021Asset 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.

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2021Anatomy 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.

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2022Does 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.

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2022Treasury 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.

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2022It’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.

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2022Intermediation 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.

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2022Did 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.

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2022Strategic fragmented markets. (2022). Parlatore, Cecilia ; Babus, Ana. In: Journal of Financial Economics. RePEc:eee:jfinec:v:145:y:2022:i:3:p:876-908.

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2022A 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.

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2021Asset 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.

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2021Why 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.

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2021Business 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.

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2021Optimal 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.

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2021Regulation 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.

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2021Low 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.

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2021Financial 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.

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2021Return 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.

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2022Commodity 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.

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2021Relationship 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.

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2022International 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.

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2021Central 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.

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2021A 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.

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2022Income 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.

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2021Bargaining Under Liquidity Constraints: Nash vs. Kalai in the Laboratory. (2021). Puzzello, Daniela ; Lebeau, Lucie ; Duffy, John. In: Working Papers. RePEc:fip:feddwp:93380.

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More than 100 citations found, this list is not complete...

Works by Pierre-Olivier Weill:

YearTitleTypeCited
2021Incentive Constrained Risk Sharing, Segmentation, and Asset Pricing In: American Economic Review.
[Full Text][Citation analysis]		article6
2019Incentive Constrained Risk Sharing, Segmentation, and Asset Pricing.(2019) In: CEPR Discussion Papers.
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2017Incentive Constrained Risk Sharing, Segmentation, and Asset Pricing.(2017) In: HEC Research Papers Series.
[Full Text][Citation analysis]
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2017Incentive 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
2020The Search Theory of Over-the-Counter Markets In: Annual Review of Economics.
[Full Text][Citation analysis]		article5
2008A Search?Based Theory of the On?the?Run Phenomenon In: Journal of Finance.
[Full Text][Citation analysis]		article177
2006A Search-Based Theory of the On-the-Run Phenomenon.(2006) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 177		paper
2007A 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
2005A 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
2006A 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
2005A 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
2014Heterogeneity in Decentralized Asset Markets In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper52
2019Heterogeneity in Decentralized Asset Markets.(2019) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 52		paper
2020Heterogeneity in Decentralized Asset Markets.(2020) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 52		paper
2015Heterogeneity in decentralized asset markets.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 52		paper
2019Heterogeneity in Decentralized Asset Markets.(2019) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 52		paper
2014Heterogeneity in Decentralized Asset Markets.(2014) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 52		paper
2016Heterogeneity in decentralized asset markets.(2016) In: 2016 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 52		paper
2018Frictional Intermediation in Over-the-Counter Markets In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper13
2018Frictional 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
2018Frictional intermediation in over-the-counter markets.(2018) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		paper
2019Frictional Intermediation in Over-the-Counter Markets.(2019) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		paper
2018Frictional Intermediation in Over-the-counter Markets.(2018) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		paper
2020Frictional 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
2019Frictional Intermediation in Over-the-Counter Markets.(2019) In: 2019 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		paper
2019A Theory of Participation in OTC and Centralized Markets In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper13
2019A 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
2020The search theory of OTC markets In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper8
2020The search theory of OTC markets.(2020) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		paper
2020Corporate Bond Liquidity During the COVID-19 Crisis In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper61
2020Corporate Bond Liquidity During the COVID-19 Crisis.(2020) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 61		paper
2020Corporate 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
2013The Market for OTC Derivatives In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper29
2013The market for OTC derivatives.(2013) In: Staff Report.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 29		paper
2013The Market for OTC Derivatives.(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 29		paper
2011LIQUIDITY PROVISION IN CAPACITY-CONSTRAINED MARKETS In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article4
2004Liquidity Premia in Dynamic Bargaining Markets In: Econometric Society 2004 North American Winter Meetings.
[Full Text][Citation analysis]		paper75
2008Liquidity premia in dynamic bargaining markets.(2008) In: Journal of Economic Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 75		article
2007Restricted perception equilibria and rational expectation equilibrium In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article5
2011Crises and liquidity in over-the-counter markets In: Journal of Economic Theory.
[Full Text][Citation analysis]		article92
2009Crises 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
2010Crises and Liquidity in Over-the-counter Markets.(2010) In: 2010 Meeting Papers.
[Citation analysis]
This paper has another version. Agregated cites: 92		paper
2012Learning from private and public observations of others? actions In: Journal of Economic Theory.
[Full Text][Citation analysis]		article50
2021An heterogeneous-agent New-Monetarist model with an application to unemployment In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article3
2018An 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
2012Aggregate implications of micro asset market segmentation In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article6
2011Aggregate 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
2009Aggregate Implications of Micro Asset Market Segmentation.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		paper
2008Aggregate implications of micro asset market segmentation.(2008) In: 2008 Meeting Papers.
[Citation analysis]
This paper has another version. Agregated cites: 6		paper
2017Measuring the financial soundness of U.S. firms, 1926–2012 In: Research in Economics.
[Full Text][Citation analysis]		article7
2013Measuring 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
2013Measuring 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
2009A conference on liquidity in frictional markets In: Policy Discussion Papers.
[Full Text][Citation analysis]		article0
2007Crashes and recoveries in illiquid markets In: Working Papers (Old Series).
[Full Text][Citation analysis]		paper18
2008Crashes and Recoveries in Illiquid Markets.(2008) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18		paper
2007Crashes and Recoveries in Illiquid Markets.(2007) In: 2007 Meeting Papers.
[Citation analysis]
This paper has another version. Agregated cites: 18		paper
2011Liquidity in frictional asset markets In: Working Papers (Old Series).
[Full Text][Citation analysis]		paper28
2011Liquidity 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
2011Liquidity 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
2011Liquidity and the threat of fraudulent assets In: Working Papers (Old Series).
[Full Text][Citation analysis]		paper92
2011Liquidity and the Threat of Fraudulent Assets.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 92		paper
2012Liquidity 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
2018Government Guarantees and the Valuation of American Banks In: Staff Report.
[Full Text][Citation analysis]		paper12
2018Government Guarantees and the Valuation of American Banks.(2018) In: NBER Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12		chapter
2018Government 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
2018Government 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
2019Government 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
2014Competing for order flow in OTC markets In: Working Papers.
[Full Text][Citation analysis]		paper30
2014Competing for Order Flow in OTC Markets.(2014) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30		paper
2015Competing 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
2017A Tractable Model of Monetary Exchange with Ex-Post Heterogeneity In: Working Paper.
[Full Text][Citation analysis]		paper27
2015A 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
2018A 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
2011Trading with Liquidity and Limited Cognition In: Post-Print.
[Citation analysis]		paper5
2014Equilibrium Pricing and Trading Volume under Preference Uncertainty In: Post-Print.
[Citation analysis]		paper9
2013Equilibrium Pricing and Trading Volume under Preference Uncertainty.(2013) In: IDEI Working Papers.
[Full Text][Citation analysis]
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2014Equilibrium Pricing and Trading Volume under Preference Uncertainty.(2014) In: Review of Economic Studies.
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2013Equilibrium 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
2012Trading and liquidity with limited cognition In: Working Papers.
[Citation analysis]		paper8
2010Trading and Liquidity with Limited Cognition.(2010) In: IDEI Working Papers.
[Full Text][Citation analysis]
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2010Trading and Liquidity with Limited Cognition.(2010) In: NBER Working Papers.
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2011Trading and Liquidity with Limited Cognition.(2011) In: 2011 Meeting Papers.
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This paper has another version. Agregated cites: 8		paper
2012Trading and liquidity with limited cognition.(2012) In: 2012 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		paper
2010Trading and Liquidity with Limited Cognition.(2010) In: TSE Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		paper
2009Liquidity Shocks and Order Book Dynamics In: IDEI Working Papers.
[Full Text][Citation analysis]		paper10
2009Liquidity Shocks and Order Book Dynamics.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		paper
2009Liquidity shocks and order book dynamics.(2009) In: 2009 Meeting Papers.
[Citation analysis]
This paper has another version. Agregated cites: 10		paper
2009Liquidity Shocks and Order Book Dynamics.(2009) In: TSE Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		paper
2006Why Has House Price Dispersion Gone Up? In: NBER Working Papers.
[Full Text][Citation analysis]		paper180
2010Why 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
2008Learning from Prices: Public Communication and Welfare In: NBER Working Papers.
[Full Text][Citation analysis]		paper144
2008Learning from Prices: Public Communication and Welfare.(2008) In: 2008 Meeting Papers.
[Citation analysis]
This paper has another version. Agregated cites: 144		paper
2010Learning 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
2014Entry and Exit in OTC Derivatives Markets In: NBER Working Papers.
[Full Text][Citation analysis]		paper54
2015Entry and Exit in OTC Derivatives Markets.(2015) In: Econometrica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 54		article
2015Working through the Distribution: Money in the Short and Long Run In: NBER Working Papers.
[Full Text][Citation analysis]		paper25
2007Leaning Against the Wind In: Review of Economic Studies.
[Full Text][Citation analysis]		article109
2004Leaning against the wind.(2004) In: 2004 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 109		paper
2006Learning from Private and Public Observation of Others Actions In: MPRA Paper.
[Full Text][Citation analysis]		paper29
2019RED Special Issue on Fragmented Financial Markets: An Introduction In: Review of Economic Dynamics.
[Full Text][Citation analysis]		article0
2006Learning by Matching In: 2006 Meeting Papers.
[Citation analysis]		paper0
2007Asset Prices and the Composition of Consumption In: 2007 Meeting Papers.
[Citation analysis]		paper0
2012Liquidity and Fragility in OTC Credit Derivatives Markets In: 2012 Meeting Papers.
[Full Text][Citation analysis]		paper1
2014A Model of Monetary Exchange with Lumpy Consumption In: 2014 Meeting Papers.
[Citation analysis]		paper3
2014Decentralized Asset Markets with a Continuum of Types In: 2014 Meeting Papers.
[Full Text][Citation analysis]		paper0
2015Liquid bank liabilities In: 2015 Meeting Papers.
[Full Text][Citation analysis]		paper0
2015Long-Run and Short-Run Effects of Money Injections In: 2015 Meeting Papers.
[Full Text][Citation analysis]		paper4
2018Platform Trading with an OTC Market Fringe In: 2018 Meeting Papers.
[Full Text][Citation analysis]		paper3

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