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Pierre-Olivier Weill

Not to be confused with: Pierre Emmanuel Weil

Personal Details

First Name:Pierre-Olivier
Middle Name:
Last Name:Weill
Suffix:
RePEc Short-ID:pwe79
[This author has chosen not to make the email address public]
http://www.econ.ucla.edu/poweill
Terminal Degree:2004 Department of Economics; Stanford University (from RePEc Genealogy)

Affiliation

(47%) National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (United States)
http://www.nber.org/
RePEc:edi:nberrus (more details at EDIRC)

(47%) Department of Economics
University of California-Los Angeles (UCLA)

Los Angeles, California (United States)
http://www.econ.ucla.edu/
RePEc:edi:deuclus (more details at EDIRC)

(6%) Centre for Economic Policy Research (CEPR)

London, United Kingdom
http://www.cepr.org/
RePEc:edi:cebruuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Mahyar Kargar & Benjamin Lester & Sébastien Plante & Pierre-Olivier Weill, 2023. "Sequential Search for Corporate Bonds," NBER Working Papers 31904, National Bureau of Economic Research, Inc.
  2. Weill, Pierre-Olivier & Kargar, Mahyar & Lester, Benjamin & Lindsay, David & Liu, Shuo & Zúñiga, Diego, 2020. "Corporate Bond Liquidity During the COVID-19 Crisis," CEPR Discussion Papers 15231, C.E.P.R. Discussion Papers.
  3. Weill, Pierre-Olivier, 2020. "The search theory of OTC markets," CEPR Discussion Papers 14847, C.E.P.R. Discussion Papers.
  4. Weill, Pierre-Olivier & Biais, Bruno & Hombert, Johan, 2019. "Incentive Constrained Risk Sharing, Segmentation, and Asset Pricing," CEPR Discussion Papers 14257, C.E.P.R. Discussion Papers.
  5. Weill, Pierre-Olivier & Dugast, Jérôme & Uslu, Semih, 2019. "A Theory of Participation in OTC and Centralized Markets," CEPR Discussion Papers 14258, C.E.P.R. Discussion Papers.
  6. Jerome Dugast & Pierre-Olivier Weill & Semih Uslu, 2018. "Platform Trading with an OTC Market Fringe," 2018 Meeting Papers 1002, Society for Economic Dynamics.
  7. Guillaume Rocheteau & Pierre-Olivier Weill & Tsz-Nga Wong, 2018. "An Heterogeneous-Agent New-Monetarist Model with an Application to Unemployment," NBER Working Papers 25220, National Bureau of Economic Research, Inc.
  8. Andrew Atkeson & Adrien D'Avernas & Andrea L. Eisfeldt & Pierre-Olivier Weill, 2018. "Government Guarantees and the Valuation of American Banks," Staff Report 567, Federal Reserve Bank of Minneapolis.
  9. Julien Hugonnier & Benjamin R. Lester & Pierre-Olivier Weill, 2018. "Frictional Intermediation in Over-the-Counter Markets," Swiss Finance Institute Research Paper Series 18-52, Swiss Finance Institute.
  10. Guillaume Rocheteau & Pierre-Olivier Weill & Russell Wong, 2017. "A Tractable Model of Monetary Exchange with Ex-Post Heterogeneity," Working Paper 17-6, Federal Reserve Bank of Richmond.
  11. Guillaume Rocheteau & Pierre-Olivier Weill & Tsz-Nga Wong, 2015. "Working through the Distribution: Money in the Short and Long Run," NBER Working Papers 21779, National Bureau of Economic Research, Inc.
  12. Tsz-Nga Wong & Pierre-Olivier Weill & Guillaume Rocheteau, 2015. "Long-Run and Short-Run Effects of Money Injections," 2015 Meeting Papers 793, Society for Economic Dynamics.
  13. Pierre-Olivier Weill & Saki Bigio, 2015. "Liquid bank liabilities," 2015 Meeting Papers 1478, Society for Economic Dynamics.
  14. Bruno Biais & Johan Hombert & Pierre-Olivier Weill, 2014. "Equilibrium Pricing and Trading Volume under Preference Uncertainty," Post-Print hal-01097584, HAL.
  15. Andrew G. Atkeson & Andrea L. Eisfeldt & Pierre-Olivier Weill, 2014. "Entry and Exit in OTC Derivatives Markets," NBER Working Papers 20416, National Bureau of Economic Research, Inc.
  16. Pierre-Olivier Weill & Benjamin Lester & Julien Hugonnier, 2014. "Decentralized Asset Markets with a Continuum of Types," 2014 Meeting Papers 427, Society for Economic Dynamics.
  17. Tsz-Nga Wong & Pierre-Olivier Weill & Guillaume Rocheteau, 2014. "A Model of Monetary Exchange with Lumpy Consumption," 2014 Meeting Papers 376, Society for Economic Dynamics.
  18. Julien HUGONNIER & Benjamin LESTER & Pierre-Olivier WEILL, 2014. "Heterogeneity in Decentralized Asset Markets," Swiss Finance Institute Research Paper Series 14-67, Swiss Finance Institute.
  19. Benjamin Lester & Guillaume Rocheteau & Pierre-Olivier Weill, 2014. "Competing for order flow in OTC markets," Working Papers 14-9, Federal Reserve Bank of Philadelphia.
  20. Andrew Atkeson & Andrea L. Eisfeldt & Pierre-Olivier Weill, 2013. "Measuring the financial soundness of U.S. firms, 1926-2012," Staff Report 484, Federal Reserve Bank of Minneapolis.
  21. Atkeson, Andy & Eisfeldt, Andrea & Weill, Pierre-Olivier, 2013. "The Market for OTC Derivatives," CEPR Discussion Papers 9403, C.E.P.R. Discussion Papers.
  22. Pierre-Olivier Weill & Andrea Eisfeldt & Andrew Atkeson, 2012. "Liquidity and Fragility in OTC Credit Derivatives Markets," 2012 Meeting Papers 1058, Society for Economic Dynamics.
  23. Johan Hombert & Bruno Biais & Pierre-Olivier Weill, 2012. "Trading and liquidity with limited cognition," Working Papers hal-00760759, HAL.
  24. Yiting Li & Guillaume Rocheteau & Pierre-Olivier Weill, 2011. "Liquidity and the threat of fraudulent assets," Working Papers (Old Series) 1124, Federal Reserve Bank of Cleveland.
  25. Johan Hombert & B. Bruno & P.O. Weill, 2011. "Trading with Liquidity and Limited Cognition," Post-Print hal-00578306, HAL.
  26. Chris Edmond & Pierre-Olivier Weill, 2011. "Aggregate Implications of Micro Asset Market Segmentation," Department of Economics - Working Papers Series 1117, The University of Melbourne.
  27. Guillaume Rocheteau & Pierre-Olivier Weill, 2011. "Liquidity in frictional asset markets," Working Papers (Old Series) 1105, Federal Reserve Bank of Cleveland.
  28. Ricardo Lagos & Guillaume Rocheteau & Pierre-Olivier Weill, 2009. "Crises and Liquidity in Over-the-Counter Markets," NBER Working Papers 15414, National Bureau of Economic Research, Inc.
  29. Biais, Bruno & Weill, Pierre-Olivier, 2009. "Liquidity Shocks and Order Book Dynamics," IDEI Working Papers 550, Institut d'Économie Industrielle (IDEI), Toulouse.
  30. Manuel Amador & Pierre-Olivier Weill, 2008. "Learning from Prices: Public Communication and Welfare," NBER Working Papers 14255, National Bureau of Economic Research, Inc.
  31. Ricardo Lagos & Guillaume Rocheteau & Pierre-Olivier Weill, 2007. "Crashes and recoveries in illiquid markets," Working Papers (Old Series) 0708, Federal Reserve Bank of Cleveland.
  32. Pierre-Olivier Weill & Chris Edmond, 2007. "Asset Prices and the Composition of Consumption," 2007 Meeting Papers 768, Society for Economic Dynamics.
  33. Manuel Amador & Pierre-Olivier Weill, 2006. "Learning by Matching," 2006 Meeting Papers 373, Society for Economic Dynamics.
  34. Amador, Manuel & Weill, Pierre-Olivier, 2006. "Learning from Private and Public Observation of Other's Actions," MPRA Paper 109, University Library of Munich, Germany.
  35. Vayanos, Dimitri & Weill, Pierre-Olivier, 2006. "A Search-Based Theory of the On-the-Run Phenomenon," CEPR Discussion Papers 5965, C.E.P.R. Discussion Papers.
  36. Stijn Van Nieuwerburgh & Pierre-Olivier Weill, 2006. "Why Has House Price Dispersion Gone Up?," NBER Working Papers 12538, National Bureau of Economic Research, Inc.
  37. Pierre-Olivier Weill, 2004. "Liquidity Premia in Dynamic Bargaining Markets," Econometric Society 2004 North American Winter Meetings 648, Econometric Society.
  38. Pierre-Olivier Weill, 2004. "Leaning against the wind," 2004 Meeting Papers 382, Society for Economic Dynamics.

Articles

  1. Lester, Benjamin & Weill, Pierre-Olivier & Hugonnier, Julien, 2022. "Heterogeneity in decentralized asset markets," Theoretical Economics, Econometric Society, vol. 17(3), July.
  2. Jérôme Dugast & Semih Üslü & Pierre-Olivier Weill, 2022. "A Theory of Participation in OTC and Centralized Markets," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 89(6), pages 3223-3266.
  3. Rocheteau, Guillaume & Weill, Pierre-Olivier & Wong, Tsz-Nga, 2021. "An heterogeneous-agent New-Monetarist model with an application to unemployment," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 64-90.
  4. Bruno Biais & Johan Hombert & Pierre-Olivier Weill, 2021. "Incentive Constrained Risk Sharing, Segmentation, and Asset Pricing," American Economic Review, American Economic Association, vol. 111(11), pages 3575-3610, November.
  5. Mahyar Kargar & Benjamin Lester & David Lindsay & Shuo Liu & Pierre-Olivier Weill & Diego Zúñiga, 2021. "Corporate Bond Liquidity during the COVID-19 Crisis [The day coronavirus nearly broke the financial markets]," The Review of Financial Studies, Society for Financial Studies, vol. 34(11), pages 5352-5401.
  6. Julien Hugonnier & Benjamin Lester & Pierre-Olivier Weill, 2020. "Frictional Intermediation in Over-the-Counter Markets," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 87(3), pages 1432-1469.
  7. Pierre-Olivier Weill, 2020. "The Search Theory of Over-the-Counter Markets," Annual Review of Economics, Annual Reviews, vol. 12(1), pages 747-773, August.
  8. Benjamin Lester & Pierre-Olivier Weill & Ariel Zetlin-Jones, 2019. "RED Special Issue on Fragmented Financial Markets: An Introduction," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 33, pages 1-3, July.
  9. Andrew G. Atkeson & Adrien d’Avernas & Andrea L. Eisfeldt & Pierre-Olivier Weill, 2019. "Government Guarantees and the Valuation of American Banks," NBER Macroeconomics Annual, University of Chicago Press, vol. 33(1), pages 81-145.
  10. Rocheteau, Guillaume & Weill, Pierre-Olivier & Wong, Russell, 2018. "A tractable model of monetary exchange with ex-post heterogeneity," Theoretical Economics, Econometric Society, vol. 13(3), September.
  11. Atkeson, Andrew G. & Eisfeldt, Andrea L. & Weill, Pierre-Olivier, 2017. "Measuring the financial soundness of U.S. firms, 1926–2012," Research in Economics, Elsevier, vol. 71(3), pages 613-635.
  12. Andrew G. Atkeson & Andrea L. Eisfeldt & Pierre‐Olivier Weill, 2015. "Entry and Exit in OTC Derivatives Markets," Econometrica, Econometric Society, vol. 83, pages 2231-2292, November.
  13. Benjamin Lester & Guillaume Rocheteau & Pierre‐Olivier Weill, 2015. "Competing for Order Flow in OTC Markets," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(S2), pages 77-126, June.
  14. Bruno Biais & Johan Hombert & Pierre-Olivier Weill, 2014. "Equilibrium Pricing and Trading Volume under Preference Uncertainty," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 81(4), pages 1401-1437.
  15. Amador, Manuel & Weill, Pierre-Olivier, 2012. "Learning from private and public observations of othersʼ actions," Journal of Economic Theory, Elsevier, vol. 147(3), pages 910-940.
  16. Yiting Li & Guillaume Rocheteau & Pierre-Olivier Weill, 2012. "Liquidity and the Threat of Fraudulent Assets," Journal of Political Economy, University of Chicago Press, vol. 120(5), pages 000.
  17. Edmond, Chris & Weill, Pierre-Olivier, 2012. "Aggregate implications of micro asset market segmentation," Journal of Monetary Economics, Elsevier, vol. 59(4), pages 319-335.
  18. Lagos, Ricardo & Rocheteau, Guillaume & Weill, Pierre-Olivier, 2011. "Crises and liquidity in over-the-counter markets," Journal of Economic Theory, Elsevier, vol. 146(6), pages 2169-2205.
  19. Weill, Pierre-Olivier, 2011. "Liquidity Provision In Capacity-Constrained Markets," Macroeconomic Dynamics, Cambridge University Press, vol. 15(S1), pages 119-144, April.
  20. Guillaume Rocheteau & Pierre-Olivier Weill, 2011. "Liquidity in Frictional Asset Markets," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43, pages 261-282, October.
  21. Stijn Van Nieuwerburgh & Pierre-Olivier Weill, 2010. "Why Has House Price Dispersion Gone Up?," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 77(4), pages 1567-1606.
  22. Manuel Amador & Pierre-Olivier Weill, 2010. "Learning from Prices: Public Communication and Welfare," Journal of Political Economy, University of Chicago Press, vol. 118(5), pages 866-907.
  23. Joseph G. Haubrich & Guillaume Rocheteau & Pierre-Olivier Weill & Randall Wright, 2009. "A conference on liquidity in frictional markets," Policy Discussion Papers, Federal Reserve Bank of Cleveland, issue May.
  24. Weill, Pierre-Olivier, 2008. "Liquidity premia in dynamic bargaining markets," Journal of Economic Theory, Elsevier, vol. 140(1), pages 66-96, May.
  25. Dimitri Vayanos & Pierre‐Olivier Weill, 2008. "A Search‐Based Theory of the On‐the‐Run Phenomenon," Journal of Finance, American Finance Association, vol. 63(3), pages 1361-1398, June.
  26. Pierre-Olivier Weill, 2007. "Leaning Against the Wind," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 74(4), pages 1329-1354.
  27. Gregoir, Stephane & Weill, Pierre-Olivier, 2007. "Restricted perception equilibria and rational expectation equilibrium," Journal of Economic Dynamics and Control, Elsevier, vol. 31(1), pages 81-109, January.

Chapters

  1. Andrew G. Atkeson & Adrien d'Avernas & Andrea L. Eisfeldt & Pierre-Olivier Weill, 2018. "Government Guarantees and the Valuation of American Banks," NBER Chapters, in: NBER Macroeconomics Annual 2018, volume 33, pages 81-145, National Bureau of Economic Research, Inc.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Distinct Works, Weighted by Simple Impact Factor
  3. Number of Distinct Works, Weighted by Recursive Impact Factor
  4. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  5. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  6. Number of Citations, Discounted by Citation Age
  7. Number of Citations, Weighted by Simple Impact Factor
  8. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  9. Number of Citations, Weighted by Recursive Impact Factor
  10. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  11. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  12. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  13. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  14. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  15. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  16. h-index
  17. Number of Journal Pages, Weighted by Simple Impact Factor
  18. Number of Journal Pages, Weighted by Recursive Impact Factor
  19. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  20. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  21. Breadth of citations across fields
  22. Wu-Index
  23. Record of graduates

Co-authorship network on CollEc

Featured entries

This author is featured on the following reading lists, publication compilations, Wikipedia, or ReplicationWiki entries:
  1. Review of Economic Dynamics editors and associated editors

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 53 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-DGE: Dynamic General Equilibrium (26) 2004-08-02 2006-10-14 2007-10-13 2008-06-27 2009-05-30 2009-10-17 2011-02-05 2011-02-12 2011-10-22 2011-11-07 2013-03-30 2014-11-12 2015-01-03 2015-05-22 2015-05-30 2015-09-26 2015-12-28 2016-07-23 2016-10-23 2017-05-07 2018-08-27 2018-11-26 2019-04-15 2019-09-30 2020-07-27 2021-06-28. Author is listed
  2. NEP-MAC: Macroeconomics (14) 2006-10-14 2008-06-27 2008-08-31 2011-02-05 2011-10-22 2013-07-15 2013-07-15 2015-05-22 2015-09-26 2015-12-28 2017-05-07 2018-07-16 2018-11-26 2020-07-27. Author is listed
  3. NEP-BAN: Banking (13) 2011-02-05 2011-10-22 2011-11-07 2013-03-30 2013-04-13 2013-07-15 2014-12-13 2015-12-01 2018-07-16 2018-08-20 2018-09-03 2019-06-24 2020-08-10. Author is listed
  4. NEP-MST: Market Microstructure (13) 2006-11-18 2006-12-09 2007-10-13 2008-06-27 2009-05-30 2009-06-03 2011-05-14 2011-11-28 2012-11-11 2013-09-13 2014-03-30 2014-12-19 2021-05-31. Author is listed
  5. NEP-CBA: Central Banking (10) 2008-08-31 2009-10-17 2011-02-05 2011-10-22 2011-11-07 2015-05-22 2015-09-26 2015-12-28 2017-05-07 2018-11-26. Author is listed
  6. NEP-FMK: Financial Markets (8) 2009-10-17 2013-03-30 2013-04-13 2014-03-30 2014-12-19 2020-07-27 2020-08-10 2024-01-08. Author is listed
  7. NEP-BEC: Business Economics (6) 2009-06-03 2009-08-16 2011-02-12 2011-10-22 2011-11-07 2011-11-28. Author is listed
  8. NEP-MON: Monetary Economics (6) 2011-02-05 2015-05-22 2015-09-26 2015-12-28 2017-05-07 2018-11-26. Author is listed
  9. NEP-CFN: Corporate Finance (5) 2018-07-16 2018-08-20 2020-07-27 2021-05-31 2021-06-28. Author is listed
  10. NEP-CTA: Contract Theory and Applications (4) 2008-06-27 2008-08-31 2009-05-30 2015-12-01
  11. NEP-DES: Economic Design (2) 2018-08-27 2020-08-10
  12. NEP-MIC: Microeconomics (2) 2013-09-13 2017-12-03
  13. NEP-ORE: Operations Research (2) 2020-08-10 2021-06-28
  14. NEP-CBE: Cognitive and Behavioural Economics (1) 2011-05-14
  15. NEP-CIS: Confederation of Independent States (1) 2011-10-22
  16. NEP-CWA: Central and Western Asia (1) 2021-06-28
  17. NEP-FIN: Finance (1) 2005-12-01
  18. NEP-GEO: Economic Geography (1) 2006-10-14
  19. NEP-HIS: Business, Economic and Financial History (1) 2013-07-15
  20. NEP-IFN: International Finance (1) 2004-08-09
  21. NEP-UPT: Utility Models and Prospect Theory (1) 2013-09-13
  22. NEP-URE: Urban and Real Estate Economics (1) 2006-10-14

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