Quentin Vandeweyer

Quentin Vandeweyer joined Chicago Booth as an Assistant Professor of Finance in 2021.

His research interests are in macro-finance, asset pricing, and monetary economics. In particular, his recent research focuses on understanding how financial innovation and regulation drive the development of financial institutions and stability.

Vandeweyer holds a Ph.D. in economics from Sciences Po Paris and an MSc in economics from Ecole Polytechnique. In 2020, he received the AQR Top Graduate Award at CBS.

Prior to joining Booth, Vandeweyer worked in the Research Directorate of the European Central Bank. In 2017-18, he was an awardee of the Becker Friedman Institute’s MFM / Macro Financial Modeling Project.

Education

• Doctor of Philosophy - PhD Sciences Po (2013 — 2019)
• Master Ecole polytechnique (2011 — 2013)
• Bachelor's degree Université catholique de Louvain (2007 — 2010)

Working Papers

• Treasury Debt and the Pricing of Short-Term Assets
• Unconventional Monetary Policy and Funding Liquidity Risk
  (with Matthieu Darracq-Pari`es, ECB and Adrien d’Avernas, SSE)
• Intraday Liquidity and Money Market Dislocations
  (with Adrien d’Avernas, SSE)
• A Model of High Risk Premia Stagnation
  (with Adrien d’Avernas, SSE and Valentin Schubert, SSE)
• How Stable Are Stablecoins?
  (with Adrien d’Avernas, SSE and Thomary Bourany, UChicago)
• A Solution Method for Continuous-Time General Equilibrium Models
  (with Adrien d’Avernas, SSE and Valentin Schubert, SSE)