Details about David R. Skeie

Access statistics for papers by David R. Skeie.

Last updated 2024-10-09. Update your information in the RePEc Author Service.

Short-id: psk24

Working Papers

2020

1. Explaining the Puzzling Behavior of Short-Term Money Market Rates
   Liberty Street Economics, Federal Reserve Bank of New York

2015

2. Bank Liquidity, Interbank Markets and Monetary Policy
   Working Papers, Barcelona School of Economics View citations (52)
   Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2010) View citations (14)
   Discussion Paper, Tilburg University, Center for Economic Research (2010) View citations (13)
   Other publications TiSEM, Tilburg University, School of Economics and Management (2010) View citations (14)
   Staff Reports, Federal Reserve Bank of New York (2009) View citations (17)
   Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2010) View citations (19)
   See also Journal Article Bank Liquidity, Interbank Markets, and Monetary Policy, The Review of Financial Studies, Society for Financial Studies (2011) View citations (158) (2011)
3. Federal Reserve Tools for Managing Rates and Reserves
   IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan View citations (21)
   Also in Staff Reports, Federal Reserve Bank of New York (2013) View citations (13)

2014

4. Crisis Chronicles: The British Export Bubble of 1810 and Pegged versus Floating Exchange Rates
   Liberty Street Economics, Federal Reserve Bank of New York
5. Crisis Chronicles: The Hamburg Crisis of 1799 and How Extreme Winter Weather Still Disrupts the Economy
   Liberty Street Economics, Federal Reserve Bank of New York
6. Crisis Chronicles: The Panic of 1819—America’s First Great Economic Crisis
   Liberty Street Economics, Federal Reserve Bank of New York
7. LIBOR: origins, economics, crisis, scandal, and reform
   Staff Reports, Federal Reserve Bank of New York View citations (17)
   See also Chapter LIBOR: origins, economics, crisis, scandal and reform, The New Palgrave Dictionary of Economics, Palgrave Macmillan (2013) View citations (12) (2013)

2013

8. A sampling-window approach to transactions-based Libor fixing
   Staff Reports, Federal Reserve Bank of New York View citations (8)
9. Evaluating the quality of fed funds lending estimates produced from Fedwire payments data
   Staff Reports, Federal Reserve Bank of New York View citations (13)
10. Identifying term interbank loans from Fedwire payments data
    Staff Reports, Federal Reserve Bank of New York View citations (28)
11. Information Management in Banking Crises
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (15)
    See also Journal Article Information Management in Banking Crises, The Review of Financial Studies, Society for Financial Studies (2015) View citations (30) (2015)
12. Repo Runs
    Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich View citations (1)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2010) View citations (13)
    Staff Reports, Federal Reserve Bank of New York (2010) View citations (1)
    FMG Discussion Papers, Financial Markets Group (2011) View citations (4)
    Other publications TiSEM, Tilburg University, School of Economics and Management (2010) View citations (1)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2011) View citations (4)
    Other publications TiSEM, Tilburg University, School of Economics and Management (2010) View citations (1)
    See also Journal Article Repo Runs, The Review of Financial Studies, Society for Financial Studies (2014) View citations (12) (2014)
13. The Fragility of Short-Term Secured Funding Markets
    Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich View citations (3)
    Also in Staff Reports, Federal Reserve Bank of New York (2013) View citations (11)
    See also Journal Article The fragility of short-term secured funding markets, Journal of Economic Theory, Elsevier (2014) View citations (16) (2014)

2011

14. A Model of Liquidity Hoarding and Term Premia in Inter-Bank Markets
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (180)
    Also in Staff Reports, Federal Reserve Bank of New York (2011) View citations (171)
    See also Journal Article A model of liquidity hoarding and term premia in inter-bank markets, Journal of Monetary Economics, Elsevier (2011) View citations (163) (2011)
15. A note on bank lending in times of large bank reserves
    Staff Reports, Federal Reserve Bank of New York View citations (7)
16. Why Did U.S. Branches of Foreign Banks Borrow at the Discount Window during the Crisis?
    Liberty Street Economics, Federal Reserve Bank of New York View citations (6)

2010

17. Comment
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library

2009

18. Precautionary reserves and the interbank market
    Staff Reports, Federal Reserve Bank of New York View citations (22)
    See also Journal Article Precautionary Reserves and the Interbank Market, Journal of Money, Credit and Banking, Blackwell Publishing (2011) View citations (21) (2011)

2008

19. Banking with nominal deposits and inside money
    Staff Reports, Federal Reserve Bank of New York View citations (62)
    See also Journal Article Banking with nominal deposits and inside money, Journal of Financial Intermediation, Elsevier (2008) View citations (67) (2008)

2007

20. Vesting and control in venture capital contracts
    Staff Reports, Federal Reserve Bank of New York View citations (2)

2006

21. Payment networks in a search model of money
    Staff Reports, Federal Reserve Bank of New York View citations (4)
    Also in 2006 Meeting Papers, Society for Economic Dynamics (2006)
    See also Journal Article Payment networks in a search model of money, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2008) View citations (6) (2008)

2004

22. Money and Modern Bank Runs
    2004 Meeting Papers, Society for Economic Dynamics View citations (14)

Journal Articles

2016

1. Bank Lending in Times of Large Bank Reserves
   International Journal of Central Banking, 2016, 12, (4), 193-222 View citations (46)

2015

2. Information Management in Banking Crises
   The Review of Financial Studies, 2015, 28, (8), 2322-2363 View citations (30)
   See also Working Paper Information Management in Banking Crises, CEPR Discussion Papers (2013) View citations (15) (2013)

2014

3. Repo Runs
   The Review of Financial Studies, 2014, 27, (4), 957-989 View citations (12)
   See also Working Paper Repo Runs, Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems (2013) View citations (1) (2013)
4. The fragility of short-term secured funding markets
   Journal of Economic Theory, 2014, 149, (C), 15-42 View citations (16)
   See also Working Paper The Fragility of Short-Term Secured Funding Markets, Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems (2013) View citations (3) (2013)

2011

5. A model of liquidity hoarding and term premia in inter-bank markets
   Journal of Monetary Economics, 2011, 58, (5), 436-447 View citations (163)
   See also Working Paper A Model of Liquidity Hoarding and Term Premia in Inter-Bank Markets, CEPR Discussion Papers (2011) View citations (180) (2011)
6. Bank Liquidity, Interbank Markets, and Monetary Policy
   The Review of Financial Studies, 2011, 24, (8), 2656-2692 View citations (158)
   See also Working Paper Bank Liquidity, Interbank Markets and Monetary Policy, Working Papers (2015) View citations (52) (2015)
7. Precautionary Reserves and the Interbank Market
   Journal of Money, Credit and Banking, 2011, 43, (s2), 311-348 View citations (21)
   Also in Journal of Money, Credit and Banking, 2011, 43, 311-348 (2011) View citations (131)
   See also Working Paper Precautionary reserves and the interbank market, Staff Reports (2009) View citations (22) (2009)

2008

8. Banking with nominal deposits and inside money
   Journal of Financial Intermediation, 2008, 17, (4), 562-584 View citations (67)
   See also Working Paper Banking with nominal deposits and inside money, Staff Reports (2008) View citations (62) (2008)
9. Payment networks in a search model of money
   Review of Economic Dynamics, 2008, 11, (1), 104-132 View citations (6)
   See also Working Paper Payment networks in a search model of money, Staff Reports (2006) View citations (4) (2006)

Chapters

2013

1. LIBOR: origins, economics, crisis, scandal and reform
   Palgrave Macmillan View citations (12)
   See also Working Paper LIBOR: origins, economics, crisis, scandal, and reform, Federal Reserve Bank of New York (2014) View citations (17) (2014)