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Details about David R. Skeie

E-mail:
Homepage:https://sites.google.com/site/davidskeie/
Postal address:Warwick Business School University of Warwick Coventry CV4 7AL UK
Workplace:Finance Group, Warwick Business School, University of Warwick, (more information at EDIRC)

Access statistics for papers by David R. Skeie.

Last updated 2023-01-07. Update your information in the RePEc Author Service.

Short-id: psk24


Jump to Journal Articles Chapters

Working Papers

2020

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

2015

  1. Federal Reserve Tools for Managing Rates and Reserves
    IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan Downloads View citations (21)
    Also in Staff Reports, Federal Reserve Bank of New York (2013) Downloads View citations (12)

2014

  1. Crisis Chronicles: The British Export Bubble of 1810 and Pegged versus Floating Exchange Rates
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  2. 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 Downloads
  3. Crisis Chronicles: The Panic of 1819—America’s First Great Economic Crisis
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  4. LIBOR: origins, economics, crisis, scandal, and reform
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (15)
    See also Chapter (2013,4th quarter update)

2013

  1. A sampling-window approach to transactions-based Libor fixing
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (8)
  2. Evaluating the quality of fed funds lending estimates produced from Fedwire payments data
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (12)
  3. Identifying term interbank loans from Fedwire payments data
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (27)
  4. Information Management in Banking Crises
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (15)
    See also Journal Article in Review of Financial Studies (2015)
  5. 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 Downloads View citations (1)
    Also in FMG Discussion Papers, Financial Markets Group (2011) Downloads View citations (4)
    Staff Reports, Federal Reserve Bank of New York (2010) Downloads View citations (1)
    Discussion Paper, Tilburg University, Center for Economic Research (2010) Downloads View citations (13)
    Other publications TiSEM, Tilburg University, School of Economics and Management (2010) Downloads View citations (1)
    Other publications TiSEM, Tilburg University, School of Economics and Management (2010) Downloads View citations (1)

    See also Journal Article in Review of Financial Studies (2014)
  6. 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 Downloads View citations (3)
    Also in Staff Reports, Federal Reserve Bank of New York (2013) Downloads View citations (11)

    See also Journal Article in Journal of Economic Theory (2014)

2011

  1. A Model of Liquidity Hoarding and Term Premia in Inter-Bank Markets
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (163)
    Also in Staff Reports, Federal Reserve Bank of New York (2011) Downloads View citations (162)

    See also Journal Article in Journal of Monetary Economics (2011)
  2. A note on bank lending in times of large bank reserves
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (7)
  3. 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 Downloads View citations (2)

2010

  1. Bank Liquidity, Interbank Markets and Monetary Policy
    Working Papers, Barcelona School of Economics Downloads View citations (52)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2010) Downloads View citations (19)
    Staff Reports, Federal Reserve Bank of New York (2009) Downloads View citations (17)
    Other publications TiSEM, Tilburg University, School of Economics and Management (2010) Downloads View citations (14)
    Discussion Paper, Tilburg University, Center for Economic Research (2010) Downloads View citations (13)
    Other publications TiSEM, Tilburg University, School of Economics and Management (2010) Downloads View citations (14)

    See also Journal Article in Review of Financial Studies (2011)

2009

  1. Precautionary reserves and the interbank market
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (23)
    See also Journal Article in Journal of Money, Credit and Banking (2011)

2008

  1. Banking with nominal deposits and inside money
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (50)
    See also Journal Article in Journal of Financial Intermediation (2008)

2007

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

2006

  1. Payment networks in a search model of money
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (4)
    Also in 2006 Meeting Papers, Society for Economic Dynamics (2006)

    See also Journal Article in Review of Economic Dynamics (2008)

2004

  1. Money and Modern Bank Runs
    2004 Meeting Papers, Society for Economic Dynamics Downloads View citations (15)

Journal Articles

2016

  1. Bank Lending in Times of Large Bank Reserves
    International Journal of Central Banking, 2016, 12, (4), 193-222 Downloads View citations (39)

2015

  1. Information Management in Banking Crises
    Review of Financial Studies, 2015, 28, (8), 2322-2363 Downloads View citations (28)
    See also Working Paper (2013)

2014

  1. Repo Runs
    Review of Financial Studies, 2014, 27, (4), 957-989 Downloads View citations (12)
    See also Working Paper (2013)
  2. The fragility of short-term secured funding markets
    Journal of Economic Theory, 2014, 149, (C), 15-42 Downloads View citations (16)
    See also Working Paper (2013)

2011

  1. A model of liquidity hoarding and term premia in inter-bank markets
    Journal of Monetary Economics, 2011, 58, (5), 436-447 Downloads View citations (147)
    See also Working Paper (2011)
  2. Bank Liquidity, Interbank Markets, and Monetary Policy
    Review of Financial Studies, 2011, 24, (8), 2656-2692 Downloads View citations (145)
    See also Working Paper (2010)
  3. Precautionary Reserves and the Interbank Market
    Journal of Money, Credit and Banking, 2011, 43, 311-348 Downloads View citations (124)
    Also in Journal of Money, Credit and Banking, 2011, 43, (s2), 311-348 (2011) Downloads View citations (14)

    See also Working Paper (2009)

2008

  1. Banking with nominal deposits and inside money
    Journal of Financial Intermediation, 2008, 17, (4), 562-584 Downloads View citations (54)
    See also Working Paper (2008)
  2. Payment networks in a search model of money
    Review of Economic Dynamics, 2008, 11, (1), 104-132 Downloads View citations (5)
    See also Working Paper (2006)

Chapters

2013

  1. LIBOR: origins, economics, crisis, scandal and reform
    Palgrave Macmillan Downloads View citations (12)
    See also Working Paper (2014)
 
Page updated 2023-03-22