IDEAS home Printed from https://ideas.repec.org/e/psk24.html
   My authors  Follow this author

David R. Skeie

Personal Details

First Name:David
Middle Name:R.
Last Name:Skeie
Suffix:
RePEc Short-ID:psk24
[This author has chosen not to make the email address public]
https://www.wbs.ac.uk/about/person/david-skeie/
Warwick Business School University of Warwick Coventry CV4 7AL UK
Terminal Degree:2004 Department of Economics; Princeton University (from RePEc Genealogy)

Affiliation

Finance Group
Warwick Business School
University of Warwick

Coventry, United Kingdom
http://www.wbs.ac.uk/faculty/subjects/fin.cfm
RePEc:edi:afwbsuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Antoine Martin & James J. McAndrews & Ali Palida & David R. Skeie, 2020. "Explaining the Puzzling Behavior of Short-Term Money Market Rates," Liberty Street Economics 20200824, Federal Reserve Bank of New York.
  2. Donald P. Morgan & James Narron & David R. Skeie, 2014. "Crisis Chronicles: The British Export Bubble of 1810 and Pegged versus Floating Exchange Rates," Liberty Street Economics 20140905, Federal Reserve Bank of New York.
  3. Donald P. Morgan & James Narron & David R. Skeie, 2014. "Crisis Chronicles: The Panic of 1819—America’s First Great Economic Crisis," Liberty Street Economics 20141205c, Federal Reserve Bank of New York.
  4. Donald P. Morgan & James Narron & David R. Skeie, 2014. "Crisis Chronicles: The Hamburg Crisis of 1799 and How Extreme Winter Weather Still Disrupts the Economy," Liberty Street Economics 20140808, Federal Reserve Bank of New York.
  5. David Hou & David R. Skeie, 2014. "LIBOR: origins, economics, crisis, scandal, and reform," Staff Reports 667, Federal Reserve Bank of New York.
  6. Darrell Duffie & David R. Skeie & James Vickery, 2013. "A sampling-window approach to transactions-based Libor fixing," Staff Reports 596, Federal Reserve Bank of New York.
  7. Anna Kovner & David R. Skeie, 2013. "Evaluating the quality of fed funds lending estimates produced from Fedwire payments data," Staff Reports 629, Federal Reserve Bank of New York.
  8. Antoine Martin & David R. Skeie & Ernst-Ludwig von Thadden, 2013. "The fragility of short-term secured funding markets," Staff Reports 630, Federal Reserve Bank of New York.
  9. Dennis Kuo & David R. Skeie & James Vickery & Thomas Youle, 2013. "Identifying term interbank loans from Fedwire payments data," Staff Reports 603, Federal Reserve Bank of New York.
  10. Shapiro, Joel & Skeie, David, 2013. "Information Management in Banking Crises," CEPR Discussion Papers 9612, C.E.P.R. Discussion Papers.
  11. Antoine Martin & James J. McAndrews & Ali Palida & David R. Skeie, 2013. "Federal Reserve tools for managing rates and reserves," Staff Reports 642, Federal Reserve Bank of New York.
  12. Martin, Antoine & Skeie, David & Thadden, Ernst-Ludwig, 2011. "Repo runs," LSE Research Online Documents on Economics 119064, London School of Economics and Political Science, LSE Library.
  13. Acharya, Viral & Skeie, David, 2011. "A Model of Liquidity Hoarding and Term Premia in Inter-Bank Markets," CEPR Discussion Papers 8705, C.E.P.R. Discussion Papers.
  14. Linda S. Goldberg & David R. Skeie, 2011. "Why Did U.S. Branches of Foreign Banks Borrow at the Discount Window during the Crisis?," Liberty Street Economics 20110413, Federal Reserve Bank of New York.
  15. Antoine Martin & James J. McAndrews & David R. Skeie, 2011. "A note on bank lending in times of large bank reserves," Staff Reports 497, Federal Reserve Bank of New York.
  16. Freixas, X. & Martin, A. & Skeie, D., 2010. "Bank Liquidity, Interbank Markets, and Monetary Policy," Other publications TiSEM d716ff9a-e8da-448f-86a1-8, Tilburg University, School of Economics and Management.
  17. Martin, A. & Skeie, D. & von Thadden, E.L., 2010. "Repo Runs," Other publications TiSEM e14f6c26-c077-46fb-92a8-8, Tilburg University, School of Economics and Management.
  18. Xavier Freixas & Antoine Martin & David Skeie, 2010. "Bank Liquidity, Interbank Markets and Monetary Policy," Working Papers 429, Barcelona School of Economics.
  19. Martin, A. & Skeie, D. & von Thadden, E.L., 2010. "Repo Runs," Other publications TiSEM 9b278253-9cc0-410a-a8c4-6, Tilburg University, School of Economics and Management.
  20. Skeie, David R., 2010. "Comment," LSE Research Online Documents on Economics 123269, London School of Economics and Political Science, LSE Library.
  21. Freixas, X. & Martin, A. & Skeie, D., 2010. "Bank Liquidity, Interbank Markets, and Monetary Policy," Other publications TiSEM 06dc8c5e-b918-4028-8330-9, Tilburg University, School of Economics and Management.
  22. Adam B. Ashcraft & James J. McAndrews & David R. Skeie, 2009. "Precautionary reserves and the interbank market," Staff Reports 370, Federal Reserve Bank of New York.
  23. David R. Skeie, 2008. "Banking with nominal deposits and inside money," Staff Reports 242, Federal Reserve Bank of New York.
  24. David R. Skeie, 2007. "Vesting and control in venture capital contracts," Staff Reports 297, Federal Reserve Bank of New York.
  25. Antoine Martin & Michael J. Orlando & David R. Skeie, 2006. "Payment networks in a search model of money," Staff Reports 263, Federal Reserve Bank of New York.
  26. David R. Skeie, 2004. "Money and Modern Bank Runs," 2004 Meeting Papers 785, Society for Economic Dynamics.

Articles

  1. Antoine Martin & James McAndrews & David Skeie, 2016. "Bank Lending in Times of Large Bank Reserves," International Journal of Central Banking, International Journal of Central Banking, vol. 12(4), pages 193-222, December.
  2. Joel Shapiro & David Skeie, 2015. "Information Management in Banking Crises," The Review of Financial Studies, Society for Financial Studies, vol. 28(8), pages 2322-2363.
  3. Antoine Martin & David Skeie & Ernst-Ludwig von Thadden, 2014. "Repo Runs," The Review of Financial Studies, Society for Financial Studies, vol. 27(4), pages 957-989.
  4. Martin, Antoine & Skeie, David & von Thadden, Ernst-Ludwig, 2014. "The fragility of short-term secured funding markets," Journal of Economic Theory, Elsevier, vol. 149(C), pages 15-42.
  5. Adam Ashcraft & James Mcandrews & David Skeie, 2011. "Precautionary Reserves and the Interbank Market," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43, pages 311-348, October.
  6. Acharya, Viral V. & Skeie, David, 2011. "A model of liquidity hoarding and term premia in inter-bank markets," Journal of Monetary Economics, Elsevier, vol. 58(5), pages 436-447.
  7. Xavier Freixas & Antoine Martin & David Skeie, 2011. "Bank Liquidity, Interbank Markets, and Monetary Policy," The Review of Financial Studies, Society for Financial Studies, vol. 24(8), pages 2656-2692.
  8. Antoine Martin & Michael Orlando & David Skeie, 2008. "Payment networks in a search model of money," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 11(1), pages 104-132, January.
  9. Skeie, David R., 2008. "Banking with nominal deposits and inside money," Journal of Financial Intermediation, Elsevier, vol. 17(4), pages 562-584, October.

Chapters

  1. David Hou Author-Name: David Skeie, 2013. "LIBOR: origins, economics, crisis, scandal and reform," The New Palgrave Dictionary of Economics,, Palgrave Macmillan.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Distinct Works, Weighted by Recursive Impact Factor
  2. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  3. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  4. Number of Journal Pages, Weighted by Recursive Impact Factor

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 25 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-BAN: Banking (13) 2009-07-11 2010-04-04 2011-06-18 2011-07-02 2011-12-19 2012-04-10 2013-03-23 2013-09-24 2013-10-18 2013-10-18 2013-11-16 2013-11-16 2014-04-18. Author is listed
  2. NEP-MON: Monetary Economics (13) 2004-08-02 2006-04-29 2006-11-25 2009-07-11 2009-07-11 2010-04-04 2011-06-18 2013-03-23 2013-10-18 2013-11-16 2015-08-13 2020-03-16 2020-09-14. Author is listed
  3. NEP-CBA: Central Banking (11) 2004-08-02 2006-04-29 2009-07-11 2009-07-11 2010-04-04 2011-06-18 2011-07-02 2011-12-19 2013-09-24 2013-10-18 2015-08-13. Author is listed
  4. NEP-MAC: Macroeconomics (11) 2004-08-02 2006-04-29 2009-07-11 2010-04-04 2011-12-19 2013-11-16 2013-11-16 2015-08-13 2020-02-24 2020-03-16 2020-09-14. Author is listed
  5. NEP-DGE: Dynamic General Equilibrium (5) 2006-11-25 2009-07-11 2010-04-04 2010-05-02 2012-04-10. Author is listed
  6. NEP-BEC: Business Economics (4) 2009-07-11 2010-04-04 2011-07-02 2011-12-19
  7. NEP-FMK: Financial Markets (3) 2006-04-29 2012-04-10 2013-10-18
  8. NEP-HIS: Business, Economic and Financial History (3) 2020-02-24 2020-02-24 2020-02-24
  9. NEP-CFN: Corporate Finance (1) 2007-08-27
  10. NEP-CTA: Contract Theory and Applications (1) 2013-09-24
  11. NEP-ENT: Entrepreneurship (1) 2007-08-27
  12. NEP-ENV: Environmental Economics (1) 2020-02-24
  13. NEP-INT: International Trade (1) 2020-02-24
  14. NEP-MST: Market Microstructure (1) 2009-07-11
  15. NEP-NET: Network Economics (1) 2006-11-25
  16. NEP-PPM: Project, Program and Portfolio Management (1) 2007-08-27
  17. NEP-RMG: Risk Management (1) 2011-12-19

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, David R. Skeie should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.