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David R. Skeie

Personal Details

First Name:David
Middle Name:R.
Last Name:Skeie
Suffix:
RePEc Short-ID:psk24
https://sites.google.com/site/davidskeie/
Warwick Business School University of Warwick Coventry CV4 7AL UK

Affiliation

Finance Group
Warwick Business School
University of Warwick

Coventry, United Kingdom
http://www.wbs.ac.uk/faculty/subjects/fin.cfm

: +44 (0)24 7652 4306
+44 (0)24 7652 3719
+44 (0)24 7652 4306
RePEc:edi:afwbsuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. David Hou & David R. Skeie, 2014. "LIBOR: origins, economics, crisis, scandal, and reform," Staff Reports 667, Federal Reserve Bank of New York.
  2. Antoine Martin & David R. Skeie & Thadden, Ernst-Ludwig Von, 2013. "The fragility of short-term secured funding markets," Staff Reports 630, Federal Reserve Bank of New York.
  3. 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.
  4. 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, revised 01 Aug 2014.
  5. 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.
  6. Antoine Martin & David R. Skeie & James J. McAndrews & Ali Palida, 2013. "Federal Reserve tools for managing rates and reserves," Staff Reports 642, Federal Reserve Bank of New York, revised 01 Apr 2019.
  7. Shapiro, Joel & Skeie, David, 2013. "Information Management in Banking Crises," CEPR Discussion Papers 9612, C.E.P.R. Discussion Papers.
  8. Antoine Martin & David R. Skeie & James J. McAndrews, 2011. "A note on bank lending in times of large bank reserves," Staff Reports 497, Federal Reserve Bank of New York.
  9. Viral V. Acharya & David R. Skeie, 2011. "A model of liquidity hoarding and term premia in inter-bank markets," Staff Reports 498, Federal Reserve Bank of New York.
  10. David R. Skeie & Ernst-Ludwig Von Thadden & Antoine Martin, 2010. "Repo runs," Staff Reports 444, Federal Reserve Bank of New York, revised 01 Jan 2012.
  11. Xavier Freixas & Antoine Martin & David R. Skeie, 2009. "Bank liquidity, interbank markets, and monetary policy," Staff Reports 371, Federal Reserve Bank of New York.
  12. 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.
  13. David R. Skeie, 2008. "Banking with nominal deposits and inside money," Staff Reports 242, Federal Reserve Bank of New York.
  14. David R. Skeie, 2007. "Vesting and control in venture capital contracts," Staff Reports 297, Federal Reserve Bank of New York.
  15. 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.
  16. David R. Skeie, 2004. "Money and Modern Bank Runs," 2004 Meeting Papers 785, Society for Economic Dynamics.
  17. Linda S. Goldberg & David R. Skeie, "undated". "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.
  18. James Narron & David R. Skeie & Donald P. Morgan, "undated". "Crisis Chronicles: The Panic of 1819—America’s First Great Economic Crisis," Liberty Street Economics 20141205c, Federal Reserve Bank of New York.
  19. Donald P. Morgan & David R. Skeie & James Narron, "undated". "Crisis Chronicles: The British Export Bubble of 1810 and Pegged versus Floating Exchange Rates," Liberty Street Economics 20140905, Federal Reserve Bank of New York.
  20. Donald P. Morgan & David R. Skeie & James Narron, "undated". "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.

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," 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," 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. 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.
  6. Xavier Freixas & Antoine Martin & David Skeie, 2011. "Bank Liquidity, Interbank Markets, and Monetary Policy," Review of Financial Studies, Society for Financial Studies, vol. 24(8), pages 2656-2692.
  7. 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.
  8. Skeie, David R., 2008. "Banking with nominal deposits and inside money," Journal of Financial Intermediation, Elsevier, vol. 17(4), pages 562-584, October.
  9. 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.

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

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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 20 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-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
  3. NEP-MON: Monetary Economics (11) 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. Author is listed
  4. NEP-MAC: Macroeconomics (8) 2004-08-02 2006-04-29 2009-07-11 2010-04-04 2011-12-19 2013-11-16 2013-11-16 2015-08-13. 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-CFN: Corporate Finance (1) 2007-08-27
  9. NEP-CTA: Contract Theory & Applications (1) 2013-09-24
  10. NEP-ENT: Entrepreneurship (1) 2007-08-27
  11. NEP-MST: Market Microstructure (1) 2009-07-11
  12. NEP-NET: Network Economics (1) 2006-11-25
  13. NEP-PPM: Project, Program & Portfolio Management (1) 2007-08-27
  14. NEP-RMG: Risk Management (1) 2011-12-19

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