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 Kingdomhttp://www.wbs.ac.uk/faculty/subjects/fin.cfm
RePEc:edi:afwbsuk (more details at EDIRC)
Research output
Jump to: Working papers Articles ChaptersWorking papers
- 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.
- 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.
- 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.
- David Hou & David R. Skeie, 2014.
"LIBOR: origins, economics, crisis, scandal, and reform,"
Staff Reports
667, Federal Reserve Bank of New York.
- David Hou Author-Name: David Skeie, 2013. "LIBOR: origins, economics, crisis, scandal and reform," The New Palgrave Dictionary of Economics,, Palgrave Macmillan.
- 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.
- 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.
- 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.
- Martin, Antoine & Skeie, David & Thadden, Ernst-Ludwig von, 2013. "The Fragility of Short-Term Secured Funding Markets," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 449, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
- 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.
- 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.
- Shapiro, Joel & Skeie, David, 2013.
"Information Management in Banking Crises,"
CEPR Discussion Papers
9612, C.E.P.R. Discussion Papers.
- 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.
- 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.
- 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.
- Antoine Martin & James McAndrews & Ali Palida & David Skeie, 2015. "Federal Reserve Tools for Managing Rates and Reserves," IMES Discussion Paper Series 15-E-08, Institute for Monetary and Economic Studies, Bank of Japan.
- 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.
- 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.
- Antoine Martin & David R. Skeie & Ernst-Ludwig von Thadden, 2010. "Repo runs," Staff Reports 444, Federal Reserve Bank of New York.
- Martin, A. & Skeie, D. & von Thadden, E.L., 2010. "Repo Runs," Discussion Paper 2010-44S, Tilburg University, Center for Economic Research.
- Antoine Martin & David Skeie & Ernst-Ludig von Thadden, 2011. "Repo Runs," FMG Discussion Papers dp687, Financial Markets Group.
- Martin, Antoine & Skeie, David & Thadden, Ernst-Ludwig von, 2013. "Repo Runs," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 448, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- Skeie, David R., 2010. "Comment," LSE Research Online Documents on Economics 123269, London School of Economics and Political Science, LSE Library.
- Xavier Freixas & Antoine Martin & David Skeie, 2010.
"Bank Liquidity, Interbank Markets and Monetary Policy,"
Working Papers
429, Barcelona School of Economics.
- 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.
- 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.
- 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.
- Xavier Freixas & Antoine Martin & David R. Skeie, 2009. "Bank liquidity, interbank markets, and monetary policy," Staff Reports 371, Federal Reserve Bank of New York.
- Freixas, X. & Martin, A. & Skeie, D., 2010. "Bank Liquidity, Interbank Markets, and Monetary Policy," Discussion Paper 2010-35S, Tilburg University, Center for Economic Research.
- Xavier Freixas & Antoine Martin & David Skeie, 2010. "Bank liquidity, interbank markets and monetary policy," Economics Working Papers 1202, Department of Economics and Business, Universitat Pompeu Fabra.
- 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.
- 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.
- Adam Ashcraft & James Mcandrews & David Skeie, 2011. "Precautionary Reserves and the Interbank Market," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(s2), pages 311-348, October.
- David R. Skeie, 2008.
"Banking with nominal deposits and inside money,"
Staff Reports
242, Federal Reserve Bank of New York.
- Skeie, David R., 2008. "Banking with nominal deposits and inside money," Journal of Financial Intermediation, Elsevier, vol. 17(4), pages 562-584, October.
- David R. Skeie, 2007. "Vesting and control in venture capital contracts," Staff Reports 297, Federal Reserve Bank of New York.
- 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.
- 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.
- Antoine Martin & Michael Orlando & David Skeie, 2006. "Payments network in a search model of money," 2006 Meeting Papers 580, Society for Economic Dynamics.
- David R. Skeie, 2004. "Money and Modern Bank Runs," 2004 Meeting Papers 785, Society for Economic Dynamics.
Articles
- 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.
- 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.
- Shapiro, Joel & Skeie, David, 2013. "Information Management in Banking Crises," CEPR Discussion Papers 9612, C.E.P.R. Discussion Papers.
- 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.
- Antoine Martin & David R. Skeie & Ernst-Ludwig von Thadden, 2010. "Repo runs," Staff Reports 444, Federal Reserve Bank of New York.
- Martin, A. & Skeie, D. & von Thadden, E.L., 2010. "Repo Runs," Discussion Paper 2010-44S, Tilburg University, Center for Economic Research.
- Antoine Martin & David Skeie & Ernst-Ludig von Thadden, 2011. "Repo Runs," FMG Discussion Papers dp687, Financial Markets Group.
- Martin, Antoine & Skeie, David & Thadden, Ernst-Ludwig von, 2013. "Repo Runs," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 448, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
- 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.
- 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.
- 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.
- 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.
- 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.
- Martin, Antoine & Skeie, David & Thadden, Ernst-Ludwig von, 2013. "The Fragility of Short-Term Secured Funding Markets," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 449, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
- 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.
- 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.
- 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.
- 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.
- Xavier Freixas & Antoine Martin & David Skeie, 2010. "Bank Liquidity, Interbank Markets and Monetary Policy," Working Papers 429, Barcelona School of Economics.
- 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.
- 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.
- Xavier Freixas & Antoine Martin & David R. Skeie, 2009. "Bank liquidity, interbank markets, and monetary policy," Staff Reports 371, Federal Reserve Bank of New York.
- Freixas, X. & Martin, A. & Skeie, D., 2010. "Bank Liquidity, Interbank Markets, and Monetary Policy," Discussion Paper 2010-35S, Tilburg University, Center for Economic Research.
- Xavier Freixas & Antoine Martin & David Skeie, 2010. "Bank liquidity, interbank markets and monetary policy," Economics Working Papers 1202, Department of Economics and Business, Universitat Pompeu Fabra.
- 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.
- Adam Ashcraft & James Mcandrews & David Skeie, 2011. "Precautionary Reserves and the Interbank Market," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(s2), pages 311-348, October.
- 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.
- 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.
- Antoine Martin & Michael Orlando & David Skeie, 2006. "Payments network in a search model of money," 2006 Meeting Papers 580, Society for Economic Dynamics.
- 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.
- Skeie, David R., 2008.
"Banking with nominal deposits and inside money,"
Journal of Financial Intermediation, Elsevier, vol. 17(4), pages 562-584, October.
- David R. Skeie, 2008. "Banking with nominal deposits and inside money," Staff Reports 242, Federal Reserve Bank of New York.
Chapters
- David Hou Author-Name: David Skeie, 2013.
"LIBOR: origins, economics, crisis, scandal and reform,"
The New Palgrave Dictionary of Economics,,
Palgrave Macmillan.
- David Hou & David R. Skeie, 2014. "LIBOR: origins, economics, crisis, scandal, and reform," Staff Reports 667, Federal Reserve Bank of New York.
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:- Number of Distinct Works, Weighted by Recursive Impact Factor
- Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
- Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
- 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.- 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
- 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
- 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
- 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
- NEP-DGE: Dynamic General Equilibrium (5) 2006-11-25 2009-07-11 2010-04-04 2010-05-02 2012-04-10. Author is listed
- NEP-BEC: Business Economics (4) 2009-07-11 2010-04-04 2011-07-02 2011-12-19
- NEP-FMK: Financial Markets (3) 2006-04-29 2012-04-10 2013-10-18
- NEP-HIS: Business, Economic and Financial History (3) 2020-02-24 2020-02-24 2020-02-24
- NEP-CFN: Corporate Finance (1) 2007-08-27
- NEP-CTA: Contract Theory and Applications (1) 2013-09-24
- NEP-ENT: Entrepreneurship (1) 2007-08-27
- NEP-ENV: Environmental Economics (1) 2020-02-24
- NEP-INT: International Trade (1) 2020-02-24
- NEP-MST: Market Microstructure (1) 2009-07-11
- NEP-NET: Network Economics (1) 2006-11-25
- NEP-PPM: Project, Program and Portfolio Management (1) 2007-08-27
- NEP-RMG: Risk Management (1) 2011-12-19
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