David R. Skeie

Texas A&M University - Mays Business School - Department of Finance

Assistant Professor of Finance

360E Wehner

College Station, TX 77843-4218

United States

http://mays.tamu.edu/directory/drs/

SCHOLARLY PAPERS

16

DOWNLOADS
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Top 8,817

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4,329

CITATIONS
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SSRN RANKINGS

Top 5,634

in Total Papers Citations

91

Scholarly Papers (16)

1.

Repo Runs

Review of Financial Studies 27, 4, 2014, 957-989, FRB of New York Staff Report No. 444
Number of pages: 47 Posted: 23 Apr 2010 Last Revised: 22 Aug 2017
Federal Reserve Bank of New York - Research and Statistics, Texas A&M University - Mays Business School - Department of Finance and Universitaet Mannheim
Downloads 906 (20,190)

Abstract:

Investment banking, securities dealers, repurchase agreements, tri-party repo, bilateral repo, money market mutual funds, asset-backed commercial paper, runs, financial fragility

2.

Bank Liquidity, Interbank Markets, and Monetary Policy

FRB of New York Staff Report No. 371, European Banking Center Discussion Paper No. 2010-08S, CentER Discussion Paper Series No. 2010-35S
Number of pages: 48 Posted: 22 May 2009 Last Revised: 08 Apr 2010
Xavier Freixas, Antoine Martin and David R. Skeie
Universitat Pompeu Fabra, Federal Reserve Bank of New York - Research and Statistics and Texas A&M University - Mays Business School - Department of Finance
Downloads 753 (24,533)
Citation 21

Abstract:

bank liquidity, interbank markets, central bank policy, financial fragility, bank runs

3.
Downloads 383 ( 63,198)
Citation 1

Vesting and Control in Venture Capital Contracts

Number of pages: 45 Posted: 28 Feb 2005
David R. Skeie
Texas A&M University - Mays Business School - Department of Finance
Downloads 267 (94,726)
Citation 1

Abstract:

Venture capital, vesting, control rights, contingent compensation, incentives, adverse selection, incomplete contracts, hold-up problem

Vesting and Control in Venture Capital Contracts

FRB of New York Staff Report No. 297
Number of pages: 37 Posted: 16 Aug 2007
David R. Skeie
Texas A&M University - Mays Business School - Department of Finance
Downloads 116 (202,651)
Citation 1

Abstract:

venture capital, vesting, control rights, contingent compensation, hold-up problem

4.

Money and Modern Bank Runs

Number of pages: 58 Posted: 08 Mar 2005
David R. Skeie
Texas A&M University - Mays Business School - Department of Finance
Downloads 290 (80,021)
Citation 5

Abstract:

Bank runs, money, nominal contracts, interbank market, contagion, lender of last resort, banking crisis

5.
Downloads 252 (101,179)
Citation 20

Precautionary Reserves and the Interbank Market

FRB of New York Staff Report No. 370
Number of pages: 55 Posted: 22 May 2009
Adam B. Ashcraft, James McAndrews and David R. Skeie
Federal Reserve Bank of New York, Federal Reserve Bank of New York and Texas A&M University - Mays Business School - Department of Finance
Downloads 130 (185,514)
Citation 20

Abstract:

Tax law, S corporations, organizational form, dividend policy, sell-offs, industry structure

Precautionary Reserves and the Interbank Market

Number of pages: 54 Posted: 22 Mar 2009
Adam B. Ashcraft, James McAndrews and David R. Skeie
Federal Reserve Bank of New York, Federal Reserve Bank of New York and Texas A&M University - Mays Business School - Department of Finance
Downloads 122 (195,055)
Citation 20

Abstract:

excess reserves, fed funds market, discount window, large-value payments, limited participation

6.

LIBOR: Origins, Economics, Crisis, Scandal, and Reform

FRB of New York Staff Report No. 667
Number of pages: 20 Posted: 12 Apr 2014
David Hou and David R. Skeie
Federal Reserve Banks - Federal Reserve Bank of New York and Texas A&M University - Mays Business School - Department of Finance
Downloads 239 (27,003)

Abstract:

libor, financial crisis, scandal, interbank, banking, reference rate

7.

Money and Modern Banking without Bank Runs

FRB of New York Staff Report No. 242
Number of pages: 50 Posted: 21 Mar 2006
David R. Skeie
Texas A&M University - Mays Business School - Department of Finance
Downloads 206 (115,076)
Citation 5

Abstract:

bank runs, nominal contracts, demand deposits, interbank market, clearinghouse, payments, deposit insurance, inside money

8.

The Fragility of Short-Term Secured Funding Markets

Journal of Economic Theory 149, 2014, 15-42, FRB of New York Staff Report No. 630
Number of pages: 45 Posted: 04 Nov 2012 Last Revised: 22 Aug 2017
Federal Reserve Bank of New York - Research and Statistics, Texas A&M University - Mays Business School - Department of Finance and Universitaet Mannheim
Downloads 187 (135,532)

Abstract:

A Model of Liquidity Hoarding and Term Premia in Inter-Bank Markets

FRB of New York Staff Report No. 498
Number of pages: 35 Posted: 31 May 2011
Viral V. Acharya and David R. Skeie
New York University - Leonard N. Stern School of Business and Texas A&M University - Mays Business School - Department of Finance
Downloads 107 (215,179)
Citation 18

Abstract:

inter-bank lending, financial crisis, precautionary demand, rollover risk, LIBOR-OIS spread

A Model of Liquidity Hoarding and Term Premia in Inter-Bank Markets

CEPR Discussion Paper No. DP8705
Number of pages: 37 Posted: 22 Dec 2011
Viral V. Acharya and David R. Skeie
New York University - Leonard N. Stern School of Business and Texas A&M University - Mays Business School - Department of Finance
Downloads 10 (522,469)
Citation 18
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Abstract:

bank liquidity, bank loans, debt, financial leverage, interbank market, risk management

10.

A Note on Bank Lending in Times of Large Bank Reserves

FRB of New York Staff Report No. 497
Number of pages: 13 Posted: 31 May 2011
Antoine Martin, James McAndrews and David R. Skeie
Federal Reserve Bank of New York - Research and Statistics, Federal Reserve Bank of New York and Texas A&M University - Mays Business School - Department of Finance
Downloads 73 (242,356)
Citation 3

Abstract:

banking, lending, reserves, interest on reserves, Federal Reserve

11.

A Sampling-Window Approach to Transactions-Based Libor Fixing

FRB of New York Staff Report No. 596
Number of pages: 21 Posted: 05 Feb 2013
Darrell Duffie, David R. Skeie and James I. Vickery
Stanford University - Graduate School of Business, Texas A&M University - Mays Business School - Department of Finance and Federal Reserve Bank of New York
Downloads 62 (245,886)
Citation 2

Abstract:

Libor, interbank, transactions-based fixing, sampling window, shadow banking, financial intermediation

12.

Identifying Term Interbank Loans from Fedwire Payments Data

FRB of New York Staff Report No. 603
Number of pages: 49 Posted: 12 Mar 2013 Last Revised: 20 Aug 2014
University of California, Los Angeles (UCLA), Texas A&M University - Mays Business School - Department of Finance, Federal Reserve Bank of New York and University of Minnesota - Twin Cities - Department of Economics
Downloads 57 (226,031)
Citation 1

Abstract:

interbank market, loan, Fedwire, algorithm

13.

Payment Networks in a Search Model of Money

FRB of New York Staff Report No. 263
Number of pages: 41 Posted: 08 Nov 2006
Antoine Martin, Michael J. Orlando and David R. Skeie
Federal Reserve Bank of New York - Research and Statistics, Economic Advisors, Inc. and Texas A&M University - Mays Business School - Department of Finance
Downloads 48 (322,227)
Citation 3

Abstract:

payment networks, money, search

14.

Federal Reserve Tools for Managing Rates and Reserves

FRB of New York Staff Report No. 642
Number of pages: 43 Posted: 07 Oct 2013
Federal Reserve Bank of New York - Research and Statistics, Federal Reserve Bank of New York, Federal Reserve Bank of New York and Texas A&M University - Mays Business School - Department of Finance
Downloads 41 (262,952)

Abstract:

monetary policy, fixed-rate full allocation overnight reverse repurchases, term deposit facility, interest on excess reserves, FOMC, banking

15.

Evaluating the Quality of Fed Funds Lending Estimates Produced from Fedwire Payments Data

FRB of New York Staff Report No. 629
Number of pages: 33 Posted: 02 Oct 2013
Anna Kovner and David R. Skeie
Federal Reserve Bank of New York and Texas A&M University - Mays Business School - Department of Finance
Downloads 7 (496,008)

Abstract:

federal funds market, Y-9C, data quality, interbank loans, fed funds, Fedwire

16.

Information Management in Banking Crises

CEPR Discussion Paper No. DP9612
Number of pages: 54 Posted: 03 Sep 2013
Joel D. Shapiro and David R. Skeie
University of Oxford - Said Business School and Texas A&M University - Mays Business School - Department of Finance
Downloads 0 (565,313)
Citation 2
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Abstract:

bank regulation, financial crisis, reputation, sovereign debt crisis, stress tests