David R. Skeie

University of Warwick - Warwick Business School

Coventry CV4 7AL

United Kingdom

http://www.wbs.ac.uk/about/person/david-skeie

SCHOLARLY PAPERS

18

DOWNLOADS
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Top 8,252

in Total Papers Downloads

6,008

SSRN CITATIONS
Rank 2,889

SSRN RANKINGS

Top 2,889

in Total Papers Citations

136

CROSSREF CITATIONS

281

Scholarly Papers (18)

1.

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 University of Warwick - Warwick Business School
Downloads 1,653 (11,183)
Citation 10

Abstract:

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

2.

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, University of Warwick - Warwick Business School and Universitaet Mannheim
Downloads 1,022 (23,286)
Citation 39

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

3.

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 University of Warwick - Warwick Business School
Downloads 843 (30,739)
Citation 44

Abstract:

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

4.
Downloads 410 ( 77,936)
Citation 3

Vesting and Control in Venture Capital Contracts

Number of pages: 45 Posted: 28 Feb 2005
David R. Skeie
University of Warwick - Warwick Business School
Downloads 287 (115,650)
Citation 2

Abstract:

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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
University of Warwick - Warwick Business School
Downloads 123 (250,737)
Citation 2

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

5.

Money and Modern Bank Runs

Number of pages: 58 Posted: 08 Mar 2005
David R. Skeie
University of Warwick - Warwick Business School
Downloads 341 (96,294)
Citation 8

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

6.
Downloads 271 (123,423)
Citation 24

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, Wharton Financial Institutions Center and University of Warwick - Warwick Business School
Downloads 142 (223,866)
Citation 28

Abstract:

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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, Wharton Financial Institutions Center and University of Warwick - Warwick Business School
Downloads 129 (241,756)
Citation 2

Abstract:

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

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
University of Warwick - Warwick Business School
Downloads 231 (145,159)
Citation 1

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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, University of Warwick - Warwick Business School and Universitaet Mannheim
Downloads 219 (152,743)
Citation 7

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9.

Federal Reserve Tools for Managing Rates and Reserves

Number of pages: 52 Posted: 07 Oct 2013 Last Revised: 30 Apr 2019
Federal Reserve Bank of New York - Research and Statistics, Wharton Financial Institutions Center, Federal Reserve Bank of New York and University of Warwick - Warwick Business School
Downloads 169 (193,183)
Citation 21

Abstract:

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banks, balance sheet costs, liquidity, Federal Reserve, reserves, overnight reverse repurchases

10.

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), University of Warwick - Warwick Business School, Federal Reserve Bank of New York and University of Minnesota - Twin Cities - Department of Economics
Downloads 139 (227,144)
Citation 22

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interbank market, loan, Fedwire, algorithm

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 University of Warwick - Warwick Business School
Downloads 124 (249,177)
Citation 10

Abstract:

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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 University of Warwick - Warwick Business School
Downloads 12 (645,599)
Citation 13
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bank liquidity, bank loans, debt, financial leverage, interbank market, risk management

12.

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, University of Warwick - Warwick Business School and Federal Reserve Bank of New York
Downloads 134 (233,997)
Citation 10

Abstract:

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

13.

Digital Currency Runs

Number of pages: 47 Posted: 19 Dec 2018 Last Revised: 03 Feb 2019
David R. Skeie
University of Warwick - Warwick Business School
Downloads 122 (251,306)

Abstract:

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Digital currency, fiat money, bank runs, lender of last resort

14.

A Comparison of Libor to Other Measures of Bank Borrowing Costs

Number of pages: 47 Posted: 16 Nov 2018
Dennis Kuo, David R. Skeie and James I. Vickery
University of California, Los Angeles (UCLA), University of Warwick - Warwick Business School and Federal Reserve Bank of New York
Downloads 117 (259,259)
Citation 28

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Libor, Financial Crisis, Stigma, Misreporting, Interbank Markets

15.

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, Wharton Financial Institutions Center and University of Warwick - Warwick Business School
Downloads 115 (262,346)
Citation 17

Abstract:

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

16.

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, Econ One Research, Inc. and University of Warwick - Warwick Business School
Downloads 64 (375,887)
Citation 3

Abstract:

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payment networks, money, search

17.

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 University of Warwick - Warwick Business School
Downloads 22 (554,974)
Citation 15

Abstract:

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

18.

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 University of Warwick - Warwick Business School
Downloads 0 (726,980)
Citation 7
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bank regulation, financial crisis, reputation, sovereign debt crisis, stress tests