David R. Skeie : Citation Profile


Are you David R. Skeie?

University of Warwick

12

H index

12

i10 index

751

Citations

RESEARCH PRODUCTION:

10

Articles

34

Papers

1

Chapters

RESEARCH ACTIVITY:

   16 years (2004 - 2020). See details.
   Cites by year: 46
   Journals where David R. Skeie has often published
   Relations with other researchers
   Recent citing documents: 53.    Total self citations: 26 (3.35 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psk24
   Updated: 2022-09-24    RAS profile: 2022-08-16    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with David R. Skeie.

Is cited by:

Peydro, Jose-Luis (33)

Fecht, Falko (18)

Acharya, Viral (16)

Bräuning, Falk (15)

Ranaldo, Angelo (15)

Sarmiento, Miguel (15)

Affinito, Massimiliano (14)

Georg, Co-Pierre (13)

Abbassi, Puriya (12)

Hoerova, Marie (11)

Gale, Douglas (11)

Cites to:

Acharya, Viral (22)

Martin, Antoine (18)

FREIXAS, XAVIER (16)

McAndrews, James (15)

Diamond, Douglas (11)

Gale, Douglas (10)

Ashcraft, Adam (9)

Yorulmazer, Tanju (9)

Keister, Todd (8)

Roberds, William (7)

Vives, Xavier (6)

Main data


Where David R. Skeie has published?


Journals with more than one article published# docs
Review of Financial Studies3

Working Papers Series with more than one paper published# docs
Staff Reports / Federal Reserve Bank of New York14
Liberty Street Economics / Federal Reserve Bank of New York5
Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems / Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich2
CEPR Discussion Papers / C.E.P.R. Discussion Papers2

Recent works citing David R. Skeie (2022 and 2021)


YearTitle of citing document
2021A Few Things You Wanted to Know about the Economics of CBDCs, but were Afraid to Model: a survey of what we can learn from who has done. (2021). , Marcelo. In: Working Papers Series. RePEc:bcb:wpaper:554.

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2021Banking and Inside Money: Revisiting the Efficiency of Deposit Contracts. (2021). Rodriguez Mendizabal, Hugo ; Rivero, David. In: Working Papers. RePEc:bge:wpaper:1265.

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2022Money markets, collateral and monetary policy. (2022). Hoerova, Marie ; Uhlig, Harald ; de Fiore, Fiorella. In: BIS Working Papers. RePEc:bis:biswps:997.

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2022Margin procyclicality and the collateral cycle. (2022). Ranaldo, Angelo ; Ferrara, Gerardo ; Benos, Evangelos. In: Bank of England working papers. RePEc:boe:boeewp:0966.

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2022Preference heterogeneity and optimal monetary policy. (2022). van Buggenum, Hugo ; Uras, Burak R. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:134:y:2022:i:c:s0165188921002244.

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2021Should regulators always be transparent? a bank run experiment. (2021). Kaplan, Todd R ; Fonseca, Miguel A ; Choo, Lawrence ; Chakravarty, Surajeet. In: European Economic Review. RePEc:eee:eecrev:v:136:y:2021:i:c:s0014292121001173.

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2022The impact of liquidity risk in the Chinese banking system on the global commodity markets. (2022). Santos, Francisco ; Kim, Jihee ; Jo, Yonghwan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:66:y:2022:i:c:p:23-50.

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2021Interbank funding, bank risk exposure and performance in the UK: A three-stage network DEA approach. (2021). Danso, Albert ; James, Gregory A ; Lartey, Theophilus. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000958.

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2021LIBORs poker. (2021). Chen, Jiakai. In: Journal of Financial Markets. RePEc:eee:finmar:v:55:y:2021:i:c:s1386418120300550.

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2021Banking research in the time of COVID-19. (2021). Demirguc-Kunt, Asli ; Demirgu-Kunt, Asli ; Berger, Allen N. In: Journal of Financial Stability. RePEc:eee:finsta:v:57:y:2021:i:c:s157230892100098x.

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2022Community bank liquidity: Natural disasters as a natural experiment. (2022). Winters, Drew B ; Whitledge, Matthew D ; Allen, Kyle D. In: Journal of Financial Stability. RePEc:eee:finsta:v:60:y:2022:i:c:s1572308922000304.

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2021A Density-Based estimator of core/periphery network structures. (2021). Brassil, Anthony ; Nodari, Gabriela. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:125:y:2021:i:c:s0378426621000303.

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2021Intertemporal imitation behavior of interbank offered rate submissions. (2021). Zong, Jichuan ; Sun, Hang ; Li, Ming. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:132:y:2021:i:c:s0378426621001783.

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2022Bank instability: Interbank linkages and the role of disclosure. (2022). Vlahu, Razvan ; Trautmann, Stefan T ; Konig-Kersting, Christian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621003046.

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2021Pluralistic ignorance, risk perception, and the governance of the dark side in peer-to-peer transactions: Evidence from the Indian banking industry. (2021). Munjal, Surender ; Aulakh, Preet S ; Basu, Shubhabrata. In: Journal of Business Research. RePEc:eee:jbrese:v:129:y:2021:i:c:p:328-340.

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2021Mandatory disclosure and financial contagion. (2021). Barlevy, Gadi ; Alvarez, Fernando. In: Journal of Economic Theory. RePEc:eee:jetheo:v:194:y:2021:i:c:s0022053121000545.

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2021Monetary policy at work: Security and credit application registers evidence. (2021). Sette, Enrico ; Peydro, Jose-Luis ; Polo, Andrea. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:3:p:789-814.

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2021Network risk and key players: A structural analysis of interbank liquidity. (2021). Yuan, Kathy ; Li, YE ; Julliard, Christian ; Denbee, Edward. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:3:p:831-859.

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2021Robust benchmark design. (2021). Dworczak, Piotr ; Duffie, Darrell. In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:2:p:775-802.

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2021The Effects of Liquidity Regulation on Bank Demand in Monetary Policy Operations. (2021). Vojtech, Cindy M ; Styczynski, Mary-Frances ; Rezende, Marcelo. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:46:y:2021:i:c:s1042957320300140.

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2021Sources of Liquidity and Liquidity Shortages. (2021). Wagner, Wolf ; Kahn, Charles M. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:46:y:2021:i:c:s1042957320300231.

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2022Economic policy uncertainty and bank liquidity hoarding. (2022). Kim, Hugh Hoikwang ; Li, Xinming ; Guedhami, Omrane ; Berger, Allen N. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:49:y:2022:i:c:s1042957320300474.

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2022Real liquidity and banking. (2022). He, Ping ; Liu, Zehao. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:49:y:2022:i:c:s1042957320300498.

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2021Banks fearing the drought? Liquidity hoarding as a response to idiosyncratic interbank funding dry-ups. (2021). Ossandon Busch, Matias. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:119:y:2021:i:c:s026156062100125x.

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2021Bank lending and interest on excess reserves: An empirical investigation. (2021). Hogan, Thomas. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:69:y:2021:i:c:s0164070421000380.

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2021The federal funds network and monetary policy transmission: Evidence from the 2007–2009 financial crisis. (2021). Beltran, Daniel ; Klee, Elizabeth ; Bolotnyy, Valentin . In: Journal of Monetary Economics. RePEc:eee:moneco:v:117:y:2021:i:c:p:187-202.

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2021Does a big bazooka matter? Quantitative easing policies and exchange rates. (2021). Mehl, Arnaud ; Gräb, Johannes ; Georgiadis, Georgios ; Grab, Johannes ; Dedola, Luca. In: Journal of Monetary Economics. RePEc:eee:moneco:v:117:y:2021:i:c:p:489-506.

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2021Measuring liquidity risk effects on carry trades across currencies and regimes. (2021). Blenman, Lloyd P ; Abankwa, Samuel. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:60:y:2021:i:c:s1042444x21000074.

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2021Liquidity creation cyclicality, capital regulation and interbank credit: Evidence from Chinese commercial banks. (2021). Deng, Chao ; Chen, Jing ; Li, Zhiyong ; Tang, Ying. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x21000305.

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2022The manipulation of Euribor: An analysis with machine learning classification techniques. (2022). Momparler, Alexandre ; Carmona, Pedro ; Climent, Francisco ; Herrera, Ruben. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:176:y:2022:i:c:s004016252100901x.

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2022Central Clearing and Systemic Liquidity Risk. (2020). Paulson, Anna ; Nesmith, Travis ; King, Thomas ; Prono, Todd. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-09.

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2022The Fed’s Central Bank Swap Lines and FIMA Repo Facility. (2022). Goldberg, Linda S ; Choi, Mark ; Ravazzolo, Francesco ; Lerman, Robert. In: Economic Policy Review. RePEc:fip:fednep:94433.

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2021Reserves Were Not So Ample After All. (2021). Copeland, Adam ; Yang, Yilin ; Duffie, Darrell. In: Staff Reports. RePEc:fip:fednsr:92866.

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2021COVID Response: The Fed’s Central Bank Swap Lines and FIMA Repo Facility. (2021). Lerman, Robert ; Goldberg, Linda ; Ravazzolo, Fabiola ; Choi, Mark. In: Staff Reports. RePEc:fip:fednsr:93080.

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2021Month-End Regularities in the Overnight Bank Funding Markets. (2021). Baig, Ahmed S ; Winters, Drew B. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:5:p:204-:d:548295.

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2021Bagehot for Central Bankers. (2021). Le Maux, Laurent. In: Working Papers. RePEc:hal:wpaper:hal-03201509.

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2021Monetary Policy, Interbank Liquidity and Lending Behaviour of Banks in India. (2021). Sensarma, Rudra ; Ansari, Md Gyasuddin. In: Working papers. RePEc:iik:wpaper:442.

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2022The Impact of TARP Capital Infusion on Bank Liquidity Creation: Does Bank Size Matter?. (2022). Cronje, Tom ; Cheung, Adrian ; Zheng, Chen. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2022:q:2:a:7.

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2021On the informative value of the EU-wide stress tests and the determinants of banks’ stock return reactions. (2021). Moratis, G ; Georgoutsos, D. In: Empirica. RePEc:kap:empiri:v:48:y:2021:i:4:d:10.1007_s10663-020-09496-0.

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2021Systemic Instability of the Interbank Credit Market - A Contribution to a Resilient Financial System. (2021). Gries, Thomas ; Mitschke, Alexandra. In: Working Papers Dissertations. RePEc:pdn:dispap:75.

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2021The Role of Collateral in Borrowing. (2021). Peydro, Jose-Luis ; Hughes, David W ; Garvin, Nicholas. In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2021-01.

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2021Opacity: Insurance and Fragility. (). Izumi, Ryuichiro. In: Review of Economic Dynamics. RePEc:red:issued:19-51.

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2021Reserve tiering and the interbank market. (2021). Wrampelmeyer, Jan ; Fuhrer, Lucas ; Zwicker, Matthias ; Juttner, Matthias. In: Working Papers. RePEc:snb:snbwpa:2021-17.

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2021Multivariate time-varying parameter modelling for stock markets. (2021). Bekiros, Stelios ; Neslihanoglu, Serdar ; Lee, Duncan ; McColl, John. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:2:d:10.1007_s00181-020-01896-2.

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2022Fluctuating bail-in expectations and effects on market discipline, risk-taking and cost of capital. (2022). Giuliana, Raffaele. In: ESRB Working Paper Series. RePEc:srk:srkwps:2022133.

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2021Contemporaneous linkages: Funding liquidity and stock market spirals. (2021). Spahr, Ronald W ; Parikh, Bhavik ; Mishra, Ajay Kumar. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:4:p:5912-5929.

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2022Effects of the bank levy introduction on the interbank market. (2022). Puawska, Karolina. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:844-864.

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2022Money in the Equilibrium of Banking. (2022). Cao, Jin ; Illing, Gerhard. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:54:y:2022:i:1:p:119-144.

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2022Unsecured and Secured Funding. (2022). Ranaldo, Angelo ; Wrampelmeyer, Jan ; di Filippo, Mario. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:54:y:2022:i:2-3:p:651-662.

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2021Banks fearing the drought? Liquidity hoarding as a response to idiosyncratic interbank funding dry-ups. (2021). Busch, Matias Ossandon ; Littke, Helge . In: Discussion Papers. RePEc:zbw:bubdps:162021.

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2021Exchange rate depreciations and local business cycles: The role of bank loan supply. (2021). te Kaat, Daniel ; von Westernhagen, Natalja ; Bednarek, Peter ; Beck, Thorsten. In: Discussion Papers. RePEc:zbw:bubdps:522021.

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2022Why bank money creation?. (2022). Gersbach, Hans ; Zelzner, Sebastian. In: CFS Working Paper Series. RePEc:zbw:cfswop:678.

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2022.

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Works by David R. Skeie:


YearTitleTypeCited
2010Bank Liquidity, Interbank Markets and Monetary Policy In: Working Papers.
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paper188
2009Bank liquidity, interbank markets, and monetary policy.(2009) In: Staff Reports.
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This paper has another version. Agregated cites: 188
paper
2011Bank Liquidity, Interbank Markets, and Monetary Policy.(2011) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 188
article
2010Bank Liquidity, Interbank Markets, and Monetary Policy.(2010) In: Discussion Paper.
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This paper has another version. Agregated cites: 188
paper
2010Bank Liquidity, Interbank Markets, and Monetary Policy.(2010) In: Other publications TiSEM.
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This paper has another version. Agregated cites: 188
paper
2010Bank Liquidity, Interbank Markets, and Monetary Policy.(2010) In: Other publications TiSEM.
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This paper has another version. Agregated cites: 188
paper
2010Bank liquidity, interbank markets and monetary policy.(2010) In: Economics Working Papers.
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This paper has another version. Agregated cites: 188
paper
2011A Model of Liquidity Hoarding and Term Premia in Inter-Bank Markets In: CEPR Discussion Papers.
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paper157
2011A model of liquidity hoarding and term premia in inter-bank markets.(2011) In: Journal of Monetary Economics.
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This paper has another version. Agregated cites: 157
article
2011A model of liquidity hoarding and term premia in inter-bank markets.(2011) In: Staff Reports.
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This paper has another version. Agregated cites: 157
paper
2013Information Management in Banking Crises In: CEPR Discussion Papers.
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paper38
2015Information Management in Banking Crises.(2015) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 38
article
2014The fragility of short-term secured funding markets In: Journal of Economic Theory.
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article23
2013The fragility of short-term secured funding markets.(2013) In: Staff Reports.
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This paper has another version. Agregated cites: 23
paper
2013The Fragility of Short-Term Secured Funding Markets.(2013) In: Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems.
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This paper has another version. Agregated cites: 23
paper
2008Banking with nominal deposits and inside money In: Journal of Financial Intermediation.
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article39
2008Banking with nominal deposits and inside money.(2008) In: Staff Reports.
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This paper has another version. Agregated cites: 39
paper
2011Why Did U.S. Branches of Foreign Banks Borrow at the Discount Window during the Crisis? In: Liberty Street Economics.
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paper2
2014Crisis Chronicles: The Hamburg Crisis of 1799 and How Extreme Winter Weather Still Disrupts the Economy In: Liberty Street Economics.
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paper0
2014Crisis Chronicles: The British Export Bubble of 1810 and Pegged versus Floating Exchange Rates In: Liberty Street Economics.
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paper0
2014Crisis Chronicles: The Panic of 1819—America’s First Great Economic Crisis In: Liberty Street Economics.
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paper0
2020Explaining the Puzzling Behavior of Short-Term Money Market Rates In: Liberty Street Economics.
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paper0
2006Payment networks in a search model of money In: Staff Reports.
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paper8
2008Payment networks in a search model of money.(2008) In: Review of Economic Dynamics.
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This paper has another version. Agregated cites: 8
article
2006Payments network in a search model of money.(2006) In: 2006 Meeting Papers.
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This paper has another version. Agregated cites: 8
paper
2007Vesting and control in venture capital contracts In: Staff Reports.
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paper2
2009Precautionary reserves and the interbank market In: Staff Reports.
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paper126
2011Precautionary Reserves and the Interbank Market.(2011) In: Journal of Money, Credit and Banking.
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This paper has another version. Agregated cites: 126
article
2011Precautionary Reserves and the Interbank Market.(2011) In: Journal of Money, Credit and Banking.
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This paper has another version. Agregated cites: 126
article
2010Repo runs In: Staff Reports.
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paper25
2014Repo Runs.(2014) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 25
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2010Repo Runs.(2010) In: Discussion Paper.
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This paper has another version. Agregated cites: 25
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2010Repo Runs.(2010) In: Other publications TiSEM.
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This paper has another version. Agregated cites: 25
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2010Repo Runs.(2010) In: Other publications TiSEM.
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This paper has another version. Agregated cites: 25
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2013Repo Runs.(2013) In: Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems.
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This paper has another version. Agregated cites: 25
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2011A note on bank lending in times of large bank reserves In: Staff Reports.
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2013A sampling-window approach to transactions-based Libor fixing In: Staff Reports.
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paper5
2013Identifying term interbank loans from Fedwire payments data In: Staff Reports.
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paper23
2013Evaluating the quality of fed funds lending estimates produced from Fedwire payments data In: Staff Reports.
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paper12
2013Federal Reserve tools for managing rates and reserves In: Staff Reports.
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paper31
2015Federal Reserve Tools for Managing Rates and Reserves.(2015) In: IMES Discussion Paper Series.
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This paper has another version. Agregated cites: 31
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2014LIBOR: origins, economics, crisis, scandal, and reform In: Staff Reports.
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paper26
2013LIBOR: origins, economics, crisis, scandal and reform.(2013) In: The New Palgrave Dictionary of Economics.
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This paper has another version. Agregated cites: 26
chapter
2016Bank Lending in Times of Large Bank Reserves In: International Journal of Central Banking.
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article33
2004Money and Modern Bank Runs In: 2004 Meeting Papers.
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paper6

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