David R. Skeie : Citation Profile

Are you David R. Skeie?

University of Warwick

12

H index

12

i10 index

851

Citations

RESEARCH PRODUCTION:

10

Articles

36

Papers

1

Chapters

RESEARCH ACTIVITY:

   16 years (2004 - 2020). See details.
   Cites by year: 53
   Journals where David R. Skeie has often published
   Relations with other researchers
   Recent citing documents: 46.    Total self citations: 27 (3.08 %)

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   Permalink: http://citec.repec.org/psk24
   Updated: 2024-12-03    RAS profile: 2024-10-09    
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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 (35)

Fecht, Falko (20)

Bräuning, Falk (17)

Ranaldo, Angelo (16)

Acharya, Viral (16)

Sarmiento, Miguel (15)

Affinito, Massimiliano (14)

Georg, Co-Pierre (13)

Uhlig, Harald (12)

Abbassi, Puriya (12)

Hoerova, Marie (11)

Cites to:

Acharya, Viral (23)

Martin, Antoine (21)

McAndrews, James (16)

FREIXAS, XAVIER (15)

Diamond, Douglas (14)

Gale, Douglas (12)

Keister, Todd (10)

Yorulmazer, Tanju (10)

Ashcraft, Adam (9)

Roberds, William (7)

Wright, Randall (7)

Main data

Where David R. Skeie has published?

Journals with more than one article published# docs
The 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
CEPR Discussion Papers / C.E.P.R. Discussion Papers2
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

Recent works citing David R. Skeie (2024 and 2023)

YearTitle of citing document
2023.

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2023Interbank Decisions and Margins of Stability: an Agent-Based Stock-Flow Consistent Approach. (2023). Reale, Jessica. In: Papers. RePEc:arx:papers:2306.05860.

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2023A prolonged period of low interest rates in Europe: Unintended consequences. (2023). Malovana, Simona ; Jank, Jan ; Ehrenbergerova, Dominika ; Bajzik, Josef. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:526-572.

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2023Interbank market and funding liquidity risk in a stock?flow consistent model. (2022). Reale, Jessica. In: Metroeconomica. RePEc:bla:metroe:v:73:y:2022:i:3:p:734-769.

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2023The Norwegian overnight interbank market during the Covid pandemic. (2023). Smith, Lyndsie ; Findreng, Jon H ; Akram, Farooq Q. In: Working Paper. RePEc:bno:worpap:2023_8.

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2023The Effects of the LIBOR Scandal on Volatility and Liquidity in LIBOR Futures Markets. (2023). Bachmair, K. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2303.

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2024Counterparty choice, maturity shifts and market freezes: Lessons from the European interbank market. (2024). Saroyan, Susanna. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:160:y:2024:i:c:s0165188924000113.

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2024Interbank Decisions and Margins of Stability: an Agent-Based Stock-Flow Consistent Approach. (2024). Reale, Jessica. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:160:y:2024:i:c:s0165188924000149.

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2024Procyclical variation margins in central clearing. (2024). Suh, Sangwon ; Jin, Yangkyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001626.

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2023Reinforcement learning policy recommendation for interbank network stability. (2023). Tedeschi, Gabriele ; Tantari, Daniele ; Brini, Alessio. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000396.

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2023The role of credit lines and multiple lending in financial contagion and systemic events. (2023). Mistrulli, Paolo Emilio ; Cappelletti, Giuseppe. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000414.

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2023Central bank digital currencies and financial stability in a modern monetary system. (2023). Tercero-Lucas, David. In: Journal of Financial Stability. RePEc:eee:finsta:v:69:y:2023:i:c:s1572308923000888.

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2023Liquidity risk, market power and the informational effects of policy. (2023). Tryphonides, Andreas ; Papioti, Katerina Chara ; Claeys, Gregory. In: Journal of International Economics. RePEc:eee:inecon:v:142:y:2023:i:c:s0022199623000181.

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2023Scenario-free analysis of financial stability with interacting contagion channels. (2023). Farmer, Doyne J ; Wetzer, Thom ; Kleinnijenhuis, Alissa M ; Wiersema, Garbrand. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002643.

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2024Frictions in scaling up central bank balance sheet policies: How Eurosystem asset purchases impact the repo market. (2024). Hudepohl, Tom ; de Souza, Tomas Carrera. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:158:y:2024:i:c:s0378426623002285.

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2024When emergency medicine becomes a staple diet: Evidence from Indian banking crisis. (2024). Tantri, Prasanna ; Nishesh, Naman ; Mannil, Nithin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000086.

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2024Money under the mattress: Inflation and lending of last resort. (2024). Barlevy, Gadi ; Fershtman, Daniel ; Bird, Daniel ; Weiss, David. In: Journal of Economic Theory. RePEc:eee:jetheo:v:217:y:2024:i:c:s0022053124000103.

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2023National development banks and loan contract terms: Evidence from syndicated loans. (2023). Yan, Jianye ; Xu, Jiajun ; Gong, DI. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:130:y:2023:i:c:s0261560622001668.

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2024The international transmission of shocks through the lens of foreign banks in Hong Kong. (2024). , Eric ; Hui, Cho-Hoi ; Ho, Kelvin ; Kwan, Simon H. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000147.

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2024A method to measure bank output while excluding credit risk and retaining liquidity effects. (2024). Bruno, Olivier ; Groslambert, Bertrand ; Chiappini, Raphael. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:167-179.

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2023Mapping technological trajectories and exploring knowledge sources: A case study of E-payment technologies. (2023). Daim, Tugrul ; Kumar, Vimal ; Chen, Yu-Long ; Lai, Kuei-Kuei ; Liu, Ruirong ; Kao, Fang-Chen ; Verma, Pratima. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:186:y:2023:i:pb:s0040162522006941.

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2023Options on Interbank Rates and Implied Disaster Risk. (2023). Seo, Sang Byung ; Kim, Hyung Joo ; Doshi, Hitesh. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2023-54.

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2023The Effects of CBDC on the Federal Reserves Balance Sheet. (2023). Kim, Kyungmin ; Gust, Christopher J ; Ruprecht, Romina. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2023-68.

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2023Precautionary Saving and Liquidity Shortage. (2023). Hu, Zirun ; He, Guohua. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:3:p:2373-:d:1049389.

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2024A method to measure bank output while excluding credit risk and retaining liquidity effects. (2024). Chiappini, Raphaël ; Bruno, Olivier ; Groslambert, Bertrand. In: Post-Print. RePEc:hal:journl:hal-04452785.

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2023Central Clearing and Systemic Liquidity Risk. (2023). Prono, Todd ; Paulson, Anna ; Nesmith, Travis D ; King, Thomas B. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2023:q:4:a:3.

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2023Market Freeze and Bank Capital Structure Heterogeneity. (2023). Thakor, Anjan V ; Song, Fenghua. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:3:p:1856-1876.

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2024On Digital Currencies. (2024). Uhlig, Harald. In: Atlantic Economic Journal. RePEc:kap:atlecj:v:52:y:2024:i:1:d:10.1007_s11293-024-09792-1.

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2023Interest rate swaps: a comparison of compounded daily versus discrete reference rates. (2023). Jarrow, Robert ; Li, Siguang. In: Review of Derivatives Research. RePEc:kap:revdev:v:26:y:2023:i:1:d:10.1007_s11147-022-09191-1.

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2023Liquidity Risk and Funding Cost. (2023). Ranaldo, Angelo ; Wrampelmeyer, Jan ; Bechtel, Alexander. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:2:p:399-422..

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2023Does the Development of Money Market Funds in China Increase the Bank Liquidity Risk?. (2023). Wang, Jingfei ; Tong, Xiaole. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:13:y:2023:i:1:f:13_1_7.

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2024The Transmission of Non-Banking Liquidity Shocks to the Banking Sector. (2024). Paipilla, Miguel Sarmiento. In: Discussion Paper. RePEc:tiu:tiucen:c8f68d8f-0035-4529-95af-17db16f12ffb.

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2024The Transmission of Non-Banking Liquidity Shocks to the Banking Sector. (2024). Paipilla, Miguel Sarmiento. In: Other publications TiSEM. RePEc:tiu:tiutis:c8f68d8f-0035-4529-95af-17db16f12ffb.

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2023The Unintended Consequences of ECB’s Asset Purchases. How Excess Reserves Shape Bank Lending.. (2023). Saadaoui, Jamel ; Serranito, Francisco ; Roderweis, Philipp. In: Working Papers of BETA. RePEc:ulp:sbbeta:2023-34.

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2023A Dilemma between Liquidity Regulation and Monetary Policy: Some History and Theory. (2023). Vari, Miklos ; Monnet, Eric. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:55:y:2023:i:4:p:915-944.

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2023Banks of a feather: The informational advantage of being alike. (2023). von Westernhagen, Natalja ; Schultz, Alison ; Dinger, Valeriya ; Bednarek, Peter. In: Discussion Papers. RePEc:zbw:bubdps:092023.

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2024Excess reserves and monetary policy tightening. (2024). Paludkiewicz, Karol ; Greppmair, Stefan ; Fricke, Daniel. In: Discussion Papers. RePEc:zbw:bubdps:284406.

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2023.

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Works by David R. Skeie:

YearTitleTypeCited
2010Bank Liquidity, Interbank Markets and Monetary Policy In: Working Papers.
[Full Text][Citation analysis]		paper198
2009Bank liquidity, interbank markets, and monetary policy.(2009) In: Staff Reports.
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This paper has nother version. Agregated cites: 198		paper
2011Bank Liquidity, Interbank Markets, and Monetary Policy.(2011) In: The Review of Financial Studies.
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This paper has nother version. Agregated cites: 198		article
2010Bank Liquidity, Interbank Markets, and Monetary Policy.(2010) In: Discussion Paper.
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This paper has nother version. Agregated cites: 198		paper
2010Bank Liquidity, Interbank Markets, and Monetary Policy.(2010) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 198		paper
2010Bank Liquidity, Interbank Markets, and Monetary Policy.(2010) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 198		paper
2010Bank liquidity, interbank markets and monetary policy.(2010) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 198		paper
2011A Model of Liquidity Hoarding and Term Premia in Inter-Bank Markets In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper181
2011A model of liquidity hoarding and term premia in inter-bank markets.(2011) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 181		article
2011A model of liquidity hoarding and term premia in inter-bank markets.(2011) In: Staff Reports.
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This paper has nother version. Agregated cites: 181		paper
2013Information Management in Banking Crises In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper45
2015Information Management in Banking Crises.(2015) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 45		article
2014The fragility of short-term secured funding markets In: Journal of Economic Theory.
[Full Text][Citation analysis]		article26
2013The fragility of short-term secured funding markets.(2013) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		paper
2008Banking with nominal deposits and inside money In: Journal of Financial Intermediation.
[Full Text][Citation analysis]		article53
2008Banking with nominal deposits and inside money.(2008) In: Staff Reports.
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This paper has nother version. Agregated cites: 53		paper
2011Repo runs In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper29
2010Repo runs.(2010) In: Staff Reports.
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This paper has nother version. Agregated cites: 29		paper
2014Repo Runs.(2014) In: The Review of Financial Studies.
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2010Repo Runs.(2010) In: Discussion Paper.
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2010Repo Runs.(2010) In: Other publications TiSEM.
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This paper has nother version. Agregated cites: 29		paper
2010Repo Runs.(2010) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29		paper
2013Repo Runs.(2013) In: Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29		paper
2010Comment In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper0
2011Why Did U.S. Branches of Foreign Banks Borrow at the Discount Window during the Crisis? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper6
2014Crisis Chronicles: The Hamburg Crisis of 1799 and How Extreme Winter Weather Still Disrupts the Economy In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2014Crisis Chronicles: The British Export Bubble of 1810 and Pegged versus Floating Exchange Rates In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2014Crisis Chronicles: The Panic of 1819—America’s First Great Economic Crisis In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2020Explaining the Puzzling Behavior of Short-Term Money Market Rates In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2006Payment networks in a search model of money In: Staff Reports.
[Full Text][Citation analysis]		paper9
2008Payment networks in a search model of money.(2008) In: Review of Economic Dynamics.
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This paper has nother version. Agregated cites: 9		article
2006Payments network in a search model of money.(2006) In: 2006 Meeting Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2007Vesting and control in venture capital contracts In: Staff Reports.
[Full Text][Citation analysis]		paper2
2009Precautionary reserves and the interbank market In: Staff Reports.
[Full Text][Citation analysis]		paper138
2011Precautionary Reserves and the Interbank Market.(2011) In: Journal of Money, Credit and Banking.
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This paper has nother version. Agregated cites: 138		article
2011Precautionary Reserves and the Interbank Market.(2011) In: Journal of Money, Credit and Banking.
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This paper has nother version. Agregated cites: 138		article
2011A note on bank lending in times of large bank reserves In: Staff Reports.
[Full Text][Citation analysis]		paper7
2013A sampling-window approach to transactions-based Libor fixing In: Staff Reports.
[Full Text][Citation analysis]		paper6
2013Identifying term interbank loans from Fedwire payments data In: Staff Reports.
[Full Text][Citation analysis]		paper25
2013Evaluating the quality of fed funds lending estimates produced from Fedwire payments data In: Staff Reports.
[Full Text][Citation analysis]		paper13
2013Federal Reserve tools for managing rates and reserves In: Staff Reports.
[Full Text][Citation analysis]		paper34
2015Federal Reserve Tools for Managing Rates and Reserves.(2015) In: IMES Discussion Paper Series.
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This paper has nother version. Agregated cites: 34		paper
2014LIBOR: origins, economics, crisis, scandal, and reform In: Staff Reports.
[Full Text][Citation analysis]		paper29
2013LIBOR: origins, economics, crisis, scandal and reform.(2013) In: The New Palgrave Dictionary of Economics.
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This paper has nother version. Agregated cites: 29		chapter
2016Bank Lending in Times of Large Bank Reserves In: International Journal of Central Banking.
[Full Text][Citation analysis]		article44
2004Money and Modern Bank Runs In: 2004 Meeting Papers.
[Full Text][Citation analysis]		paper6

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