David R. Skeie : Citation Profile

University of Warwick

12

H index

12

i10 index

911

Citations

RESEARCH PRODUCTION:

10

Articles

38

Papers

1

Chapters

RESEARCH ACTIVITY:

   16 years (2004 - 2020). See details.
   Cites by year: 56
   Journals where David R. Skeie has often published
   Relations with other researchers
   Recent citing documents: 38.    Total self citations: 26 (2.77 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psk24
   Updated: 2026-07-04    RAS profile: 2026-06-08    
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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 (22)

Bräuning, Falk (17)

Acharya, Viral (16)

Ranaldo, Angelo (16)

Sarmiento, Miguel (15)

Affinito, Massimiliano (14)

Georg, Co-Pierre (13)

Uhlig, Harald (13)

Hoerova, Marie (12)

Abbassi, Puriya (12)

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)

Wright, Randall (7)

Allen, Franklin (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 / Centre for Economic Policy Research3
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 (2026 and 2025)

YearTitle of citing document
2025The Optimum Quantity of Central Bank Reserves. (2025). Witmer, Jonathan. In: Staff Working Papers. RePEc:bca:bocawp:25-15.

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2025The Effect of Instant Payments on the Banking System. (2025). Zeng, Yao ; Ma, Yiming ; Gonzalez, Rodrigo Barbone. In: Working Papers Series. RePEc:bcb:wpaper:619.

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2026The liquidity coverage ratio a decade on: a stocktake of the literature. (2026). Doerr, Sebastian ; Drehmann, Mathias. In: BIS Papers. RePEc:bis:bisbps:164.

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2026Credit‐Sensitive Rates: Opportunities and Risks in the Post‐LIBOR Era. (2026). Priem, Randy. In: Accounting and Finance. RePEc:bla:acctfi:v:66:y:2026:i:1:p:801-816.

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2025Higher-order exposures. (2025). Wetzer, Thom ; Kemp, Esti ; Kleinnijenhuis, Alissa M ; Wiersema, Garbrand. In: Working Paper Series. RePEc:ecb:ecbwps:20253091.

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2026Liquidity spirals. (2026). Wiersema, Garbrand ; Kemp, Esti ; Farmer, Doyne J. In: Working Paper Series. RePEc:ecb:ecbwps:20263169.

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2026Central clearing and the pricing of specialness in repo markets. (2026). Mancini, Loriano ; Dieler, Tobias ; Danisewicz, Piotr ; Metzler, Julian ; Mazzari, Francesco. In: Working Paper Series. RePEc:ecb:ecbwps:20263214.

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2025Interest rate liberalization and the procyclicality of the bank liquidity buffer: Evidence from China. (2025). Zhang, Xiaolin ; Yuan, Chao ; Zhu, Yunfan ; Jiang, Hai. In: Journal of Asian Economics. RePEc:eee:asieco:v:98:y:2025:i:c:s1049007825000284.

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2026Central bank digital currency: When price and bank stability (Don’t) collide. (2026). Weiss, David ; Bird, Daniel. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:184:y:2026:i:c:s0165188926000096.

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2025Cultural values and interbank markets: An agent-based stock-flow consistent model. (2025). Biondo, Alessio Emanuele ; Reale, Jessica. In: Economic Modelling. RePEc:eee:ecmode:v:147:y:2025:i:c:s0264999325000379.

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2025Asymmetric overnight rate pass-through to bank loan rates: A meta-analysis. (2025). Iorngurum, Tersoo. In: Economic Modelling. RePEc:eee:ecmode:v:151:y:2025:i:c:s0264999325001932.

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2024Sudden yield reversals and financial intermediation in emerging markets. (2024). Sarmiento, Miguel. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s1572308922000729.

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2026A model of network formation for the overnight interbank market: When is core-periphery an illusion?. (2026). Pin, Paolo ; Panchenko, Valentyn ; Anufriev, Mikhail ; Deghi, Andrea. In: Journal of Economic Theory. RePEc:eee:jetheo:v:231:y:2026:i:c:s0022053125001723.

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2025Strategic arbitrage in segmented markets. (2025). Bryzgalova, Svetlana ; Pavlova, Anna ; Sikorskaya, Taisiya. In: Journal of Financial Economics. RePEc:eee:jfinec:v:166:y:2025:i:c:s0304405x25000169.

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2025Douglas Gales contribution to money and equilibrium. (2025). von Thadden, Ernst-Ludwig. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:62:y:2025:i:c:s1042957325000105.

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2025Regime-switching model estimates the impact of bank liquidity on bank performance across G20 countries: a moderate role for solvency, total loans, and total debt. (2025). Drira, Mohamed ; Abaab, Malek ; Helali, Kamel. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:32:y:2025:i:c:s1703494925000428.

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2025The transmission of non-banking liquidity shocks to the banking sector. (2025). Sarmiento, Miguel. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:6:y:2025:i:2:s2666143824000218.

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2025Systemic risk spillovers of nonfinancial firms: Does bank liquidity hoarding matter? Evidence from China. (2025). Li, Xiru ; Zhang, Yufei ; Zhu, BO. In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s1059056025006768.

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2025Peer effects in bank liquidity hoarding and its impact on bank risk: Evidence from Chinese commercial banks. (2025). Ke, Konglin ; Rui, Haohao ; Tan, Dekai. In: Research in International Business and Finance. RePEc:eee:riibaf:v:80:y:2025:i:c:s0275531925004015.

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2025Options 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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2025Toward a Guidepost for Quantitative Tightening :The Case of the Bank of Japan. (2025). シラツカ, シゲノリ, ; 白塚, 重典, ; Shiratsuka, Shigenori. In: Discussion paper series. RePEc:hit:hiasdp:hias-e-146.

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2026Liquidity, Contagion and Financial Crisis. (2010). Guembel, Alexander ; Sussman, Oren. In: IDEI Working Papers. RePEc:ide:wpaper:24167.

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2025RTGS DETERMINANT & SUB-TRANSACTION BEHAVIOR DURING COVID-19 IN INDONESIA. (2025). Hasniawati, Nur Annisa ; Febriarti, Primitiva ; Srihati, Gemala ; Pangersa, Akhmad Ginulur ; Zams, Bastian Muzbar. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:28:y:2025:i:3g:p:465-504.

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2026Decomposing Loan Rate Dispersion in the Interbank Market. (2026). Okada, Masayuki. In: IMES Discussion Paper Series. RePEc:ime:imedps:26-e-04.

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2025Optimal Dynamic Clearing for Interbank Payments. (2025). Chen, Shuzhen ; Baron, Opher. In: Management Science. RePEc:inm:ormnsc:v:71:y:2025:i:4:p:2953-2974.

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2025LIBOR Discontinuation and the Cost of Bank Loans. (2025). Kim, Jeong-Bon ; Wu, Feng ; Wang, Chong. In: Management Science. RePEc:inm:ormnsc:v:71:y:2025:i:5:p:4413-4432.

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2025Toward a Guidepost for Quantitative Tightening: The Case of the Bank of Japan. (2025). Shiratsuka, Shigenori. In: Keio-IES Discussion Paper Series. RePEc:keo:dpaper:dp2025-023.

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2025Financial markets stress indicator for Slovenia (FIMSIS). (2025). Lenarčič, Črt ; Drenkovska, Marija ; Lenari, RT. In: MPRA Paper. RePEc:pra:mprapa:125551.

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2026Pitfalls and Optimal Design of Emergency Liquidity Assistance. (2026). Schilling, Linda. In: MPRA Paper. RePEc:pra:mprapa:128236.

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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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2025The US Quantitative Easing Monetary Policy and Commodities’ Prices. (2025). Yao, Wei. In: Other publications TiSEM. RePEc:tiu:tiutis:185d14d3-9dc2-4276-82ec-e2d59b3d693f.

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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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2026Liquidity, Contagion and Financial Crisis. (2010). Guembel, Alexander ; Sussman, Oren. In: TSE Working Papers. RePEc:tse:wpaper:24590.

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2025Bank leverage and systemic risk: Impact of bank risk‐taking and inter‐bank business. (2025). Zhang, Wenzhe ; Lee, Chienchiang. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:2:p:1450-1474.

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2025Reservation Rates in Interbank Money Markets. (2025). Rainone, Edoardo. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:57:y:2025:i:7:p:1931-1971.

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2026Aggregate Risk and Lending Decisions in the Interbank Market. (2026). Bernales, Alejandro ; Bechara, Anuar ; Garrido, Nicols ; Can, Carlos. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:58:y:2026:i:1:p:293-319.

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2026How CCyBs travel – Internal capital markets & domestic borrowing. (2026). Ongena, Steven ; Vogel, Ursula ; Loeffler, Axel ; Imbierowicz, Bjrn. In: Discussion Papers. RePEc:zbw:bubdps:340012.

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2025The Rise and Fall of LIBOR and Its Alternatives. (2025). mirjalili, seyed hossein. In: EconStor Open Access Articles and Book Chapters. RePEc:zbw:espost:339650.

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Works by David R. Skeie:

YearTitleTypeCited
2015Bank Liquidity, Interbank Markets and Monetary Policy In: Working Papers.
[Full Text][Citation analysis]		paper211
2009Bank liquidity, interbank markets, and monetary policy.(2009) In: Staff Reports.
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This paper has nother version. Agregated cites: 211		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: 211		article
2010Bank Liquidity, Interbank Markets, and Monetary Policy.(2010) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 211		paper
2010Bank Liquidity, Interbank Markets, and Monetary Policy.(2010) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 211		paper
2010Bank Liquidity, Interbank Markets, and Monetary Policy.(2010) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 211		paper
2010Bank liquidity, interbank markets and monetary policy.(2010) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 211		paper
2026Money Uniformity and Retail CBDC In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper0
2011A Model of Liquidity Hoarding and Term Premia in Inter-Bank Markets In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper199
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: 199		article
2011A model of liquidity hoarding and term premia in inter-bank markets.(2011) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 199		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.
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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]		article59
2008Banking with nominal deposits and inside money.(2008) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 59		paper
2011Repo runs In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper33
2010Repo runs.(2010) In: Staff Reports.
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This paper has nother version. Agregated cites: 33		paper
.() In: .
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This paper has nother version. Agregated cites: 33		paper
2014Repo Runs.(2014) In: The Review of Financial Studies.
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2010Repo Runs.(2010) In: Discussion Paper.
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This paper has nother version. Agregated cites: 33		paper
2010Repo Runs.(2010) In: Other publications TiSEM.
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This paper has nother version. Agregated cites: 33		paper
2010Repo Runs.(2010) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 33		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: 33		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]		paper146
2011Precautionary Reserves and the Interbank Market.(2011) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 146		article
2011Precautionary Reserves and the Interbank Market.(2011) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 146		article
2011A note on bank lending in times of large bank reserves In: Staff Reports.
[Full Text][Citation analysis]		paper8
2013A sampling-window approach to transactions-based Libor fixing In: Staff Reports.
[Full Text][Citation analysis]		paper8
2013Identifying term interbank loans from Fedwire payments data In: Staff Reports.
[Full Text][Citation analysis]		paper27
2013Evaluating the quality of fed funds lending estimates produced from Fedwire payments data In: Staff Reports.
[Full Text][Citation analysis]		paper14
2013Federal Reserve tools for managing rates and reserves In: Staff Reports.
[Full Text][Citation analysis]		paper36
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: 36		paper
2014LIBOR: origins, economics, crisis, scandal, and reform In: Staff Reports.
[Full Text][Citation analysis]		paper32
2013LIBOR: origins, economics, crisis, scandal and reform.(2013) In: The New Palgrave Dictionary of Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		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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