David R. Skeie : Citation Profile

University of Warwick

12

H index

12

i10 index

889

Citations

RESEARCH PRODUCTION:

10

Articles

37

Papers

1

Chapters

RESEARCH ACTIVITY:

   16 years (2004 - 2020). See details.
   Cites by year: 55
   Journals where David R. Skeie has often published
   Relations with other researchers
   Recent citing documents: 42.    Total self citations: 26 (2.84 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psk24
   Updated: 2026-01-17    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 (22)

Bräuning, Falk (17)

Acharya, Viral (16)

Ranaldo, Angelo (16)

Sarmiento, Miguel (15)

Affinito, Massimiliano (14)

Uhlig, Harald (13)

Georg, Co-Pierre (13)

Abbassi, Puriya (12)

Hoerova, Marie (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)

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
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 (2025 and 2024)

YearTitle of citing document
2024Are Charter Value and Supervision Aligned? A Segmentation Analysis. (2024). Lozano-Vivas, Ana ; Duran, Miguel ; Aparicio, Juan ; Pastor, Jesus T. In: Papers. RePEc:arx:papers:2401.12274.

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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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2024Bank Recovery and Resolution Planning, Liquidity Management and Fragility. (2024). Panetti, Ettore ; Deidda, Luca. In: Working Paper CRENoS. RePEc:cns:cnscwp:202420.

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2024Central bank digital currency: when price and bank stability collide. (2024). Uhlig, Harald ; Schilling, Linda ; Fernandez-Villaverde, Jesus. In: Working Paper Series. RePEc:ecb:ecbwps:20242888.

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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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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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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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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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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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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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2024A dealer’s funding liquidity risk and its money market trades in the 2007/08 crisis. (2024). Reitz, Stefan ; Fecht, Falko ; Weber, Patrick. In: Journal of Financial Stability. RePEc:eee:finsta:v:75:y:2024:i:c:s1572308924001220.

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2024A balance sheet analysis of monetary policy effects on banks. (2024). Li, Boyao. In: Global Finance Journal. RePEc:eee:glofin:v:61:y:2024:i:c:s1044028324000450.

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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 ; Mannil, Nithin ; Nishesh, Naman. 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 ; Weiss, David ; Fershtman, Daniel ; Bird, Daniel. In: Journal of Economic Theory. RePEc:eee:jetheo:v:217:y:2024:i:c:s0022053124000103.

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

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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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2024Central bank digital currency: When price and bank stability collide. (2024). Uhlig, Harald ; Schilling, Linda ; Fernandez-Villaverde, Jesus. In: Journal of Monetary Economics. RePEc:eee:moneco:v:145:y:2024:i:c:s0304393224000072.

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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: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:167-179.

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2024Liquidity policies with opacity. (2024). Asano, Koji. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:97:y:2024:i:c:s1062976924000917.

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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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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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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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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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2024The Economics of Central Bank Digital Currency. (2024). Assenmacher, Katrin ; Monnet, Cyril ; Porcellacchia, Davide ; Leonello, Agnese ; Hoffmann, Peter ; Ahner, Toni. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2024:q:4:a:4.

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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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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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2024Stress Testing and Bank Lending. (2024). Zeng, Jing ; Shapiro, Joel. In: The Review of Financial Studies. RePEc:oup:rfinst:v:37:y:2024:i:4:p:1265-1314..

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2024A balance sheet analysis of monetary policy effects on banks. (2024). Li, Boyao. In: MPRA Paper. RePEc:pra:mprapa:120882.

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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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2024Liquidity Hoarding and Politics: The Role of Elections. (2024). Ghosh, Saibal. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:22:y:2024:i:1:d:10.1007_s40953-023-00378-3.

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

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2024Why Bank Money Creation?. (2024). Gersbach, Hans ; Zelzner, Sebastian. In: VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges. RePEc:zbw:vfsc24:302356.

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2024Excess Reserves and Monetary Policy Tightening. (2024). Fricke, Daniel ; Paludkiewicz, Karol ; Greppmair, Stefan. In: VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges. RePEc:zbw:vfsc24:302364.

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Works by David R. Skeie:

YearTitleTypeCited
2015Bank Liquidity, Interbank Markets and Monetary Policy In: Working Papers.
[Full Text][Citation analysis]		paper210
2010Bank Liquidity, Interbank Markets, and Monetary Policy.(2010) In: Other publications TiSEM.
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This paper has nother version. Agregated cites: 210		paper
2010Bank liquidity, interbank markets and monetary policy.(2010) In: Economics Working Papers.
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This paper has nother version. Agregated cites: 210		paper
2009Bank liquidity, interbank markets, and monetary policy.(2009) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 210		paper
2010Bank Liquidity, Interbank Markets, and Monetary Policy.(2010) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 210		paper
2010Bank Liquidity, Interbank Markets, and Monetary Policy.(2010) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 210		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: 210		article
2011A Model of Liquidity Hoarding and Term Premia in Inter-Bank Markets In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper189
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 nother version. Agregated cites: 189		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: 189		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.
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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]		article56
2008Banking with nominal deposits and inside money.(2008) In: Staff Reports.
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This paper has nother version. Agregated cites: 56		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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.() In: .
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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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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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2006Payments network in a search model of money.(2006) In: 2006 Meeting Papers.
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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]		paper143
2011Precautionary Reserves and the Interbank Market.(2011) In: Journal of Money, Credit and Banking.
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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: 143		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]		paper7
2013Identifying term interbank loans from Fedwire payments data In: Staff Reports.
[Full Text][Citation analysis]		paper26
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]		paper30
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: 30		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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