12
H index
12
i10 index
850
Citations
University of Warwick | 12 H index 12 i10 index 850 Citations RESEARCH PRODUCTION: 10 Articles 36 Papers 1 Chapters RESEARCH ACTIVITY: 16 years (2004 - 2020). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/psk24 |
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: | Cites to: |
Journals with more than one article published | # docs |
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The Review of Financial Studies | 3 |
Year | Title of citing document |
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2023 | . Full description at Econpapers || Download paper |
2023 | Interbank Decisions and Margins of Stability: an Agent-Based Stock-Flow Consistent Approach. (2023). Reale, Jessica. In: Papers. RePEc:arx:papers:2306.05860. Full description at Econpapers || Download paper |
2024 | The maturity?lengthening role of national development banks. (2023). Schclarek, Alfredo ; Yan, Jianye ; Xu, Jiajun. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:1:p:130-157. Full description at Econpapers || Download paper |
2023 | A 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2024 | Counterparty 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. Full description at Econpapers || Download paper |
2024 | Interbank 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. Full description at Econpapers || Download paper |
2024 | Procyclical 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. Full description at Econpapers || Download paper |
2023 | Reinforcement 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Central 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. Full description at Econpapers || Download paper |
2023 | Liquidity 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. Full description at Econpapers || Download paper |
2023 | Scenario-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. Full description at Econpapers || Download paper |
2024 | Frictions 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. Full description at Econpapers || Download paper |
2024 | When 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. Full description at Econpapers || Download paper |
2024 | Money 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. Full description at Econpapers || Download paper |
2023 | National 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. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2024 | A 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. Full description at Econpapers || Download paper |
2023 | Mapping 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. Full description at Econpapers || Download paper |
2023 | Options 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Liquidity Hoarding. (2011). Yorulmazer, Tanju ; Gale, Douglas. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp682. Full description at Econpapers || Download paper |
2023 | Precautionary Saving and Liquidity Shortage. (2023). Hu, Zirun ; He, Guohua. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:3:p:2373-:d:1049389. Full description at Econpapers || Download paper |
2024 | A 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. Full description at Econpapers || Download paper |
2023 | Central 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. Full description at Econpapers || Download paper |
2023 | Market 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. Full description at Econpapers || Download paper |
2024 | On 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. Full description at Econpapers || Download paper |
2023 | Interest 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. Full description at Econpapers || Download paper |
2023 | Liquidity 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.. Full description at Econpapers || Download paper |
2023 | Does 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. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | A 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. Full description at Econpapers || Download paper |
2023 | Banks 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. Full description at Econpapers || Download paper |
2024 | Excess reserves and monetary policy tightening. (2024). Paludkiewicz, Karol ; Greppmair, Stefan ; Fricke, Daniel. In: Discussion Papers. RePEc:zbw:bubdps:284406. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2010 | Bank Liquidity, Interbank Markets and Monetary Policy In: Working Papers. [Full Text][Citation analysis] | paper | 198 |
2009 | Bank liquidity, interbank markets, and monetary policy.(2009) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 198 | paper | |
2011 | Bank Liquidity, Interbank Markets, and Monetary Policy.(2011) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 198 | article | |
2010 | Bank Liquidity, Interbank Markets, and Monetary Policy.(2010) In: Discussion Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 198 | paper | |
2010 | Bank Liquidity, Interbank Markets, and Monetary Policy.(2010) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 198 | paper | |
2010 | Bank Liquidity, Interbank Markets, and Monetary Policy.(2010) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 198 | paper | |
2010 | Bank liquidity, interbank markets and monetary policy.(2010) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 198 | paper | |
2011 | A Model of Liquidity Hoarding and Term Premia in Inter-Bank Markets In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 181 |
2011 | A 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 | |
2011 | A 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: 181 | paper | |
2013 | Information Management in Banking Crises In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 45 |
2015 | Information Management in Banking Crises.(2015) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 45 | article | |
2014 | The fragility of short-term secured funding markets In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 26 |
2013 | The fragility of short-term secured funding markets.(2013) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
2013 | The 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 | |
2008 | Banking with nominal deposits and inside money In: Journal of Financial Intermediation. [Full Text][Citation analysis] | article | 53 |
2008 | Banking with nominal deposits and inside money.(2008) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 53 | paper | |
2011 | Repo runs In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 29 |
2010 | Repo runs.(2010) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
2014 | Repo Runs.(2014) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | article | |
2010 | Repo Runs.(2010) In: Discussion Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
2010 | Repo Runs.(2010) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
2010 | Repo Runs.(2010) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
2013 | Repo 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 | |
2010 | Comment In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 0 |
2011 | Why Did U.S. Branches of Foreign Banks Borrow at the Discount Window during the Crisis? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 6 |
2014 | Crisis Chronicles: The Hamburg Crisis of 1799 and How Extreme Winter Weather Still Disrupts the Economy In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2014 | Crisis Chronicles: The British Export Bubble of 1810 and Pegged versus Floating Exchange Rates In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2014 | Crisis Chronicles: The Panic of 1819—America’s First Great Economic Crisis In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2020 | Explaining the Puzzling Behavior of Short-Term Money Market Rates In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2006 | Payment networks in a search model of money In: Staff Reports. [Full Text][Citation analysis] | paper | 9 |
2008 | Payment networks in a search model of money.(2008) In: Review of Economic Dynamics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
2006 | Payments network in a search model of money.(2006) In: 2006 Meeting Papers. [Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2007 | Vesting and control in venture capital contracts In: Staff Reports. [Full Text][Citation analysis] | paper | 2 |
2009 | Precautionary reserves and the interbank market In: Staff Reports. [Full Text][Citation analysis] | paper | 138 |
2011 | Precautionary Reserves and the Interbank Market.(2011) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 138 | article | |
2011 | Precautionary Reserves and the Interbank Market.(2011) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 138 | article | |
2011 | A note on bank lending in times of large bank reserves In: Staff Reports. [Full Text][Citation analysis] | paper | 7 |
2013 | A sampling-window approach to transactions-based Libor fixing In: Staff Reports. [Full Text][Citation analysis] | paper | 6 |
2013 | Identifying term interbank loans from Fedwire payments data In: Staff Reports. [Full Text][Citation analysis] | paper | 25 |
2013 | Evaluating the quality of fed funds lending estimates produced from Fedwire payments data In: Staff Reports. [Full Text][Citation analysis] | paper | 13 |
2013 | Federal Reserve tools for managing rates and reserves In: Staff Reports. [Full Text][Citation analysis] | paper | 34 |
2015 | Federal Reserve Tools for Managing Rates and Reserves.(2015) In: IMES Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 34 | paper | |
2014 | LIBOR: origins, economics, crisis, scandal, and reform In: Staff Reports. [Full Text][Citation analysis] | paper | 29 |
2013 | LIBOR: 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: 29 | chapter | |
2016 | Bank Lending in Times of Large Bank Reserves In: International Journal of Central Banking. [Full Text][Citation analysis] | article | 43 |
2004 | Money and Modern Bank Runs In: 2004 Meeting Papers. [Full Text][Citation analysis] | paper | 6 |
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