David Skeie

David Skeie

Senior Economist
Money and Payments Studies Function
Federal Reserve Bank of New York
33 Liberty Street
New York, NY 10045

Phone (212) 720-5635
Fax (212) 720-8363
david.skeie@ny.frb.org

Working Papers

LIBOR: Origins, Economics, Crisis, Scandal, and Reform
With David Hou
Federal Reserve Bank of New York Staff Report, Number 647, March 2014

Information Management in Banking Crises OFFSITE
With Joel Shapiro
Centre for Economic Policy Research Discussion Paper No. 9612, 2013 Revise and resubmit, Review of Financial Studies

Federal Reserve Tools for Managing Rates and Reserves
With Antoine Martin, James McAndrews, and Ali Palida
Federal Reserve Bank of New York Staff Report, Number 642, September 2013

The Fragility of Short-Term Secured Funding Markets
With Antoine Martin and Ernst-Ludwig von Thadden
Federal Reserve Bank of New York Staff Report, Number 630, September 2013

Evaluating the Quality of Fed Funds Lending Estimates Produced from Fedwire Payments Data
With Anna Kovner
Federal Reserve Bank of New York Staff Report, Number 629, September 2013

Bank Lending in Times of Large Bank Reserves
With Antoine Martin and James McAndrews
Federal Reserve Bank of New York Staff Report, Number 497, Revised June 2013

Identifying Term Interbank Loans from Fedwire Payments Data
With Dennis Kuo,James Vickery, and Thomas Youle
Federal Reserve Bank of New York Staff Report, Number 603,March 2013

A Sampling-Window Approach to Transactions-Based Libor Fixing
With Darrell Duffie, and James Vickery
Federal Reserve Bank of New York Staff Report, Number 596, February 2013

A Model of Liquidity Hoarding and Term Premia in Inter-Bank Markets
With Viral V. Acharya
Federal Reserve Bank of New York Staff Report, Number 498, May 2011

Repo Runs
With Antoine Martin and Ernst-Ludwig von Thadden
Federal Reserve Bank of New York Staff Report, Number 444, Revised January 2012

Bank Liquidity, Interbank Markets, and Monetary Policy
With Xavier Freixas and Antoine Martin
Federal Reserve Bank of New York Staff Report, Number 371, May 2009

Precautionary Reserves and the Interbank Market
With Adam Ashcraft and Jamie McAndrews
Federal Reserve Bank of New York Staff Report, Number 370, May 2009

Banking with Nominal Deposits and Inside Money
Federal Reserve Bank of New York Staff Report, Number 242, Revised May 2008

Vesting and Control in Venture Capital Contracts
Federal Reserve Bank of New York Staff Report, Number 297, August 2007

Money and Modern Banking without Bank Runs
Federal Reserve Bank of New York Staff Report, Number 242, March 2006
50 pages / 314 kb

Money and Modern Bank RunsPDF
58 pages /434 kb

Work in Progress

A comparison of Libor to other measures of bank borrowing costs PDF
With Dennis Kuo and James Vickery
June 2012

David Skeie's CVPDFThe views expressed in the papers listed on this page are those of the author(s) and do not necessarily reflect the position of the Federal Reserve Bank of New York or the Federal Reserve System.