| Home > Research > People |
|
David Skeie |
![]() |
Senior Economist Phone (212) 720-5635 |
|
|
|
Working Papers 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 A Note on Bank Lending in Times of Large Bank Reserves With Antoine Martin and James McAndrews Federal Reserve Bank of New York Staff Report, Number 497, May 2011 Repo Runs With Antoine Martin and Ernst-Ludwig von Thadden Federal Reserve Bank of New York Staff Report, Number 444, April 2010 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 Runs 58 pages /434 kb Work in Progress A comparison of Libor to other measures of bank borrowing costs With Dennis Kuo and James Vickery June 2012 The 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. |


