EconPapers    
Economics at your fingertips  
 

Details about Vladyslav Y. Sushko

Homepage:http://www.vladyslavsushko.com
Workplace:Santa Cruz Institute for International Economics (SCIIE), University of California-Santa Cruz (UCSC), (more information at EDIRC)
Bank for International Settlements (BIS), (more information at EDIRC)
Center for Analytical Finance, University of California-Santa Cruz (UCSC), (more information at EDIRC)

Access statistics for papers by Vladyslav Y. Sushko.

Last updated 2023-04-11. Update your information in the RePEc Author Service.

Short-id: psu268


Jump to Journal Articles Chapters

Working Papers

2023

  1. The foreign exchange market
    BIS Working Papers, Bank for International Settlements Downloads
    See also Chapter (2023)

2020

  1. FX spot and swap market liquidity spillovers
    BIS Working Papers, Bank for International Settlements Downloads View citations (2)
    See also Journal Article in Journal of International Money and Finance (2022)
  2. Leverage and margin spirals in fixed income markets during the Covid-19 crisis
    BIS Bulletins, Bank for International Settlements Downloads View citations (67)
  3. US dollar funding markets during the Covid-19 crisis - the international dimension
    BIS Bulletins, Bank for International Settlements Downloads View citations (24)
  4. US dollar funding markets during the Covid-19 crisis - the money market fund turmoil
    BIS Bulletins, Bank for International Settlements Downloads View citations (18)

2017

  1. Liquidity in FX spot and forward markets
    GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit Downloads

2016

  1. The failure of covered interest parity: FX hedging demand and costly balance sheets
    BIS Working Papers, Bank for International Settlements Downloads View citations (63)

2015

  1. Bank capital shock propagation via syndicated interconnectedness
    BIS Working Papers, Bank for International Settlements Downloads View citations (3)
    See also Journal Article in Computational Economics (2016)
  2. Global dollar credit: links to US monetary policy and leverage
    BIS Working Papers, Bank for International Settlements Downloads View citations (174)
    See also Journal Article in Economic Policy (2015)
  3. The hunt for duration: not waving but drowning?
    BIS Working Papers, Bank for International Settlements Downloads View citations (30)
    See also Journal Article in IMF Economic Review (2017)

2013

  1. Financial sector ups and downs and the real sector in the open economy: Up by the stairs, down by the parachute
    BIS Working Papers, Bank for International Settlements Downloads View citations (33)
    See also Journal Article in Emerging Markets Review (2013)
  2. The response of tail risk perceptions to unconventional monetary policy
    BIS Working Papers, Bank for International Settlements Downloads View citations (9)
    See also Journal Article in American Economic Journal: Macroeconomics (2016)

2012

  1. Financial Sector Ups and Downs and the Real Sector: Up by the Stairs and Down by the Parachute
    Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz Downloads View citations (1)
  2. Investment and Growth in Rich and Poor Countries
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (9)
  3. Stochastic Herding in Financial Markets Evidence from Institutional Investor Equity Portfolios
    BIS Working Papers, Bank for International Settlements Downloads View citations (5)

2011

  1. Capital Flow Types, External Financing Needs, and Industrial Growth: 99 countries, 1991-2007
    Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz Downloads View citations (22)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2011) Downloads View citations (20)
  2. Capital flows: Catalyst or Hindrance to economic takeoffs?
    Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz Downloads View citations (20)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2011) Downloads View citations (22)
  3. Financial Sector Ups and Downs and the Real Sector: Up by the stairs, down by the parachute
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
  4. Financial sector ups and downs and the real sector: big hindrance, little help
    Policy Research Working Paper Series, The World Bank Downloads View citations (1)

2010

  1. From the Great Moderation to the global crisis: Exchange market pressure in the 2000s
    Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz Downloads View citations (5)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) Downloads View citations (6)

    See also Journal Article in Open Economies Review (2012)

Journal Articles

2023

  1. Bank positions in FX swaps: insights from CLS
    BIS Quarterly Review, 2023 Downloads

2022

  1. FX spot and swap market liquidity spillovers
    Journal of International Money and Finance, 2022, 120, (C) Downloads View citations (4)
    See also Working Paper (2020)
  2. The global foreign exchange market in a higher-volatility environment
    BIS Quarterly Review, 2022 Downloads View citations (3)

2021

  1. Outward portfolio investment and dollar funding in emerging Asia
    BIS Quarterly Review, 2021 Downloads View citations (5)

2020

  1. Cross-border commercial real estate investment in Asia-Pacific
    BIS Quarterly Review, 2020 Downloads View citations (2)

2019

  1. Beyond LIBOR: a primer on the new benchmark rates
    BIS Quarterly Review, 2019 Downloads View citations (20)
  2. FX trade execution: complex and highly fragmented
    BIS Quarterly Review, 2019 Downloads View citations (10)
  3. Sizing up global foreign exchange markets
    BIS Quarterly Review, 2019 Downloads View citations (19)

2018

  1. The implications of passive investing for securities markets
    BIS Quarterly Review, 2018 Downloads View citations (27)
  2. What risks do exchange-traded funds pose?
    Financial Stability Review, 2018, (22), 133-144 Downloads View citations (3)

2017

  1. The Hunt for Duration: Not Waving but Drowning?
    IMF Economic Review, 2017, 65, (1), 113-153 Downloads View citations (43)
    See also Working Paper (2015)

2016

  1. Bank Capital Shock Propagation via Syndicated Interconnectedness
    Computational Economics, 2016, 47, (1), 67-96 Downloads View citations (4)
    See also Working Paper (2015)
  2. Covered interest parity lost: understanding the cross-currency basis
    BIS Quarterly Review, 2016 Downloads View citations (115)
  3. Downsized FX markets: causes and implications
    BIS Quarterly Review, 2016 Downloads View citations (19)
  4. The Response of Tail Risk Perceptions to Unconventional Monetary Policy
    American Economic Journal: Macroeconomics, 2016, 8, (2), 111-36 Downloads View citations (60)
    See also Working Paper (2013)

2015

  1. Dollar credit to emerging market economies
    BIS Quarterly Review, 2015 Downloads View citations (36)
  2. Global dollar credit: links to US monetary policy and leverage
    Economic Policy, 2015, 30, (82), 187-229 Downloads View citations (178)
    See also Working Paper (2015)

2014

  1. Risks related to EME corporate balance sheets: the role of leverage and currency mismatch
    BIS Quarterly Review, 2014 Downloads View citations (84)

2013

  1. Financial sector ups and downs and the real sector in the open economy: Up by the stairs, down by the parachute
    Emerging Markets Review, 2013, 16, (C), 1-30 Downloads View citations (33)
    See also Working Paper (2013)
  2. Impact of macro-economic surprises on carry trade activity
    Journal of Banking & Finance, 2013, 37, (4), 1133-1147 Downloads View citations (16)

2012

  1. From the Great Moderation to the Global Crisis: Exchange Market Pressure in the 2000s
    Open Economies Review, 2012, 23, (4), 597-621 Downloads View citations (26)
    See also Working Paper (2010)

2011

  1. Jumps in foreign exchange rates and stochastic unwinding of carry trades
    International Review of Economics & Finance, 2011, 20, (1), 110-127 Downloads View citations (9)

Chapters

2023

  1. The foreign exchange market
    Chapter 12 in Research Handbook of Financial Markets, 2023, pp 253-275 Downloads
    See also Working Paper (2023)

2015

  1. The BIS Global liquidity indicators
    A chapter in Indicators to support monetary and financial stability analysis: data sources and statistical methodologies, 2015, vol. 39 Downloads View citations (2)

2014

  1. Rethinking the lender of last resort: workshop summary
    A chapter in Re-thinking the lender of last resort, 2014, vol. 79, pp 1-9 Downloads View citations (3)
 
Page updated 2023-11-30