Details about Vladyslav Y. Sushko
Access statistics for papers by Vladyslav Y. Sushko.
Last updated 2023-04-11. Update your information in the RePEc Author Service.
Short-id: psu268
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Working Papers
2023
- The foreign exchange market
BIS Working Papers, Bank for International Settlements 
See also Chapter (2023)
2020
- FX spot and swap market liquidity spillovers
BIS Working Papers, Bank for International Settlements View citations (2)
See also Journal Article in Journal of International Money and Finance (2022)
- Leverage and margin spirals in fixed income markets during the Covid-19 crisis
BIS Bulletins, Bank for International Settlements View citations (67)
- US dollar funding markets during the Covid-19 crisis - the international dimension
BIS Bulletins, Bank for International Settlements View citations (24)
- US dollar funding markets during the Covid-19 crisis - the money market fund turmoil
BIS Bulletins, Bank for International Settlements View citations (18)
2017
- Liquidity in FX spot and forward markets
GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit
2016
- The failure of covered interest parity: FX hedging demand and costly balance sheets
BIS Working Papers, Bank for International Settlements View citations (63)
2015
- Bank capital shock propagation via syndicated interconnectedness
BIS Working Papers, Bank for International Settlements View citations (3)
See also Journal Article in Computational Economics (2016)
- Global dollar credit: links to US monetary policy and leverage
BIS Working Papers, Bank for International Settlements View citations (174)
See also Journal Article in Economic Policy (2015)
- The hunt for duration: not waving but drowning?
BIS Working Papers, Bank for International Settlements View citations (30)
See also Journal Article in IMF Economic Review (2017)
2013
- 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 View citations (33)
See also Journal Article in Emerging Markets Review (2013)
- The response of tail risk perceptions to unconventional monetary policy
BIS Working Papers, Bank for International Settlements View citations (9)
See also Journal Article in American Economic Journal: Macroeconomics (2016)
2012
- 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 View citations (1)
- Investment and Growth in Rich and Poor Countries
NBER Working Papers, National Bureau of Economic Research, Inc View citations (9)
- Stochastic Herding in Financial Markets Evidence from Institutional Investor Equity Portfolios
BIS Working Papers, Bank for International Settlements View citations (5)
2011
- 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 View citations (22)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2011) View citations (20)
- Capital flows: Catalyst or Hindrance to economic takeoffs?
Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz View citations (20)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2011) View citations (22)
- 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 View citations (1)
- Financial sector ups and downs and the real sector: big hindrance, little help
Policy Research Working Paper Series, The World Bank View citations (1)
2010
- 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 View citations (5)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) View citations (6)
See also Journal Article in Open Economies Review (2012)
Journal Articles
2023
- Bank positions in FX swaps: insights from CLS
BIS Quarterly Review, 2023
2022
- FX spot and swap market liquidity spillovers
Journal of International Money and Finance, 2022, 120, (C) View citations (4)
See also Working Paper (2020)
- The global foreign exchange market in a higher-volatility environment
BIS Quarterly Review, 2022 View citations (3)
2021
- Outward portfolio investment and dollar funding in emerging Asia
BIS Quarterly Review, 2021 View citations (5)
2020
- Cross-border commercial real estate investment in Asia-Pacific
BIS Quarterly Review, 2020 View citations (2)
2019
- Beyond LIBOR: a primer on the new benchmark rates
BIS Quarterly Review, 2019 View citations (20)
- FX trade execution: complex and highly fragmented
BIS Quarterly Review, 2019 View citations (10)
- Sizing up global foreign exchange markets
BIS Quarterly Review, 2019 View citations (19)
2018
- The implications of passive investing for securities markets
BIS Quarterly Review, 2018 View citations (27)
- What risks do exchange-traded funds pose?
Financial Stability Review, 2018, (22), 133-144 View citations (3)
2017
- The Hunt for Duration: Not Waving but Drowning?
IMF Economic Review, 2017, 65, (1), 113-153 View citations (43)
See also Working Paper (2015)
2016
- Bank Capital Shock Propagation via Syndicated Interconnectedness
Computational Economics, 2016, 47, (1), 67-96 View citations (4)
See also Working Paper (2015)
- Covered interest parity lost: understanding the cross-currency basis
BIS Quarterly Review, 2016 View citations (115)
- Downsized FX markets: causes and implications
BIS Quarterly Review, 2016 View citations (19)
- The Response of Tail Risk Perceptions to Unconventional Monetary Policy
American Economic Journal: Macroeconomics, 2016, 8, (2), 111-36 View citations (60)
See also Working Paper (2013)
2015
- Dollar credit to emerging market economies
BIS Quarterly Review, 2015 View citations (36)
- Global dollar credit: links to US monetary policy and leverage
Economic Policy, 2015, 30, (82), 187-229 View citations (178)
See also Working Paper (2015)
2014
- Risks related to EME corporate balance sheets: the role of leverage and currency mismatch
BIS Quarterly Review, 2014 View citations (84)
2013
- 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 View citations (33)
See also Working Paper (2013)
- Impact of macro-economic surprises on carry trade activity
Journal of Banking & Finance, 2013, 37, (4), 1133-1147 View citations (16)
2012
- From the Great Moderation to the Global Crisis: Exchange Market Pressure in the 2000s
Open Economies Review, 2012, 23, (4), 597-621 View citations (26)
See also Working Paper (2010)
2011
- Jumps in foreign exchange rates and stochastic unwinding of carry trades
International Review of Economics & Finance, 2011, 20, (1), 110-127 View citations (9)
Chapters
2023
- The foreign exchange market
Chapter 12 in Research Handbook of Financial Markets, 2023, pp 253-275 
See also Working Paper (2023)
2015
- The BIS Global liquidity indicators
A chapter in Indicators to support monetary and financial stability analysis: data sources and statistical methodologies, 2015, vol. 39 View citations (2)
2014
- Rethinking the lender of last resort: workshop summary
A chapter in Re-thinking the lender of last resort, 2014, vol. 79, pp 1-9 View citations (3)
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