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

Working Papers

2023

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

2020

2. 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)
3. Leverage and margin spirals in fixed income markets during the Covid-19 crisis
   BIS Bulletins, Bank for International Settlements View citations (67)
4. US dollar funding markets during the Covid-19 crisis - the international dimension
   BIS Bulletins, Bank for International Settlements View citations (24)
5. US dollar funding markets during the Covid-19 crisis - the money market fund turmoil
   BIS Bulletins, Bank for International Settlements View citations (18)

2017

6. 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

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

2015

8. 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)
9. 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)
10. 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

11. 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)
12. 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

13. 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)
14. Investment and Growth in Rich and Poor Countries
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (9)
15. Stochastic Herding in Financial Markets Evidence from Institutional Investor Equity Portfolios
    BIS Working Papers, Bank for International Settlements View citations (5)

2011

16. 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)
17. 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)
18. 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)
19. 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

20. 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

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

2022

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

2021

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

2020

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

2019

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

2018

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

2017

11. 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

12. Bank Capital Shock Propagation via Syndicated Interconnectedness
    Computational Economics, 2016, 47, (1), 67-96 View citations (4)
    See also Working Paper (2015)
13. Covered interest parity lost: understanding the cross-currency basis
    BIS Quarterly Review, 2016 View citations (115)
14. Downsized FX markets: causes and implications
    BIS Quarterly Review, 2016 View citations (19)
15. 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

16. Dollar credit to emerging market economies
    BIS Quarterly Review, 2015 View citations (36)
17. 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

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

2013

19. 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)
20. Impact of macro-economic surprises on carry trade activity
    Journal of Banking & Finance, 2013, 37, (4), 1133-1147 View citations (16)

2012

21. 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

22. 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

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

2015

2. 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

3. 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)