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Details about Vladyslav Y. Sushko

E-mail:
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)

Access statistics for papers by Vladyslav Y. Sushko.

Last updated 2017-11-07. Update your information in the RePEc Author Service.

Short-id: psu268


Jump to Journal Articles Chapters

Working Papers

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 (2)

2015

  1. Bank capital shock propagation via syndicated interconnectedness
    BIS Working Papers, Bank for International Settlements Downloads View citations (2)
    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 (55)
    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 (10)
    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 (13)
    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 (8)
    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 (5)
  3. Stochastic Herding in Financial Markets Evidence from Institutional Investor Equity Portfolios
    BIS Working Papers, Bank for International Settlements Downloads View citations (1)

2011

  1. Capital Flow Types, External Financing Needs, and Industrial Growth: 99 countries, 1991-2007
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (11)
    Also in Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz (2011) Downloads View citations (17)
  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 (14)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2011) Downloads View citations (19)
  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
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
    Also in Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz (2010) Downloads View citations (2)

    See also Journal Article in Open Economies Review (2012)

Journal Articles

2017

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

2016

  1. Bank Capital Shock Propagation via Syndicated Interconnectedness
    Computational Economics, 2016, 47, (1), 67-96 Downloads View citations (2)
    Also in Computational Economics, 2016, 47, (1), 67-96 (2016) Downloads View citations (2)

    See also Working Paper (2015)
  2. Covered interest parity lost: understanding the cross-currency basis
    BIS Quarterly Review, 2016 Downloads View citations (13)
  3. Downsized FX markets: causes and implications
    BIS Quarterly Review, 2016 Downloads View citations (1)
  4. The Response of Tail Risk Perceptions to Unconventional Monetary Policy
    American Economic Journal: Macroeconomics, 2016, 8, (2), 111-36 Downloads View citations (6)
    See also Working Paper (2013)

2015

  1. Dollar credit to emerging market economies
    BIS Quarterly Review, 2015 Downloads View citations (8)
  2. Global dollar credit: links to US monetary policy and leverage
    Economic Policy, 2015, 30, (82), 187-229 Downloads View citations (54)
    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 (18)

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 (14)
    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 (5)

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 (12)
    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 (7)

Chapters

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

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
 
Page updated 2017-12-10