Vladyslav Y. Sushko : Citation Profile


Are you Vladyslav Y. Sushko?

Bank for International Settlements (BIS) (66% share)
University of California-Santa Cruz (UCSC) (30% share)
University of California-Santa Cruz (UCSC) (4% share)

11

H index

13

i10 index

460

Citations

RESEARCH PRODUCTION:

17

Articles

22

Papers

2

Chapters

RESEARCH ACTIVITY:

   10 years (2010 - 2020). See details.
   Cites by year: 46
   Journals where Vladyslav Y. Sushko has often published
   Relations with other researchers
   Recent citing documents: 126.    Total self citations: 14 (2.95 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psu268
   Updated: 2020-11-28    RAS profile: 2020-11-08    
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Relations with other researchers


Works with:

Schrimpf, Andreas (8)

McGuire, Patrick (5)

McCauley, Robert (5)

Shin, Hyun Song (3)

Caballero, Julian (2)

Nirei, Makoto (2)

BORIO, Claudio (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Vladyslav Y. Sushko.

Is cited by:

Avdjiev, Stefan (17)

McCauley, Robert (11)

Schrimpf, Andreas (11)

BORIO, Claudio (11)

Mehrotra, Aaron (10)

Fratzscher, Marcel (9)

Schmukler, Sergio (9)

Shin, Hyun Song (8)

Claessens, Stijn (8)

Aizenman, Joshua (8)

Gambacorta, Leonardo (8)

Cites to:

McCauley, Robert (23)

McGuire, Patrick (20)

Aizenman, Joshua (15)

Shin, Hyun Song (15)

Schrimpf, Andreas (12)

Rime, Dagfinn (10)

Gabaix, Xavier (10)

Packer, Frank (9)

Rajan, Raghuram (9)

Calvo, Guillermo (8)

Farhi, Emmanuel (7)

Main data


Where Vladyslav Y. Sushko has published?


Journals with more than one article published# docs
BIS Quarterly Review8

Working Papers Series with more than one paper published# docs
BIS Working Papers / Bank for International Settlements8
Santa Cruz Department of Economics, Working Paper Series / Department of Economics, UC Santa Cruz4
BIS Bulletins / Bank for International Settlements3

Recent works citing Vladyslav Y. Sushko (2020 and 2019)


YearTitle of citing document
2019The Rise of Domestic Capital Markets for Corporate Financing: Lessons from East Asia. (2019). Schmukler, Sergio ; Cortina, Juan J ; Abraham, Facundo. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:154.

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2020Search for Yield in Large International Corporate Bonds: Investor Behavior and Firm Responses. (2020). Williams, Tomas ; Schmukler, Sergio ; Larrain, Mauricio ; Calomiris, Charles. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:165.

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2020Measuring the Effectiveness of US Monetary Policy during the COVID-19 Recession. (2020). Pfarrhofer, Michael ; Huber, Florian ; Feldkircher, Martin. In: Papers. RePEc:arx:papers:2007.15419.

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2020Synthetic forwards and cost of funding in the equity derivative market. (2020). Baviera, Roberto ; Azzone, Michele. In: Papers. RePEc:arx:papers:2011.03795.

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2020Central bank currency swap lines. (2020). Sanchez, Elisa J ; Garcia-Escudero, Enrique Esteban. In: Occasional Papers. RePEc:bde:opaper:2025.

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2020External imbalances and recoveries. (2020). Tamarit, Cecilio ; Gómez-Loscos, Ana ; Camarero, Mariam ; Gomez-Loscos, Ana ; Gadea-Rivas, Maria Dolores. In: Working Papers. RePEc:bde:wpaper:2012.

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2019An assessment of recent trends in market-based expected iflation in the euro area. (2019). Pericoli, Marcello. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_542_19.

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2020Covered Interest Parity: A Stochastic Volatility Approach to Estimate the Neutral Band. (2020). Hernandez, Juan Ramon. In: Working Papers. RePEc:bdm:wpaper:2020-02.

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2019Global Liquidity and Impairment of Local Monetary Policy. (2019). Peydro, Jose-Luis ; Gulen, Eda ; Fendolu, Salih. In: Working Papers. RePEc:bge:wpaper:1131.

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2020Dollar funding costs during the Covid-19 crisis through the lens of the FX swap market. (2020). McGuire, Patrick ; Avdjiev, Stefan ; Eren, Egemen. In: BIS Bulletins. RePEc:bis:bisblt:1.

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2020Central banks response to Covid-19 in advanced economies. (2020). de Fiore, Fiorella ; Cavallino, Paolo. In: BIS Bulletins. RePEc:bis:bisblt:21.

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2020Investors risk attitudes in the pandemic and the stock market: new evidence based on internet searches. (2020). Xia, Fan Dora ; Amstad, Marlene ; Gambacorta, Leonardo ; Cornelli, Giulio. In: BIS Bulletins. RePEc:bis:bisblt:25.

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2019Unconventional monetary policy tools: a cross-country analysis. (2019). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:63.

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2020US dollar funding: an international perspective. (2020). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:65.

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2019Emerging markets reliance on foreign bank credit. (2019). Hardy, Bryan. In: BIS Quarterly Review. RePEc:bis:bisqtr:1903b.

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2019Following the imprint of the ECBs asset purchase programme on global bond and deposit flows. (2019). Everett, Mary ; Shin, Hyun Song ; Avdjiev, Stefan. In: BIS Quarterly Review. RePEc:bis:bisqtr:1903g.

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2019OTC derivatives: euro exposures rise and central clearing advances. (2019). Huang, Wenqian ; Aramonte, Sirio. In: BIS Quarterly Review. RePEc:bis:bisqtr:1912j.

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2019The expansionary lower bound: contractionary monetary easing and the trilemma. (2019). Sandri, Damiano ; Cavallino, Paolo. In: BIS Working Papers. RePEc:bis:biswps:770.

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2019From carry trades to trade credit: financial intermediation by non-financial corporations. (2019). Saffie, Felipe ; Hardy, Bryan. In: BIS Working Papers. RePEc:bis:biswps:773.

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2019Bank intermediation activity in a low interest rate environment. (2019). Brei, Michael ; BORIO, Claudio. In: BIS Working Papers. RePEc:bis:biswps:807.

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2019Interest rate spillovers from the United States: expectations, term premia and macro-financial vulnerabilities. (2019). Moessner, Richhild ; Mehrotra, Aaron ; Author, Chang Shu. In: BIS Working Papers. RePEc:bis:biswps:814.

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2019Fragmentation in global financial markets: good or bad for financial stability?. (2019). Claessens, Stijn. In: BIS Working Papers. RePEc:bis:biswps:815.

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2020Corporate investment and the exchange rate: The financial channel. (2020). Mehrotra, Aaron ; Hofmann, Boris ; Banerjee, Ryan. In: BIS Working Papers. RePEc:bis:biswps:839.

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2020Central bank swaps then and now: swaps and dollar liquidity in the 1960s. (2020). Schenk, Catherine R ; McCauley, Robert N. In: BIS Working Papers. RePEc:bis:biswps:851.

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2020How does international capital flow?. (2020). Sokol, Andrej ; Rungcharoenkitkul, Phurichai ; Kumhof, Michael. In: BIS Working Papers. RePEc:bis:biswps:890.

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2020Non-US global banks and dollar (co-)dependence: how housing markets became internationally synchronized. (2020). Ehlers, Torsten ; Raabe, Alexander ; Hoffmann, Mathias. In: BIS Working Papers. RePEc:bis:biswps:897.

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2020Bank intermediation activity in a low‐interest‐rate environment. (2020). Gambacorta, Leonardo ; Brei, Michael ; Borio, Claudio. In: Economic Notes. RePEc:bla:ecnote:v:49:y:2020:i:2:n:e12164.

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2019A CLOSE LOOK INTO SUPPLIER POLICY CHANGES IN RESPONSE TO THEIR BUYERS FINANCIAL STRESS. (2019). Gurkan, Akalin ; Jamol, Abdiev. In: Studies in Business and Economics. RePEc:blg:journl:v:14:y:2019:i:1:p:5-16.

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2019Currency mispricing and dealer balance sheets. (2019). Cenedese, Gino ; Wang, Tianyu ; Della Corte, Pasquale. In: Bank of England working papers. RePEc:boe:boeewp:0779.

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2020How does international capital flow?. (2020). Sokol, Andrej ; Rungcharoenkitkul, Phurichai ; Kumhof, Michael. In: Bank of England working papers. RePEc:boe:boeewp:0884.

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2019Interest rate spillovers from the United States : expectations, term premia and macro-financial vulnerabilities. (2019). Moessner, Richhild ; Mehrotra, Aaron ; Shu, Chang. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2019_020.

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2020Corporate investment and the exchange rate : The financial channel. (2020). Mehrotra, Aaron ; Hofmann, Boris ; Banerjee, Ryan. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2020_006.

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2019Interest Rate Spillovers from the United States: Expectations, Term Premia and Macro-Financial Vulnerabilities. (2019). Moessner, Richhild ; Mehrotra, Aaron ; Shu, Chang. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7896.

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2019The Effect of U.S. Stress Tests on Monetary Policy Spillovers to Emerging Markets. (2019). Schmidt-Eisenlohr, Tim ; Niepmann, Friederike ; Liu, Emily. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7955.

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2020Its What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities. (2020). Kovner, Anna ; Shachar, OR ; Boyarchenko, Nina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8679.

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2019Bank intermediation activity in a low interest rate environment. (2019). Gambacorta, Leonardo ; Brei, Michael ; BORIO, Claudio. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13980.

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2019The Effect of U.S. Stress Tests on Monetary Policy Spillovers to Emerging Markets*. (2019). Schmidt-Eisenlohr, Tim ; Niepmann, Friederike ; Liu, Emily. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14128.

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2020Does a Big Bazooka Matter? Quantitative Easing Policies and Exchange Rates. (2020). Mehl, Arnaud ; Grab, Johannes ; Georgiadis, Georgios ; Dedola, Luca. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14324.

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2019Geographic spread of currency trading: The renminbi and other EM currencies. (2019). McCauley, Robert ; Cheung, Yin-Wong ; Shu, Chang. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2019_011.

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2020A Decade of RMB Internationalization. (2020). Cheung, Yin-Wong. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2020_024.

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2019Quantitative easing and exuberance in stock markets: Evidence from the euro area. (2019). Hudepohl, Thomas ; de Vette, Nander ; van Lamoen, Ryan . In: DNB Working Papers. RePEc:dnb:dnbwpp:660.

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2020Inflated credit ratings, regulatory arbitrage and capital requirements: Do investors strategically allocate bond portfolios?. (2020). van der Kroft, Bram ; Boermans, Martijn . In: DNB Working Papers. RePEc:dnb:dnbwpp:673.

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2019Role of cross currency swap markets in funding and investment decisions. (2019). Odonnell, Seamus ; Lizarazo, Christian ; le Queau, Lea ; Katsalirou, Irene ; Jurado, Raquel ; Herrala, Niko ; Brophy, Thomas. In: Occasional Paper Series. RePEc:ecb:ecbops:2019228.

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2019A tale of two decades: the ECB’s monetary policy at 20. (2019). Rostagno, Massimo ; Altavilla, Carlo ; Yiangou, Jonathan ; Guilhem, Arthur Saint ; Motto, Roberto ; Lemke, Wolfgang ; Carboni, Giacomo. In: Working Paper Series. RePEc:ecb:ecbwps:20192346.

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2020International capital flows at the security level: evidence from the ECB’s Asset Purchase Programme. (2020). Fidora, Michael ; Bergant, Katharina ; Schmitz, Martin. In: Working Paper Series. RePEc:ecb:ecbwps:20202388.

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2020The (ir)relevance of the nominal lower bound for real yield curve analysis. (2020). Schupp, Fabian. In: Working Paper Series. RePEc:ecb:ecbwps:20202476.

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2019External imbalances and recoveries. (2019). Tamarit, Cecilio ; Gómez-Loscos, Ana ; Gomez-Loscos, Ana ; Gadea-Rivas, Maria Dolores ; Camarero, Mariam. In: Working Papers. RePEc:eec:wpaper:1912.

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2019Macroprudential policy in Asia. (2019). Mehrotra, Aaron ; Kim, Soyoung. In: Journal of Asian Economics. RePEc:eee:asieco:v:65:y:2019:i:c:s1049007818303464.

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2020A consistent stochastic model of the term structure of interest rates for multiple tenors. (2020). Schlogl, Erik ; Grasselli, Martino ; Alfeus, Mesias. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:114:y:2020:i:c:s0165188920300312.

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2019Volatility spillovers of unconventional monetary policy to emerging market economies. (2019). Beirne, John ; Apostolou, Apostolos . In: Economic Modelling. RePEc:eee:ecmode:v:79:y:2019:i:c:p:118-129.

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2019Assessment of asymmetric effects on exchange market pressure: Empirical evidence from emerging countries. (2019). Ozcelebi, Oguzhan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:498-513.

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2020Dynamic relations between oil and stock market returns: A multi-country study. (2020). Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose ; Gamboa-Arbelaez, Juliana. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819302499.

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2020Fixed income ETFs: Primary market participation and resilience of liquidity during periods of stress. (2020). Vass, Lachlan ; Valentini, Gian Giacomo ; Croxson, Karen ; Aquilina, Matteo. In: Economics Letters. RePEc:eee:ecolet:v:193:y:2020:i:c:s0165176520301725.

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2020The Effect of Unconventional Monetary Policy on Cross-Border Bank Loans: Evidence from an Emerging Market. (2020). Alper, Koray ; Apaciolu, Tanju ; Altunok, Fatih ; Ongena, Steven. In: European Economic Review. RePEc:eee:eecrev:v:127:y:2020:i:c:s0014292120300581.

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2019Price effect and investor awareness: Evidence from MSCI Standard Index reconstitutions. (2019). Wei, Hui-Shan ; Shiu, Cheng-Yi ; Chen, Hung-Ling . In: Journal of Empirical Finance. RePEc:eee:empfin:v:50:y:2019:i:c:p:93-112.

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2020Impact of portfolio flows and heterogeneous expectations on FX jumps: Evidence from an emerging market. (2020). Sensoy, Ahmet ; Serdengeti, Suleyman. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521919305642.

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2019Corporate debt, firm size and financial fragility in emerging markets. (2019). Panizza, Ugo ; Alfaro, Laura ; U G O Panizza, ; Chari, Anusha ; Asis, Gonzalo. In: Journal of International Economics. RePEc:eee:inecon:v:118:y:2019:i:c:p:1-19.

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2019Non-monetary news in central bank communication. (2019). Schrimpf, Andreas ; Cieslak, Anna. In: Journal of International Economics. RePEc:eee:inecon:v:118:y:2019:i:c:p:293-315.

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2020The currency dimension of the bank lending channel in international monetary transmission. (2020). Temesvary, Judit ; Takats, Elod. In: Journal of International Economics. RePEc:eee:inecon:v:125:y:2020:i:c:s0022199618301818.

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2020The shifting drivers of global liquidity. (2020). Gambacorta, Leonardo ; Avdjiev, Stefan ; Schiaffi, Stefano ; Goldberg, Linda S. In: Journal of International Economics. RePEc:eee:inecon:v:125:y:2020:i:c:s0022199618301946.

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2019Out-of-sample exchange rate predictability in emerging markets: Fundamentals versus technical analysis. (2019). Yamani, Ehab ; Jamali, Ibrahim. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:61:y:2019:i:c:p:241-263.

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2019Sovereign bond yield spreads and sustainability: An empirical analysis of OECD countries. (2019). CAPELLE-BLANCARD, Gunther ; Scholtens, Bert ; Oueghlissi, Rim ; Diaye, Marc-Arthur ; Crifo, Patricia. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:98:y:2019:i:c:p:156-169.

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2019Partners, not debtors: The external liabilities of emerging market economies. (2019). Joyce, Joseph. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:157:y:2019:i:c:p:320-337.

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2019Expectation and duration at the effective lower bound. (2019). King, Thomas B. In: Journal of Financial Economics. RePEc:eee:jfinec:v:134:y:2019:i:3:p:736-760.

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2020Predictability and pricing efficiency in forward and spot, developed and emerging currency markets. (2020). Conlon, Thomas ; Levich, Richard ; Poti, Valerio. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:107:y:2020:i:c:s0261560620301790.

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2019Ride the Wild Surf: An investigation of the drivers of surges in capital inflows. (2019). Kubota, Megumi ; Calderon, Cesar. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:92:y:2019:i:c:p:112-136.

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2019Financial deglobalisation in banking?. (2019). McCauley, Robert ; McGuire, Patrick M ; Benetrix, Agustin S ; von Peter, Goetz. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:94:y:2019:i:c:p:116-131.

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2020US vs. euro area: Who drives cross-border bank lending to EMs?. (2020). Cerutti, Eugenio ; Osorio-Buitron, Carolina. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:57:y:2020:i:c:s0889158320300277.

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2020U.S. monetary policy and emerging market credit cycles. (2020). Ivashina, Victoria ; Brauning, Falk. In: Journal of Monetary Economics. RePEc:eee:moneco:v:112:y:2020:i:c:p:57-76.

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2019Diversification role of currency momentum for carry trade: Evidence from financial crises. (2019). Yamani, Ehab. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:49:y:2019:i:c:p:1-19.

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2019Dollar-weighted return on aggregate corporate sector: How is it distributed across countries?. (2019). Lee, Dongwook ; Sun, Lingxia. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:57:y:2019:i:c:s0927538x19300277.

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2019Internalisation by electronic FX spot dealers. (2019). Oomen, R ; Butz, M. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:90485.

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2020Issues Regarding the Use of the Policy Rate Tool. (2020). Zarutskie, Rebecca ; King, Thomas ; Campbell, Jeffrey ; Orlik, Anna . In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-70.

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2019The Effect of U.S. Stress Tests on Monetary Policy Spillovers to Emerging Markets. (2019). Schmidt-Eisenlohr, Tim ; Niepmann, Friederike ; Liu, Emily. In: International Finance Discussion Papers. RePEc:fip:fedgif:1265.

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2020An Analysis of the Literature on International Unconventional Monetary Policy. (2018). Neely, Christopher ; Bhattarai, Saroj. In: Working Papers. RePEc:fip:fedlwp:2016-021.

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2020Cash-Forward Arbitrage and Dealer Capital in MBS Markets: COVID-19 and Beyond ves. (2020). SONG, ZHAOGANG ; Sarkar, Asani ; Liu, Haoyang ; Chen, Jiakai. In: Staff Reports. RePEc:fip:fednsr:88380.

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2019Subordinate financialization in emerging capitalist economies. (2019). Powell, Jeff ; Bonizzi, Bruno ; Kaltenbrunner, Annina. In: Greenwich Papers in Political Economy. RePEc:gpe:wpaper:23044.

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2019Search for Yield in Large International Corporate Bonds: Investor Behavior and Firm Responses. (2019). Williams, Tomas ; Schmukler, Sergio ; Calomiris, Charles ; Larrain, Mauricio. In: Working Papers. RePEc:gwi:wpaper:2019-15.

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2020The Effect of the ECB’s Forward Guidance on Interest Rate Forecasts. (2020). Mohr, Oliver ; Heins, Jan ; Fendel, Ralf. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:12:y:2020:i:8:p:52.

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2019Central Bank Swap Lines: Evidence on the Effects of the Lender of Last Resort. (2019). Reis, Ricardo ; Bahaj, Saleem. In: IMES Discussion Paper Series. RePEc:ime:imedps:19-e-09.

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2019Financial Development, Exchange Rate Fluctuations and Debt Dollarization: A Firm-Level Evidence. (2019). Kim, Minsuk. In: IMF Working Papers. RePEc:imf:imfwpa:19/168.

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2019What Do Deviations from Covered Interest Parity and Higher FX Hedging Costs Mean for Asia. (2019). Rhee, Changyong ; Kang, Kenneth H ; Oeking, Anne ; Hong, Gee Hee. In: IMF Working Papers. RePEc:imf:imfwpa:19/169.

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2019The Turning Tide: How Vulnerable are Asian Corporates?. (2019). Saadi Sedik, Tahsin ; Jiang, BO. In: IMF Working Papers. RePEc:imf:imfwpa:19/93.

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2019Zur US Dollar Hegemonie: Ein Blick zurück - und in die Zukunft. (2019). Bibow, Jorg. In: FMM Working Paper. RePEc:imk:fmmpap:48-2019.

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2019Inflation and the Boom-Bust Cycle in Corporate Leverage. (2019). Brown, Brendan. In: Atlantic Economic Journal. RePEc:kap:atlecj:v:47:y:2019:i:1:d:10.1007_s11293-019-09604-x.

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2019Risk of window dressing: quarter-end spikes in the Japanese yen Libor-OIS spread. (2019). Zhang, Jiayue ; Wong, Alfred ; Kikuchi, Mayu. In: Journal of Regulatory Economics. RePEc:kap:regeco:v:56:y:2019:i:2:d:10.1007_s11149-019-09393-w.

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2019Corporate Debt, Firm Size and Financial Fragility in Emerging Markets. (2019). Panizza, Ugo ; Chari, Anusha ; Alfaro, Laura ; Asis, Gonzalo. In: NBER Working Papers. RePEc:nbr:nberwo:25459.

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2019Boom-Bust Capital Flow Cycles. (2019). Kaminsky, Graciela. In: NBER Working Papers. RePEc:nbr:nberwo:25890.

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2020Original Sin and the Great Depression. (2020). Meissner, Christopher ; Bordo, Michael. In: NBER Working Papers. RePEc:nbr:nberwo:27067.

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2020When Selling Becomes Viral: Disruptions in Debt Markets in the COVID-19 Crisis and the Fed’s Response. (2020). Muir, Tyler ; Moreira, Alan ; Haddad, Valentin. In: NBER Working Papers. RePEc:nbr:nberwo:27168.

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2020In Search of Distress Risk in Emerging Markets. (2020). Chari, Anusha ; Haas, Adam ; Asis, Gonzalo . In: NBER Working Papers. RePEc:nbr:nberwo:27213.

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2020A No-Arbitrage Perspective on Global Arbitrage Opportunities. (2020). Song, Dongho ; Chernov, Mikhail ; Augustin, Patrick ; Schmid, Lukas. In: NBER Working Papers. RePEc:nbr:nberwo:27231.

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2020Treasury Inconvenience Yields during the COVID-19 Crisis. (2020). Nagel, Stefan ; He, Zhiguo ; Song, Zhaogang. In: NBER Working Papers. RePEc:nbr:nberwo:27416.

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2020Mutual Fund Performance and Flows During the COVID-19 Crisis. (2020). Pastor, Lubos ; Vorsatz, Blair M. In: NBER Working Papers. RePEc:nbr:nberwo:27551.

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2020Capital Flows in Risky Times: Risk-on/Risk-off and Emerging Market Tail Risk. (2020). Lundblad, Christian ; Dilts Stedman, Karlye ; Chari, Anusha. In: NBER Working Papers. RePEc:nbr:nberwo:27927.

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2019The Role of Internally Financed Capex in Rising Chinese Corporate Debts. (2019). Chen, Jinzhao ; Ma, Guonan. In: Comparative Economic Studies. RePEc:pal:compes:v:61:y:2019:i:3:d:10.1057_s41294-019-00096-x.

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2019How Important is the Global Financial Cycle? Evidence from Capital Flows. (2019). Claessens, Stijn ; Rose, Andrew K ; Cerutti, Eugenio. In: IMF Economic Review. RePEc:pal:imfecr:v:67:y:2019:i:1:d:10.1057_s41308-019-00073-5.

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2019The Dollar Exchange Rate as a Global Risk Factor: Evidence from Investment. (2019). Shin, Hyun Song ; Koch, Catherine ; Avdjiev, Stefan ; Bruno, Valentina. In: IMF Economic Review. RePEc:pal:imfecr:v:67:y:2019:i:1:d:10.1057_s41308-019-00074-4.

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2020The Spillovers from Easy Liquidity and the Implications for Multilateralism. (2020). Rajan, Raghuram G ; Hu, Yunzhi ; Diamond, Douglas W. In: IMF Economic Review. RePEc:pal:imfecr:v:68:y:2020:i:1:d:10.1057_s41308-019-00095-z.

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2020US or Domestic Monetary Policy: Which Matters More for Financial Stability?. (2020). Cecchetti, Stephen ; Sahay, Ratna ; Narita, Machiko ; Mancini-Griffoli, Tommaso. In: IMF Economic Review. RePEc:pal:imfecr:v:68:y:2020:i:1:d:10.1057_s41308-020-00108-2.

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2019From CIP-Deviations to a Market for Risk Premia: A Dynamic Investigation of Cross-Currency Basis Swaps. (2019). Stenfors, Alexis ; Chatziantoniou, Ioannis ; Gabauer, David. In: Working Papers in Economics & Finance. RePEc:pbs:ecofin:2019-05.

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More than 100 citations found, this list is not complete...

Works by Vladyslav Y. Sushko:


YearTitleTypeCited
2016The Response of Tail Risk Perceptions to Unconventional Monetary Policy In: American Economic Journal: Macroeconomics.
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article32
2013The response of tail risk perceptions to unconventional monetary policy.(2013) In: BIS Working Papers.
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This paper has another version. Agregated cites: 32
paper
2018What risks do exchange-traded funds pose? In: Financial Stability Review.
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article1
2020US dollar funding markets during the Covid-19 crisis - the money market fund turmoil In: BIS Bulletins.
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paper0
2020US dollar funding markets during the Covid-19 crisis - the international dimension In: BIS Bulletins.
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paper0
2020Leverage and margin spirals in fixed income markets during the Covid-19 crisis In: BIS Bulletins.
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paper10
2014Rethinking the lender of last resort: workshop summary In: BIS Papers chapters.
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chapter0
2015The BIS Global liquidity indicators In: IFC Bulletins chapters.
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chapter2
2014Risks related to EME corporate balance sheets: the role of leverage and currency mismatch In: BIS Quarterly Review.
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article42
2015Dollar credit to emerging market economies In: BIS Quarterly Review.
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article26
2016Covered interest parity lost: understanding the cross-currency basis In: BIS Quarterly Review.
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article61
2016Downsized FX markets: causes and implications In: BIS Quarterly Review.
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article11
2018The implications of passive investing for securities markets In: BIS Quarterly Review.
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article4
2019Beyond LIBOR: a primer on the new benchmark rates In: BIS Quarterly Review.
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article5
2019Sizing up global foreign exchange markets In: BIS Quarterly Review.
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article2
2019FX trade execution: complex and highly fragmented In: BIS Quarterly Review.
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article0
2012Stochastic Herding in Financial Markets Evidence from Institutional Investor Equity Portfolios In: BIS Working Papers.
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paper1
2013Financial sector ups and downs and the real sector in the open economy: Up by the stairs, down by the parachute In: BIS Working Papers.
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paper21
2013Financial sector ups and downs and the real sector in the open economy: Up by the stairs, down by the parachute.(2013) In: Emerging Markets Review.
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This paper has another version. Agregated cites: 21
article
2015Global dollar credit: links to US monetary policy and leverage In: BIS Working Papers.
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paper105
2015Global dollar credit: links to US monetary policy and leverage.(2015) In: Economic Policy.
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This paper has another version. Agregated cites: 105
article
2015Bank capital shock propagation via syndicated interconnectedness In: BIS Working Papers.
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paper4
2016Bank Capital Shock Propagation via Syndicated Interconnectedness.(2016) In: Computational Economics.
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This paper has another version. Agregated cites: 4
article
2015The hunt for duration: not waving but drowning? In: BIS Working Papers.
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paper33
2017The Hunt for Duration: Not Waving but Drowning?.(2017) In: IMF Economic Review.
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This paper has another version. Agregated cites: 33
article
2016The failure of covered interest parity: FX hedging demand and costly balance sheets In: BIS Working Papers.
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paper24
2020FX spot and swap market liquidity spillovers In: BIS Working Papers.
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paper0
2011Capital Flow Types, External Financing Needs, and Industrial Growth: 99 countries, 1991-2007 In: Santa Cruz Department of Economics, Working Paper Series.
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paper15
2011Capital Flow Types, External Financing Needs, and Industrial Growth: 99 countries, 1991-2007.(2011) In: NBER Working Papers.
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This paper has another version. Agregated cites: 15
paper
2011Capital flows: Catalyst or Hindrance to economic takeoffs? In: Santa Cruz Department of Economics, Working Paper Series.
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paper16
2011Capital flows: Catalyst or Hindrance to economic takeoffs?.(2011) In: NBER Working Papers.
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This paper has another version. Agregated cites: 16
paper
2012Financial Sector Ups and Downs and the Real Sector: Up by the Stairs and Down by the Parachute In: Santa Cruz Department of Economics, Working Paper Series.
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paper1
2010From the Great Moderation to the global crisis: Exchange market pressure in the 2000s In: Santa Cruz Department of Economics, Working Paper Series.
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paper22
2012From the Great Moderation to the Global Crisis: Exchange Market Pressure in the 2000s.(2012) In: Open Economies Review.
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This paper has another version. Agregated cites: 22
article
2010From the Great Moderation to the global crisis: Exchange market pressure in the 2000s.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22
paper
2017Liquidity in FX spot and forward markets In: GRU Working Paper Series.
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paper0
2013Impact of macro-economic surprises on carry trade activity In: Journal of Banking & Finance.
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article9
2011Jumps in foreign exchange rates and stochastic unwinding of carry trades In: International Review of Economics & Finance.
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article7
2011Financial Sector Ups and Downs and the Real Sector: Up by the stairs, down by the parachute In: NBER Working Papers.
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paper1
2012Investment and Growth in Rich and Poor Countries In: NBER Working Papers.
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paper4
2011Financial sector ups and downs and the real sector : big hindrance, little help In: Policy Research Working Paper Series.
[Full Text][Citation analysis]
paper1

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