Vladyslav Y. Sushko : Citation Profile

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

17

H index

21

i10 index

1174

Citations

RESEARCH PRODUCTION:

22

Articles

23

Papers

3

Chapters

RESEARCH ACTIVITY:

   13 years (2010 - 2023). See details.
   Cites by year: 90
   Journals where Vladyslav Y. Sushko has often published
   Relations with other researchers
   Recent citing documents: 132.    Total self citations: 23 (1.92 %)

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   Permalink: http://citec.repec.org/psu268
   Updated: 2026-01-10    RAS profile: 2023-04-11    
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Relations with other researchers

Works with:

Schrimpf, Andreas (3)

Eren, Egemen (2)

Shin, Hyun Song (2)

McGuire, Patrick (2)

SHIM, ILHYOCK (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:

Schrimpf, Andreas (29)

Shin, Hyun Song (24)

Schmukler, Sergio (23)

Avdjiev, Stefan (22)

BORIO, Claudio (17)

McCauley, Robert (16)

McGuire, Patrick (14)

Claessens, Stijn (13)

Peydro, Jose-Luis (13)

Forbes, Kristin (13)

Krogstrup, Signe (12)

Cites to:

McGuire, Patrick (31)

McCauley, Robert (31)

Aizenman, Joshua (29)

Shin, Hyun Song (28)

Schrimpf, Andreas (23)

Rajan, Raghuram (17)

BORIO, Claudio (16)

Rime, Dagfinn (14)

Packer, Frank (13)

Gabaix, Xavier (11)

Avdjiev, Stefan (11)

Main data

Where Vladyslav Y. Sushko has published?

Journals with more than one article published# docs
BIS Quarterly Review12

Working Papers Series with more than one paper published# docs
BIS Working Papers / Bank for International Settlements10
NBER Working Papers / National Bureau of Economic Research, Inc5
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 (2025 and 2024)

YearTitle of citing document
2024A Mean Field Game between Informed Traders and a Broker. (2024). Bergault, Philippe. In: Papers. RePEc:arx:papers:2401.05257.

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2024Applying News and Media Sentiment Analysis for Generating Forex Trading Signals. (2024). Olaiyapo, Oluwafemi F. In: Papers. RePEc:arx:papers:2403.00785.

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2025To Hedge or Not to Hedge: Optimal Strategies for Stochastic Trade Flow Management. (2025). Gu, Olivier ; Bergault, Philippe ; Bodor, Hamza. In: Papers. RePEc:arx:papers:2503.02496.

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2025Optimal hedging of an informed broker facing many traders. (2025). Bergault, Philippe ; Cardaliaguet, Pierre ; Yan, Wenbin. In: Papers. RePEc:arx:papers:2506.08992.

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2025FX-constrained growth: Fundamentalists, chartists and the dynamic trade-multiplier. (2025). Sordi, Serena ; Davila-Fernandez, Marwil J. In: Papers. RePEc:arx:papers:2508.02252.

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2025A Case for AXI. (2025). Tsyrennikov, Viktor. In: Papers. RePEc:arx:papers:2509.03035.

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2024An Analysis of Albania’s Banking Sector: Current Trends and Future Prospects. (2024). Cifligu, Eneida. In: Economic Studies journal. RePEc:bas:econst:y:2024:i:5:p:171-185.

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2025On-the-run Premia, Settlement Fails, and Central Bank Access. (2025). Schneider, Fabienne. In: Staff Working Papers. RePEc:bca:bocawp:25-19.

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2024The fundamental role of the repo market and central clearing. (2024). di Luigi, Cristina ; Perrella, Antonio ; Ruggieri, Alessio. In: Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems). RePEc:bdi:wpmisp:mip_048_24.

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2025US dollars slide in April 2025: the role of FX hedging. (2025). Wooldridge, Philip ; Shin, Hyun Song ; Xia, Dora. In: BIS Bulletins. RePEc:bis:bisblt:105.

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2025Financial channel implications of a weaker dollar for emerging market economies. (2025). Wooldridge, Philip ; Juselius, Mikael ; Xia, Dora. In: BIS Bulletins. RePEc:bis:bisblt:114.

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2024International finance through the lens of BIS statistics: residence vs nationality. (2024). von Peter, Goetz ; McGuire, Patrick ; Zhu, Sonya. In: BIS Quarterly Review. RePEc:bis:bisqtr:2403f.

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2024Shifting landscapes: life insurance and financial stability. (2024). Lewrick, Ulf ; Todorov, Karamfil ; Stastny, Tomas ; Garavito, Fabian. In: BIS Quarterly Review. RePEc:bis:bisqtr:2409b.

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2025Commonality under pressure: banks and funds. (2025). Cornelli, Giulio ; Aquilina, Matteo ; Tarashev, Nikola. In: BIS Quarterly Review. RePEc:bis:bisqtr:2503e.

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2025International finance through the lens of BIS statistics: the international dimensions of credit. (2025). Ehlers, Torsten ; Hardy, Bryan ; McGuire, Patrick. In: BIS Quarterly Review. RePEc:bis:bisqtr:2503f.

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2024Global Bank Lending and Exchange Rates. (2024). Schrimpf, Andreas ; Schmeling, Maik ; Becker, Jonas. In: BIS Working Papers. RePEc:bis:biswps:1161.

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2024Through stormy seas: how fragile is liquidity across asset classes and time?. (2024). Aquilina, Matteo ; Aliyev, Nihad ; Rzayev, Khaladdin ; Zhu, Sonya. In: BIS Working Papers. RePEc:bis:biswps:1229.

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2025The risk sensitivity of global liquidity flows: Heterogeneity, evolution and drivers. (2025). Schiaffi, Stefano ; Gambacorta, Leonardo ; Goldberg, Linda S ; Avdjiev, Stefan. In: BIS Working Papers. RePEc:bis:biswps:1262.

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2025Harnessing artificial intelligence for monitoring financial markets. (2025). Gelos, R. Gaston ; Perez-Cruz, Fernando ; Park, Taejin ; Godoy, Douglas Kiarelly ; Aquilina, Matteo. In: BIS Working Papers. RePEc:bis:biswps:1291.

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2025When is less more? Bank arrangements for liquidity vs central bank support. (2025). Acharya, Viral V ; Shu, Zhi Quan ; Rajan, Raghuram. In: BIS Working Papers. RePEc:bis:biswps:1307.

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2024Alternative Monetary Policy Commitments and the Yield Curve. (2024). Haworth, Cameron ; Gai, Prasanna. In: The Economic Record. RePEc:bla:ecorec:v:100:y:2024:i:329:p:137-159.

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2024Interest Rate Skewness and Biased Beliefs. (2024). Chernov, Mikhail ; Bauer, Michael. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:1:p:173-217.

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2024The Term Structure of Covered Interest Rate Parity Violations. (2024). Song, Dongho ; Chernov, Mikhail ; Schmid, Lukas ; Augustin, Patrick. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:3:p:2077-2114.

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2024Whose asset sales matter?. (2024). Bidder, Rhys ; Silvestri, Laura ; Coen, Jamie ; Lepore, Caterina. In: Bank of England working papers. RePEc:boe:boeewp:1088.

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2024Exchanges for government bonds? Evidence during COVID-19. (2024). Nathan, Daniel ; Kutai, Ari ; Wittwer, Milena. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2024.03.

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2025The Impact of Negative Interest Rate Policy on Interest Rate Formation and Lending. (2025). Ito, Yuichiro ; Haba, Shunsuke ; Kasai, Yoshiyasu. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp25e01.

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2025Exploratory Scenario Analysis Considering the Growing Presence of Domestic and Foreign Investment Funds. (2025). Nakamura, Fumitaka ; Maruyama, Toshitaka ; Konaka, Yuki. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp25e11.

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2024The Transmission of Monetary Policy to the Cost of Hedging. (2024). Koeniger, Winfried ; Fengler, Matthias ; Minger, Stephan. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11556.

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2025A Model of Interacting Banks and Money Market Funds. (2025). Suarez, Javier ; Farias, Martin. In: Working Papers. RePEc:cmf:wpaper:wp2025_2508.

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2024Pension Liquidity Risk. (2024). Ranaldo, Angelo ; Duijm, Patty ; Klingler, Sven ; Jansen, Kristy. In: Working Papers. RePEc:dnb:dnbwpp:801.

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2025Quantitative easing and preferred habitat investors in the euro area bond market. (2025). Vermeulen, Robert ; Boermans, Martijn ; de Souza, Tomaas Carrera. In: Working Papers. RePEc:dnb:dnbwpp:826.

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2025Hedging against inflation: International evidence on investor clientele effects in the bond market. (2025). Boermans, Martijn. In: Working Papers. RePEc:dnb:dnbwpp:838.

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2025Monetary Policy and Life Insurance Profitability: Bancassurances Edge in a Low-Yield World. (2025). Aguilar Perez, Pablo. In: EconomiX Working Papers. RePEc:drm:wpaper:2025-8.

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2024Insurance corporations’ balance sheets, financial stability and monetary policy. (2024). LEYVA, Jaime ; Kaufmann, Christoph ; Storz, Manuela. In: Working Paper Series. RePEc:ecb:ecbwps:20242892.

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2024Mutual funds and safe government bonds: do returns matter?. (2024). Graziano, Marco ; Habib, Maurizio Michael. In: Working Paper Series. RePEc:ecb:ecbwps:20242931.

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2025The implications of CIP deviations for international capital flows. (2025). Kubitza, Christian ; Vandeweyer, Quentin ; Sigaux, Jean-David. In: Working Paper Series. RePEc:ecb:ecbwps:20253017.

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2025The international dimension of repo: five new facts. (2025). Schrimpf, Andreas ; Schmeling, Maik ; Hermes, Felix. In: Working Paper Series. RePEc:ecb:ecbwps:20253065.

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2025Macroprudential policy, monetary policy and non-bank financial intermediation. (2025). Weistroffer, Christian ; Kaufmann, Christoph ; Storz, Manuela ; Giuzio, Margherita ; Kapadia, Sujit. In: Working Paper Series. RePEc:ecb:ecbwps:20253130.

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2024Religion and household saving behavior. (2024). Lee, Junyong ; Hong, Seiwoong ; Shin, Donglim ; Oh, Frederick Dongchuhl. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:44:y:2024:i:c:s221463502400114x.

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2025US monetary policy spillovers, maturity mismatch and Chinese corporate financing premium. (2025). Mei, Dongzhou ; Wang, Jiaxin ; Zhang, MI. In: China Economic Review. RePEc:eee:chieco:v:93:y:2025:i:c:s1043951x25001385.

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2025The fed information shocks and the market for corporate control: Predictive and causal effects. (2025). Barbopoulos, Leonidas G ; Saunders, Anthony ; Adra, Samer. In: Journal of Corporate Finance. RePEc:eee:corfin:v:90:y:2025:i:c:s0929119924001433.

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2024Risks and risk premia in the US Treasury market. (2024). Sarno, Lucio ; Li, Junye ; Zinna, Gabriele. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s016518892300194x.

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2024Measuring the effects of unconventional monetary policy tools under adaptive learning. (2024). Huh, Sungjun ; Cole, Stephen J. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:164:y:2024:i:c:s016518892400068x.

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2025Liquidity in the euro area sovereign bond market during the “dash for cash” driven by the COVID-19 crisis. (2025). Xia, Fan Dora ; Papavassiliou, Vassilios. In: Economics Letters. RePEc:eee:ecolet:v:247:y:2025:i:c:s0165176524006359.

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2025Mind your language: Market responses to central bank speeches. (2025). Neely, Christopher ; Yang, Xiye ; Ahrens, Maximilian ; Erdemlioglu, Deniz ; McMahon, Michael. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pc:s0304407624002720.

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2025Capital regulation, regulatory avoidance, and bank systemic risk. (2025). Xu, Haoran ; Ma, Yuxian ; Miao, Wenlong. In: International Review of Financial Analysis. RePEc:eee:finana:v:100:y:2025:i:c:s1057521925000894.

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2024The price discovery in the renminbi/USD market: Two spot, two swap, and three forward FX rates. (2024). Kitamura, Yoshihiro. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002941.

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2025Cross-border transmission effect of Chinas monetary policy on the exchange rate of Asia-Pacific economies. (2025). Chen, Pei-Fen ; Min-Syu, Lin ; Chingnun, Lee ; Pei-Fen, Chen ; Mei-Ping, Chen. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007671.

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2024Does the strength of the US dollar affect the interdependence among currency exchange rates of RCEP and CPTPP countries?. (2024). Wang, Mengjiao ; Liu, Jianxu ; Yang, Bing. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001405.

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2024Predicting oil prices: A comparative analysis of machine learning and image recognition algorithms for trend prediction. (2024). Saltoğlu, Burak ; Kuzuba, Tolga U ; Saltolu, Burak ; Goncu, Ahmet. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009048.

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2024The time-varying interaction of northbound capital flows and stock market performance in China. (2024). He, Yun ; Li, Wei ; Tan, Xiaofen ; Wang, Yufan. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011061.

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2024Risk spillovers and optimal hedging in commodity ETFs: A TVP-VAR Approach. (2024). Vasileiou, Evangelos ; Malhotra, Davinder ; Hadad, Elroi. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324014016.

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2025Repo haircuts: Market practices and the impact of minimum requirements on leverage. (2025). Wedow, Michael ; Hermes, Felix ; Grill, Michael. In: Finance Research Letters. RePEc:eee:finlet:v:71:y:2025:i:c:s1544612324015137.

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2025Coarse pricing in QE auctions. (2025). Tsujimoto, Yusuke. In: Journal of Financial Markets. RePEc:eee:finmar:v:73:y:2025:i:c:s1386418124000776.

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2024How does the repo market behave under stress? Evidence from the COVID-19 crisis. (2024). Maria, Luitgard Anna ; Lepore, Caterina ; Huser, Anne-Caroline. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923000931.

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2025Rise of NBFIs and the global structural change in the transmission of market shocks. (2025). Hogen, Yoshihiko ; Shinozaki, Yuji ; Kasai, Yoshiyasu. In: Journal of Financial Stability. RePEc:eee:finsta:v:79:y:2025:i:c:s1572308925000488.

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2024Which witch is which? Deconstructing the foreign exchange markets activity. (2024). Sharma, Rajiv ; Orlov, Alexei G. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s104402832400019x.

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2024The widening of cross-currency basis: When increased FX swap demand meets limits of arbitrage. (2024). Nathan, Daniel ; ben Zeev, Nadav. In: Journal of International Economics. RePEc:eee:inecon:v:152:y:2024:i:c:s0022199624001119.

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2024Dollar and government bond liquidity: Evidence from Korea. (2024). Lee, Ji Eun. In: Journal of International Economics. RePEc:eee:inecon:v:152:y:2024:i:c:s0022199624001193.

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2025Quantitative easing and the supply of safe assets: Evidence from international bond safety premia. (2025). Zhang, Xin ; Mirkov, Nikola N. In: Journal of International Economics. RePEc:eee:inecon:v:157:y:2025:i:c:s0022199625001035.

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2024Extreme downside risk connectedness and portfolio hedging among the G10 currencies. (2024). Tiwari, Aviral ; Abakah, Emmanuel ; Mensi, Walid ; Brahim, Mariem ; Carlotti, Jean-Etienne ; Aikins, Emmanuel Joel. In: International Economics. RePEc:eee:inteco:v:178:y:2024:i:c:s211070172400026x.

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2025Floating exchange rate efficiency: Grouping patterns and pandemic impacts. (2025). Corzo, Teresa ; Martin-Bujack, Karin ; Portela, Jose ; Rodriguez-Gallego, Alejandro. In: International Economics. RePEc:eee:inteco:v:182:y:2025:i:c:s2110701725000149.

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2025The role of US bank liquidity and regulations in Covered Interest Parity deviations. (2025). Winkelried, Diego ; Terrones, Marco ; Ortiz, Marco ; Bazn-Palomino, Walter. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:102:y:2025:i:c:s1042443125000630.

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2024Spillover effects of US monetary policy on emerging markets amidst uncertainty. (2024). Lastauskas, Povilas ; Minh, Anh Dinh. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000222.

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2024Limits to arbitrage and the term structure of CIP violations. (2024). Chen, Xiaohong ; Wohlfarth, Paul. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:95:y:2024:i:c:s1042443124000970.

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2025Covered interest rate parity deviations, COVID-19 pandemic infection cases, and vaccination. (2025). Li, Yi-Hua ; Chen, Yu-Lun ; Mo, Wan-Shin ; Yang, Jimmy J. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:99:y:2025:i:c:s1042443125000125.

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2024Central bank policies and financial markets: Lessons from the euro crisis. (2024). Nedeljkovic, Milan ; Mody, Ashoka. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:158:y:2024:i:c:s0378426623002248.

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2025Life insurance convexity. (2025). Kubitza, Christian ; Grochola, Nicolaus ; Grndl, Helmut. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:178:y:2025:i:c:s0378426625001220.

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2025Trade policy sensitivity and global stock returns: Evidence from the 2016 U.S. Presidential election. (2025). Lin, Chih-Yung ; HASAN, IFTEKHAR ; Mai, Ngoc Thuy ; Bui, Dien Giau ; Vaike, Chris. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:178:y:2025:i:c:s0378426625001372.

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2024Demand-and-supply imbalance risk and long-term swap spreads. (2024). Hanson, Samuel G ; Venter, Gyuri ; Malkhozov, Aytek. In: Journal of Financial Economics. RePEc:eee:jfinec:v:154:y:2024:i:c:s0304405x24000370.

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2024Importance of transaction costs for asset allocation in foreign exchange markets. (2024). Taylor, Mark ; Maurer, Thomas A ; Pezzo, Luca ; Filippou, Ilias. In: Journal of Financial Economics. RePEc:eee:jfinec:v:159:y:2024:i:c:s0304405x24001090.

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2025The SOFR discount. (2025). Syrstad, Olav ; Klingler, Sven. In: Journal of Financial Economics. RePEc:eee:jfinec:v:164:y:2025:i:c:s0304405x24002125.

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2025Constrained liquidity provision in currency markets. (2025). Schrimpf, Andreas ; Ranaldo, Angelo ; Somogyi, Fabricius ; Huang, Wenqian. In: Journal of Financial Economics. RePEc:eee:jfinec:v:167:y:2025:i:c:s0304405x25000364.

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2025Benchmarking benchmarks. (2025). Putnis, Tlis ; Khomyn, Marta ; Brugler, James. In: Journal of Financial Economics. RePEc:eee:jfinec:v:168:y:2025:i:c:s0304405x25000261.

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2025LTCM Redux? Hedge fund Treasury trading, funding fragility, and risk constraints. (2025). Watugala, Sumudu W ; Petrasek, Lubomir ; Monin, Phillip J ; Kruttli, Mathias S. In: Journal of Financial Economics. RePEc:eee:jfinec:v:169:y:2025:i:c:s0304405x2500025x.

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2025Pension fund flows, exchange rates, and covered interest rate parity. (2025). Sialm, Clemens ; Aldunate, Felipe ; Da, Zhi ; Larrain, Borja. In: Journal of Financial Economics. RePEc:eee:jfinec:v:170:y:2025:i:c:s0304405x25000832.

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2024Monetary easing, lack of investment and financial instability. (2024). Acharya, Viral V ; Reggiani, Pietro ; Yao, Iris ; Plantin, Guillaume. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:59:y:2024:i:c:s1042957324000287.

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2025Lending relationships and access to currency hedging: Evidence from Brazil. (2025). Araujo, Gustavo ; Schiozer, Rafael ; Oliveira, Raquel F ; Leao, Sergio. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:63:y:2025:i:c:s104295732500021x.

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2024Dealer networks, client sophistication and pricing in OTC derivatives. (2024). Kamate, Vidya ; Kumar, Abhishek. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001870.

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2024An unconventional FX tail risk story. (2024). Stoja, Evarist ; Gerba, Eddie ; Caon, Carlos ; Pambira, Alberto. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:148:y:2024:i:c:s0261560624001396.

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2024Do FX interventions lead to higher FX debt? Evidence from firm-level data. (2024). Mano, Rui ; Kim, Minsuk ; Mrkaic, Mico. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:148:y:2024:i:c:s0261560624001475.

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2024Does foreign currency borrowing make firms vulnerable? Experience of emerging India. (2024). Ray, Partha ; Nandy, Amarendu ; Sur, Abhisek. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:46:y:2024:i:3:p:530-551.

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2025An options-based impact study of the negative interest rate policy and forward guidance. (2025). Lemke, Wolfgang ; Altavilla, Carlo ; Rostagno, Massimo ; Carboni, Giacomo ; Motto, Roberto ; Saint-Guilhem, Arthur. In: Journal of Monetary Economics. RePEc:eee:moneco:v:152:y:2025:i:c:s0304393225000479.

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2024The forward premium anomaly and the currency carry trade hypothesis. (2024). Tzavalis, Elias ; Smyrnakis, Dimitris ; Elias, Nikolaos. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:203-218.

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2025Central bank announcements and monitoring portfolio risks. (2025). Wang, Shu ; Herwartz, Helmut ; Duy, Huynh Tuan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s1059056025005908.

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2024How does the repo market behave under stress? Evidence from the COVID-19 crisis. (2024). , Luitgard ; Lepore, Caterina ; Huser, Anne-Caroline. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:121347.

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2024An unconventional FX tail risk story. (2024). Stoja, Evarist ; Gerba, Eddie ; Caon, Carlos ; Pambira, Alberto. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:125291.

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2025Overview of the Evolution of Corporate Governance: The impact of reforms and the future of Japanese firms. (2025). Arikawa, Yasuhiro ; Miyajima, Hideaki ; Saito, Takuji. In: Policy Discussion Papers. RePEc:eti:polidp:25014.

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2024The Offshore Dollar and US Policy. (2024). McCauley, Robert. In: Policy Hub. RePEc:fip:a00068:99093.

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2025Dollar Funding Fragility and Non-U.S. Global Banks. (2025). Davis, Jonathan ; van Wincoop, Eric ; Bacchetta, Philippe. In: Working Papers. RePEc:fip:feddwp:101523.

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2024Reaching for Duration and Leverage in the Treasury Market. (2024). Kahn, Robert ; Barth, Daniel ; Monin, Phillip J ; Sokolinskiy, Oleg. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-39.

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2024Quantities and Covered-Interest Parity. (2024). Moskowitz, Tobias J ; Ross, Sharon Y ; Vasudevan, Kaushik. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-61.

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2025The case for supporting liquidity supply in (some corners of) non-bank intermediation. (2025). Aramonte, Sirio. In: International Finance Discussion Papers. RePEc:fip:fedgif:1425.

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2024Mind Your Language: Market Responses to Central Bank Speeches. (2024). Yang, Xiye ; Neely, Christopher ; McMahon, Michael ; Ahrens, Maximilian ; Erdemlioglu, Deniz. In: Working Papers. RePEc:fip:fedlwp:96270.

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2025Fed-Driven Systemic Tail Risk: High-Frequency Measurement, Evidence and Implications. (2025). Yang, Xiye ; Neely, Christopher ; Erdemlioglu, Deniz. In: Working Papers. RePEc:fip:fedlwp:96490.

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2024Where Do Banks End and NBFIs Begin?. (2024). Cetorelli, Nicola ; Tuckman, Bruce ; Acharya, Viral V. In: Staff Reports. RePEc:fip:fednsr:98820.

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2025The Risk Sensitivity of Global Liquidity Flows: Heterogeneity, Evolution, and Drivers. (2025). Schiaffi, Stefano ; Goldberg, Linda ; Gambacorta, Leonardo ; Avdjiev, Stefan. In: Staff Reports. RePEc:fip:fednsr:99824.

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2025Global Shocks and Local Fragilities: A Financial Stress Index Approach to Pakistan’s Monetary and Asset Market Dynamics. (2025). Lpez-Gonzales, Javier Linkolk ; Yousfani, Kinza ; Iftikhar, Hasnain ; Rodrigues, Paulo Canas ; Torres, Elas A. In: Economies. RePEc:gam:jecomi:v:13:y:2025:i:8:p:243-:d:1727765.

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2025The Stability of the Financial Cycle: Insights from a Markov Switching Regression in South Africa. (2025). Magubane, Khwazi. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:2:p:76-:d:1582545.

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2025Do pension funds reach for yield? Evidence from a new database. (2023). Konradt, Maximilian. In: IHEID Working Papers. RePEc:gii:giihei:heidwp01-2023.

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2024Spillover Effects of Sovereign Bond Purchases in the Euro Area. (2024). Vermeulen, Robert ; Samarina, Anna ; Mudde, Yvo. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2024:q:2:a:8.

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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.
[Full Text][Citation analysis]		article93
2013The response of tail risk perceptions to unconventional monetary policy.(2013) In: BIS Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 93		paper
2018What risks do exchange-traded funds pose? In: Financial Stability Review.
[Full Text][Citation analysis]		article2
2020US dollar funding markets during the Covid-19 crisis - the money market fund turmoil In: BIS Bulletins.
[Full Text][Citation analysis]		paper27
2020US dollar funding markets during the Covid-19 crisis - the international dimension In: BIS Bulletins.
[Full Text][Citation analysis]		paper33
2020Leverage and margin spirals in fixed income markets during the Covid-19 crisis In: BIS Bulletins.
[Full Text][Citation analysis]		paper98
2014Rethinking the lender of last resort: workshop summary In: BIS Papers chapters.
[Full Text][Citation analysis]		chapter4
2015The BIS Global liquidity indicators In: IFC Bulletins chapters.
[Full Text][Citation analysis]		chapter2
2014Risks related to EME corporate balance sheets: the role of leverage and currency mismatch In: BIS Quarterly Review.
[Full Text][Citation analysis]		article88
2015Dollar credit to emerging market economies In: BIS Quarterly Review.
[Full Text][Citation analysis]		article41
2016Covered interest parity lost: understanding the cross-currency basis In: BIS Quarterly Review.
[Full Text][Citation analysis]		article128
2016Downsized FX markets: causes and implications In: BIS Quarterly Review.
[Full Text][Citation analysis]		article20
2018The implications of passive investing for securities markets In: BIS Quarterly Review.
[Full Text][Citation analysis]		article36
2019Beyond LIBOR: a primer on the new benchmark rates In: BIS Quarterly Review.
[Full Text][Citation analysis]		article28
2019Sizing up global foreign exchange markets In: BIS Quarterly Review.
[Full Text][Citation analysis]		article23
2019FX trade execution: complex and highly fragmented In: BIS Quarterly Review.
[Full Text][Citation analysis]		article13
2020Cross-border commercial real estate investment in Asia-Pacific In: BIS Quarterly Review.
[Full Text][Citation analysis]		article3
2021Outward portfolio investment and dollar funding in emerging Asia In: BIS Quarterly Review.
[Full Text][Citation analysis]		article9
2022The global foreign exchange market in a higher-volatility environment In: BIS Quarterly Review.
[Full Text][Citation analysis]		article7
2023Bank positions in FX swaps: insights from CLS In: BIS Quarterly Review.
[Full Text][Citation analysis]		article4
2023The foreign exchange market In: BIS Working Papers.
[Full Text][Citation analysis]		paper5
2023The foreign exchange market.(2023) In: Chapters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		chapter
2023Foreign investor feedback trading in an emerging financial market In: BIS Working Papers.
[Full Text][Citation analysis]		paper1
2012Stochastic Herding in Financial Markets Evidence from Institutional Investor Equity Portfolios In: BIS Working Papers.
[Full Text][Citation analysis]		paper5
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.
[Full Text][Citation analysis]		paper36
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 36		article
2015Global dollar credit: links to US monetary policy and leverage In: BIS Working Papers.
[Full Text][Citation analysis]		paper195
2015Global dollar credit: links to US monetary policy and leverage.(2015) In: Economic Policy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 195		article
2015Bank capital shock propagation via syndicated interconnectedness In: BIS Working Papers.
[Full Text][Citation analysis]		paper7
2016Bank Capital Shock Propagation via Syndicated Interconnectedness.(2016) In: Computational Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		article
2015The hunt for duration: not waving but drowning? In: BIS Working Papers.
[Full Text][Citation analysis]		paper89
2017The Hunt for Duration: Not Waving but Drowning?.(2017) In: IMF Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 89		article
2016The failure of covered interest parity: FX hedging demand and costly balance sheets In: BIS Working Papers.
[Full Text][Citation analysis]		paper66
2020FX spot and swap market liquidity spillovers In: BIS Working Papers.
[Full Text][Citation analysis]		paper10
2022FX spot and swap market liquidity spillovers.(2022) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		article
2011Capital Flow Types, External Financing Needs, and Industrial Growth: 99 countries, 1991-2007 In: Santa Cruz Department of Economics, Working Paper Series.
[Full Text][Citation analysis]		paper17
2011Capital Flow Types, External Financing Needs, and Industrial Growth: 99 countries, 1991-2007.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		paper
2011Capital flows: Catalyst or Hindrance to economic takeoffs? In: Santa Cruz Department of Economics, Working Paper Series.
[Full Text][Citation analysis]		paper18
2011Capital flows: Catalyst or Hindrance to economic takeoffs?.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		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.
[Full Text][Citation analysis]		paper1
2010From the Great Moderation to the global crisis: Exchange market pressure in the 2000s In: Santa Cruz Department of Economics, Working Paper Series.
[Full Text][Citation analysis]		paper31
2012From the Great Moderation to the Global Crisis: Exchange Market Pressure in the 2000s.(2012) In: Open Economies Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31		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 nother version. Agregated cites: 31		paper
2013Impact of macro-economic surprises on carry trade activity In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article17
2011Jumps in foreign exchange rates and stochastic unwinding of carry trades In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article7
2011Financial Sector Ups and Downs and the Real Sector: Up by the stairs, down by the parachute In: NBER Working Papers.
[Full Text][Citation analysis]		paper1
2012Investment and Growth in Rich and Poor Countries In: NBER Working Papers.
[Full Text][Citation analysis]		paper8
2011Financial sector ups and downs and the real sector : big hindrance, little help In: Policy Research Working Paper Series.
[Full Text][Citation analysis]		paper1

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team