18
H index
22
i10 index
1244
Citations
Bank for International Settlements (BIS) (66% share) | 18 H index 22 i10 index 1244 Citations RESEARCH PRODUCTION: 23 Articles 26 Papers 1 Books 3 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Vladyslav Y. Sushko. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| BIS Quarterly Review | 13 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| BIS Working Papers / Bank for International Settlements | 11 |
| NBER Working Papers / National Bureau of Economic Research, Inc | 5 |
| BIS Bulletins / Bank for International Settlements | 5 |
| Santa Cruz Department of Economics, Working Paper Series / Department of Economics, UC Santa Cruz | 4 |
| Year | Title of citing document | |
|---|---|---|
| 2025 | Inversión Privada como Motor del Crecimiento: Evidencia con un Panel Dinámico Heterogéneo. (2025). Luis, Acedo Colli ; Vctor, Barone Sergio. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4823. Full description at Econpapers || Download paper | |
| 2025 | To 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. Full description at Econpapers || Download paper | |
| 2025 | Optimal hedging of an informed broker facing many traders. (2025). Bergault, Philippe ; Cardaliaguet, Pierre ; Yan, Wenbin. In: Papers. RePEc:arx:papers:2506.08992. Full description at Econpapers || Download paper | |
| 2025 | FX-constrained growth: Fundamentalists, chartists and the dynamic trade-multiplier. (2025). Sordi, Serena ; Davila-Fernandez, Marwil J. In: Papers. RePEc:arx:papers:2508.02252. Full description at Econpapers || Download paper | |
| 2025 | A Case for AXI. (2025). Tsyrennikov, Viktor. In: Papers. RePEc:arx:papers:2509.03035. Full description at Econpapers || Download paper | |
| 2026 | When David becomes Goliath: Repo dealer-driven bond mispricing. (2026). Barunik, Jozef ; Gerba, Eddie ; Canon, Carlos. In: Papers. RePEc:arx:papers:2603.10690. Full description at Econpapers || Download paper | |
| 2025 | On-the-run Premia, Settlement Fails, and Central Bank Access. (2025). Schneider, Fabienne. In: Staff Working Papers. RePEc:bca:bocawp:25-19. Full description at Econpapers || Download paper | |
| 2026 | Central Bank Crisis Interventions and the Term Structure of Market Fear. (2026). Uthemann, Andreas ; Ergun, Lerby ; Danielsson, Jon ; Bevilacqua, Mattia ; Zigrand, Jean-Pierre. In: Staff Working Papers. RePEc:bca:bocawp:26-17. Full description at Econpapers || Download paper | |
| 2025 | US 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. Full description at Econpapers || Download paper | |
| 2025 | Financial channel implications of a weaker dollar for emerging market economies. (2025). Wooldridge, Philip ; Juselius, Mikael ; Xia, Dora. In: BIS Bulletins. RePEc:bis:bisblt:114. Full description at Econpapers || Download paper | |
| 2025 | Unpacking repo haircuts and their implications for leverage. (2025). Schrimpf, Andreas ; Schmeling, Maik ; Hermes, Felix. In: BIS Bulletins. RePEc:bis:bisblt:117. Full description at Econpapers || Download paper | |
| 2026 | Capital flows, exchange rates and financial conditions in EMEs in an evolving international monetary system. (2026). Shim, Ilhyock ; Martinez, Berenice ; Guerra, Rafael ; Gamboa, Fredy ; Ehlers, Torsten ; Cavallino, Paolo. In: BIS Papers chapters. RePEc:bis:bisbpc:171-01. Full description at Econpapers || Download paper | |
| 2026 | Note on the role of non-residents in the Chilean foreign exchange market. (2026). Of, Central Bank. In: BIS Papers chapters. RePEc:bis:bisbpc:171-04. Full description at Econpapers || Download paper | |
| 2026 | The expanding role of non-bank financial institutions in transmitting global financial conditions - the case of Korea. (2026). Of, Bank. In: BIS Papers chapters. RePEc:bis:bisbpc:171-12. Full description at Econpapers || Download paper | |
| 2026 | NBFIs footprint on EMEs financial markets. (2026). Of, Bank. In: BIS Papers chapters. RePEc:bis:bisbpc:171-14. Full description at Econpapers || Download paper | |
| 2026 | Money and the architecture of trust. (2026). Aldasoro, Iaki. In: BIS Papers. RePEc:bis:bisbps:175. Full description at Econpapers || Download paper | |
| 2025 | Commonality under pressure: banks and funds. (2025). Cornelli, Giulio ; Aquilina, Matteo ; Tarashev, Nikola. In: BIS Quarterly Review. RePEc:bis:bisqtr:2503e. Full description at Econpapers || Download paper | |
| 2025 | International 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. Full description at Econpapers || Download paper | |
| 2025 | Goodbye Libor, hello basis traders: unpacking the surge in global interest rate derivatives turnover. (2025). Todorov, Karamfil ; Ehlers, Torsten. In: BIS Quarterly Review. RePEc:bis:bisqtr:2512c. Full description at Econpapers || Download paper | |
| 2025 | International finance through the lens of BIS statistics: derivatives markets. (2025). von Peter, Goetz ; Avdjiev, Stefan ; McGuire, Patrick. In: BIS Quarterly Review. RePEc:bis:bisqtr:2512d. Full description at Econpapers || Download paper | |
| 2026 | Uncovering FX settlement risk: new measures from the 2025 BIS Triennial Survey. (2026). Shirakami, Takeshi ; McGuire, Patrick ; Lovell, Natalie ; Drehmann, Mathias ; Conway, Matthew. In: BIS Quarterly Review. RePEc:bis:bisqtr:2606c. Full description at Econpapers || Download paper | |
| 2025 | The 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. Full description at Econpapers || Download paper | |
| 2025 | Harnessing 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. Full description at Econpapers || Download paper | |
| 2025 | When 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. Full description at Econpapers || Download paper | |
| 2026 | Financial stability limits on fiscal space. (2026). Zampolli, Fabrizio. In: BIS Working Papers. RePEc:bis:biswps:1339. Full description at Econpapers || Download paper | |
| 2026 | Stablecoin flows and spillovers to FX markets. (2026). Aldasoro, Iñaki ; Grinberg, Federico ; Beltrn, Paula. In: BIS Working Papers. RePEc:bis:biswps:1340. Full description at Econpapers || Download paper | |
| 2026 | Public debt and monetary policy transmission: evidence from advanced and emerging Europe. (2026). Mehrotra, Aaron ; Zampolli, Fabrizio ; Johns, Christopher. In: BIS Working Papers. RePEc:bis:biswps:1365. Full description at Econpapers || Download paper | |
| 2025 | Econometric Estimation of the Monetary Policy Effect on the Debt Burden at the Industry Level in Russia. (2025). Magzhanov, Timur ; Mirzoyan, Ashot ; Pustovalova, Anna. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:84:y:2025:i:4:p:3-21. Full description at Econpapers || Download paper | |
| 2024 | Alternative 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. Full description at Econpapers || Download paper | |
| 2024 | Interest 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. Full description at Econpapers || Download paper | |
| 2025 | The 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. Full description at Econpapers || Download paper | |
| 2025 | Exploratory 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. Full description at Econpapers || Download paper | |
| 2024 | The 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. Full description at Econpapers || Download paper | |
| 2025 | Monetary Policy and Life Insurance Profitability: Bancassurance’s Edge in a Low-Yield World. (2025). Aguilar-Perez, Pablo. In: Working Papers. RePEc:cii:cepidt:2025-22. Full description at Econpapers || Download paper | |
| 2025 | A Model of Interacting Banks and Money Market Funds. (2025). Suarez, Javier ; Farias, Martin. In: Working Papers. RePEc:cmf:wpaper:wp2025_2508. Full description at Econpapers || Download paper | |
| 2026 | Hedging Against Inflation: International Evidence on Investor Clientele Effects. (2026). Swinkels, Laurens ; Boermans, Martijn. In: Working Papers. RePEc:cnb:wpaper:2026/08. Full description at Econpapers || Download paper | |
| 2025 | Quantitative 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. Full description at Econpapers || Download paper | |
| 2025 | Hedging against inflation: International evidence on investor clientele effects in the bond market. (2025). Boermans, Martijn. In: Working Papers. RePEc:dnb:dnbwpp:838. Full description at Econpapers || Download paper | |
| 2025 | Monetary 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. Full description at Econpapers || Download paper | |
| 2026 | Unconventional U.S. monetary policy and international financial market stability. (2026). Dean, James. In: Economics Bulletin. RePEc:ebl:ecbull:eb-25-00582. Full description at Econpapers || Download paper | |
| 2025 | . Full description at Econpapers || Download paper | |
| 2026 | Monetary policy transmission and non-bank financial intermediation. (2026). Kaufmann, Christoph ; Anyfantaki, Sofia ; Barahona, Ricardo ; Maddaloni, Angela ; Lukmanova, Elizaveta ; Hartmann, Philipp ; Fricke, Daniel ; Cucic, Dominic. In: Occasional Paper Series. RePEc:ecb:ecbops:2026391. Full description at Econpapers || Download paper | |
| 2025 | The implications of CIP deviations for international capital flows. (2025). Kubitza, Christian ; Vandeweyer, Quentin ; Sigaux, Jean-David. In: Working Paper Series. RePEc:ecb:ecbwps:20253017. Full description at Econpapers || Download paper | |
| 2025 | The international dimension of repo: five new facts. (2025). Schrimpf, Andreas ; Schmeling, Maik ; Hermes, Felix. In: Working Paper Series. RePEc:ecb:ecbwps:20253065. Full description at Econpapers || Download paper | |
| 2025 | Macroprudential 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. Full description at Econpapers || Download paper | |
| 2024 | Religion 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. Full description at Econpapers || Download paper | |
| 2025 | US 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. Full description at Econpapers || Download paper | |
| 2025 | The 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. Full description at Econpapers || Download paper | |
| 2024 | Measuring 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. Full description at Econpapers || Download paper | |
| 2025 | The diminishing marginal effect of the capital adequacy ratio on the control of bank risk-taking. (2025). Ma, Yuxian ; Miao, Wenlong ; Xu, Haoran. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s1062940825001354. Full description at Econpapers || Download paper | |
| 2026 | Corporate cash value and ESG management: Panel data analyses of stock indices across countries. (2026). Inaba, Kei-Ichiro. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:81:y:2026:i:c:s1062940825001615. Full description at Econpapers || Download paper | |
| 2025 | Liquidity 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. Full description at Econpapers || Download paper | |
| 2026 | A tale of two tails. (2026). Ahn, Jungkyu ; Lee, Doowon. In: Economics Letters. RePEc:eee:ecolet:v:258:y:2026:i:c:s016517652500566x. Full description at Econpapers || Download paper | |
| 2025 | Mind 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. Full description at Econpapers || Download paper | |
| 2025 | On the profitability of influential carry-trade strategies: Data-snooping bias and post-publication performance. (2025). Taylor, Mark ; HSU, Po-Hsuan ; Wang, Zigan ; Li, Yan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:83:y:2025:i:c:s0927539825000623. Full description at Econpapers || Download paper | |
| 2025 | Capital 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. Full description at Econpapers || Download paper | |
| 2025 | The measurement of financialization and its dynamic relevance with the real economy growth: A TVP-VAR analysis. (2025). Wang, Yajun ; Wu, Jinyan. In: International Review of Financial Analysis. RePEc:eee:finana:v:106:y:2025:i:c:s1057521925006325. Full description at Econpapers || Download paper | |
| 2025 | Cross-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. Full description at Econpapers || Download paper | |
| 2025 | Repo 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. Full description at Econpapers || Download paper | |
| 2025 | The role of geopolitics in repeated foreign exchange crisis in Pakistan. (2025). Omer, Muhammad ; Shah, Syed Hasanat ; Hasnat, Hafsa. In: Finance Research Letters. RePEc:eee:finlet:v:86:y:2025:i:pg:s1544612325021774. Full description at Econpapers || Download paper | |
| 2025 | Coarse pricing in QE auctions. (2025). Tsujimoto, Yusuke. In: Journal of Financial Markets. RePEc:eee:finmar:v:73:y:2025:i:c:s1386418124000776. Full description at Econpapers || Download paper | |
| 2025 | Rise 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. Full description at Econpapers || Download paper | |
| 2025 | Quantitative 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. Full description at Econpapers || Download paper | |
| 2025 | Floating exchange rate efficiency: Grouping patterns and pandemic impacts. (2025). Portela, Jose ; Rodriguez-Gallego, Alejandro ; Corzo, Teresa ; Martin-Bujack, Karin. In: International Economics. RePEc:eee:inteco:v:182:y:2025:i:c:s2110701725000149. Full description at Econpapers || Download paper | |
| 2025 | The 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. Full description at Econpapers || Download paper | |
| 2026 | Collateral pledgeability and asset manager portfolio choices during redemption waves. (2026). Skrutkowski, Mathias ; Riedel, Max ; Fauvrelle, Thiago. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:109:y:2026:i:c:s1042443126000089. Full description at Econpapers || Download paper | |
| 2026 | Crisis-dependent linkages in major exchange rates. (2026). Gerth, Florian ; Han, Chong ; Fadina, Tolulope ; Evans, James ; Ibhagui, Oyakhilome. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:109:y:2026:i:c:s1042443126000491. Full description at Econpapers || Download paper | |
| 2025 | Covered 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. Full description at Econpapers || Download paper | |
| 2024 | Central 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. Full description at Econpapers || Download paper | |
| 2025 | Life insurance convexity. (2025). Kubitza, Christian ; Grochola, Nicolaus ; Grndl, Helmut. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:178:y:2025:i:c:s0378426625001220. Full description at Econpapers || Download paper | |
| 2025 | Trade policy sensitivity and global stock returns: Evidence from the 2016 U.S. Presidential election. (2025). Lin, Chih-Yung ; HASAN, IFTEKHAR ; Vaike, Chris ; Mai, Ngoc Thuy ; Bui, Dien Giau. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:178:y:2025:i:c:s0378426625001372. Full description at Econpapers || Download paper | |
| 2025 | Authorized participants’ regulatory constraints and limits to ETF arbitrage during market turmoil Evidence from the dash-for-cash episode. (2025). Raddatz, Claudio E. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:179:y:2025:i:c:s0378426625001190. Full description at Econpapers || Download paper | |
| 2025 | Media tone is a priced risk factor in currency markets. (2025). Pukthuanthong, Kuntara ; Heimonen, Kari ; Lehkonen, Heikki. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:180:y:2025:i:c:s0378426625001621. Full description at Econpapers || Download paper | |
| 2026 | Fed put in the equity options markets. (2026). Siddique, Akhtar ; Poti, Valerio ; Kamrad, Bardia ; Dahiya, Sandeep. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:188:y:2026:i:c:s0378426626000713. Full description at Econpapers || Download paper | |
| 2026 | Tail risk and expectations. (2026). Chua, Yeow Hwee ; Hong, Zu Yao. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:242:y:2026:i:c:s0167268125005281. Full description at Econpapers || Download paper | |
| 2025 | The SOFR discount. (2025). Syrstad, Olav ; Klingler, Sven. In: Journal of Financial Economics. RePEc:eee:jfinec:v:164:y:2025:i:c:s0304405x24002125. Full description at Econpapers || Download paper | |
| 2025 | Constrained 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. Full description at Econpapers || Download paper | |
| 2025 | Benchmarking benchmarks. (2025). Putnis, Tlis ; Khomyn, Marta ; Brugler, James. In: Journal of Financial Economics. RePEc:eee:jfinec:v:168:y:2025:i:c:s0304405x25000261. Full description at Econpapers || Download paper | |
| 2025 | LTCM 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. Full description at Econpapers || Download paper | |
| 2025 | Pension 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. Full description at Econpapers || Download paper | |
| 2025 | Lending 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. Full description at Econpapers || Download paper | |
| 2024 | An 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. Full description at Econpapers || Download paper | |
| 2025 | U.S. monetary policy shock spillovers: evidence from firm-level data. (2025). Furceri, Davide ; Firat, Melih ; Verrier, Jeanne ; Arbatli-Saxegaard, Elif. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:158:y:2025:i:c:s0261560625001378. Full description at Econpapers || Download paper | |
| 2026 | The risk sensitivity of global liquidity flows: Heterogeneity, evolution and drivers. (2026). Gambacorta, Leonardo ; Schiaffi, Stefano ; Avdjiev, Stefan ; Goldberg, Linda S. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:161:y:2026:i:c:s0261560625002001. Full description at Econpapers || Download paper | |
| 2026 | Stablecoins and short-term funding markets. (2026). Gardin, Paul ; Barthlemy, Jean ; Nguyen, Benoit. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:161:y:2026:i:c:s0261560625002049. Full description at Econpapers || Download paper | |
| 2026 | The dollar squeeze and economic growth. (2026). Long, Xin ; Lim, Jamus Jerome. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:87:y:2026:i:c:s0164070426000030. Full description at Econpapers || Download paper | |
| 2026 | Beyond carry-trading: New insights into the uses of foreign-denominated bond issuances by Latin American firms. (2026). Zeolla, Nicols Hernn ; Rabinovich, Joel ; Artica, Rodrigo Prez. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:7:y:2026:i:2:s2666143825000092. Full description at Econpapers || Download paper | |
| 2026 | Credit market sentiment, investor monitoring and firms’ international borrowing. (2026). Serena Garralda, Jose Maria. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:7:y:2026:i:3:s2666143825000122. Full description at Econpapers || Download paper | |
| 2025 | An 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. Full description at Econpapers || Download paper | |
| 2025 | Central 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. Full description at Econpapers || Download paper | |
| 2024 | An 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. Full description at Econpapers || Download paper | |
| 2025 | Overview 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. Full description at Econpapers || Download paper | |
| 2025 | Dollar Funding Fragility and Non-U.S. Global Banks. (2025). Davis, Jonathan ; van Wincoop, Eric ; Bacchetta, Philippe. In: Working Papers. RePEc:fip:feddwp:101523. Full description at Econpapers || Download paper | |
| 2026 | Government bond-backed repo markets: between resilience and vulnerability. (2026). Samarina, Anna ; Tamburrini, Fabio ; Nikolaou, Kleopatra ; Mamburu, Mulalo ; Devigne, Lucas ; Banegas, Ayelen. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:103647. Full description at Econpapers || Download paper | |
| 2025 | The case for supporting liquidity supply in (some corners of) non-bank intermediation. (2025). Aramonte, Sirio. In: International Finance Discussion Papers. RePEc:fip:fedgif:1425. Full description at Econpapers || Download paper | |
| 2024 | Mind 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. Full description at Econpapers || Download paper | |
| 2025 | Fed-Driven Systemic Tail Risk: High-Frequency Measurement, Evidence and Implications. (2025). Yang, Xiye ; Neely, Christopher ; Erdemlioglu, Deniz. In: Working Papers. RePEc:fip:fedlwp:96490. Full description at Econpapers || Download paper | |
| 2026 | Transformed Intermediation: Credit Risk to NBFIs, Liquidity Risk to Banks. (2026). Cetorelli, Nicola ; Acharya, Viral V ; Tuckman, Bruce. In: Staff Reports. RePEc:fip:fednsr:102312. Full description at Econpapers || Download paper | |
| 2025 | The 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. Full description at Econpapers || Download paper | |
| 2025 | Global 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. Full description at Econpapers || Download paper | |
| 2025 | The 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. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2016 | The Response of Tail Risk Perceptions to Unconventional Monetary Policy In: American Economic Journal: Macroeconomics. [Full Text][Citation analysis] | article | 100 |
| 2013 | The 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: 100 | paper | |
| 2018 | What risks do exchange-traded funds pose? In: Financial Stability Review. [Full Text][Citation analysis] | article | 2 |
| 2026 | Investment funds de facto currency risk exposure In: BIS Bulletins. [Full Text][Citation analysis] | paper | 0 |
| 2026 | Monetary policy transmission to exchange rates: the role of currency carry trades In: BIS Bulletins. [Full Text][Citation analysis] | paper | 0 |
| 2020 | US dollar funding markets during the Covid-19 crisis - the money market fund turmoil In: BIS Bulletins. [Full Text][Citation analysis] | paper | 29 |
| 2020 | US dollar funding markets during the Covid-19 crisis - the international dimension In: BIS Bulletins. [Full Text][Citation analysis] | paper | 33 |
| 2020 | Leverage and margin spirals in fixed income markets during the Covid-19 crisis In: BIS Bulletins. [Full Text][Citation analysis] | paper | 106 |
| 2014 | Rethinking the lender of last resort: workshop summary In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 4 |
| 2025 | The transformation of the life insurance industry: systemic risks and policy challenges In: BIS Papers. [Full Text][Citation analysis] | book | 0 |
| 2015 | The BIS Global liquidity indicators In: IFC Bulletins chapters. [Full Text][Citation analysis] | chapter | 2 |
| 2014 | Risks related to EME corporate balance sheets: the role of leverage and currency mismatch In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 89 |
| 2015 | Dollar credit to emerging market economies In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 43 |
| 2016 | Covered interest parity lost: understanding the cross-currency basis In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 132 |
| 2016 | Downsized FX markets: causes and implications In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 21 |
| 2018 | The implications of passive investing for securities markets In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 38 |
| 2019 | Beyond LIBOR: a primer on the new benchmark rates In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 35 |
| 2019 | Sizing up global foreign exchange markets In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 26 |
| 2019 | FX trade execution: complex and highly fragmented In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 15 |
| 2020 | Cross-border commercial real estate investment in Asia-Pacific In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 3 |
| 2021 | Outward portfolio investment and dollar funding in emerging Asia In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 11 |
| 2022 | The global foreign exchange market in a higher-volatility environment In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 8 |
| 2023 | Bank positions in FX swaps: insights from CLS In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 4 |
| 2025 | Global FX markets when hedging takes centre stage In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 4 |
| 2023 | The foreign exchange market In: BIS Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2023 | The foreign exchange market.(2023) In: Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | chapter | |
| 2023 | Foreign investor feedback trading in an emerging financial market In: BIS Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2026 | Shifting forces behind RMB internationalization: evidence from the 2025 Triennial Survey In: BIS Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Stochastic Herding in Financial Markets Evidence from Institutional Investor Equity Portfolios In: BIS Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2013 | Financial 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] | paper | 39 |
| 2013 | Financial 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: 39 | article | |
| 2015 | Global dollar credit: links to US monetary policy and leverage In: BIS Working Papers. [Full Text][Citation analysis] | paper | 201 |
| 2015 | Global dollar credit: links to US monetary policy and leverage.(2015) In: Economic Policy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 201 | article | |
| 2015 | Bank capital shock propagation via syndicated interconnectedness In: BIS Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2016 | Bank Capital Shock Propagation via Syndicated Interconnectedness.(2016) In: Computational Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
| 2015 | The hunt for duration: not waving but drowning? In: BIS Working Papers. [Full Text][Citation analysis] | paper | 97 |
| 2017 | The Hunt for Duration: Not Waving but Drowning?.(2017) In: IMF Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 97 | article | |
| 2016 | The failure of covered interest parity: FX hedging demand and costly balance sheets In: BIS Working Papers. [Full Text][Citation analysis] | paper | 68 |
| 2020 | FX spot and swap market liquidity spillovers In: BIS Working Papers. [Full Text][Citation analysis] | paper | 11 |
| 2022 | FX 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: 11 | article | |
| 2011 | Capital 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] | paper | 17 |
| 2011 | Capital 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 | |
| 2011 | Capital flows: Catalyst or Hindrance to economic takeoffs? In: Santa Cruz Department of Economics, Working Paper Series. [Full Text][Citation analysis] | paper | 18 |
| 2011 | Capital 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 | |
| 2012 | Financial 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] | paper | 1 |
| 2010 | From 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] | paper | 31 |
| 2012 | From 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 | |
| 2010 | From 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 | |
| 2013 | Impact of macro-economic surprises on carry trade activity In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 18 |
| 2011 | Jumps in foreign exchange rates and stochastic unwinding of carry trades In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 8 |
| 2011 | Financial Sector Ups and Downs and the Real Sector: Up by the stairs, down by the parachute In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2012 | Investment and Growth in Rich and Poor Countries In: NBER Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 2011 | Financial sector ups and downs and the real sector : big hindrance, little help In: Policy Research Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 20 2026. Contact: CitEc Team