Author Page for Vladyslav Sushko

Bank for International Settlements (BIS) - Research and Policy Analysis, BlackRock, Inc, University of Oxford - Oxford Centre for Global HistoryBoston University, Global Development Policy Center, Bank for International Settlements (BIS) and Bank for International Settlements (BIS)

Downloads 1,009 (31,364)

Citation 41

Abstract:

The Failure of Covered Interest Parity: FX Hedging Demand and Costly Balance Sheets

BIS Working Paper No. 590

Number of pages: 64 Posted: 28 Oct 2016

Vladyslav Sushko, Claudio E. V. Borio, Robert N. McCauley, Robert N. McCauley and Patrick McGuire

Bank for International Settlements (BIS), Bank for International Settlements (BIS) - Research and Policy Analysis, University of Oxford - Oxford Centre for Global HistoryBoston University, Global Development Policy Center and Bank for International Settlements (BIS)

Downloads 173 (240,325)

Abstract:

3.

Covered Interest Parity Lost: Understanding the Cross-Currency Basis

BIS Quarterly Review September 2016

Number of pages: 20 Posted: 05 Oct 2016

Claudio E. V. Borio, Robert N. McCauley, Robert N. McCauley, Patrick McGuire and Vladyslav Sushko

Bank for International Settlements (BIS) - Research and Policy Analysis, University of Oxford - Oxford Centre for Global HistoryBoston University, Global Development Policy Center, Bank for International Settlements (BIS) and Bank for International Settlements (BIS)

Downloads 883 (38,352)

Citation 16

Abstract:

4.

Beyond LIBOR: A Primer on the New Benchmark Rates

BIS Quarterly Review March 2019

Number of pages: 24 Posted: 07 Mar 2019

Andreas Schrimpf, Andreas Schrimpf and Vladyslav Sushko

Bank for International Settlements (BIS) - Monetary and Economic DepartmentCREATES - Aarhus University and Bank for International Settlements (BIS)

Downloads 840 (41,162)

Citation 4

Abstract:

5.

Risks Related to EME Corporate Balance Sheets: The Role of Leverage and Currency Mismatch

BIS Quarterly Review September 2014

Number of pages: 13 Posted: 01 Oct 2014

Michael K.F. Chui, Ingo Fender and Vladyslav Sushko

Bank for International Settlements (BIS), Bank for International Settlements (BIS) and Bank for International Settlements (BIS)

Downloads 423 (97,739)

Citation 6

Abstract:

6.

The Foreign Exchange Market

The Research Handbook of Financial Markets, edited by Refet Gürkaynak and Jonathan Wright. Edward Elgar. 2022.

Number of pages: 25 Posted: 06 Apr 2022 Last Revised: 26 May 2022

Alain Chaboud, Dagfinn Rime and Vladyslav Sushko

Board of Governors of the Federal Reserve System, BI Norwegian Business School and Bank for International Settlements (BIS)

Downloads 385 (108,946)

Abstract:

7.

Leverage and Margin Spirals in Fixed Income Markets during the COVID-19 Crisis

Number of pages: 8 Posted: 13 Jan 2021

Andreas Schrimpf, Andreas Schrimpf, Hyun Song Shin and Vladyslav Sushko

Bank for International Settlements (BIS) - Monetary and Economic DepartmentCREATES - Aarhus University, Bank for International Settlements (BIS) and Bank for International Settlements (BIS)

Downloads 307 (139,289)

Citation 35

Abstract:

8.

The Response of Tail Risk Perceptions to Unconventional Monetary Policy

Downloads 304 (140,725)

Citation 37

2

The Response of Tail Risk Perceptions to Unconventional Monetary Policy

Number of pages: 52 Posted: 19 Feb 2015

Masazumi Hattori, Andreas Schrimpf, Andreas Schrimpf and Vladyslav Sushko

Bank for International Settlements (BIS), Bank for International Settlements (BIS) - Monetary and Economic DepartmentCREATES - Aarhus University and Bank for International Settlements (BIS)

Downloads 224 (190,024)

Citation 8

Abstract:

The Response of Tail Risk Perceptions to Unconventional Monetary Policy

BIS Working Paper No. 425

Number of pages: 56 Posted: 27 Feb 2014

Masazumi Hattori, Andreas Schrimpf, Andreas Schrimpf and Vladyslav Sushko

Bank for International Settlements (BIS), Bank for International Settlements (BIS) - Monetary and Economic DepartmentCREATES - Aarhus University and Bank for International Settlements (BIS)

Downloads 80 (419,933)

Citation 13

Abstract:

9.

Downsized FX Markets: Causes and Implications

BIS Quarterly Review December 2016

Number of pages: 17 Posted: 22 Dec 2016

Michael Moore, Andreas Schrimpf, Andreas Schrimpf and Vladyslav Sushko

University of Warwick - Warwick Business School, Bank for International Settlements (BIS) - Monetary and Economic DepartmentCREATES - Aarhus University and Bank for International Settlements (BIS)

Downloads 282 (152,041)

Citation 7

Abstract:

10.

The Hunt for Duration: Not Waving but Drowning?

Downloads 275 (155,882)

Citation 25

2

The Hunt for Duration: Not Waving but Drowning?

BIS Working Paper No. 519

Number of pages: 52 Posted: 01 Mar 2017

Dietrich Domanski, Hyun Song Shin and Vladyslav Sushko

Bank for International Settlements (BIS), Bank for International Settlements (BIS) and Bank for International Settlements (BIS)

Downloads 159 (258,335)

Citation 22

Abstract:

The Hunt for Duration: Not Waving But Drowning?

BIS Working Paper No. 519

Number of pages: 48 Posted: 12 Oct 2015

Dietrich Domanski, Hyun Song Shin and Vladyslav Sushko

Bank for International Settlements (BIS), Bank for International Settlements (BIS) and Bank for International Settlements (BIS)

Downloads 116 (329,674)

Abstract:

11.

FX Spot and Swap Market Liquidity Spillovers

Downloads 267 (161,251)

Citation 5

2

FX Spot and Swap Market Liquidity Spillovers

WBS Finance Group Research Paper No. 243

Number of pages: 65 Posted: 28 Dec 2017 Last Revised: 25 Jun 2021

Ingomar Krohn and Vladyslav Sushko

Bank of Canada and Bank for International Settlements (BIS)

Downloads 212 (200,302)

Citation 3

Abstract:

FX Spot and Swap Market Liquidity Spillovers

BIS Working Paper No. 836

Number of pages: 58 Posted: 12 Feb 2020

Ingomar Krohn and Vladyslav Sushko

Bank of Canada and Bank for International Settlements (BIS)

Downloads 55 (515,763)

Citation 2

Abstract:

12.

Dollar Credit to Emerging Market Economies

BIS Quarterly Review December 2015

Number of pages: 15 Posted: 08 Dec 2015

Robert N. McCauley, Robert N. McCauley, Patrick McGuire and Vladyslav Sushko

University of Oxford - Oxford Centre for Global HistoryBoston University, Global Development Policy Center, Bank for International Settlements (BIS) and Bank for International Settlements (BIS)

Downloads 259 (165,674)

Citation 5

Abstract:

13.

Sizing Up Global Foreign Exchange Markets

BIS Quarterly Review, December 2019

Number of pages: 18 Posted: 17 Dec 2019

Andreas Schrimpf, Andreas Schrimpf and Vladyslav Sushko

Bank for International Settlements (BIS) - Monetary and Economic DepartmentCREATES - Aarhus University and Bank for International Settlements (BIS)

Downloads 254 (168,857)

Citation 1

Abstract:

14.

Impact of Macroeconomic Surprises on Carry Trade Activity

Number of pages: 35 Posted: 07 Oct 2010 Last Revised: 21 Dec 2011

Michael M. Hutchison and Vladyslav Sushko

University of California, Santa Cruz - Department of Economics and Bank for International Settlements (BIS)

Downloads 211 (201,439)

Citation 3

Abstract:

15.

Global Dollar Credit: Links to US Monetary Policy and Leverage

BIS Working Paper No. 483

Number of pages: 36 Posted: 22 Jan 2015

Robert N. McCauley, Robert N. McCauley, Patrick McGuire and Vladyslav Sushko

University of Oxford - Oxford Centre for Global HistoryBoston University, Global Development Policy Center, Bank for International Settlements (BIS) and Bank for International Settlements (BIS)

Downloads 171 (242,451)

Citation 8

Abstract:

16.

FX Trade Execution: Complex and Highly Fragmented

BIS Quarterly Review, December 2019

Number of pages: 13 Posted: 17 Dec 2019

Andreas Schrimpf, Andreas Schrimpf and Vladyslav Sushko

Bank for International Settlements (BIS) - Monetary and Economic DepartmentCREATES - Aarhus University and Bank for International Settlements (BIS)

Downloads 169 (244,825)

Citation 2

Abstract:

17.

Stochastic Herding in Financial Markets Evidence from Institutional Investor Equity Portfolios

BIS Working Paper No. 371

Number of pages: 56 Posted: 24 Feb 2012

Makoto Nirei, Theodoros G. Stamatiou and Vladyslav Sushko

The University of Tokyo, Eurobank Ergasias SA - Division of Research and Forecasting and Bank for International Settlements (BIS)

Downloads 95 (374,577)

Abstract:

18.

Stochastic Herding in Financial Markets Evidence from Institutional Investor Equity Portfolios

Number of pages: 53 Posted: 07 Jul 2011 Last Revised: 13 Jan 2012

Vladyslav Sushko, Makoto Nirei and Theodoros G. Stamatiou

Bank for International Settlements (BIS), The University of Tokyo and Eurobank Ergasias SA - Division of Research and Forecasting

Downloads 95 (374,577)

Abstract:

19.

Rethinking the Lender of Last Resort: Workshop Summary

BIS Paper No. 79a

Number of pages: 9 Posted: 08 Oct 2014

Dietrich Domanski and Vladyslav Sushko

Bank for International Settlements (BIS) and Bank for International Settlements (BIS)

Downloads 79 (418,546)

Abstract:

20.

Financial Sector Ups and Downs and the Real Sector: Big Hindrance, Little Help

Downloads 57 (495,144)

2

Financial Sector Ups and Downs and the Real Sector: Big Hindrance, Little Help

World Bank Policy Research Working Paper No. 5860

Number of pages: 40 Posted: 20 Apr 2016

Joshua Aizenman, Brian Pinto and Vladyslav Sushko

University of Southern California - Department of Economics, Independent and Bank for International Settlements (BIS)

Downloads 37 (602,117)

Abstract:

Financial Sector Ups and Downs and the Real Sector: Up by the Stairs, Down by the Parachute

NBER Working Paper No. w17530

Number of pages: 47 Posted: 22 Oct 2011 Last Revised: 27 May 2022

Joshua Aizenman, Brian Pinto and Vladyslav Sushko

University of Southern California - Department of Economics, Independent and Bank for International Settlements (BIS)

Downloads 20 (724,971)

Abstract:

21.

Bank Capital Shock Propagation Via Syndicated Interconnectedness

BIS Working Paper No. 484

Number of pages: 44 Posted: 29 Jan 2015

Makoto Nirei, Julián Caballero and Vladyslav Sushko

The University of Tokyo, Inter-American Development Bank (IDB) - Research Department and Bank for International Settlements (BIS)

Downloads 43 (557,574)

Abstract:

22.

Financial Sector Ups and Downs and the Real Sector in the Open Economy: Up by the Stairs, Down by the Parachute

BIS Working Paper No. 411

Number of pages: 39 Posted: 16 May 2013

Joshua Aizenman, Brian Pinto and Vladyslav Sushko

University of Southern California - Department of Economics, Independent and Bank for International Settlements (BIS)

Downloads 42 (562,592)

Citation 4

Abstract:

23.

From the Great Moderation to the Global Crisis: Exchange Market Pressure in the 2000s

NBER Working Paper No. w16447

Number of pages: 39 Posted: 12 Oct 2010 Last Revised: 11 Jun 2022

Joshua Aizenman, Jaewoo Lee and Vladyslav Sushko

University of Southern California - Department of Economics, International Monetary Fund (IMF) - Research Department and Bank for International Settlements (BIS)

Downloads 32 (617,574)

Abstract:

24.

Investment and Growth in Rich and Poor Countries

NBER Working Paper No. w17788

Number of pages: 29 Posted: 28 Jan 2012 Last Revised: 10 Aug 2022

Yin-Wong Cheung, Michael P. Dooley and Vladyslav Sushko

University of California, Santa Cruz - Department of Economics, University of California at Santa Cruz and Bank for International Settlements (BIS)

Downloads 26 (656,963)

Abstract:

25.

Capital Flow Types, External Financing Needs, and Industrial Growth: 99 Countries, 1991-2007

NBER Working Paper No. w17228

Number of pages: 30 Posted: 16 Jul 2011 Last Revised: 30 Jul 2022

Joshua Aizenman and Vladyslav Sushko

University of Southern California - Department of Economics and Bank for International Settlements (BIS)

Downloads 23 (678,952)

Abstract:

26.

Capital Flows: Catalyst or Hindrance to Economic Takeoffs?

NBER Working Paper No. w17258

Number of pages: 36 Posted: 29 Jul 2011 Last Revised: 27 Feb 2022

Joshua Aizenman and Vladyslav Sushko

University of Southern California - Department of Economics and Bank for International Settlements (BIS)

Downloads 15 (743,796)

Abstract:

27.

Outward portfolio investment and dollar funding in emerging Asia

BIS Quarterly Review, December 2021

Number of pages: 15 Posted: 16 Feb 2022

Patrick McGuire, Ilhyock Shim, Hyun Song Shin and Vladyslav Sushko

Bank for International Settlements (BIS), Bank for International Settlements (BIS), Bank for International Settlements (BIS) and Bank for International Settlements (BIS)

Downloads 11 (780,705)

Abstract:

28.

Cross-Border Commercial Real Estate Investment in Asia-Pacific

BIS Quarterly Review, September 2020

Number of pages: 16 Posted: 11 Feb 2022

Ilhyock Shim, Vladyslav Sushko and Xiaoxi Liu

Bank for International Settlements (BIS), Bank for International Settlements (BIS) and Bank for International Settlements (BIS)

Downloads 4 (852,540)

Vladyslav Sushko

Bank for International Settlements (BIS)

Economist

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Scholarly Papers (28)

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