Vladyslav Sushko

Bank for International Settlements (BIS) - Monetary and Economic Department

Economist

Centralbahnplatz 2

Basel, Basel-Stadt 4002

Switzerland

  • Bank for International Settlements (BIS) - Monetary and Economic Department

SCHOLARLY PAPERS

24

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4,249

SSRN CITATIONS
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Top 2,979

in Total Papers Citations

95

CROSSREF CITATIONS

273

Scholarly Papers (24)

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1.

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

Downloads 737 ( 34,524)
Citation 19

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

BIS Working Papers No. 590
Number of pages: 63 Posted: 02 Feb 2017 Last Revised: 23 Nov 2018
Claudio E. V. Borio, Mobeen Iqbal, Robert N. McCauley, Patrick McGuire and Vladyslav Sushko
Bank for International Settlements (BIS) - Research and Policy Analysis, Barclays Investment Bank, Bank for International Settlements (BIS), Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 602 (44,724)
Citation 25

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Covered interest parity, FX swaps, currency basis, limits to arbitrage, US dollar funding, currency hedging, preferred habitat investors, term structure

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 and Patrick McGuire
Bank for International Settlements (BIS) - Monetary and Economic Department, Bank for International Settlements (BIS) - Research and Policy Analysis, Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 135 (220,289)

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Covered interest parity, FX swaps, currency basis, limits to arbitrage, US dollar funding, currency hedging

2.

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, Patrick McGuire and Vladyslav Sushko
Bank for International Settlements (BIS) - Research and Policy Analysis, Bank for International Settlements (BIS), Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 619 (43,687)
Citation 7

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3.

The Implications of Passive Investing for Securities Markets

BIS Quarterly Review, March 2018
Number of pages: 19 Posted: 13 Mar 2018
Vladyslav Sushko and Grant Turner
Bank for International Settlements (BIS) - Monetary and Economic Department and Reserve Bank of Australia
Downloads 562 (49,445)
Citation 3

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4.

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) - Monetary and Economic Department
Downloads 317 (98,044)
Citation 1

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5.

The Response of Tail Risk Perceptions to Unconventional Monetary Policy

Downloads 246 (128,304)
Citation 28

The Response of Tail Risk Perceptions to Unconventional Monetary Policy

Number of pages: 52 Posted: 19 Feb 2015
Masazumi Hattori, Andreas Schrimpf and Vladyslav Sushko
Bank for International Settlements (BIS), Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 190 (164,104)
Citation 7

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Unconventional Monetary Policy, Risk-Taking Channel, Forward Guidance, Tail Risk, Event Study

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 and Vladyslav Sushko
Bank for International Settlements (BIS), Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 56 (386,031)
Citation 4

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Unconventional monetary policy, Tail risk, Event study, Bayesian time-varying parameter VARs

6.

Dollar Credit to Emerging Market Economies

BIS Quarterly Review December 2015
Number of pages: 15 Posted: 08 Dec 2015
Robert N. McCauley, Patrick McGuire and Vladyslav Sushko
Bank for International Settlements (BIS), Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 208 (150,972)
Citation 3

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7.

The Hunt for Duration: Not Waving But Drowning?

Downloads 205 (153,110)
Citation 34

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) - Monetary and Economic Department
Downloads 113 (252,290)

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long-term yield compression, insurance sector, liability-driven investment, duration mismatch

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) - Monetary and Economic Department
Downloads 91 (292,781)
Citation 19

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Long-Term Yield Compression, Insurance Sector, Liability-Driven Investment, Duration Mismatch

The Hunt for Duration: Not Waving But Drowning?

IMF Economic Review, Vol. 65, Issue 1, 2017
Number of pages: 41 Posted: 24 Apr 2018 Last Revised: 24 Jul 2018
Dietrich Domanski, Hyun Song Shin and Vladyslav Sushko
Bank for International Settlements (BIS), Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 1 (703,477)
Citation 5
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8.

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) - Monetary and Economic Department
Downloads 199 (157,410)
Citation 3

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Macroeconomic News, Risk Reversals, Foreign Exchange Futures, Carry Trade

9.

Downsized FX Markets: Causes and Implications

BIS Quarterly Review December 2016
Number of pages: 17 Posted: 22 Dec 2016
Michael Moore, Andreas Schrimpf and Vladyslav Sushko
University of Warwick - Warwick Business School, Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 195 (160,418)
Citation 4

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10.

Beyond LIBOR: A Primer on the New Benchmark Rates

BIS Quarterly Review March 2019
Number of pages: 24 Posted: 07 Mar 2019
Andreas Schrimpf and Vladyslav Sushko
Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 168 (183,181)

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11.

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, Patrick McGuire and Vladyslav Sushko
Bank for International Settlements (BIS), Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 157 (194,031)
Citation 3

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US dollar, offshore credit, interest rate differentials, leverage, bond fund flows, policy rates, term premium, unconventional monetary policy

12.

FX Spot and Swap Market Liquidity Spillovers

BIS Working Paper No. 836, WBS Finance Group Research Paper No. 243
Number of pages: 65 Posted: 28 Dec 2017 Last Revised: 16 Jan 2020
Ingomar Krohn and Vladyslav Sushko
Copenhagen Business School - Department of Finance and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 147 (205,043)
Citation 3

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Foreign Exchange, Market liquidity, Funding liquidity, Microstructure, Dealer activity, Window dressing

13.

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) - Monetary and Economic Department, University of Tokyo - Graduate School of Economics and Eurobank Ergasias SA - Division of Research and Forecasting
Downloads 88 (296,718)

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Stochastic Behavior, Herding, Interacting Agents, Fat Tails

14.

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
University of Tokyo - Graduate School of Economics, Eurobank Ergasias SA - Division of Research and Forecasting and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 87 (298,769)

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Stochastic Behavior, Herding, Interacting Agents, Fat Tails

15.

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

Downloads 54 (386,769)

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
National Bureau of Economic Research (NBER), Independent and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 36 (464,760)

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Economic Theory & Research, Achieving Shared Growth, Emerging Markets, Currencies and Exchange Rates, Debt Markets

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
Joshua Aizenman, Brian Pinto and Vladyslav Sushko
National Bureau of Economic Research (NBER), Independent and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 18 (569,929)

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16.

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) - Monetary and Economic Department
Downloads 51 (396,710)

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17.

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
University of Tokyo - Graduate School of Economics, Inter-American Development Bank (IDB) - Research Department and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 42 (429,433)

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Syndicated lending, systemic risk, network externalities, value at risk, bank capital shocks, rare event risk

18.

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
National Bureau of Economic Research (NBER), Independent and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 37 (449,935)
Citation 2

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financial cycles, financial and trade openness, real transmission of financial shocks, foreign exchange reserves

19.

FX Trade Execution: Complex and Highly Fragmented

BIS Quarterly Review, December 2019
Number of pages: 13 Posted: 17 Dec 2019
Andreas Schrimpf and Vladyslav Sushko
Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 31 (476,925)

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20.

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
Joshua Aizenman, Jaewoo Lee and Vladyslav Sushko
National Bureau of Economic Research (NBER), International Monetary Fund (IMF) - Research Department and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 26 (502,920)
Citation 1

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21.

Investment and Growth in Rich and Poor Countries

NBER Working Paper No. w17788
Number of pages: 29 Posted: 28 Jan 2012
Yin-Wong Cheung, Michael P. Dooley and Vladyslav Sushko
City University of Hong Kong - Department of Economics & Finance, University of California at Santa Cruz and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 24 (514,189)

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22.

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
Joshua Aizenman and Vladyslav Sushko
National Bureau of Economic Research (NBER) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 22 (525,952)

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23.

Sizing Up Global Foreign Exchange Markets

BIS Quarterly Review, December 2019
Number of pages: 18 Posted: 17 Dec 2019
Andreas Schrimpf and Vladyslav Sushko
Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 18 (550,055)

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24.

Capital Flows: Catalyst or Hindrance to Economic Takeoffs?

NBER Working Paper No. w17258
Number of pages: 36 Posted: 29 Jul 2011
Joshua Aizenman and Vladyslav Sushko
National Bureau of Economic Research (NBER) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 9 (607,220)

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