Vladyslav Sushko - Central Bank Research Hub

Papers by year: All | 2016 | 2015 | 2014 | 2013 | 2012

Title Other author(s)

Downsized FX markets: causes and implications

Bank for International Settlements Quarterly Review [View] (Paper: 1612e, 11.12.2016)

JEL: C82, F31, G12, G15

The failure of covered interest parity: FX hedging demand and costly balance sheets

Bank for International Settlements Working papers [View] (Paper: 590, 27.10.2016)

JEL: F31, G02, G15

Covered interest parity lost: understanding the cross-currency basis

Bank for International Settlements Quarterly Review [View] (Paper: 1609e, 18.09.2016)

JEL: F31, G15, G2

Dollar credit to emerging market economies

Bank for International Settlements Quarterly Review [View] (Paper: 1512e, 06.12.2015)

JEL: E43, E51, F34, G21, G23

The hunt for duration: not waving but drowning?

Bank for International Settlements Working papers [View] (Paper: 519, 12.10.2015)

JEL: E43, G11, G12, G22

Bank capital shock propagation via syndicated interconnectedness

Bank for International Settlements Working papers [View] (Paper: 484, 27.01.2015)

JEL: E32, E44, E52, G12, G20

Global dollar credit: links to US monetary policy and leverage

Bank for International Settlements Working papers [View] (Paper: 483, 22.01.2015)

JEL: E43, E51, F34, G21, G23

Risks related to EME corporate balance sheets: the role of leverage and currency mismatch

Bank for International Settlements Quarterly Review [View] (Paper: 1409f, 14.09.2014)

JEL: D21, F31, G32

Rethinking the lender of last resort: workshop summary

Bank for International Settlements BIS papers [View] (Paper: 79a, 01.09.2014)

The response of tail risk perceptions to unconventional monetary policy

Bank for International Settlements Working papers [View] (Paper: 425, 05.09.2013)

Financial sector ups and downs and the real sector in the open economy: Up by the stairs, down by the parachute

Bank for International Settlements Working papers [View] (Paper: 411, 22.07.2013)

Stochastic Herding in Financial Markets Evidence from Institutional Investor Equity Portfolios

Bank for International Settlements Working papers [View] (Paper: 371, 17.02.2012)

JEL: D80, G14, G20

Papers by year: All | 2016 | 2015 | 2014 | 2013 | 2012