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Publications

by members of

Center for Analytical Finance
University of California-Santa Cruz (UCSC)
Santa Cruz, California (United States)

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles | Chapters |

Working papers

2023

  1. Alain Chaboud & Dagfinn Rime & Vladyslav Sushko, 2023. "The foreign exchange market," BIS Working Papers 1094, Bank for International Settlements.
  2. Ingomar Krohn & Vladyslav Sushko & Witit Synsatayakul, 2023. "Foreign investor feedback trading in an emerging financial market," BIS Working Papers 1154, Bank for International Settlements.

2021

  1. Gopalakrishnan, Balagopal & Lim, Jamus Jerome & Mohapatra, Sanket, 2021. "Pandemic Panic? Effects of Health System Capacity on Firm Confidence During COVID-19," IIMA Working Papers WP 2021-07-02, Indian Institute of Management Ahmedabad, Research and Publication Department.

2020

  1. Egemen Eren & Andreas Schrimpf & Vladyslav Sushko, 2020. "US dollar funding markets during the Covid-19 crisis - the money market fund turmoil," BIS Bulletins 14, Bank for International Settlements.
  2. Egemen Eren & Andreas Schrimpf & Vladyslav Sushko, 2020. "US dollar funding markets during the Covid-19 crisis - the international dimension," BIS Bulletins 15, Bank for International Settlements.
  3. Andreas Schrimpf & Hyun Song Shin & Vladyslav Sushko, 2020. "Leverage and margin spirals in fixed income markets during the Covid-19 crisis," BIS Bulletins 2, Bank for International Settlements.
  4. Ingomar Krohn & Vladyslav Sushko, 2020. "FX spot and swap market liquidity spillovers," BIS Working Papers 836, Bank for International Settlements.

2019

  1. Raju Huidrom & M. Ayhan Kose & Jamus J. Lim & Franziska L. Ohnsorge, 2019. "Why do fiscal multipliers depend on fiscal positions?," CAMA Working Papers 2019-28, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.

2018

  1. Cortuk, Orcan, 2018. "Sweden's Trilemma Trade-offs," MPRA Paper 84458, University Library of Munich, Germany.
  2. Mario González & Raúl Tadle, 2018. "Monetary Policy Effects on the Chilean Stock Market: An Automated Content Approach," Working Papers Central Bank of Chile 817, Central Bank of Chile.

2017

  1. Issar Akash & Lim, Jamus Jerome & Mohapatra, Sanket, 2017. "Institutional Quality and International Differences in Firm Productivity," IIMA Working Papers WP 2017-02-01, Indian Institute of Management Ahmedabad, Research and Publication Department.
  2. Ingomar Krohn & Vladyslav Sushko, 2017. "Liquidity in FX spot and forward markets," GRU Working Paper Series GRU_2017_019, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.

2016

  1. Raju Huidrom & M. Ayhan Kose & Jamus J. Lim & Franziska L. Ohnsorge, 2016. "Do fiscal multipliers depend on fiscal positions?," CAMA Working Papers 2016-35, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  2. Vladyslav Sushko & Claudio Borio & Robert Neil McCauley & Patrick McGuire, 2016. "The failure of covered interest parity: FX hedging demand and costly balance sheets," BIS Working Papers 590, Bank for International Settlements.

2015

  1. Robert N McCauley & Patrick McGuire & Vladyslav Sushko, 2015. "Global dollar credit: links to US monetary policy and leverage," BIS Working Papers 483, Bank for International Settlements.
  2. Makoto Nirei & Julián Caballero & Vladyslav Sushko, 2015. "Bank capital shock propagation via syndicated interconnectedness," BIS Working Papers 484, Bank for International Settlements.
  3. Dietrich Domanski & Hyun Song Shin & Vladyslav Sushko, 2015. "The hunt for duration: not waving but drowning?," BIS Working Papers 519, Bank for International Settlements.

2014

  1. Burns, Andrew & Kida, Mizuho & Lim, Jamus Jerome & Mohapatra, Sanket & Stocker, Marc, 2014. "Unconventional monetary policy normalization in high-income countries : implications for emerging market capital flows and crisis risks," Policy Research Working Paper Series 6830, The World Bank.
  2. Lim, Jamus Jerome & Mohapatra, Sanket & Stocker, Marc, 2014. "Tinker, taper, QE, bye ? the effect of quantitative easing on financial flows to developing countries," Policy Research Working Paper Series 6820, The World Bank.
  3. Adams-Kane, Jonathon & Lim, Jamus Jerome, 2014. "Institutional quality mediates the effect of human capital on economic performance," Policy Research Working Paper Series 6792, The World Bank.
  4. Lim , Jamus Jerome & Minne, Geoffrey, 2014. "Learning from financial crises," Policy Research Working Paper Series 6838, The World Bank.
  5. Bussolo, Maurizio & Lim, Jamus Jerome & Maliszewska, Maryla & Timmer, Hans, 2014. "Capital will not become more expensive as the world ages," Policy Research Working Paper Series 6989, The World Bank.

2013

  1. Lim, Jamus Jerome, 2013. "Institutional and structural determinants of investment worldwide," Policy Research Working Paper Series 6591, The World Bank.
  2. Adams-Kane, Jonathon & Caballero, Julian A. & Lim, Jamus Jerome, 2013. "Foreign bank behavior during financial crises," Policy Research Working Paper Series 6590, The World Bank.
  3. Cortuk, Orcan & Güler, Mustafa Haluk, 2013. "A disaggregated approach to the government spending shocks: an theoretical analysis," MPRA Paper 45318, University Library of Munich, Germany.
  4. Joshua Aizenman & Brian Pinto & Vladyslav Sushko, 2013. "Financial sector ups and downs and the real sector in the open economy: Up by the stairs, down by the parachute," BIS Working Papers 411, Bank for International Settlements.
  5. Masazumi Hattori & Andreas Schrimpf & Vladyslav Sushko, 2013. "The response of tail risk perceptions to unconventional monetary policy," BIS Working Papers 425, Bank for International Settlements.

2012

  1. Dailami, Mansoor & Kurlat, Sergio & Lim, Jamus Jerome, 2012. "Bilateral M&A activity from the global south," Policy Research Working Paper Series 5953, The World Bank.
  2. Adams-Kane, Jonathon & Jia, Yueqing & Lim, Jamus Jerome, 2012. "Channels of transmission of the 2007/09 global crisis to international bank lending in developing countries," Policy Research Working Paper Series 6011, The World Bank.
  3. Cortuk, Orcan & Akcelik, Yasin & Turhan, İbrahim, 2012. "Mitigating Turkey's trilemma trade-offs," MPRA Paper 40101, University Library of Munich, Germany.
  4. Makoto Nirei & Theodoros Stamatiou & Vladyslav Sushko, 2012. "Stochastic Herding in Financial Markets Evidence from Institutional Investor Equity Portfolios," BIS Working Papers 371, Bank for International Settlements.
  5. Aizenman, Joshua & Pinto, Brian & Sushko, Vladyslav, 2012. "Financial Sector Ups and Downs and the Real Sector: Up by the Stairs and Down by the Parachute," Santa Cruz Department of Economics, Working Paper Series qt81p0j667, Department of Economics, UC Santa Cruz.
  6. Yin-Wong Cheung & Michael P. Dooley & Vladyslav Sushko, 2012. "Investment and Growth in Rich and Poor Countries," NBER Working Papers 17788, National Bureau of Economic Research, Inc.

2011

  1. Adams-Kane, Jonathon & Lim, Jamus Jerome, 2011. "Growth poles and multipolarity," Policy Research Working Paper Series 5712, The World Bank.
  2. Lim, Jamus Jerome & Saborowski, Christian, 2011. "Export diversification in a transitioning economy : the case of Syria," Policy Research Working Paper Series 5811, The World Bank.
  3. Cortuk, Orcan & Singh, Nirvikar, 2011. "Turkey’s trilemma trade-offs: is there a role for reserves?," MPRA Paper 33887, University Library of Munich, Germany.
  4. Cortuk, Orcan & Singh, Nirvikar, 2011. "Turkey's trilemma trade-offs," MPRA Paper 35623, University Library of Munich, Germany.
  5. Aizenman, Joshua & Sushko, Vladyslav, 2011. "Capital Flow Types, External Financing Needs, and Industrial Growth: 99 countries, 1991-2007," Santa Cruz Department of Economics, Working Paper Series qt3fb716f8, Department of Economics, UC Santa Cruz.
  6. Aizenman, Joshua & Sushko, Vladyslav, 2011. "Capital flows: Catalyst or Hindrance to economic takeoffs?," Santa Cruz Department of Economics, Working Paper Series qt79f5144f, Department of Economics, UC Santa Cruz.
  7. Joshua Aizenman & Brian Pinto & Vladyslav Sushko, 2011. "Financial Sector Ups and Downs and the Real Sector: Up by the stairs, down by the parachute," NBER Working Papers 17530, National Bureau of Economic Research, Inc.
  8. Aizenman, Joshua & Pinto, Brian & Sushko, Vladyslav, 2011. "Financial sector ups and downs and the real sector : big hindrance, little help," Policy Research Working Paper Series 5860, The World Bank.

2010

  1. Haddad, Mona E. & Lim, Jamus Jerome & Saborowski, Christian, 2010. "Trade openness reduces growth volatility when countries are well diversified," Policy Research Working Paper Series 5222, The World Bank.
  2. Tracy Yang & Jamus Jerome Lim & Toshiki Kanamori, 2010. "Strategies for the People’s Republic of China’s Small and Medium Enterprise Development within the National Innovation System," Working Papers id:3311, eSocialSciences.
  3. Mona Haddad & Jamus Jerome Lim & Christian Saborowski, 2010. "Managing Openness and Volatility : The Role of Export Diversification," World Bank Publications - Reports 10203, The World Bank Group.
  4. Singh, Nirvikar & Cortuk, Orcan, 2010. "Structural Change and Growth in India," MPRA Paper 20867, University Library of Munich, Germany.
  5. Aizenman, Joshua & Lee, Jaewoo & Sushko, Vladyslav, 2010. "From the Great Moderation to the global crisis: Exchange market pressure in the 2000s," Santa Cruz Department of Economics, Working Paper Series qt8c75z2pt, Department of Economics, UC Santa Cruz.

2009

  1. Lim, Jamus Jerome & Saborowski, Christian, 2009. "Estimates of Trade-Related Adjustment Costs in Syria," MPRA Paper 17613, University Library of Munich, Germany.

2008

  1. Lim, Jamus Jerome & Adams-Kane, Jonathon, 2008. "Institutions, Education, and Economic Performance," MPRA Paper 11800, University Library of Munich, Germany.

2007

  1. Lim, Jamus Jerome, 2007. "Political Economic Pressures in Financial Crisis Resolution," MPRA Paper 5511, University Library of Munich, Germany.
  2. Lim, Jamus Jerome & Decker, Jessica Henson, 2007. "Do Democracies Grow Faster? Revisiting the Institutions and Economic Performance Debate," MPRA Paper 6076, University Library of Munich, Germany.
  3. Lim, Jamus Jerome & Decker, Jessica Henson, 2007. "Democracy and Trade: An Empirical Study," MPRA Paper 6077, University Library of Munich, Germany.

2006

  1. Lim, Jamus Jerome, 2006. "Special Interests, Regime Choice, and Currency Collapse," MPRA Paper 5516, University Library of Munich, Germany, revised 2007.

Journal articles

2023

  1. Pēteris Kloks & Patrick McGuire & Angelo Ranaldo & Vladyslav Sushko, 2023. "Bank positions in FX swaps: insights from CLS," BIS Quarterly Review, Bank for International Settlements, September.

2022

  1. Mathias Drehmann & Vladyslav Sushko, 2022. "The global foreign exchange market in a higher-volatility environment," BIS Quarterly Review, Bank for International Settlements, December.
  2. Krohn, Ingomar & Sushko, Vladyslav, 2022. "FX spot and swap market liquidity spillovers," Journal of International Money and Finance, Elsevier, vol. 120(C).

2021

  1. Jamus Jerome Lim, 2021. "The limits of central bank independence for inflation performance," Public Choice, Springer, vol. 186(3), pages 309-335, March.
  2. Patrick McGuire & Ilhyock Shim & Hyun Song Shin & Vladyslav Sushko, 2021. "Outward portfolio investment and dollar funding in emerging Asia," BIS Quarterly Review, Bank for International Settlements, December.

2020

  1. Huidrom, Raju & Kose, M. Ayhan & Lim, Jamus J. & Ohnsorge, Franziska L., 2020. "Why do fiscal multipliers depend on fiscal Positions?," Journal of Monetary Economics, Elsevier, vol. 114(C), pages 109-125.
  2. Lim, Jamus Jerome, 2020. "The political economy of fiscal procyclicality," European Journal of Political Economy, Elsevier, vol. 65(C).
  3. Amanda Liu & Ilhyock Shim & Vladyslav Sushko, 2020. "Cross-border commercial real estate investment in Asia-Pacific," BIS Quarterly Review, Bank for International Settlements, September.

2019

  1. Lim, Jamus Jerome, 2019. "Growth in the shadow of debt," Journal of Banking & Finance, Elsevier, vol. 103(C), pages 98-112.
  2. Andreas Schrimpf & Vladyslav Sushko, 2019. "Beyond LIBOR: a primer on the new benchmark rates," BIS Quarterly Review, Bank for International Settlements, March.
  3. Andreas Schrimpf & Vladyslav Sushko, 2019. "Sizing up global foreign exchange markets," BIS Quarterly Review, Bank for International Settlements, December.
  4. Andreas Schrimpf & Vladyslav Sushko, 2019. "FX trade execution: complex and highly fragmented," BIS Quarterly Review, Bank for International Settlements, December.

2018

  1. Grant TURNER & Vladyslav SUSHKO, 2018. "What risks do exchange-traded funds pose?," Financial Stability Review, Banque de France, issue 22, pages 133-144, April.
  2. Vladyslav Sushko & Grant Turner, 2018. "The implications of passive investing for securities markets," BIS Quarterly Review, Bank for International Settlements, March.

2017

  1. Jonathon Adams‐Kane & Julián A. Caballero & Jamus Jerome Lim, 2017. "Foreign Bank Behavior during Financial Crises," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(2-3), pages 351-392, March.
  2. Dietrich Domanski & Hyun Song Shin & Vladyslav Sushko, 2017. "The Hunt for Duration: Not Waving but Drowning?," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 65(1), pages 113-153, April.

2016

  1. Jamus Jerome Lim & Terence Tan, 2016. "Endogenous transactions costs and institutions in the 2007/08 financial crisis," Journal of Regulatory Economics, Springer, vol. 49(1), pages 56-85, February.
  2. Lim, Jamus Jerome & Mohapatra, Sanket, 2016. "Quantitative easing and the post-crisis surge in financial flows to developing countries," Journal of International Money and Finance, Elsevier, vol. 68(C), pages 331-357.
  3. Jonathon Adams-Kane & Jamus Jerome Lim, 2016. "Institutional Quality Mediates the Effect of Human Capital on Economic Performance," Review of Development Economics, Wiley Blackwell, vol. 20(2), pages 426-442, May.
  4. Masazumi Hattori & Andreas Schrimpf & Vladyslav Sushko, 2016. "The Response of Tail Risk Perceptions to Unconventional Monetary Policy," American Economic Journal: Macroeconomics, American Economic Association, vol. 8(2), pages 111-136, April.
  5. Claudio Borio & Robert Neil McCauley & Patrick McGuire & Vladyslav Sushko, 2016. "Covered interest parity lost: understanding the cross-currency basis," BIS Quarterly Review, Bank for International Settlements, September.
  6. Michael Moore & Andreas Schrimpf & Vladyslav Sushko, 2016. "Downsized FX markets: causes and implications," BIS Quarterly Review, Bank for International Settlements, December.
  7. Makoto Nirei & Vladyslav Sushko & Julián Caballero, 2016. "Bank Capital Shock Propagation via Syndicated Interconnectedness," Computational Economics, Springer;Society for Computational Economics, vol. 47(1), pages 67-96, January.

2015

  1. Adams-Kane, Jonathon & Jia, Yueqing & Lim, Jamus Jerome, 2015. "Global transmission channels for international bank lending in the 2007–09 financial crisist," Journal of International Money and Finance, Elsevier, vol. 56(C), pages 97-113.
  2. Orcan Cortuk & Mustafa Haluk Guler, 2015. "Disaggregated approach to government spending shocks: a theoretical analysis," Journal of Economic Policy Reform, Taylor and Francis Journals, vol. 18(4), pages 267-292, October.
  3. Robert Neil McCauley & Patrick McGuire & Vladyslav Sushko, 2015. "Dollar credit to emerging market economies," BIS Quarterly Review, Bank for International Settlements, December.
  4. Robert N. McCauley & Patrick McGuire & Vladyslav Sushko, 2015. "Global dollar credit: links to US monetary policy and leverage," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 30(82), pages 187-229.

2014

  1. Lim, Jamus Jerome, 2014. "Institutional and structural determinants of investment worldwide," Journal of Macroeconomics, Elsevier, vol. 41(C), pages 160-177.
  2. Yasin Akcelik & Orcan Cortuk & Ibrahim Turhan, 2014. "Mitigating Turkey’s Trilemma Tradeoffs," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 50(6), pages 102-118, November.
  3. Michael Chui & Ingo Fender & Vladyslav Sushko, 2014. "Risks related to EME corporate balance sheets: the role of leverage and currency mismatch," BIS Quarterly Review, Bank for International Settlements, September.

2013

  1. Mona Haddad & Jamus Jerome Lim & Cosimo Pancaro & Christian Saborowski, 2013. "Trade openness reduces growth volatility when countries are well diversified," Canadian Journal of Economics, Canadian Economics Association, vol. 46(2), pages 765-790, May.
  2. Orcan ÇÖRTÜK & Nirvikar SINGH, 2013. "Turkey’ Trilemma Trade-offs: Is there a role for reserves?," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 28(328), pages 67-88.
  3. Orcan Cortuk, 2013. "A disaggregated approach to the determination of government spending multipliers," Journal of Economic Policy Reform, Taylor and Francis Journals, vol. 16(1), pages 31-45.
  4. Aizenman, Joshua & Pinto, Brian & Sushko, Vladyslav, 2013. "Financial sector ups and downs and the real sector in the open economy: Up by the stairs, down by the parachute," Emerging Markets Review, Elsevier, vol. 16(C), pages 1-30.
  5. Hutchison, Michael & Sushko, Vladyslav, 2013. "Impact of macro-economic surprises on carry trade activity," Journal of Banking & Finance, Elsevier, vol. 37(4), pages 1133-1147.

2012

  1. Jamus Jerome Lim & Christian Saborowski, 2012. "Export diversification in a transitioning economy," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 20(2), pages 339-367, April.
  2. Dailami, Mansoor & Kurlat, Sergio & Lim, Jamus Jerome, 2012. "Bilateral M&A activity from the Global South," The North American Journal of Economics and Finance, Elsevier, vol. 23(3), pages 345-364.
  3. Cihan Aktas & Orcan Cortuk & Suat Teker & Burcu Deniz Yildirim, 2012. "Measurement of Liquidity-Adjusted Market Risk by VaR and Expected Shortfall: Evidence from Turkish Banks," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 2(5), pages 1-8.
  4. Cihan Aktas & Orcan Cortuk, 2012. "Turkey’s experience with the global crisis: restructuring policies within a financial stability framework," Journal of Economic Policy Reform, Taylor and Francis Journals, vol. 15(3), pages 195-205.
  5. Joshua Aizenman & Jaewoo Lee & Vladyslav Sushko, 2012. "From the Great Moderation to the Global Crisis: Exchange Market Pressure in the 2000s," Open Economies Review, Springer, vol. 23(4), pages 597-621, September.
  6. Luis Ceballos S. & Mario González F., 2012. "Indicador de Condiciones Económicas," Notas de Investigación Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 15(1), pages 105-117, April.

2011

  1. Cortuk, Orcan & Singh, Nirvikar, 2011. "Structural change and growth in India," Economics Letters, Elsevier, vol. 110(3), pages 178-181, March.
  2. Nirei, Makoto & Sushko, Vladyslav, 2011. "Jumps in foreign exchange rates and stochastic unwinding of carry trades," International Review of Economics & Finance, Elsevier, vol. 20(1), pages 110-127, January.

2010

  1. Collins, Anne D. & Lim, Jamus Jerome, 2010. "Recognition, redistribution, and liberty," Journal of Economic Behavior & Organization, Elsevier, vol. 74(3), pages 240-252, June.
  2. Lim, Jamus Jerome & Saborowski, Christian, 2010. "Estimates of trade-related adjustment costs in Syria," Journal of Policy Modeling, Elsevier, vol. 32(6), pages 843-864, November.
  3. Haddad, Mona & Lim, Jamus Jerome & Saborowski, Christian, 2010. "Managing Openness and Volatility: The Role of Export Diversification," World Bank - Economic Premise, The World Bank, issue 6, pages 1-4, March.

2009

  1. Jessica Decker & Jamus Lim, 2009. "Democracy and trade: an empirical study," Economics of Governance, Springer, vol. 10(2), pages 165-186, April.
  2. Janus, Thorsten & Lim, Jamus Jerome, 2009. "Sticks and carrots: Two incentive mechanisms supporting intra-group cooperation," Economics Letters, Elsevier, vol. 102(3), pages 177-180, March.
  3. Lim Jamus Jerome, 2009. "Letter: Reinstating the Rational Voter," The Economists' Voice, De Gruyter, vol. 6(3), pages 1-2, February.
  4. Beardsley Kyle & Lim Jamus J, 2009. "Atoms for Peace, Redux: Energy Codependency for Sustained Cooperation on the Korean Peninsula," Peace Economics, Peace Science, and Public Policy, De Gruyter, vol. 15(1), pages 1-31, August.

2008

  1. Jessica Henson Decker & Jamus Jerome Lim, 2008. "What fundamentally drives growth? Revisiting the institutions and economic performance debate," Journal of International Development, John Wiley & Sons, Ltd., vol. 20(5), pages 698-725.
  2. Lim Jamus Jerome, 2008. "Letter: Zombies May Mean Attention Bonds Will Not Cure Spam," The Economists' Voice, De Gruyter, vol. 5(2), pages 1-1, May.

2004

  1. Jamus Jerome Lim, 2004. "The International Economics Network," The Journal of Economic Education, Taylor & Francis Journals, vol. 35(4), pages 416-416, October.
  2. Tracy Yang & Jamus Jerome Lim, 2004. "Crisis, Contagion, and East Asian Stock Markets," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 7(01), pages 119-151.

Chapters

2023

  1. Alain Chaboud & Dagfinn Rime & Vladyslav Sushko, 2023. "The foreign exchange market," Chapters, in: Refet S. Gürkaynak & Jonathan H. Wright (ed.), Research Handbook of Financial Markets, chapter 12, pages 253-275, Edward Elgar Publishing.

2015

  1. Patrick McGuire & Vladyslav Sushko, 2015. "The BIS Global liquidity indicators," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Indicators to support monetary and financial stability analysis: data sources and statistical methodologies, volume 39, Bank for International Settlements.

2014

  1. Dietrich Domanski & Vladyslav Sushko, 2014. "Rethinking the lender of last resort: workshop summary," BIS Papers chapters, in: Bank for International Settlements (ed.), Re-thinking the lender of last resort, volume 79, pages 1-9, Bank for International Settlements.

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