Publications
by members of
University of California-Santa Cruz (UCSC) → Center for Analytical Finance
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 | Books | Chapters |
Working papers
2024
- Matteo Aquilina & Marco Jacopo Lombardi & Andreas Schrimpf & Vladyslav Sushko, 2024, "The market turbulence and carry trade unwind of August 2024," BIS Bulletins, Bank for International Settlements, number 90, Aug.
2023
- Alain Chaboud & Dagfinn Rime & Vladyslav Sushko, 2023, "The foreign exchange market," BIS Working Papers, Bank for International Settlements, number 1094, Apr.
- Alain Chaboud & Dagfinn Rime & Vladyslav Sushko, 2023, "The foreign exchange market," Chapters, Edward Elgar Publishing, chapter 12, in: Refet S. Gürkaynak & Jonathan H. Wright, "Research Handbook of Financial Markets".
- Ingomar Krohn & Vladyslav Sushko & Witit Synsatayakul, 2023, "Foreign investor feedback trading in an emerging financial market," BIS Working Papers, Bank for International Settlements, number 1154, Dec.
2021
- Gopalakrishnan, Balagopal & Lim, Jamus Jerome & Mohapatra, Sanket, 2021, "Pandemic Panic? Effects of Health System Capacity on Firm Confidence During COVID-19," IIMA Working Papers, Indian Institute of Management Ahmedabad, Research and Publication Department, number WP 2021-07-02, Jul.
- Anatoli Segura & Alonso Villacorta, 2021, "Firm-bank linkages and optimal policies in a lockdown," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1343, Jul.
- Segura, Anatoli & Villacorta, Alonso, 2020, "Firm-bank linkages and optimal policies in a lockdown," CEPR Discussion Papers, Centre for Economic Policy Research, number 14838, Jun.
2020
- Egemen Eren & Andreas Schrimpf & Vladyslav Sushko, 2020, "US dollar funding markets during the Covid-19 crisis - the money market fund turmoil," BIS Bulletins, Bank for International Settlements, number 14, May.
- Egemen Eren & Andreas Schrimpf & Vladyslav Sushko, 2020, "US dollar funding markets during the Covid-19 crisis - the international dimension," BIS Bulletins, Bank for International Settlements, number 15, May.
- Andreas Schrimpf & Hyun Song Shin & Vladyslav Sushko, 2020, "Leverage and margin spirals in fixed income markets during the Covid-19 crisis," BIS Bulletins, Bank for International Settlements, number 2, Apr.
- Ingomar Krohn & Vladyslav Sushko, 2020, "FX spot and swap market liquidity spillovers," BIS Working Papers, Bank for International Settlements, number 836, Jan.
- Krohn, Ingomar & Sushko, Vladyslav, 2022, "FX spot and swap market liquidity spillovers," Journal of International Money and Finance, Elsevier, volume 120, issue C, DOI: 10.1016/j.jimonfin.2021.102476.
- Anatoli Segura & Alonso Villacorta, 2020, "Demand for safety, risky loans: A model of securitization," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1260, Feb.
- Segura, Anatoli & Villacorta, Alonso, 2020, "Demand for safety, risky loans: A model of securitization," CEPR Discussion Papers, Centre for Economic Policy Research, number 14313, Jan.
2019
- Raju Huidrom & M. Ayhan Kose & Jamus J. Lim & Franziska L. Ohnsorge, 2019, "Why Do Fiscal Multipliers Depend on Fiscal Positions?," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-28, Mar.
- 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, volume 114, issue C, pages 109-125, DOI: 10.1016/j.jmoneco.2019.03.004.
- Kose, M. Ayhan & Huidrom, Raju & Lim, Jamus & Ohnsorge, Franziska, 2019, "Why Do Fiscal Multipliers Depend on Fiscal Positions?," CEPR Discussion Papers, Centre for Economic Policy Research, number 13648, Apr.
- Raju Huidrom & M. Ayhan Kose & Jamus J. Lim & Franziska L. Ohnsorge, 2019, "Why Do Fiscal Multipliers Depend on Fiscal Positions?," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1905, Apr.
- Huidrom,Raju & Kose,Ayhan & Lim,Jamus Jerome & Ohnsorge,Franziska Lieselotte, 2019, "Why Do Fiscal Multipliers Depend on Fiscal Positions?," Policy Research Working Paper Series, The World Bank, number 8784, Mar.
2018
- Cortuk, Orcan, 2018, "Sweden's Trilemma Trade-offs," MPRA Paper, University Library of Munich, Germany, number 84458, Feb.
- Mario González & Raúl Tadle, 2018, "Monetary Policy Effects on the Chilean Stock Market: An Automated Content Approach," Working Papers Central Bank of Chile, Central Bank of Chile, number 817, May.
- Villacorta, Alonso, 2018, "Business cycles and the balance sheets of the financial and non-financial sectors," ESRB Working Paper Series, European Systemic Risk Board, number 68, Feb.
2017
- Issar Akash & Lim, Jamus Jerome & Mohapatra, Sanket, 2017, "Institutional Quality and International Differences in Firm Productivity," IIMA Working Papers, Indian Institute of Management Ahmedabad, Research and Publication Department, number WP 2017-02-01, Feb.
- Ingomar Krohn & Vladyslav Sushko, 2017, "Liquidity in FX spot and forward markets," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2017_019, Dec.
2016
- Raju Huidrom & M. Ayhan Kose & Jamus J. Lim & Franziska L. Ohnsorge, 2016, "Do Fiscal Multipliers Depend on Fiscal Positions?," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2016-35, Jun.
- Kose, M. Ayhan & Huidrom, Raju & Ohnsorge, Franziska, 2016, "Do Fiscal Multipliers Depend on Fiscal Positions?," CEPR Discussion Papers, Centre for Economic Policy Research, number 11346, Jun.
- Raju Huidrom & M. Ayhan Kose & Jamus J. Lim & Franziska L. Ohnsorge, 2016, "Do Fiscal Multipliers Depend on Fiscal Positions?," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1605, Jun.
- Huidrom,Raju & Kose,Ayhan & Lim,Jamus Jerome & Ohnsorge,Franziska Lieselotte, 2016, "Do fiscal multipliers depend on fiscal positions ?," Policy Research Working Paper Series, The World Bank, number 7724, Jun.
- 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, Bank for International Settlements, number 590, Oct.
- Garcia-Macia, Daniel & Villacorta, Alonso, 2016, "Macroprudential policy with liquidity panics," ESRB Working Paper Series, European Systemic Risk Board, number 24, Sep.
- Daniel Garcia-Macia & Alonso Villacorta, 2023, "Macroprudential Policy with Liquidity Panics," The Review of Financial Studies, Society for Financial Studies, volume 36, issue 5, pages 2046-2090.
2015
- Robert N McCauley & Patrick McGuire & Vladyslav Sushko, 2015, "Global dollar credit: links to US monetary policy and leverage," BIS Working Papers, Bank for International Settlements, number 483, Jan.
- 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, volume 30, issue 82, pages 187-229.
- Makoto Nirei & Julián Caballero & Vladyslav Sushko, 2015, "Bank capital shock propagation via syndicated interconnectedness," BIS Working Papers, Bank for International Settlements, number 484, Jan.
- Makoto Nirei & Vladyslav Sushko & Julián Caballero, 2016, "Bank Capital Shock Propagation via Syndicated Interconnectedness," Computational Economics, Springer;Society for Computational Economics, volume 47, issue 1, pages 67-96, January, DOI: 10.1007/s10614-015-9493-8.
- Dietrich Domanski & Hyun Song Shin & Vladyslav Sushko, 2015, "The hunt for duration: not waving but drowning?," BIS Working Papers, Bank for International Settlements, number 519, Oct.
- Dietrich Domanski & Hyun Song Shin & Vladyslav Sushko, 2017, "The Hunt for Duration: Not Waving but Drowning?," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 65, issue 1, pages 113-153, April, DOI: 10.1057/s41308-016-0026-9.
2014
- 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, The World Bank, number 6830, Apr.
- 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, The World Bank, number 6820, Mar.
- Adams-Kane, Jonathon & Lim, Jamus Jerome, 2014, "Institutional quality mediates the effect of human capital on economic performance," Policy Research Working Paper Series, The World Bank, number 6792, Feb.
- Jonathon Adams-Kane & Jamus Jerome Lim, 2016, "Institutional Quality Mediates the Effect of Human Capital on Economic Performance," Review of Development Economics, Wiley Blackwell, volume 20, issue 2, pages 426-442, May.
- Lim , Jamus Jerome & Minne, Geoffrey, 2014, "Learning from financial crises," Policy Research Working Paper Series, The World Bank, number 6838, Apr.
- 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, The World Bank, number 6989, Jul.
2013
- Cortuk, Orcan & Güler, Mustafa Haluk, 2013, "A disaggregated approach to the government spending shocks: an theoretical analysis," MPRA Paper, University Library of Munich, Germany, number 45318, Mar.
- Orcan Cortuk & Mustafa Haluk Guler, 2015, "Disaggregated approach to government spending shocks: a theoretical analysis," Journal of Economic Policy Reform, Taylor and Francis Journals, volume 18, issue 4, pages 267-292, October, DOI: 10.1080/17487870.2014.951046.
- Lim, Jamus Jerome, 2013, "Institutional and structural determinants of investment worldwide," Policy Research Working Paper Series, The World Bank, number 6591, Sep.
- Lim, Jamus Jerome, 2014, "Institutional and structural determinants of investment worldwide," Journal of Macroeconomics, Elsevier, volume 41, issue C, pages 160-177, DOI: 10.1016/j.jmacro.2014.05.007.
- Adams-Kane, Jonathon & Caballero, Julian A. & Lim, Jamus Jerome, 2013, "Foreign bank behavior during financial crises," Policy Research Working Paper Series, The World Bank, number 6590, Sep.
- Jonathon Adams‐Kane & Julián A. Caballero & Jamus Jerome Lim, 2017, "Foreign Bank Behavior during Financial Crises," Journal of Money, Credit and Banking, Blackwell Publishing, volume 49, issue 2-3, pages 351-392, March, DOI: 10.1111/jmcb.12382.
- Adams-Kane, Jonathon & Caballero, Julián & Lim, Jamus, 2014, "Foreign Bank Behavior during Financial Crises," IDB Publications (Working Papers), Inter-American Development Bank, number 6568, Jul, DOI: http://dx.doi.org/10.18235/0011648.
- 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, Bank for International Settlements, number 411, Apr.
- 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, volume 16, issue C, pages 1-30, DOI: 10.1016/j.ememar.2013.02.007.
- Masazumi Hattori & Andreas Schrimpf & Vladyslav Sushko, 2013, "The response of tail risk perceptions to unconventional monetary policy," BIS Working Papers, Bank for International Settlements, number 425, Sep.
- Masazumi Hattori & Andreas Schrimpf & Vladyslav Sushko, 2016, "The Response of Tail Risk Perceptions to Unconventional Monetary Policy," American Economic Journal: Macroeconomics, American Economic Association, volume 8, issue 2, pages 111-136, April.
2012
- Cortuk, Orcan & Akcelik, Yasin & Turhan, İbrahim, 2012, "Mitigating Turkey's trilemma trade-offs," MPRA Paper, University Library of Munich, Germany, number 40101, Jun.
- Yasin Akcelik & Orcan Cortuk & Ibrahim Turhan, 2014, "Mitigating Turkey’s Trilemma Tradeoffs," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 50, issue 6, pages 102-118, November, DOI: 10.1080/1540496X.2014.1013862.
- Yasin Akcelik & Orcan Cortuk & Ibrahim M. Turhan, 2012, "Mitigating Turkey's Trilemma Tradeoffs," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1229.
- Dailami, Mansoor & Kurlat, Sergio & Lim, Jamus Jerome, 2012, "Bilateral M&A activity from the global south," Policy Research Working Paper Series, The World Bank, number 5953, Jan.
- 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, volume 23, issue 3, pages 345-364, DOI: 10.1016/j.najef.2012.03.006.
- 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, The World Bank, number 6011, Mar.
- Makoto Nirei & Theodoros Stamatiou & Vladyslav Sushko, 2012, "Stochastic Herding in Financial Markets Evidence from Institutional Investor Equity Portfolios," BIS Working Papers, Bank for International Settlements, number 371, Feb.
- 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, Department of Economics, UC Santa Cruz, number qt81p0j667, May.
- Yin-Wong Cheung & Michael P. Dooley & Vladyslav Sushko, 2012, "Investment and Growth in Rich and Poor Countries," NBER Working Papers, National Bureau of Economic Research, Inc, number 17788, Jan.
2011
- Cortuk, Orcan & Singh, Nirvikar, 2011, "Turkey’s trilemma trade-offs: is there a role for reserves?," MPRA Paper, University Library of Munich, Germany, number 33887, Aug.
- Orcan ÇÖRTÜK & Nirvikar SINGH, 2013, "Turkey’ Trilemma Trade-offs: Is there a role for reserves?," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 28, issue 328, pages 67-88.
- Cortuk, Orcan & Singh, Nirvikar, 2011, "Turkey's trilemma trade-offs," MPRA Paper, University Library of Munich, Germany, number 35623, Dec.
- Adams-Kane, Jonathon & Lim, Jamus Jerome, 2011, "Growth poles and multipolarity," Policy Research Working Paper Series, The World Bank, number 5712, Jun.
- Lim, Jamus Jerome & Saborowski, Christian, 2011, "Export diversification in a transitioning economy : the case of Syria," Policy Research Working Paper Series, The World Bank, number 5811, Sep.
- Jamus Jerome Lim & Christian Saborowski, 2012, "Export diversification in a transitioning economy," The Economics of Transition, The European Bank for Reconstruction and Development, volume 20, issue 2, pages 339-367, April, DOI: j.1468-0351.2011.00430.x.
- 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, Department of Economics, UC Santa Cruz, number qt3fb716f8, Jul.
- Joshua Aizenman & Vladyslav Sushko, 2011, "Capital Flow Types, External Financing Needs, and Industrial Growth: 99 countries, 1991-2007," NBER Working Papers, National Bureau of Economic Research, Inc, number 17228, Jul.
- Aizenman, Joshua & Sushko, Vladyslav, 2011, "Capital flows: Catalyst or Hindrance to economic takeoffs?," Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz, number qt79f5144f, Jul.
- Joshua Aizenman & Vladyslav Sushko, 2011, "Capital flows: Catalyst or Hindrance to economic takeoffs?," NBER Working Papers, National Bureau of Economic Research, Inc, number 17258, Jul.
- 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, National Bureau of Economic Research, Inc, number 17530, Oct.
- 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, The World Bank, number 5860, Oct.
2010
- Singh, Nirvikar & Cortuk, Orcan, 2010, "Structural Change and Growth in India," MPRA Paper, University Library of Munich, Germany, number 20867, Feb.
- Cortuk, Orcan & Singh, Nirvikar, 2011, "Structural change and growth in India," Economics Letters, Elsevier, volume 110, issue 3, pages 178-181, March.
- Singh, Nirvikar & Cortuk, Orcan, 2010, "Structural Change and Growth in India," Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz, number qt7fd4n35w, Feb.
- Haddad, Mona E. & Lim, Jamus Jerome & Saborowski, Christian, 2010, "Trade openness reduces growth volatility when countries are well diversified," Policy Research Working Paper Series, The World Bank, number 5222, Feb.
- 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, volume 46, issue 2, pages 765-790, May, DOI: 10.1111/caje.12031.
- Mona Haddad & Jamus Jerome Lim & Cosimo Pancaro & Christian Saborowski, 2013, "Trade openness reduces growth volatility when countries are well diversified," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 46, issue 2, pages 765-790, May, DOI: 10.1111/caje.12031.
- Saborowski, Christian & Haddad, Mona & Lim, Jamus Jerome & Pancaro, Cosimo, 2012, "Trade openness reduces growth volatility when countries are well diversified," Working Paper Series, European Central Bank, number 1491, Nov.
- 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, eSocialSciences, number id:3311, Dec.
- Mona Haddad & Jamus Jerome Lim & Christian Saborowski, 2010, "Managing Openness and Volatility : The Role of Export Diversification," World Bank Publications - Reports, The World Bank Group, number 10203, Mar.
- 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.
- 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, Department of Economics, UC Santa Cruz, number qt8c75z2pt, Oct.
- 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, volume 23, issue 4, pages 597-621, September, DOI: 10.1007/s11079-011-9228-y.
- Joshua Aizenman & Jaewoo Lee & Vladyslav Sushko, 2010, "From the Great Moderation to the global crisis: Exchange market pressure in the 2000s," NBER Working Papers, National Bureau of Economic Research, Inc, number 16447, Oct.
- Eduardo Morón & Johanna Tejada & Alonso Villacorta, 2010, "Competencia y concentración en el sistema financiero en el Perú," Working Papers, Centro de Investigación, Universidad del Pacífico, number 10-03, Nov.
2009
- Lim, Jamus Jerome & Saborowski, Christian, 2009, "Estimates of Trade-Related Adjustment Costs in Syria," MPRA Paper, University Library of Munich, Germany, number 17613, Oct.
- Lim, Jamus Jerome & Saborowski, Christian, 2010, "Estimates of trade-related adjustment costs in Syria," Journal of Policy Modeling, Elsevier, volume 32, issue 6, pages 843-864, November.
- Lim, Jamus Jerome & Saborowski, Christian, 2010, "Estimates of trade-related adjustment costs in Syria," Policy Research Working Paper Series, The World Bank, number 5368, Jul.
2008
- Lim, Jamus Jerome & Adams-Kane, Jonathon, 2008, "Institutions, Education, and Economic Performance," MPRA Paper, University Library of Munich, Germany, number 11800, Oct.
2007
- Lim, Jamus Jerome, 2007, "Political Economic Pressures in Financial Crisis Resolution," MPRA Paper, University Library of Munich, Germany, number 5511.
- Lim, Jamus Jerome & Decker, Jessica Henson, 2007, "Do Democracies Grow Faster? Revisiting the Institutions and Economic Performance Debate," MPRA Paper, University Library of Munich, Germany, number 6076, Dec.
- 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., volume 20, issue 5, pages 698-725, DOI: 10.1002/jid.1454.
- Lim, Jamus Jerome & Decker, Jessica Henson, 2007, "Democracy and Trade: An Empirical Study," MPRA Paper, University Library of Munich, Germany, number 6077, Oct.
- Jessica Decker & Jamus Lim, 2009, "Democracy and trade: an empirical study," Economics of Governance, Springer, volume 10, issue 2, pages 165-186, April, DOI: 10.1007/s10101-008-0053-8.
2006
- Lim, Jamus Jerome, 2006, "Special Interests, Regime Choice, and Currency Collapse," MPRA Paper, University Library of Munich, Germany, number 5516, revised 2007.
Journal articles
2025
- Wenqian Huang & Ingomar Krohn & Vladyslav Sushko, 2025, "Global FX markets when hedging takes centre stage," BIS Quarterly Review, Bank for International Settlements, December.
2023
- 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.
- Segura, Anatoli & Villacorta, Alonso, 2023, "The paradox of safe asset creation," Journal of Economic Theory, Elsevier, volume 210, issue C, DOI: 10.1016/j.jet.2023.105640.
- Segura, Anatoli & Villacorta, Alonso, 2023, "Firm-bank linkages and optimal policies after a rare disaster," Journal of Financial Economics, Elsevier, volume 149, issue 2, pages 296-322, DOI: 10.1016/j.jfineco.2023.05.002.
- Daniel Garcia-Macia & Alonso Villacorta, 2023, "Macroprudential Policy with Liquidity Panics," The Review of Financial Studies, Society for Financial Studies, volume 36, issue 5, pages 2046-2090.
- Garcia-Macia, Daniel & Villacorta, Alonso, 2016, "Macroprudential policy with liquidity panics," ESRB Working Paper Series, European Systemic Risk Board, number 24, Sep.
2022
- Mathias Drehmann & Vladyslav Sushko, 2022, "The global foreign exchange market in a higher-volatility environment," BIS Quarterly Review, Bank for International Settlements, December.
- Krohn, Ingomar & Sushko, Vladyslav, 2022, "FX spot and swap market liquidity spillovers," Journal of International Money and Finance, Elsevier, volume 120, issue C, DOI: 10.1016/j.jimonfin.2021.102476.
- Ingomar Krohn & Vladyslav Sushko, 2020, "FX spot and swap market liquidity spillovers," BIS Working Papers, Bank for International Settlements, number 836, Jan.
2021
- Jamus Jerome Lim, 2021, "The limits of central bank independence for inflation performance," Public Choice, Springer, volume 186, issue 3, pages 309-335, March, DOI: 10.1007/s11127-019-00771-8.
- 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
- 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, volume 114, issue C, pages 109-125, DOI: 10.1016/j.jmoneco.2019.03.004.
- Kose, M. Ayhan & Huidrom, Raju & Lim, Jamus & Ohnsorge, Franziska, 2019, "Why Do Fiscal Multipliers Depend on Fiscal Positions?," CEPR Discussion Papers, Centre for Economic Policy Research, number 13648, Apr.
- Raju Huidrom & M. Ayhan Kose & Jamus J. Lim & Franziska L. Ohnsorge, 2019, "Why Do Fiscal Multipliers Depend on Fiscal Positions?," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-28, Mar.
- Raju Huidrom & M. Ayhan Kose & Jamus J. Lim & Franziska L. Ohnsorge, 2019, "Why Do Fiscal Multipliers Depend on Fiscal Positions?," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1905, Apr.
- Huidrom,Raju & Kose,Ayhan & Lim,Jamus Jerome & Ohnsorge,Franziska Lieselotte, 2019, "Why Do Fiscal Multipliers Depend on Fiscal Positions?," Policy Research Working Paper Series, The World Bank, number 8784, Mar.
- Lim, Jamus Jerome, 2020, "The political economy of fiscal procyclicality," European Journal of Political Economy, Elsevier, volume 65, issue C, DOI: 10.1016/j.ejpoleco.2020.101930.
- 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
- Lim, Jamus Jerome, 2019, "Growth in the shadow of debt," Journal of Banking & Finance, Elsevier, volume 103, issue C, pages 98-112, DOI: 10.1016/j.jbankfin.2019.04.002.
- Andreas Schrimpf & Vladyslav Sushko, 2019, "Beyond LIBOR: a primer on the new benchmark rates," BIS Quarterly Review, Bank for International Settlements, March.
- Andreas Schrimpf & Vladyslav Sushko, 2019, "Sizing up global foreign exchange markets," BIS Quarterly Review, Bank for International Settlements, December.
- Andreas Schrimpf & Vladyslav Sushko, 2019, "FX trade execution: complex and highly fragmented," BIS Quarterly Review, Bank for International Settlements, December.
2018
- Grant TURNER & Vladyslav SUSHKO, 2018, "What risks do exchange-traded funds pose?," Financial Stability Review, Banque de France, issue 22, pages 133-144, April.
- Vladyslav Sushko & Grant Turner, 2018, "The implications of passive investing for securities markets," BIS Quarterly Review, Bank for International Settlements, March.
2017
- Jonathon Adams‐Kane & Julián A. Caballero & Jamus Jerome Lim, 2017, "Foreign Bank Behavior during Financial Crises," Journal of Money, Credit and Banking, Blackwell Publishing, volume 49, issue 2-3, pages 351-392, March, DOI: 10.1111/jmcb.12382.
- Adams-Kane, Jonathon & Caballero, Julián & Lim, Jamus, 2014, "Foreign Bank Behavior during Financial Crises," IDB Publications (Working Papers), Inter-American Development Bank, number 6568, Jul, DOI: http://dx.doi.org/10.18235/0011648.
- Adams-Kane, Jonathon & Caballero, Julian A. & Lim, Jamus Jerome, 2013, "Foreign bank behavior during financial crises," Policy Research Working Paper Series, The World Bank, number 6590, Sep.
- Dietrich Domanski & Hyun Song Shin & Vladyslav Sushko, 2017, "The Hunt for Duration: Not Waving but Drowning?," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 65, issue 1, pages 113-153, April, DOI: 10.1057/s41308-016-0026-9.
- Dietrich Domanski & Hyun Song Shin & Vladyslav Sushko, 2015, "The hunt for duration: not waving but drowning?," BIS Working Papers, Bank for International Settlements, number 519, Oct.
2016
- Jamus Jerome Lim & Terence Tan, 2016, "Endogenous transactions costs and institutions in the 2007/08 financial crisis," Journal of Regulatory Economics, Springer, volume 49, issue 1, pages 56-85, February, DOI: 10.1007/s11149-015-9282-2.
- 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, volume 68, issue C, pages 331-357, DOI: 10.1016/j.jimonfin.2016.02.009.
- Jonathon Adams-Kane & Jamus Jerome Lim, 2016, "Institutional Quality Mediates the Effect of Human Capital on Economic Performance," Review of Development Economics, Wiley Blackwell, volume 20, issue 2, pages 426-442, May.
- Adams-Kane, Jonathon & Lim, Jamus Jerome, 2014, "Institutional quality mediates the effect of human capital on economic performance," Policy Research Working Paper Series, The World Bank, number 6792, Feb.
- Masazumi Hattori & Andreas Schrimpf & Vladyslav Sushko, 2016, "The Response of Tail Risk Perceptions to Unconventional Monetary Policy," American Economic Journal: Macroeconomics, American Economic Association, volume 8, issue 2, pages 111-136, April.
- Masazumi Hattori & Andreas Schrimpf & Vladyslav Sushko, 2013, "The response of tail risk perceptions to unconventional monetary policy," BIS Working Papers, Bank for International Settlements, number 425, Sep.
- 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.
- Michael Moore & Andreas Schrimpf & Vladyslav Sushko, 2016, "Downsized FX markets: causes and implications," BIS Quarterly Review, Bank for International Settlements, December.
- Makoto Nirei & Vladyslav Sushko & Julián Caballero, 2016, "Bank Capital Shock Propagation via Syndicated Interconnectedness," Computational Economics, Springer;Society for Computational Economics, volume 47, issue 1, pages 67-96, January, DOI: 10.1007/s10614-015-9493-8.
- Makoto Nirei & Julián Caballero & Vladyslav Sushko, 2015, "Bank capital shock propagation via syndicated interconnectedness," BIS Working Papers, Bank for International Settlements, number 484, Jan.
2015
- Orcan Cortuk & Mustafa Haluk Guler, 2015, "Disaggregated approach to government spending shocks: a theoretical analysis," Journal of Economic Policy Reform, Taylor and Francis Journals, volume 18, issue 4, pages 267-292, October, DOI: 10.1080/17487870.2014.951046.
- Cortuk, Orcan & Güler, Mustafa Haluk, 2013, "A disaggregated approach to the government spending shocks: an theoretical analysis," MPRA Paper, University Library of Munich, Germany, number 45318, Mar.
- 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, volume 56, issue C, pages 97-113, DOI: 10.1016/j.jimonfin.2014.11.020.
- Robert Neil McCauley & Patrick McGuire & Vladyslav Sushko, 2015, "Dollar credit to emerging market economies," BIS Quarterly Review, Bank for International Settlements, December.
- 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, volume 30, issue 82, pages 187-229.
- Robert N McCauley & Patrick McGuire & Vladyslav Sushko, 2015, "Global dollar credit: links to US monetary policy and leverage," BIS Working Papers, Bank for International Settlements, number 483, Jan.
2014
- Yasin Akcelik & Orcan Cortuk & Ibrahim Turhan, 2014, "Mitigating Turkey’s Trilemma Tradeoffs," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 50, issue 6, pages 102-118, November, DOI: 10.1080/1540496X.2014.1013862.
- Cortuk, Orcan & Akcelik, Yasin & Turhan, İbrahim, 2012, "Mitigating Turkey's trilemma trade-offs," MPRA Paper, University Library of Munich, Germany, number 40101, Jun.
- Yasin Akcelik & Orcan Cortuk & Ibrahim M. Turhan, 2012, "Mitigating Turkey's Trilemma Tradeoffs," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1229.
- Lim, Jamus Jerome, 2014, "Institutional and structural determinants of investment worldwide," Journal of Macroeconomics, Elsevier, volume 41, issue C, pages 160-177, DOI: 10.1016/j.jmacro.2014.05.007.
- Lim, Jamus Jerome, 2013, "Institutional and structural determinants of investment worldwide," Policy Research Working Paper Series, The World Bank, number 6591, Sep.
- 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
- Orcan ÇÖRTÜK & Nirvikar SINGH, 2013, "Turkey’ Trilemma Trade-offs: Is there a role for reserves?," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 28, issue 328, pages 67-88.
- Cortuk, Orcan & Singh, Nirvikar, 2011, "Turkey’s trilemma trade-offs: is there a role for reserves?," MPRA Paper, University Library of Munich, Germany, number 33887, Aug.
- Orcan Cortuk, 2013, "A disaggregated approach to the determination of government spending multipliers," Journal of Economic Policy Reform, Taylor and Francis Journals, volume 16, issue 1, pages 31-45, DOI: 10.1080/17487870.2012.755812.
- 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, volume 46, issue 2, pages 765-790, May, DOI: 10.1111/caje.12031.
- Mona Haddad & Jamus Jerome Lim & Cosimo Pancaro & Christian Saborowski, 2013, "Trade openness reduces growth volatility when countries are well diversified," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 46, issue 2, pages 765-790, May, DOI: 10.1111/caje.12031.
- Saborowski, Christian & Haddad, Mona & Lim, Jamus Jerome & Pancaro, Cosimo, 2012, "Trade openness reduces growth volatility when countries are well diversified," Working Paper Series, European Central Bank, number 1491, Nov.
- Haddad, Mona E. & Lim, Jamus Jerome & Saborowski, Christian, 2010, "Trade openness reduces growth volatility when countries are well diversified," Policy Research Working Paper Series, The World Bank, number 5222, Feb.
- 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, volume 16, issue C, pages 1-30, DOI: 10.1016/j.ememar.2013.02.007.
- 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, Bank for International Settlements, number 411, Apr.
- Hutchison, Michael & Sushko, Vladyslav, 2013, "Impact of macro-economic surprises on carry trade activity," Journal of Banking & Finance, Elsevier, volume 37, issue 4, pages 1133-1147, DOI: 10.1016/j.jbankfin.2012.10.022.
2012
- 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, volume 2, issue 5, pages 1-8.
- 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, volume 15, issue 3, pages 195-205, DOI: 10.1080/17487870.2012.702202.
- Luis Ceballos S. & Mario González F., 2012, "Indicador de Condiciones Económicas," Notas de Investigación Journal EconomÃa Chilena (The Chilean Economy), Central Bank of Chile, volume 15, issue 1, pages 105-117, April.
- Jamus Jerome Lim & Christian Saborowski, 2012, "Export diversification in a transitioning economy," The Economics of Transition, The European Bank for Reconstruction and Development, volume 20, issue 2, pages 339-367, April, DOI: j.1468-0351.2011.00430.x.
- Lim, Jamus Jerome & Saborowski, Christian, 2011, "Export diversification in a transitioning economy : the case of Syria," Policy Research Working Paper Series, The World Bank, number 5811, Sep.
- 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, volume 23, issue 3, pages 345-364, DOI: 10.1016/j.najef.2012.03.006.
- Dailami, Mansoor & Kurlat, Sergio & Lim, Jamus Jerome, 2012, "Bilateral M&A activity from the global south," Policy Research Working Paper Series, The World Bank, number 5953, Jan.
- 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, volume 23, issue 4, pages 597-621, September, DOI: 10.1007/s11079-011-9228-y.
- 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, Department of Economics, UC Santa Cruz, number qt8c75z2pt, Oct.
- Joshua Aizenman & Jaewoo Lee & Vladyslav Sushko, 2010, "From the Great Moderation to the global crisis: Exchange market pressure in the 2000s," NBER Working Papers, National Bureau of Economic Research, Inc, number 16447, Oct.
2011
- Cortuk, Orcan & Singh, Nirvikar, 2011, "Structural change and growth in India," Economics Letters, Elsevier, volume 110, issue 3, pages 178-181, March.
- Singh, Nirvikar & Cortuk, Orcan, 2010, "Structural Change and Growth in India," Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz, number qt7fd4n35w, Feb.
- Singh, Nirvikar & Cortuk, Orcan, 2010, "Structural Change and Growth in India," MPRA Paper, University Library of Munich, Germany, number 20867, Feb.
- Nirei, Makoto & Sushko, Vladyslav, 2011, "Jumps in foreign exchange rates and stochastic unwinding of carry trades," International Review of Economics & Finance, Elsevier, volume 20, issue 1, pages 110-127, January.
2010
- Collins, Anne D. & Lim, Jamus Jerome, 2010, "Recognition, redistribution, and liberty," Journal of Economic Behavior & Organization, Elsevier, volume 74, issue 3, pages 240-252, June.
- Lim, Jamus Jerome & Saborowski, Christian, 2010, "Estimates of trade-related adjustment costs in Syria," Journal of Policy Modeling, Elsevier, volume 32, issue 6, pages 843-864, November.
- Lim, Jamus Jerome & Saborowski, Christian, 2009, "Estimates of Trade-Related Adjustment Costs in Syria," MPRA Paper, University Library of Munich, Germany, number 17613, Oct.
- Lim, Jamus Jerome & Saborowski, Christian, 2010, "Estimates of trade-related adjustment costs in Syria," Policy Research Working Paper Series, The World Bank, number 5368, Jul.
- 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.
- Mona Haddad & Jamus Jerome Lim & Christian Saborowski, 2010, "Managing Openness and Volatility : The Role of Export Diversification," World Bank Publications - Reports, The World Bank Group, number 10203, Mar.
2009
- Jessica Decker & Jamus Lim, 2009, "Democracy and trade: an empirical study," Economics of Governance, Springer, volume 10, issue 2, pages 165-186, April, DOI: 10.1007/s10101-008-0053-8.
- Lim, Jamus Jerome & Decker, Jessica Henson, 2007, "Democracy and Trade: An Empirical Study," MPRA Paper, University Library of Munich, Germany, number 6077, Oct.
- Janus, Thorsten & Lim, Jamus Jerome, 2009, "Sticks and carrots: Two incentive mechanisms supporting intra-group cooperation," Economics Letters, Elsevier, volume 102, issue 3, pages 177-180, March.
- Lim Jamus Jerome, 2009, "Letter: Reinstating the Rational Voter," The Economists' Voice, De Gruyter, volume 6, issue 3, pages 1-2, February, DOI: 10.2202/1553-3832.1476.
- 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, volume 15, issue 1, pages 50-78, August, DOI: 10.2202/1554-8597.1129.
2008
- 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., volume 20, issue 5, pages 698-725, DOI: 10.1002/jid.1454.
- Lim, Jamus Jerome & Decker, Jessica Henson, 2007, "Do Democracies Grow Faster? Revisiting the Institutions and Economic Performance Debate," MPRA Paper, University Library of Munich, Germany, number 6076, Dec.
- Lim Jamus Jerome, 2008, "Letter: Zombies May Mean Attention Bonds Will Not Cure Spam," The Economists' Voice, De Gruyter, volume 5, issue 2, pages 1-1, May, DOI: 10.2202/1553-3832.1272.
2004
- Jamus Jerome Lim, 2004, "The International Economics Network," The Journal of Economic Education, Taylor & Francis Journals, volume 35, issue 4, pages 416-416, October, DOI: 10.3200/JECE.35.4.416-416.
- 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., volume 7, issue 01, pages 119-151, DOI: 10.1142/S0219091504000068.
Books
2025
- Matteo Aquilina & Fabian Garavito & Gaston Gelos & Ulf Lewrick & Frank Packer & Gabor Pinter & Vladyslav Sushko & Karamfil Todorov, 2025, "The transformation of the life insurance industry: systemic risks and policy challenges," BIS Papers, Bank for International Settlements, number 161, ISBN: ARRAY(0x8d62eb18).
Chapters
2023
- Alain Chaboud & Dagfinn Rime & Vladyslav Sushko, 2023, "The foreign exchange market," Chapters, Edward Elgar Publishing, chapter 12, in: Refet S. Gürkaynak & Jonathan H. Wright, "Research Handbook of Financial Markets".
- Alain Chaboud & Dagfinn Rime & Vladyslav Sushko, 2023, "The foreign exchange market," BIS Working Papers, Bank for International Settlements, number 1094, Apr.
2015
- Patrick McGuire & Vladyslav Sushko, 2015, "The BIS Global liquidity indicators," IFC Bulletins chapters, Bank for International Settlements, in: Bank for International Settlements, "Indicators to support monetary and financial stability analysis: data sources and statistical methodologies".
2014
- Dietrich Domanski & Vladyslav Sushko, 2014, "Rethinking the lender of last resort: workshop summary," BIS Papers chapters, Bank for International Settlements, in: Bank for International Settlements, "Re-thinking the lender of last resort".
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