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Publications

by members of

University of California-Santa Cruz (UCSC) → Santa Cruz Institute for International Economics (SCIIE)

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. Find also a compilation of publications from alumni here.

This page is updated in the first days of each month.

| Working papers | Journal articles | Books | Chapters |

Working papers

2024

  1. 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

  1. 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".
  2. 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.

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, Bank for International Settlements, number 14, May.
  2. 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.
  3. 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.
  4. Ingomar Krohn & Vladyslav Sushko, 2020, "FX spot and swap market liquidity spillovers," BIS Working Papers, Bank for International Settlements, number 836, Jan.
  5. Ünay Tamgaç & Asena Caner, 2020, "Do Relative Concerns Matter? Testing Consumption Categories," Working Papers, Economic Research Forum, number 1412, Nov, revised 20 Nov 2020.

2017

  1. 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

  1. 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.

2015

  1. 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.
  2. Makoto Nirei & Julián Caballero & Vladyslav Sushko, 2015, "Bank capital shock propagation via syndicated interconnectedness," BIS Working Papers, Bank for International Settlements, number 484, Jan.
  3. 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.

2013

  1. 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.
  2. 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.
  3. Marius del Giudice Rodriguez & Thomas Wu, 2013, "The Effect of Capital Controls and Prudential FX Measures on Options-Implied Exchange Rate Stability," Working Paper Series, Federal Reserve Bank of San Francisco, number 2013-20, May, DOI: 10.24148/wp2013-20.

2012

  1. 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.
  2. 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.
  3. 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

  1. 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.
  2. 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.
  3. 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.
  4. 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.
  5. Thomas Wu & Jordi Mondria, 2011, "Asymmetric Attention and Stock Returns," 2011 Meeting Papers, Society for Economic Dynamics, number 134.

2010

  1. 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.
  2. Rasmus Fatum & Michael M. Hutchison & Thomas Wu, 2010, "Asymmetries and state dependence: the impact of macro surprises on intraday exchange rates," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 49.

2008

  1. Rasmus Fatum & Michael Hutchison & Thomas Wu, 2008, "Do Both U.S. and Foreign Macro Surprises Matter for the Intraday Exchange Rate? Evidence from Japan," EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, number 2009-01, Nov, revised Jan 2009.
  2. Jordi Mondria & Thomas Wu & Yi Zhang, 2008, "The Determinants of International Investment and Attention Allocation: Using Internet Search Query Data," Working Papers, University of Toronto, Department of Economics, number tecipa-326, Aug.

2006

  1. Wu, Thomas, 2006, "Order Flow in the South: Anatomy of the Brazilian FX Market," Santa Cruz Center for International Economics, Working Paper Series, Center for International Economics, UC Santa Cruz, number qt1k2250wj, Nov.
  2. Mondria, Jordi & Wu, Thomas, 2006, "The Puzzling Evolution of the Home Bias, Information Processing and Financial Openness," Santa Cruz Center for International Economics, Working Paper Series, Center for International Economics, UC Santa Cruz, number qt4wg39067, Dec.

2004

  1. Thomas Y. Wu, 2004, "Does Inflation Targeting Reduce Inflation? An Analysis for the OECD Industrial Countries," Working Papers Series, Central Bank of Brazil, Research Department, number 83, May.
  2. Dionísio Dias CArneiro & Felipe Monteiro Salles & Thomas Wu, 2004, "Juros, câmbio e as imperfeições do canal de crédito," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 480, Feb.

2003

  1. Dionísio Dias Carneiro & Thomas Wu, 2003, "Instabilidade e incerteza: curva IS com dados de longo prazo," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 476, Aug.

2002

  1. Dionísio Dias Carneiro & Thomas Wu, 2002, "Câmbio, juros e o movimento de reservas: Faz sentido o uso de um "quebra-molas"?," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 459, May.
  2. Dionísio Dias Carneiro & André Monteiro D´Almeida Monteiro & Thomas Wu, 2002, "Mecanismos não-lineares de repasse cambial para o IPCA," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 462, Aug.

2001

  1. Dionísio Dias Carneiro & Thomas Yen Hon Wu, 2001, "Contas externas e política monetária," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 442, Feb.

2000

  1. Dionísio Dias Carneiro & Thomas Yen Hon Wu, 2000, "Juros e câmbio: haverá combinações de instrumentos menos desgastantes para as metas de inflação?," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 435, Dec.

Journal articles

2025

  1. Wenqian Huang & Ingomar Krohn & Vladyslav Sushko, 2025, "Global FX markets when hedging takes centre stage," BIS Quarterly Review, Bank for International Settlements, December.

2024

  1. Mehmet Fatih Ekinci & Turalay Kenc & Unay Tamgac Tezcan, 2024, "Effectiveness of Macroprudential Policies on Credit Surge and Stop Episodes," Open Economies Review, Springer, volume 35, issue 5, pages 1085-1113, November, DOI: 10.1007/s11079-023-09744-3.
  2. Unay Tamgac Tezcan & Asena Caner, 2024, "Do Relative Concerns Matter? Testing Consumption Categories," Journal of Economic Issues, Taylor & Francis Journals, volume 58, issue 3, pages 793-824, July, DOI: 10.1080/00213624.2024.2382024.

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, volume 120, issue C, DOI: 10.1016/j.jimonfin.2021.102476.

2021

  1. 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.
  2. Tamgac, Unay, 2021, "Emerging market exchange rates during quantitative tapering: The effect of US and domestic news," Research in International Business and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.ribaf.2021.101393.
  3. Peter Cziraki & Jordi Mondria & Thomas Wu, 2021, "Asymmetric Attention and Stock Returns," Management Science, INFORMS, volume 67, issue 1, pages 48-71, January, DOI: 10.1287/mnsc.2019.3460.

2020

  1. 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. Andreas Schrimpf & Vladyslav Sushko, 2019, "Beyond LIBOR: a primer on the new benchmark rates," BIS Quarterly Review, Bank for International Settlements, March.
  2. Andreas Schrimpf & Vladyslav Sushko, 2019, "Sizing up global foreign exchange markets," BIS Quarterly Review, Bank for International Settlements, December.
  3. 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.
  3. Ozan Eksi & Asena Caner & Unay Tamgac Tezcan, 2018, "Relative Deprivation and Life Satisfaction among Europeans: Keeping up with Others," Bogazici Journal, Review of Social, Economic and Administrative Studies, Bogazici University, Department of Economics, volume 32, issue 2, pages 19-46.

2017

  1. 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.

2016

  1. 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.
  2. 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.
  3. Michael Moore & Andreas Schrimpf & Vladyslav Sushko, 2016, "Downsized FX markets: causes and implications," BIS Quarterly Review, Bank for International Settlements, December.
  4. 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.
  5. Ünay Tamgaç Tezcan, 2016, "Reference Groups And Household Consumption: Evidence From Turkey," Ekonomi-tek - International Economics Journal, Turkish Economic Association, volume 5, issue 1, pages 71-107, January.

2015

  1. Robert Neil McCauley & Patrick McGuire & Vladyslav Sushko, 2015, "Dollar credit to emerging market economies," BIS Quarterly Review, Bank for International Settlements, December.
  2. 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.

2014

  1. 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. 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.
  2. 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.
  3. Tamgac, Unay, 2013, "Duration of fixed exchange rate regimes in emerging economies," Journal of International Money and Finance, Elsevier, volume 37, issue C, pages 439-467, DOI: 10.1016/j.jimonfin.2013.06.015.

2012

  1. 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.

2011

  1. 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.
  2. Tamgac, Unay, 2011, "Crisis and self-fulfilling expectations: The Turkish experience in 1994 and 2000-2001," International Review of Economics & Finance, Elsevier, volume 20, issue 1, pages 44-58, January.

2010

  1. Dionísio Dias Carneiro & Thomas Wu, 2010, "Sovereign Risk and Out‐of‐Equilibrium Exchange Rate Dynamics," Review of Development Economics, Wiley Blackwell, volume 14, issue 4, pages 699-711, November, DOI: 10.1111/j.1467-9361.2010.00582.x.
  2. Mondria, Jordi & Wu, Thomas, 2010, "The puzzling evolution of the home bias, information processing and financial openness," Journal of Economic Dynamics and Control, Elsevier, volume 34, issue 5, pages 875-896, May.
  3. Mondria, Jordi & Wu, Thomas & Zhang, Yi, 2010, "The determinants of international investment and attention allocation: Using internet search query data," Journal of International Economics, Elsevier, volume 82, issue 1, pages 85-95, September.

2003

  1. Dionísio Dias Carneiro & Thomas Yen Hon Wu, 2003, "Instabilidade e incerteza: curva IS com dados de longo prazo," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 4, issue 2, pages 261-281, July-Dece.

Books

2025

  1. 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

  1. 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".

2015

  1. 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

  1. 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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