In sickness and in debt: The COVID-19 impact on sovereign credit risk P Augustin, V Sokolovski, MG Subrahmanyam, D Tomio Journal of Financial Economics 143 (3), 1251-1274, 2022 | 137 | 2022 |
Short-selling equity exchange traded funds and its effect on stock market liquidity E Karmaziene, V Sokolovski Journal of Financial and Quantitative Analysis 57 (3), 923-956, 2022 | 45* | 2022 |
How sovereign is sovereign credit risk? Global prices, local quantities P Augustin, V Sokolovski, MG Subrahmanyam, D Tomio Journal of Monetary Economics 131, 92-111, 2022 | 22* | 2022 |
Hedge funds and financial intermediaries M Dahlquist, V Sokolovski, E Sverdrup Swedish House of Finance Research Paper, 2021 | 10 | 2021 |
Crowds, crashes, and the carry trade V Sokolovski Financial Times 26, 2The, 2007 | 9 | 2007 |
Commodity prices and currencies A Jeanneret, V Sokolovski Available at SSRN 4564504, 2023 | 3 | 2023 |
Benchmark currency stochastic discount factors P Orłowski, V Sokolovski, E Sverdrup Available at SSRN 3945075, 2021 | 3 | 2021 |
Hedge Funds and Financial Intermediary Risk M Dahlquist, S Rottke, V Sokolovski, E Sverdrup Stockholm School of Economics Working Paper, 2022 | 1 | 2022 |
Hedge Funds and Prime Broker Risk M Dahlquist, S Rottke, V Sokolovski, E Sverdrup | | 2024 |
Beware of the Spider: Exchange Traded Funds and the Short-Sale Ban E Karmaziene, V Sokolovski Oxford Business Law Blog 2021 (January 14), 2021 | | 2021 |
Essays on Currency Risk and Financial Frictions V Sokolovski Stockholm School of Economics, 2017 | | 2017 |
The short on shorting ETFs: The art of create to lend KM Kaminski Stockholm School of Economics, 2014 | | 2014 |
Analysis of the predictive ability and profitability of an analytically derived trading algorithm in the intra-day spot foreign exchange market V Sokolovski | | 2011 |