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Valeri Sokolovski
Valeri Sokolovski
Univeristy of Alberta
Verified email at ualberta.ca - Homepage
Title
Cited by
Cited by
Year
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
1562022
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
26*2022
Hedge Funds and Prime Broker Risk
M Dahlquist, S Rottke, V Sokolovski, E Sverdrup
Swedish House of Finance Research Paper, 2023
122023
Crowds, crashes, and the carry trade
V Sokolovski
Financial Times 26, 2The, 2007
102007
Looking Under the Hood of Commodity Currency Predictability
A Jeanneret, V Sokolovski
UNSW Business School Research Paper Forthcoming, 2024
32024
Benchmark currency stochastic discount factors
P Orłowski, V Sokolovski, E Sverdrup
Available at SSRN 3945075, 2021
32021
Hedge Funds and Financial Intermediary Risk
M Dahlquist, S Rottke, V Sokolovski, E Sverdrup
Stockholm School of Economics Working Paper, 2022
12022
Social Premiums
H Briscoe-Tran, I Meier, R Elabd, V Sokolovski
Available at SSRN, 2024
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
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Articles 1–13