Iryna Kaminska : Citation Profile


Are you Iryna Kaminska?

Bank of England

6

H index

3

i10 index

97

Citations

RESEARCH PRODUCTION:

4

Articles

13

Papers

RESEARCH ACTIVITY:

   11 years (2004 - 2015). See details.
   Cites by year: 8
   Journals where Iryna Kaminska has often published
   Relations with other researchers
   Recent citing documents: 7.    Total self citations: 3 (3 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pka92
   Updated: 2018-06-23    RAS profile: 2017-10-09    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Iryna Kaminska.

Is cited by:

Favero, Carlo (5)

mumtaz, haroon (4)

Thornton, Daniel (4)

Schuermann, Til (4)

D'Amico, Stefania (4)

Pesaran, M (4)

Surico, Paolo (4)

Joyce, Michael (4)

Fidora, Michael (3)

King, Thomas (3)

Carvalho, Daniel (3)

Cites to:

Campbell, John (18)

Shiller, Robert (15)

Ang, Andrew (13)

Piazzesi, Monika (11)

Bekaert, Geert (10)

Gertler, Mark (9)

Bollerslev, Tim (9)

Rudebusch, Glenn (8)

Clarida, Richard (7)

Gali, Jordi (7)

Wei, Min (7)

Main data


Where Iryna Kaminska has published?


Recent works citing Iryna Kaminska (2018 and 2017)


YearTitle of citing document
2017The inflation risk premium in the post-Lehman period. (2017). Camba-Mendez, Gonzalo ; Werner, Thomas . In: Working Paper Series. RePEc:ecb:ecbwps:20172033.

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2018The predictive content of the term premium for GDP growth in Canada: Evidence from linear, Markov-switching and probit estimations. (2018). Lange, Ronald Henry. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:80-91.

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2018Rule of law and balance of power sustain US dollar preeminence. (2018). Seghezza, Elena ; Morelli, Pierluigi. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:40:y:2018:i:1:p:16-36.

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2017A New Normal for Interest Rates? Evidence from Inflation-Indexed Debt. (2017). Rudebusch, Glenn ; Christensen, Jens. In: Working Paper Series. RePEc:fip:fedfwp:2017-07.

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2017The term structure of expectations and bond yields. (2017). Moench, Emanuel ; Eusepi, Stefano ; Crump, Richard. In: Staff Reports. RePEc:fip:fednsr:775.

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2018Globalization and monetary policy rule in West African Monetary Zone: A generalized method of moment approach. (2018). Eregha, Perekunah ; Egwaikhide, Festus O. In: Applied Econometrics. RePEc:ris:apltrx:0337.

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2017Determinants of the Public Budget Balance: The Role of Official Capital Flows. (2017). Steiner, Andreas. In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. RePEc:zbw:vfsc17:168184.

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Works by Iryna Kaminska:


YearTitleTypeCited
2013A No-Arbitrage Structural Vector Autoregressive Model of the UK Yield Curve In: Oxford Bulletin of Economics and Statistics.
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article8
2008A no-arbitrage structural vector autoregressive model of the UK yield curve.(2008) In: Bank of England working papers.
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This paper has another version. Agregated cites: 8
paper
2008Understanding the real rate conundrum: an application of no-arbitrage finance models to the UK real yield curve In: Bank of England working papers.
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paper6
2011A global model of international yield curves: no-arbitrage term structure approach In: Bank of England working papers.
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paper6
2013A GLOBAL MODEL OF INTERNATIONAL YIELD CURVES: NO‚ÄźARBITRAGE TERM STRUCTURE APPROACH.(2013) In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
article
2011Preferred-habitat investors and the US term structure of real rates In: Bank of England working papers.
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paper11
2011Preferred-Habitat Investors and the US Term Structure of Real Rates.(2011) In: FMG Discussion Papers.
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This paper has another version. Agregated cites: 11
paper
2015The informational content of market-based measures of inflation expectations derived from govenment bonds and inflation swaps in the United Kingdom In: Bank of England working papers.
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paper1
2015A global factor in variance risk premia and local bond pricing In: Bank of England working papers.
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paper0
2004Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates In: CEPR Discussion Papers.
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paper33
2006Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates.(2006) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 33
article
2004Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates.(2004) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 33
paper
2004Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates.(2004) In: Computing in Economics and Finance 2004.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 33
paper
2005The Predictive Power of the Yield Spread: Further Evidence and A Structural Interpretation In: CEPR Discussion Papers.
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paper22
2005The Predictive Power of the Yield Spread: Further Evidence and a Structural Interpretation.(2005) In: Working Papers.
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This paper has another version. Agregated cites: 22
paper
2014Official Demand for U.S. Debt; Implications for U.S. Real Interest Rates In: IMF Working Papers.
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paper9
2011Understanding the Real Rate Conundrum: An Application of No-Arbitrage Models to the UK Real Yield Curve In: Review of Finance.
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article1

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated June, 2th 2018. Contact: CitEc Team