Iryna Kaminska : Citation Profile

Are you Iryna Kaminska?

Bank of England

7

H index

4

i10 index

133

Citations

RESEARCH PRODUCTION:

6

Articles

17

Papers

RESEARCH ACTIVITY:

   15 years (2004 - 2019). See details.
   Cites by year: 8
   Journals where Iryna Kaminska has often published
   Relations with other researchers
   Recent citing documents: 35.    Total self citations: 4 (2.92 %)

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   Permalink: http://citec.repec.org/pka92
   Updated: 2020-08-09    RAS profile: 2019-12-13    
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Relations with other researchers

Works with:

Roberts-Sklar, Matt (3)

Elliott, David (2)

Liu, Zhuoshi (2)

Zinna, Gabriele (2)

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)

Guidolin, Massimo (4)

Pesaran, M (4)

King, Thomas (4)

D'Amico, Stefania (4)

Joyce, Michael (4)

Surico, Paolo (4)

mumtaz, haroon (4)

Thornton, Daniel (4)

GUPTA, RANGAN (4)

Schuermann, Til (4)

Cites to:

Campbell, John (18)

Shiller, Robert (15)

Ang, Andrew (13)

Piazzesi, Monika (11)

Vayanos, Dimitri (10)

Bekaert, Geert (10)

Bollerslev, Tim (9)

Rudebusch, Glenn (9)

Gertler, Mark (8)

Wei, Min (7)

Viceira, Luis (6)

Main data

Where Iryna Kaminska has published?

Recent works citing Iryna Kaminska (2019 and 2018)

YearTitle of citing document
2019Quantitative Easing and the Term Premium as a Monetary Policy Instrument. (2019). Vaccaro-Grange, Etienne. In: AMSE Working Papers. RePEc:aim:wpaimx:1932.

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2018Monetary Policy after the Crisis: Threat or Opportunity to Hedge Funds Alphas?. (2018). Guidolin, Massimo ; Pedio, Manuela ; Berglund, Alexander. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1884.

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2019The effectiveness of the ECB’s asset purchases at the lower bound. (2019). Grasso, Adriana ; Grande, Giuseppe ; Zinna, Gabriele. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_541_19.

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2019An assessment of recent trends in market-based expected iflation in the euro area. (2019). Pericoli, Marcello. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_542_19.

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2018News and narratives in financial systems: exploiting big data for systemic risk assessment. (2018). ormerod, paul ; Kapadia, Sujit ; Smith, Robert ; Gregory, David ; Tuckett, David ; Nyman, Rickard. In: Bank of England working papers. RePEc:boe:boeewp:0704.

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2018The information in the joint term structures of bond yields. (2018). Spencer, Peter ; Raczko, Marek ; Meldrum, Andrew. In: Bank of England working papers. RePEc:boe:boeewp:0772.

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2019Predicting Recessions in the Euro Area: A Factor Approach. (2019). Parle, Conor ; Goodhead, Robert. In: Economic Letters. RePEc:cbi:ecolet:2/el/19.

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2018Pension Funds and the Yield Curve: The Role of Preference for Maturity. (2018). Calani, Mauricio ; Alfaro, Rodrigo. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:821.

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2018International yield curves and currency puzzles. (2018). Chernov, Mikhail ; Creal, Drew. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13252.

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2020Corporates dependence on banks: The impact of ECB corporate sector purchases. (2020). Bats, Joost. In: DNB Working Papers. RePEc:dnb:dnbwpp:667.

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2018The effect of non-resident investments on the French sovereign spread. (2018). Bui Quang, Pierre. In: EconomiX Working Papers. RePEc:drm:wpaper:2018-52.

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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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2018Forecasting oil futures price volatility: New evidence from realized range-based volatility. (2018). Ma, Feng ; Lai, Xiaodong ; Huang, Dengshi ; Zhang, Yaojie. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:400-409.

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2018Predictions of short-term rates and the expectations hypothesis. (2018). Guidolin, Massimo ; Thornton, Daniel L. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:636-664.

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2018The decline in the predictive power of the US term spread: A structural interpretation. (2018). Morell, Joe. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:55:y:2018:i:c:p:314-331.

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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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2019The threshold effect of market sentiment and inflation expectations on gold price. (2019). Xu, Xiangyun ; Jia, Fei ; Huang, Xiaoyong ; Shi, YU. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:77-83.

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2019Forecasting the U.S. stock volatility: An aligned jump index from G7 stock markets. (2019). Zhang, Yaojie ; Wahab, M. I. M., ; Ma, Feng. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:54:y:2019:i:c:p:132-146.

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2019Uncertainty and oil volatility: New evidence. (2019). Cao, Xiang ; Zeng, Qing ; Mei, Dexiang ; Diao, Xiaohua. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:525:y:2019:i:c:p:155-163.

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2019A re-evaluation of the term spread as a leading indicator. (2019). Plakandaras, Vasilios ; Papadimitriou, Theophilos ; GUPTA, RANGAN ; Gogas, Periklis. In: International Review of Economics & Finance. RePEc:eee:reveco:v:64:y:2019:i:c:p:476-492.

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2018Price Pressure and Price Discovery in the Term Structure of Interest Rates. (2018). Tuzun, Tugkan ; Mixon, Scott. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2018-65.

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2018Why Does the Yield-Curve Slope Predict Recessions?. (2018). Chyruk, Olena ; Benzoni, Luca ; Kelley, David. In: Working Paper Series. RePEc:fip:fedhwp:wp-2018-15.

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2019Quantitative Easing and the Term Premium as a Monetary Policy Instrument. (2019). Vaccaro-Grange, Etienne. In: Working Papers. RePEc:hal:wpaper:halshs-02359503.

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2019Is a recession imminent? The signal of the yield curve. (2019). van Nieuwenhuyze, CH ; Deroose, M ; de Backer, B. In: Economic Review. RePEc:nbb:ecrart:y:2019:m:june:i:i:p:69-93.

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2018International Yield Curves and Currency Puzzles. (2018). Creal, Drew ; Chernov, Mikhail. In: NBER Working Papers. RePEc:nbr:nberwo:25206.

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2020Monetary policy after the crisis: A threat to hedge funds alphas?. (2020). Guidolin, Massimo ; Pedio, Manuela ; Berglund, Alexander. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:3:d:10.1057_s41260-020-00160-7.

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2017Dampak Kepemilikan Asing terhadap Pasar Surat Berharga Negara (SBN) Indonesia. (2017). Mansur, Alfan ; al Arif, Munafsin. In: MPRA Paper. RePEc:pra:mprapa:93944.

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2018The Role of Monetary Policy Uncertainty in Predicting Equity Market Volatility of the United Kingdom: Evidence from over 150 Years of Data. (2018). Wohar, Mark ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201851.

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2019Monetary Policy Uncertainty and Volatility Jumps in Advanced Equity Markets. (2019). Kyei, Clement ; GUPTA, RANGAN ; Gkillas (Gillas), Konstantinos ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201939.

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2018Affine Endeavour: Estimating a Joint Model of the Nominal and Real Term Structures of Interest Rates in Australia. (2018). Finlay, Richard ; Hambur, Jonathan. In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2018-02.

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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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2020ECB Announcements and Stock Market Volatility. (2020). Neugebauer, Frederik. In: WHU Working Paper Series - Economics Group. RePEc:whu:wpaper:20-02.

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2019Derivatives pricing when supply and demand matter: Evidence from the term structure of VIX futures. (2019). Onur, Esen ; Mixon, Scott. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:9:p:1035-1055.

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2019ECB Announcements and Stock Market Volatility. (2019). Neugebauer, Frederik. In: Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy. RePEc:zbw:vfsc19:203554.

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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.
[Full Text][Citation analysis]		article8
2008A no-arbitrage structural vector autoregressive model of the UK yield curve.(2008) In: Bank of England working papers.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]		paper7
2011A global model of international yield curves: no-arbitrage term structure approach In: Bank of England working papers.
[Full Text][Citation analysis]		paper9
2013A GLOBAL MODEL OF INTERNATIONAL YIELD CURVES: NO‐ARBITRAGE TERM STRUCTURE APPROACH.(2013) In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		article
2011Preferred-habitat investors and the US term structure of real rates In: Bank of England working papers.
[Full Text][Citation analysis]		paper15
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: 15		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.
[Full Text][Citation analysis]		paper1
2015A global factor in variance risk premia and local bond pricing In: Bank of England working papers.
[Full Text][Citation analysis]		paper1
2017Volatility in equity markets and monetary policy rate uncertainty In: Bank of England working papers.
[Full Text][Citation analysis]		paper9
2018Volatility in equity markets and monetary policy rate uncertainty.(2018) In: Journal of Empirical Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		article
2019The impact of QE on liquidity: evidence from the UK Corporate Bond Purchase Scheme In: Bank of England working papers.
[Full Text][Citation analysis]		paper1
2019The Impact of QE on Liquidity: Evidence from the UK Corporate Bond Purchase Scheme.(2019) In: Cambridge Working Papers in Economics.
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This paper has another version. Agregated cites: 1		paper
2019Official demand for US debt: implications for US real rates In: Bank of England working papers.
[Full Text][Citation analysis]		paper2
2004Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper36
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: 36		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: 36		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: 36		paper
2005The Predictive Power of the Yield Spread: Further Evidence and A Structural Interpretation In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper29
2005The Predictive Power of the Yield Spread: Further Evidence and a Structural Interpretation.(2005) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 29		paper
2018What do the prices of UK inflation-linked securities say on inflation expectations, risk premia and liquidity risks? In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article2
2014Official Demand for U.S. Debt; Implications for U.S. Real Interest Rates In: IMF Working Papers.
[Full Text][Citation analysis]		paper11
2011Understanding the Real Rate Conundrum: An Application of No-Arbitrage Models to the UK Real Yield Curve In: Review of Finance.
[Full Text][Citation analysis]		article2

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