6
H index
2
i10 index
89
Citations
Iryna Kaminska : Citation Profile
Bank of England | RESEARCH PRODUCTION: 4 Articles 13 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
11 years (2004 - 2015). 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:
| Cites to:
|
Main data
Where Iryna Kaminska has published?
Recent works citing Iryna Kaminska (2017 and 2016)
| Year | Title of citing document |
|---|---|
| 2016 | Overseas unspanned factors and domestic bond returns. (2016). Raczko, Marek ; Spencer, Peter ; Meldrum, Andrew . In: Bank of England working papers. RePEc:boe:boeewp:0618. Full description at Econpapers || Download paper |
| 2016 | Net debt supply shocks in the euro area and the implications for QE. (2016). Joyce, Michael ; Blattner, Tobias . In: Working Paper Series. RePEc:ecb:ecbwps:20161957. Full description at Econpapers || Download paper |
| 2016 | Evaluating the robustness of UK term structure decompositions using linear regression methods. (2016). Meldrum, Andrew ; Malik, Sheheryar . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:67:y:2016:i:c:p:85-102. Full description at Econpapers || Download paper |
| 2017 | A New Normal for Interest Rates? Evidence from Inflation-Indexed Debt. (2017). Rudebusch, Glenn ; Christensen, Jens. In: Working Paper Series. RePEc:fip:fedfwp:2017-07. Full description at Econpapers || Download paper |
| 2017 | The term structure of expectations and bond yields. (2017). Moench, Emanuel ; Eusepi, Stefano ; Crump, Richard. In: Staff Reports. RePEc:fip:fednsr:775. Full description at Econpapers || Download paper |
| 2016 | Foreign Official Holdings of U.S Treasuries, Stock Effect and the Economy: A DSGE Approach. (2016). Francois, John. In: 2016 Papers. RePEc:jmp:jm2016:pfr351. Full description at Econpapers || Download paper |
| 2016 | The Term Premium as a Leading Macroeconomic Indicator. (2016). Plakandaras, Vasilios ; Papadimitriou, Theophilos ; GUPTA, RANGAN ; Gogas, Periklis. In: Working Papers. RePEc:pre:wpaper:201613. Full description at Econpapers || Download paper |
Works by Iryna Kaminska:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2013 | A No-Arbitrage Structural Vector Autoregressive Model of the UK Yield Curve In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 2 |
| 2008 | A no-arbitrage structural vector autoregressive model of the UK yield curve In: Bank of England working papers. [Full Text][Citation analysis] | paper | 7 |
| 2008 | Understanding 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] | paper | 6 |
| 2011 | A global model of international yield curves: no-arbitrage term structure approach In: Bank of England working papers. [Full Text][Citation analysis] | paper | 5 |
| 2013 | A 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: 5 | article | |
| 2011 | Preferred-habitat investors and the US term structure of real rates In: Bank of England working papers. [Full Text][Citation analysis] | paper | 9 |
| 2011 | Preferred-Habitat Investors and the US Term Structure of Real Rates.(2011) In: FMG Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2015 | The 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] | paper | 0 |
| 2015 | A global factor in variance risk premia and local bond pricing In: Bank of England working papers. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 32 |
| 2006 | Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates.(2006) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | article | |
| 2004 | Financial 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: 32 | paper | |
| 2004 | Financial 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: 32 | paper | |
| 2005 | The Predictive Power of the Yield Spread: Further Evidence and A Structural Interpretation In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 21 |
| 2005 | The 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: 21 | paper | |
| 2014 | Official Demand for U.S. Debt; Implications for U.S. Real Interest Rates In: IMF Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2011 | Understanding the Real Rate Conundrum: An Application of No-Arbitrage Models to the UK Real Yield Curve In: Review of Finance. [Full Text][Citation analysis] | article | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 2 2017. Contact: CitEc Team