Iryna Kaminska : Citation Profile


Are you Iryna Kaminska?

Bank of England

8

H index

7

i10 index

184

Citations

RESEARCH PRODUCTION:

7

Articles

17

Papers

RESEARCH ACTIVITY:

   16 years (2004 - 2020). See details.
   Cites by year: 11
   Journals where Iryna Kaminska has often published
   Relations with other researchers
   Recent citing documents: 22.    Total self citations: 9 (4.66 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pka92
   Updated: 2022-09-24    RAS profile: 2021-03-08    
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Relations with other researchers


Works with:

Roberts-Sklar, Matt (2)

Elliott, David (2)

LINTON, OLIVER (2)

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

Is cited by:

GUPTA, RANGAN (10)

Favero, Carlo (6)

D'Amico, Stefania (6)

Joyce, Michael (5)

Thornton, Daniel (5)

mumtaz, haroon (4)

Schuermann, Til (4)

Surico, Paolo (4)

Rudebusch, Glenn (4)

Guidolin, Massimo (4)

Zinna, Gabriele (4)

Cites to:

Vayanos, Dimitri (19)

Campbell, John (17)

Caballero, Ricardo (16)

Ang, Andrew (15)

Shiller, Robert (14)

Bollerslev, Tim (12)

Bekaert, Geert (12)

Piazzesi, Monika (11)

Gourinchas, Pierre-Olivier (10)

Farhi, Emmanuel (9)

Rudebusch, Glenn (9)

Main data


Where Iryna Kaminska has published?


Working Papers Series with more than one paper published# docs
CEPR Discussion Papers / C.E.P.R. Discussion Papers2

Recent works citing Iryna Kaminska (2022 and 2021)


YearTitle of citing document
2021Yield curve modelling and forecasting in an undeveloped financial market: The case of Bulgaria. (2021). Makarieva, Martina. In: Economic Thought journal. RePEc:bas:econth:y:2021:i:2:p:61-83,84-104.

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2021The Fed takes on corporate credit risk: an analysis of the efficacy of the SMCCF. (2021). Zakrajek, Egon ; Yue, Vivian Z ; Wei, Bin ; Gilchrist, Simon. In: BIS Working Papers. RePEc:bis:biswps:963.

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2022Term premium dynamics and its determinants: the Mexican case. (2022). Roldan-Pea, Jessica ; Elizondo, Rocio ; Diego-Fernandez, Maria ; Aguilar, Ana. In: BIS Working Papers. RePEc:bis:biswps:993.

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2021Correcting US payments imbalances: Taxing foreign holders of its treasury securities is better than import tariffs. (2021). Hallwood, Paul. In: The World Economy. RePEc:bla:worlde:v:44:y:2021:i:8:p:2228-2237.

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2021Preferred habitat investors in the UK government bond market. (2021). Worlidge, Jack ; Meaning, Jack ; Joyce, Michael ; Giese, Julia. In: Bank of England working papers. RePEc:boe:boeewp:0939.

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2022Look who’s Talking: Individual Committee members’ impact on inflation expectations. (2022). Kwiatkowski, Andrzej ; Menzies, Craig ; Rambaccussing, Dooruj. In: Dundee Discussion Papers in Economics. RePEc:dun:dpaper:305.

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2021News and narratives in financial systems: Exploiting big data for systemic risk assessment. (2021). Tuckett, David ; Kapadia, Sujit ; Nyman, Rickard. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:127:y:2021:i:c:s0165188921000543.

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2022Dissecting the yield curve: The international evidence. (2022). Plazzi, Alberto ; Berardi, Andrea. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002429.

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2022Does quantitative easing affect market liquidity?. (2022). Gillan, James M. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621003009.

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2021Stock market volatility and jumps in times of uncertainty. (2021). Triantafyllou, Athanasios ; Vlastakis, Nikolaos ; Megaritis, Anastasios. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:113:y:2021:i:c:s0261560621000048.

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2021Monetary policy surprises and their transmission through term premia and expected interest rates. (2021). Ustek, Roman ; Mumtaz, Haroon ; Kaminska, Iryna. In: Journal of Monetary Economics. RePEc:eee:moneco:v:124:y:2021:i:c:p:48-65.

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2021A preferred-habitat model of the term structure of interest rates. (2020). Vila, Jean-Luc ; Vayanos, Dimitri. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:106509.

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2021International Yield Spillovers. (2021). Ochoa, Juan ; Kim, Don H. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2021-01.

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2021Does Public Debt Ownership Structure Matter for a Borrowing Country?. (2021). Piscarreta, Carlos Alberto. In: Working Papers REM. RePEc:ise:remwps:wp01902021.

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2022Treasury Supply Shocks and the Term Structure of Interest Rates in the UK. (2022). Lengyel, Andras. In: MNB Working Papers. RePEc:mnb:wpaper:2022/6.

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2021Investor Confidence and Forecastability of US Stock Market Realized Volatility : Evidence from Machine Learning. (2021). Pierdzioch, Christian ; Nel, Jacobus ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202118.

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2021Conventional and Unconventional Monetary Policy Rate Uncertainty and Stock Market Volatility: A Forecasting Perspective. (2021). GUPTA, RANGAN ; Bouri, Elie ; Liu, Rui Peng. In: Working Papers. RePEc:pre:wpaper:202178.

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2021Volatility in the stock market: ANN versus parametric models. (2021). Clementi, Daniele ; Decclesia, Rita Laura. In: Annals of Operations Research. RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-019-03374-0.

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2021A Preferred?Habitat Model of the Term Structure of Interest Rates. (2021). Vayanos, Dimitri ; Vila, Jeanluc. In: Econometrica. RePEc:wly:emetrp:v:89:y:2021:i:1:p:77-112.

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2021Rationality and anchoring of inflation expectations: An assessment from survey?based and market?based measures. (2021). de Mendonça, Helder ; deMendona, Helder Ferreira ; Machado, Jose Valentim ; Garcia, Pedro Mendes ; de Mendona, Helder Ferreira. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:6:p:1027-1053.

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2021Economic Policy Uncertainty and Bond Risk Premia. (2021). Ka, Kook ; Ioannidis, Christos. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:53:y:2021:i:6:p:1479-1522.

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2021Liquidity in the German corporate bond market: Has the CSPP made a difference?. (2021). Schlepper, Kathi ; Islami, Mevlud ; Boneva, Lena. In: Discussion Papers. RePEc:zbw:bubdps:082021.

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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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paper7
2011A global model of international yield curves: no-arbitrage term structure approach In: Bank of England working papers.
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paper12
2013A GLOBAL MODEL OF INTERNATIONAL YIELD CURVES: NO?ARBITRAGE TERM STRUCTURE APPROACH.(2013) In: International Journal of Finance & Economics.
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This paper has another version. Agregated cites: 12
article
2011Preferred-habitat investors and the US term structure of real rates In: Bank of England working papers.
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paper13
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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paper3
2015A global factor in variance risk premia and local bond pricing In: Bank of England working papers.
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paper9
2017Volatility in equity markets and monetary policy rate uncertainty In: Bank of England working papers.
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paper18
2018Volatility in equity markets and monetary policy rate uncertainty.(2018) In: Journal of Empirical Finance.
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This paper has another version. Agregated cites: 18
article
2020The impact of corporate QE on liquidity: evidence from the UK In: Bank of England working papers.
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paper4
2019The Impact of Corporate QE on Liquidity: Evidence from the UK.(2019) In: Cambridge Working Papers in Economics.
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This paper has another version. Agregated cites: 4
paper
2019Official demand for US debt: implications for US real rates In: Bank of England working papers.
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paper17
2020Official Demand for U.S. Debt: Implications for U.S. Real Rates.(2020) In: Journal of Money, Credit and Banking.
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This paper has another version. Agregated cites: 17
article
2019Credit easing versus quantitative easing: evidence from corporate and government bond purchase programs In: Bank of England working papers.
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paper6
2004Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates In: CEPR Discussion Papers.
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paper39
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: 39
article
2004Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates.(2004) In: Working Papers.
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This paper has another version. Agregated cites: 39
paper
2004Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates.(2004) In: Computing in Economics and Finance 2004.
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This paper has another version. Agregated cites: 39
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2005The Predictive Power of the Yield Spread: Further Evidence and A Structural Interpretation In: CEPR Discussion Papers.
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paper30
2005The Predictive Power of the Yield Spread: Further Evidence and a Structural Interpretation.(2005) In: Working Papers.
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2018What do the prices of UK inflation-linked securities say on inflation expectations, risk premia and liquidity risks? In: Journal of Banking & Finance.
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article5
2014Official Demand for U.S. Debt: Implications for U.S. Real Interest Rates In: IMF Working Papers.
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paper11
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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article2

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