8
H index
7
i10 index
184
Citations
Iryna Kaminska : Citation Profile
Bank of England | RESEARCH PRODUCTION: 7 Articles 17 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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16 years (2004 - 2020). 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:
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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 Papers | 2 |
Recent works citing Iryna Kaminska (2022 and 2021)
| Year | Title of citing document |
|---|---|
| 2021 | Yield 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. Full description at Econpapers || Download paper |
| 2021 | The 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. Full description at Econpapers || Download paper |
| 2022 | Term 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. Full description at Econpapers || Download paper |
| 2021 | Correcting 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. Full description at Econpapers || Download paper |
| 2021 | Preferred 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. Full description at Econpapers || Download paper |
| 2022 | Look 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. Full description at Econpapers || Download paper |
| 2021 | News 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. Full description at Econpapers || Download paper |
| 2022 | Dissecting 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. Full description at Econpapers || Download paper |
| 2022 | Does quantitative easing affect market liquidity?. (2022). Gillan, James M. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621003009. Full description at Econpapers || Download paper |
| 2021 | Stock 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. Full description at Econpapers || Download paper |
| 2021 | Monetary 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. Full description at Econpapers || Download paper |
| 2021 | A 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. Full description at Econpapers || Download paper |
| 2021 | International Yield Spillovers. (2021). Ochoa, Juan ; Kim, Don H. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2021-01. Full description at Econpapers || Download paper |
| 2021 | Does Public Debt Ownership Structure Matter for a Borrowing Country?. (2021). Piscarreta, Carlos Alberto. In: Working Papers REM. RePEc:ise:remwps:wp01902021. Full description at Econpapers || Download paper |
| 2022 | Treasury Supply Shocks and the Term Structure of Interest Rates in the UK. (2022). Lengyel, Andras. In: MNB Working Papers. RePEc:mnb:wpaper:2022/6. Full description at Econpapers || Download paper |
| 2021 | Investor 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. Full description at Econpapers || Download paper |
| 2021 | Conventional 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. Full description at Econpapers || Download paper |
| 2021 | Volatility 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. Full description at Econpapers || Download paper |
| 2021 | A 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. Full description at Econpapers || Download paper |
| 2021 | Rationality 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. Full description at Econpapers || Download paper |
| 2021 | Economic 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. Full description at Econpapers || Download paper |
| 2021 | Liquidity 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. 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 | 8 |
| 2008 | A 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 | |
| 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 | 7 |
| 2011 | A global model of international yield curves: no-arbitrage term structure approach In: Bank of England working papers. [Full Text][Citation analysis] | paper | 12 |
| 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: 12 | article | |
| 2011 | Preferred-habitat investors and the US term structure of real rates In: Bank of England working papers. [Full Text][Citation analysis] | paper | 13 |
| 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 | 3 |
| 2015 | A global factor in variance risk premia and local bond pricing In: Bank of England working papers. [Full Text][Citation analysis] | paper | 9 |
| 2017 | Volatility in equity markets and monetary policy rate uncertainty In: Bank of England working papers. [Full Text][Citation analysis] | paper | 18 |
| 2018 | Volatility 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: 18 | article | |
| 2020 | The impact of corporate QE on liquidity: evidence from the UK In: Bank of England working papers. [Full Text][Citation analysis] | paper | 4 |
| 2019 | The Impact of Corporate QE on Liquidity: Evidence from the UK.(2019) In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2019 | Official demand for US debt: implications for US real rates In: Bank of England working papers. [Full Text][Citation analysis] | paper | 17 |
| 2020 | Official Demand for U.S. Debt: Implications for U.S. Real Rates.(2020) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | article | |
| 2019 | Credit easing versus quantitative easing: evidence from corporate and government bond purchase programs In: Bank of England working papers. [Full Text][Citation analysis] | paper | 6 |
| 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 | 39 |
| 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: 39 | 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: 39 | 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: 39 | paper | |
| 2005 | The Predictive Power of the Yield Spread: Further Evidence and A Structural Interpretation In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 30 |
| 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: 30 | paper | |
| 2018 | What 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] | article | 5 |
| 2014 | Official Demand for U.S. Debt: Implications for U.S. Real Interest Rates In: IMF Working Papers. [Full Text][Citation analysis] | paper | 11 |
| 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 | 2 |
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