Iryna Kaminska : Citation Profile


Are you Iryna Kaminska?

Bank of England

6

H index

2

i10 index

89

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 (3.26 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pka92
   Updated: 2017-10-21    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:

Meldrum, Andrew (5)

Favero, Carlo (5)

Surico, Paolo (4)

Schuermann, Til (4)

mumtaz, haroon (4)

Pesaran, M (4)

Thornton, Daniel (4)

D'Amico, Stefania (4)

Joyce, Michael (4)

Ireland, Peter (3)

Rudebusch, Glenn (3)

Cites to:

Campbell, John (18)

Shiller, Robert (14)

Ang, Andrew (12)

Piazzesi, Monika (10)

Gertler, Mark (9)

Bekaert, Geert (9)

Bollerslev, Tim (8)

Rudebusch, Glenn (8)

Clarida, Richard (7)

Wei, Min (7)

Gali, Jordi (7)

Main data


Where Iryna Kaminska has published?


Recent works citing Iryna Kaminska (2017 and 2016)


YearTitle of citing document
2016Overseas unspanned factors and domestic bond returns. (2016). Raczko, Marek ; Spencer, Peter ; Meldrum, Andrew . In: Bank of England working papers. RePEc:boe:boeewp:0618.

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2016Net 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.

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2016Evaluating 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.

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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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2016Foreign Official Holdings of U.S Treasuries, Stock Effect and the Economy: A DSGE Approach. (2016). Francois, John. In: 2016 Papers. RePEc:jmp:jm2016:pfr351.

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2016The Term Premium as a Leading Macroeconomic Indicator. (2016). Plakandaras, Vasilios ; Papadimitriou, Theophilos ; GUPTA, RANGAN ; Gogas, Periklis. In: Working Papers. RePEc:pre:wpaper:201613.

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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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article2
2008A no-arbitrage structural vector autoregressive model of the UK yield curve In: Bank of England working papers.
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paper7
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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paper5
2013A GLOBAL MODEL OF INTERNATIONAL YIELD CURVES: NO‚ÄźARBITRAGE TERM STRUCTURE APPROACH.(2013) In: International Journal of Finance & Economics.
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This paper has another version. Agregated cites: 5
article
2011Preferred-habitat investors and the US term structure of real rates In: Bank of England working papers.
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paper9
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: 9
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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paper0
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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paper32
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: 32
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: 32
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: 32
paper
2005The Predictive Power of the Yield Spread: Further Evidence and A Structural Interpretation In: CEPR Discussion Papers.
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paper21
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: 21
paper
2014Official Demand for U.S. Debt; Implications for U.S. Real Interest Rates In: IMF Working Papers.
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paper6
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

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