8
H index
7
i10 index
207
Citations
Bank of England | 8 H index 7 i10 index 207 Citations RESEARCH PRODUCTION: 7 Articles 18 Papers RESEARCH ACTIVITY: 16 years (2004 - 2020). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pka92 |
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: |
Working Papers Series with more than one paper published | # docs |
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CEPR Discussion Papers / C.E.P.R. Discussion Papers | 2 |
Year | Title of citing document |
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2023 | The role of the U.S. exchange?rate equity market volatility on agricultural exports and forecasts. (2023). Nganje, William ; Addey, Kwame Asiam. In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie. RePEc:bla:canjag:v:71:y:2023:i:1:p:25-47. Full description at Econpapers || Download paper |
2023 | International Yield Curves and Currency Puzzles. (2023). Creal, Drew ; Chernov, Mikhail. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:209-245. Full description at Econpapers || Download paper |
2023 | Mispricing in inflation markets. (2023). Pinter, Gabor ; Barria, Rodrigo. In: Bank of England working papers. RePEc:boe:boeewp:1034. Full description at Econpapers || Download paper |
2023 | Oil supply expectations and corporate social responsibility. (2023). Miao, Xiao ; Zhang, Yun ; Wen, Fenghua ; Chen, Lin. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001540. Full description at Econpapers || Download paper |
2023 | The information in joint term structures of bond yields. (2023). Spencer, Peter ; Raczko, Marek ; Meldrum, Andrew. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:134:y:2023:i:c:s0261560623000293. Full description at Econpapers || Download paper |
2023 | Why Does the Yield Curve Predict GDP Growth? The Role of Banks. (2023). Wei, Min ; Schneider, Andres ; Minoiu, Camelia. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:96648. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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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 nother 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 | 16 |
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 nother version. Agregated cites: 16 | 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 | 22 |
2018 | Volatility in equity markets and monetary policy rate uncertainty.(2018) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | article | |
2020 | The impact of corporate QE on liquidity: evidence from the UK In: Bank of England working papers. [Full Text][Citation analysis] | paper | 5 |
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 nother version. Agregated cites: 5 | paper | |
2019 | Official demand for US debt: implications for US real rates In: Bank of England working papers. [Full Text][Citation analysis] | paper | 20 |
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 nother version. Agregated cites: 20 | 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 | 8 |
2020 | Monetary policy surprises and their transmission through term premia and expected interest rates In: Discussion 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 | 40 |
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 nother version. Agregated cites: 40 | 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 nother version. Agregated cites: 40 | 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 nother version. Agregated cites: 40 | paper | |
2005 | The Predictive Power of the Yield Spread: Further Evidence and A Structural Interpretation In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 33 |
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 nother version. Agregated cites: 33 | 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 | 6 |
2014 | Official Demand for U.S. Debt: Implications for U.S. Real Interest Rates In: IMF Working Papers. [Full Text][Citation analysis] | paper | 12 |
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 | 5 |
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