Iryna Kaminska : Citation Profile

Bank of England

9

H index

9

i10 index

251

Citations

RESEARCH PRODUCTION:

9

Articles

25

Papers

RESEARCH ACTIVITY:

   20 years (2004 - 2024). See details.
   Cites by year: 12
   Journals where Iryna Kaminska has often published
   Relations with other researchers
   Recent citing documents: 27.    Total self citations: 11 (4.2 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pka92
   Updated: 2025-12-27    RAS profile: 2024-08-09    
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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:

GUPTA, RANGAN (11)

Joyce, Michael (6)

D'Amico, Stefania (6)

Favero, Carlo (6)

Thornton, Daniel (5)

Rudebusch, Glenn (5)

Minoiu, Camelia (4)

Wei, Min (4)

Wohar, Mark (4)

King, Thomas (4)

Spencer, Peter (4)

Cites to:

Vayanos, Dimitri (20)

Campbell, John (20)

Caballero, Ricardo (16)

Ang, Andrew (15)

Shiller, Robert (14)

Rudebusch, Glenn (13)

Bekaert, Geert (12)

Bollerslev, Tim (12)

Swanson, Eric (11)

Piazzesi, Monika (11)

KRISHNAMURTHY, ARVIND (10)

Main data

Where Iryna Kaminska has published?

Working Papers Series with more than one paper published# docs
Bank of England working papers / Bank of England14
CEPR Discussion Papers / C.E.P.R. Discussion Papers2

Recent works citing Iryna Kaminska (2025 and 2024)

YearTitle of citing document
2025Exploring the Nexus Between Short- and Long-Run Rate of Interests in Turkey’s Bond Market. (2025). Tuncer, Ayse ; Ivrendi, Mehmet. In: World Journal of Applied Economics. RePEc:ana:journl:v:11:y:2025:i:1:p:39-62.

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2025Money Talks: How Foreign and Domestic Monetary Policy Communications Move Financial Markets. (2025). Zhang, Xu ; Sekkel, Rodrigo ; Stern, Henry. In: Staff Working Papers. RePEc:bca:bocawp:25-33.

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2025When does Monetary Policy Matter? Policy Stance vs. Term Premium News. (2025). Herbert, Sylvrie ; Hubert, Paul. In: Working papers. RePEc:bfr:banfra:1017.

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2025The Signaling Effects of Tightening and Easing Monetary Policy. (2025). Hubert, Paul ; Portier, Rose. In: Working papers. RePEc:bfr:banfra:999.

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2025How do quantitative easing and tightening affect firms?. (2025). Gorea, Denis ; Eren, Egemen ; Zhai, Daojing. In: BIS Working Papers. RePEc:bis:biswps:1286.

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2024Can we Use High‐Frequency Data to Better Understand the Effects of Monetary Policy and its Communication? Yes and No!. (2024). Haque, Qazi ; Hambur, Jonathan. In: The Economic Record. RePEc:bla:ecorec:v:100:y:2024:i:328:p:3-43.

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2024The yield curve impact of government debt issuance surprises and the implications for QT. (2024). Lengyel, Andras ; Joyce, Michael. In: Bank of England working papers. RePEc:boe:boeewp:1097.

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2025Non-bank Lenders to SMEs: Sensitivity to Financial Conditions. (2025). Giuliana, Raffaele ; Reddan, Paul. In: Research Technical Papers. RePEc:cbi:wpaper:5/rt/25.

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2025Heterogeneous intermediaries in the transmission of central bank corporate bond purchases. (2025). Holm-Hadulla, Fdric ; Leombroni, Matteo. In: Working Paper Series. RePEc:ecb:ecbwps:20253101.

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2025Firms’ risk and monetary transmission: revisiting the excess bond premium. (2025). Palacios, Mar Domenech. In: Working Paper Series. RePEc:ecb:ecbwps:20253118.

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2024The economic impact of yield curve compression: Evidence from euro area forward guidance and unconventional monetary policy. (2024). Goodhead, Robert. In: European Economic Review. RePEc:eee:eecrev:v:164:y:2024:i:c:s001429212400045x.

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2024Unwinding quantitative easing: State dependency and household heterogeneity. (2024). Meichtry, Pascal ; Cantore, Cristiano. In: European Economic Review. RePEc:eee:eecrev:v:170:y:2024:i:c:s0014292124001946.

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2024Untangling the entanglement of US monetary policy uncertainty and European natural gas and carbon prices. (2024). Zhang, Xuewen ; Dai, Peng-Fei ; Wang, Jiqiang. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001944.

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2024Monetary policy uncertainty and the price bubbles in energy markets. (2024). Cao, Yang ; Yang, Jinyu ; Dong, Dayong ; Liang, Chao. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002111.

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2025Too big to fail? Asymmetric effects of quantitative easing. (2025). Lin, Chih-Yung ; Chou, Robin K ; Lu, Chien-Lin ; Chen, Hsuan-Chi. In: Journal of Financial Stability. RePEc:eee:finsta:v:77:y:2025:i:c:s1572308925000142.

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2024Liquidity in the German corporate bond market: Has the CSPP made a difference?. (2024). Boneva, Lena ; Islami, Mevlud ; Schlepper, Kathi. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:147:y:2024:i:c:s0261560624001347.

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2025Bond supply expectations and the term structure of interest rates. (2025). Dufour, Alfonso ; Billio, Monica ; Busetto, F ; Varotto, S. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:150:y:2025:i:c:s0261560624002043.

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2024The Fed takes on corporate credit risk: An analysis of the efficacy of the SMCCF. (2024). Zakrajšek, Egon ; Yue, Vivian ; Gilchrist, Simon ; Zakrajek, Egon ; Wei, Bin. In: Journal of Monetary Economics. RePEc:eee:moneco:v:146:y:2024:i:c:s0304393224000266.

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2025Measuring monetary policy in the UK: The UK monetary policy event-study database. (2025). Miranda-Agrippino, Silvia ; Saha, Tuli ; Braun, Robin. In: Journal of Monetary Economics. RePEc:eee:moneco:v:149:y:2025:i:c:s0304393224000989.

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2025Why Does the Yield Curve Predict GDP Growth? The Role of Banks. (2025). Wei, Min ; Minoiu, Camelia ; Schneider, Andrs. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:101197.

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2024Corporate Bond Issuance Over Financial Stress Episodes: A Global Perspective. (2024). Bruno, Valentina ; Kitsul, Yuriy ; Dathan, Michele H. In: International Finance Discussion Papers. RePEc:fip:fedgif:1390.

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2025The Central Bank Balance Sheet As a Policy Tool: Lessons From the Bank of Englands Experience. (2025). Bailey, Andrew ; Bridges, Jonathan ; Harrison, Richard ; Jones, Josh ; Mankodi, Aakash. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:67:y:2025:i:1:d:10.1007_s10693-024-00429-7.

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2024Does effect of risk and uncertainties on US sectoral returns differ across different investment horizons and market conditions. (2024). Vo, Xuan Vinh ; Ghardallou, Wafa ; Kang, Sang Hoon ; Ahmad, Nasir ; Ur, Mobeen. In: Risk Management. RePEc:pal:risman:v:26:y:2024:i:1:d:10.1057_s41283-023-00134-0.

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2024Monetary surprises and term structure of interest rates: Identification through heteroscedasticity. (2024). Kramkov, Viacheslav ; Maksimov, Andrey. In: Applied Econometrics. RePEc:ris:apltrx:0495.

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2024Interest rate uncertainty and the shape of the yield curve of U.S. treasury bonds. (2024). Qadan, Mahmoud ; Bayaa, Yasmeen. In: Eurasian Economic Review. RePEc:spr:eurase:v:14:y:2024:i:4:d:10.1007_s40822-024-00278-8.

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2025The term structure of interest rates as predictor of stock market volatility. (2025). Megaritis, Anastasios ; Triantafyllou, Athanasios ; Vlastakis, Nikolaos ; Kontonikas, Alexandros. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:3:p:3212-3229.

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2024Downturns and changes in the yield slope. (2024). Trani, Tommaso ; Equiza-Goñi, Juan ; Abbritti, Mirko ; Moreno, Antonio. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:3:p:673-701.

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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.
[Full Text][Citation analysis]		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 nother 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.
[Full Text][Citation analysis]		paper7
2011A global model of international yield curves: no-arbitrage term structure approach In: Bank of England working papers.
[Full Text][Citation analysis]		paper17
2013A 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: 17		article
2011Preferred-habitat investors and the US term structure of real rates In: Bank of England working papers.
[Full Text][Citation analysis]		paper15
2011Preferred-habitat investors and the US term structure of real rates.(2011) In: LSE Research Online Documents on Economics.
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This paper has nother version. Agregated cites: 15		paper
.() In: .
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This paper has nother version. Agregated cites: 15		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.
[Full Text][Citation analysis]		paper3
2015A global factor in variance risk premia and local bond pricing In: Bank of England working papers.
[Full Text][Citation analysis]		paper9
2017Volatility in equity markets and monetary policy rate uncertainty In: Bank of England working papers.
[Full Text][Citation analysis]		paper28
2018Volatility 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: 28		article
2019The impact of corporate QE on liquidity: evidence from the UK In: Bank of England working papers.
[Full Text][Citation analysis]		paper8
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 nother version. Agregated cites: 8		paper
2022The Impact of Corporate QE on Liquidity: Evidence from the UK.(2022) In: The Economic Journal.
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This paper has nother version. Agregated cites: 8		article
2019Official demand for US debt: implications for US real rates In: Bank of England working papers.
[Full Text][Citation analysis]		paper20
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 nother version. Agregated cites: 20		article
2019Credit easing versus quantitative easing: evidence from corporate and government bond purchase programs In: Bank of England working papers.
[Full Text][Citation analysis]		paper12
2021Monetary policy surprises and their transmission through term premia and expected interest rates In: Bank of England working papers.
[Full Text][Citation analysis]		paper16
2020Monetary policy surprises and their transmission through term premia and expected interest rates.(2020) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		paper
2021Monetary policy surprises and their transmission through term premia and expected interest rates.(2021) In: Journal of Monetary Economics.
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This paper has nother version. Agregated cites: 16		article
2020Monetary policy surprises and their transmission through term premia and expected interest rates.(2020) In: Working Papers.
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This paper has nother version. Agregated cites: 16		paper
2022Monetary policy transmission during QE times: role of expectations and term premia channels In: Bank of England working papers.
[Full Text][Citation analysis]		paper5
2022The local supply channel of QE: evidence from the Bank of England’s gilt purchases In: Bank of England working papers.
[Full Text][Citation analysis]		paper2
2024Across the borders, above the bounds: a non-linear framework for international yield curves In: Bank of England working papers.
[Full Text][Citation analysis]		paper0
2004Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper42
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 nother version. Agregated cites: 42		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 nother version. Agregated cites: 42		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 nother version. Agregated cites: 42		paper
2005The Predictive Power of the Yield Spread: Further Evidence and A Structural Interpretation In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper35
2005The 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: 35		paper
2018What 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]		article7
2014Official Demand for U.S. Debt: Implications for U.S. Real Interest Rates In: IMF Working Papers.
[Full Text][Citation analysis]		paper12
2011Understanding the Real Rate Conundrum: An Application of No-Arbitrage Models to the UK Real Yield Curve In: Review of Finance.
[Full Text][Citation analysis]		article5

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