Iryna Kaminska : Citation Profile


Are you Iryna Kaminska?

Bank of England

8

H index

7

i10 index

206

Citations

RESEARCH PRODUCTION:

7

Articles

18

Papers

RESEARCH ACTIVITY:

   16 years (2004 - 2020). See details.
   Cites by year: 12
   Journals where Iryna Kaminska has often published
   Relations with other researchers
   Recent citing documents: 8.    Total self citations: 9 (4.19 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pka92
   Updated: 2024-01-16    RAS profile: 2021-03-08    
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Relations with other researchers


Works with:

Elliott, David (2)

Boneva, Lena (2)

LINTON, OLIVER (2)

Zinna, Gabriele (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 (11)

Joyce, Michael (7)

D'Amico, Stefania (6)

Favero, Carlo (6)

Thornton, Daniel (5)

Rudebusch, Glenn (5)

Guidolin, Massimo (4)

Surico, Paolo (4)

Pesaran, Mohammad (4)

Zinna, Gabriele (4)

mumtaz, haroon (4)

Cites to:

Campbell, John (20)

Vayanos, Dimitri (19)

Caballero, Ricardo (16)

Ang, Andrew (15)

Shiller, Robert (14)

Bollerslev, Tim (12)

Bekaert, Geert (12)

Piazzesi, Monika (11)

Swanson, Eric (11)

Rudebusch, Glenn (11)

Gertler, Mark (10)

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 (2024 and 2023)


YearTitle of citing document
2023The 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.

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2023International 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

2023Mispricing in inflation markets. (2023). Pinter, Gabor ; Barria, Rodrigo. In: Bank of England working papers. RePEc:boe:boeewp:1034.

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2023Oil 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.

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2023The 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.

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2023Why 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.

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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 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.
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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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paper16
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 nother version. Agregated cites: 16
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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paper22
2018Volatility in equity markets and monetary policy rate uncertainty.(2018) In: Journal of Empirical Finance.
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This paper has nother version. Agregated cites: 22
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 nother 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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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.
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paper8
2020Monetary policy surprises and their transmission through term premia and expected interest rates In: Discussion 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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paper40
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: 40
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: 40
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: 40
paper
2005The Predictive Power of the Yield Spread: Further Evidence and A Structural Interpretation In: CEPR Discussion Papers.
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paper33
2005The Predictive Power of the Yield Spread: Further Evidence and a Structural Interpretation.(2005) In: Working Papers.
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This paper has nother version. Agregated cites: 33
paper
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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article6
2014Official Demand for U.S. Debt: Implications for U.S. Real Interest Rates In: IMF Working Papers.
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paper12
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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article5

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