9
H index
8
i10 index
222
Citations
Iryna Kaminska : Citation Profile
Bank of England | RESEARCH PRODUCTION: 9 Articles 24 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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20 years (2004 - 2024). 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:
| Cites to:
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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 (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Another Boiling Frog: the impact of climate-related events on financial outcomes in Brazil. (2023). Ferreira, Leonardo Nogueira. In: Working Papers Series. RePEc:bcb:wpaper:573. 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 |
| 2024 | The 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. Full description at Econpapers || Download paper |
| 2023 | Term premia and short rate expectations in the euro area. (2023). Berardi, Andrea. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000919. 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 | What does anticipated monetary policy do?. (2023). King, Thomas B ; Damico, Stefania. In: Journal of Monetary Economics. RePEc:eee:moneco:v:138:y:2023:i:c:p:123-139. 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 |
| 2024 | Corporate Bond Issuance Over Financial Stress Episodes: A Global Perspective. (2024). Kitsul, Yuriy ; Dathan, Michele H ; Bruno, Valentina. In: International Finance Discussion Papers. RePEc:fip:fedgif:1390. Full description at Econpapers || Download paper |
| 2023 | Identification Using Higher-Order Moments Restrictions. (2023). ferroni, filippo ; Andrade, Philippe ; Melosi, Leonardo. In: Working Paper Series. RePEc:fip:fedhwp:96666. Full description at Econpapers || Download paper |
| 2023 | Keep it Simple: Central Bank Communication and Asset Prices. (2023). Spitznagel, Roxane ; Saleheen, Jumana ; Mumtaz, Haroon. In: Working Papers. RePEc:qmw:qmwecw:960. Full description at Econpapers || Download paper |
| 2023 | Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!. (2023). Haque, Qazi ; Hambur, Jonathan. In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2023-04. Full description at Econpapers || Download paper |
| 2023 | Forward guidance and expectation formation: A narrative approach. (2023). Sutherland, Christopher S. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:2:p:222-241. Full description at Econpapers || Download paper |
| 2024 | Downturns and changes in the yield slope. (2024). Abbritti, Mirko ; Moreno, Antonio ; Equiza, Juan ; Trani, Tommaso. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:3:p:673-701. 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 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 |
| 2011 | Preferred-habitat investors and the US term structure of real rates.(2011) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 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 | 21 |
| 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: 21 | 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 | |
| 2022 | The Impact of Corporate QE on Liquidity: Evidence from the UK.(2022) In: The Economic Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 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 |
| 2021 | Monetary policy surprises and their transmission through term premia and expected interest rates In: Bank of England working papers. [Full Text][Citation analysis] | paper | 11 |
| 2020 | Monetary 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: 11 | paper | |
| 2021 | Monetary policy surprises and their transmission through term premia and expected interest rates.(2021) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
| 2020 | Monetary policy surprises and their transmission through term premia and expected interest rates.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2022 | Monetary policy transmission during QE times: role of expectations and term premia channels In: Bank of England working papers. [Full Text][Citation analysis] | paper | 3 |
| 2022 | The local supply channel of QE: evidence from the Bank of England’s gilt purchases In: Bank of England working papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Across the borders, above the bounds: a non-linear framework for international yield curves In: Bank of England working 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 | 34 |
| 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: 34 | 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 | 7 |
| 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 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team