Details about Iryna Kaminska

Access statistics for papers by Iryna Kaminska.

Last updated 2011-10-04. Update your information in the RePEc Author Service.

Short-id: pka92

Working Papers

2011

1. A global model of international yield curves: no-arbitrage term structure approach
   Bank of England working papers, Bank of England
2. Preferred-habitat investors and the US term structure of real rates
   Bank of England working papers, Bank of England View citations (1)

2008

3. A no-arbitrage structural vector autoregressive model of the UK yield curve
   Bank of England working papers, Bank of England View citations (2)
4. Understanding the real rate conundrum: an application of no-arbitrage finance models to the UK real yield curve
   Bank of England working papers, Bank of England View citations (7)

2005

5. The Predictive Power of the Yield Spread: Further Evidence and A Structural Interpretation
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (12)
   Also in Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2005) View citations (5)

2004

6. Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates
   Computing in Economics and Finance 2004, Society for Computational Economics View citations (3)
   Also in Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2004) View citations (6)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) View citations (9)
   See also Journal Article in Journal of Econometrics (2006)

Journal Articles

2006

1. Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates
   Journal of Econometrics, 2006, 131, (1-2), 339-358 View citations (10)
   See also Working Paper (2004)