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Details about Iryna Kaminska

E-mail:
Workplace:Bank of England, (more information at EDIRC)

Access statistics for papers by Iryna Kaminska.

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

Short-id: pka92


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Working Papers

2011

  1. A global model of international yield curves: no-arbitrage term structure approach
    Bank of England working papers, Bank of England Downloads
  2. Preferred-habitat investors and the US term structure of real rates
    Bank of England working papers, Bank of England Downloads View citations (3)

2008

  1. A no-arbitrage structural vector autoregressive model of the UK yield curve
    Bank of England working papers, Bank of England Downloads View citations (4)
  2. 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 Downloads View citations (7)

2005

  1. The Predictive Power of the Yield Spread: Further Evidence and A Structural Interpretation
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (13)
    Also in Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2005) Downloads View citations (7)

2004

  1. 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 Downloads View citations (3)
    Also in Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2004) Downloads View citations (9)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) Downloads 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 Downloads View citations (13)
    See also Working Paper (2004)
 
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