Details about Iryna Kaminska
Access statistics for papers by Iryna Kaminska.
Last updated 2024-08-09. Update your information in the RePEc Author Service.
Short-id: pka92
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Working Papers
2024
- Across the borders, above the bounds: a non-linear framework for international yield curves
Bank of England working papers, Bank of England
2022
- Monetary policy transmission during QE times: role of expectations and term premia channels
Bank of England working papers, Bank of England View citations (3)
- The local supply channel of QE: evidence from the Bank of England’s gilt purchases
Bank of England working papers, Bank of England
2021
- Monetary policy surprises and their transmission through term premia and expected interest rates
Bank of England working papers, Bank of England View citations (12)
Also in Discussion Papers, Centre for Macroeconomics (CFM) (2020)  Working Papers, Queen Mary University of London, School of Economics and Finance (2020) 
See also Journal Article Monetary policy surprises and their transmission through term premia and expected interest rates, Journal of Monetary Economics, Elsevier (2021) View citations (10) (2021)
2020
- The impact of corporate QE on liquidity: evidence from the UK
Bank of England working papers, Bank of England View citations (3)
Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2019) View citations (4)
See also Journal Article The Impact of Corporate QE on Liquidity: Evidence from the UK, The Economic Journal, Royal Economic Society (2022) View citations (1) (2022)
2019
- Credit easing versus quantitative easing: evidence from corporate and government bond purchase programs
Bank of England working papers, Bank of England View citations (12)
- Official demand for US debt: implications for US real rates
Bank of England working papers, Bank of England View citations (16)
See also Journal Article Official Demand for U.S. Debt: Implications for U.S. Real Rates, Journal of Money, Credit and Banking, Blackwell Publishing (2020) View citations (3) (2020)
2017
- Volatility in equity markets and monetary policy rate uncertainty
Bank of England working papers, Bank of England 
See also Journal Article Volatility in equity markets and monetary policy rate uncertainty, Journal of Empirical Finance, Elsevier (2018) View citations (23) (2018)
2015
- A global factor in variance risk premia and local bond pricing
Bank of England working papers, Bank of England View citations (9)
- The informational content of market-based measures of inflation expectations derived from govenment bonds and inflation swaps in the United Kingdom
Bank of England working papers, Bank of England View citations (3)
2014
- Official Demand for U.S. Debt: Implications for U.S. Real Interest Rates
IMF Working Papers, International Monetary Fund View citations (9)
2011
- A global model of international yield curves: no-arbitrage term structure approach
Bank of England working papers, Bank of England View citations (7)
See also Journal Article A GLOBAL MODEL OF INTERNATIONAL YIELD CURVES: NO‐ARBITRAGE TERM STRUCTURE APPROACH, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2013) View citations (11) (2013)
- Preferred-Habitat Investors and the US Term Structure of Real Rates
FMG Discussion Papers, Financial Markets Group View citations (12)
Also in Bank of England working papers, Bank of England (2011) View citations (15) LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2011)
2008
- A no-arbitrage structural vector autoregressive model of the UK yield curve
Bank of England working papers, Bank of England View citations (7)
See also Journal Article A No-Arbitrage Structural Vector Autoregressive Model of the UK Yield Curve, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2013) View citations (2) (2013)
- 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 (10)
2005
- The Predictive Power of the Yield Spread: Further Evidence and A Structural Interpretation
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (31)
Also in Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2005) View citations (34)
2004
- 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 (6)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) View citations (11) Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2004) View citations (13)
See also Journal Article Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates, Journal of Econometrics, Elsevier (2006) View citations (26) (2006)
Journal Articles
2022
- QE at the Bank of England: a perspective on its functioning and effectiveness
Bank of England Quarterly Bulletin, 2022, 62, (1), 2-2
- The Impact of Corporate QE on Liquidity: Evidence from the UK
The Economic Journal, 2022, 132, (648), 2615-2643 View citations (1)
See also Working Paper The impact of corporate QE on liquidity: evidence from the UK, Bank of England working papers (2020) View citations (3) (2020)
2021
- Monetary policy surprises and their transmission through term premia and expected interest rates
Journal of Monetary Economics, 2021, 124, (C), 48-65 View citations (10)
See also Working Paper Monetary policy surprises and their transmission through term premia and expected interest rates, Bank of England working papers (2021) View citations (12) (2021)
2020
- Official Demand for U.S. Debt: Implications for U.S. Real Rates
Journal of Money, Credit and Banking, 2020, 52, (2-3), 323-364 View citations (3)
See also Working Paper Official demand for US debt: implications for US real rates, Bank of England working papers (2019) View citations (16) (2019)
2018
- Volatility in equity markets and monetary policy rate uncertainty
Journal of Empirical Finance, 2018, 45, (C), 68-83 View citations (23)
See also Working Paper Volatility in equity markets and monetary policy rate uncertainty, Bank of England working papers (2017) (2017)
- What do the prices of UK inflation-linked securities say on inflation expectations, risk premia and liquidity risks?
Journal of Banking & Finance, 2018, 88, (C), 76-96 View citations (7)
2013
- A GLOBAL MODEL OF INTERNATIONAL YIELD CURVES: NO‐ARBITRAGE TERM STRUCTURE APPROACH
International Journal of Finance & Economics, 2013, 18, (4), 352-374 View citations (11)
See also Working Paper A global model of international yield curves: no-arbitrage term structure approach, Bank of England working papers (2011) View citations (7) (2011)
- A No-Arbitrage Structural Vector Autoregressive Model of the UK Yield Curve
Oxford Bulletin of Economics and Statistics, 2013, 75, (5), 680-704 View citations (2)
See also Working Paper A no-arbitrage structural vector autoregressive model of the UK yield curve, Bank of England working papers (2008) View citations (7) (2008)
2011
- Understanding the Real Rate Conundrum: An Application of No-Arbitrage Models to the UK Real Yield Curve
Review of Finance, 2011, 16, (3), 837-866 View citations (7)
2006
- 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 (26)
See also Working Paper Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates, Computing in Economics and Finance 2004 (2004) View citations (6) (2004)
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