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Details about Iryna Kaminska

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

Access statistics for papers by Iryna Kaminska.

Last updated 2017-10-09. Update your information in the RePEc Author Service.

Short-id: pka92


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Working Papers

2015

  1. A global factor in variance risk premia and local bond pricing
    Bank of England working papers, Bank of England Downloads
  2. 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 Downloads

2014

  1. Official Demand for U.S. Debt; Implications for U.S. Real Interest Rates
    IMF Working Papers, International Monetary Fund Downloads View citations (5)

2011

  1. A global model of international yield curves: no-arbitrage term structure approach
    Bank of England working papers, Bank of England Downloads View citations (5)
    See also Journal Article in International Journal of Finance & Economics (2013)
  2. Preferred-Habitat Investors and the US Term Structure of Real Rates
    FMG Discussion Papers, Financial Markets Group Downloads View citations (4)
    Also in Bank of England working papers, Bank of England (2011) Downloads View citations (7)

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 (6)
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2013)
  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 (9)

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 (17)
    Also in Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2005) Downloads View citations (12)

2004

  1. Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads View citations (10)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) Downloads View citations (9)
    Computing in Economics and Finance 2004, Society for Computational Economics (2004) Downloads View citations (3)

    See also Journal Article in Journal of Econometrics (2006)

Journal Articles

2013

  1. A GLOBAL MODEL OF INTERNATIONAL YIELD CURVES: NO‐ARBITRAGE TERM STRUCTURE APPROACH
    International Journal of Finance & Economics, 2013, 18, (4), 352-374 Downloads View citations (2)
    See also Working Paper (2011)
  2. A No-Arbitrage Structural Vector Autoregressive Model of the UK Yield Curve
    Oxford Bulletin of Economics and Statistics, 2013, 75, (5), 680-704 Downloads View citations (2)
    See also Working Paper (2008)

2011

  1. 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 Downloads View citations (1)

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 (15)
    See also Working Paper (2004)
 
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