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Details about Iryna Kaminska

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

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

  1. Across the borders, above the bounds: a non-linear framework for international yield curves
    Bank of England working papers, Bank of England Downloads

2022

  1. Monetary policy transmission during QE times: role of expectations and term premia channels
    Bank of England working papers, Bank of England Downloads View citations (3)
  2. The local supply channel of QE: evidence from the Bank of England’s gilt purchases
    Bank of England working papers, Bank of England Downloads

2021

  1. Monetary policy surprises and their transmission through term premia and expected interest rates
    Bank of England working papers, Bank of England Downloads View citations (12)
    Also in Discussion Papers, Centre for Macroeconomics (CFM) (2020) Downloads
    Working Papers, Queen Mary University of London, School of Economics and Finance (2020) Downloads

    See also Journal Article Monetary policy surprises and their transmission through term premia and expected interest rates, Journal of Monetary Economics, Elsevier (2021) Downloads View citations (10) (2021)

2020

  1. The impact of corporate QE on liquidity: evidence from the UK
    Bank of England working papers, Bank of England Downloads View citations (3)
    Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2019) Downloads 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) Downloads View citations (1) (2022)

2019

  1. Credit easing versus quantitative easing: evidence from corporate and government bond purchase programs
    Bank of England working papers, Bank of England Downloads View citations (12)
  2. Official demand for US debt: implications for US real rates
    Bank of England working papers, Bank of England Downloads 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) Downloads View citations (3) (2020)

2017

  1. Volatility in equity markets and monetary policy rate uncertainty
    Bank of England working papers, Bank of England Downloads
    See also Journal Article Volatility in equity markets and monetary policy rate uncertainty, Journal of Empirical Finance, Elsevier (2018) Downloads View citations (23) (2018)

2015

  1. A global factor in variance risk premia and local bond pricing
    Bank of England working papers, Bank of England Downloads View citations (9)
  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 View citations (3)

2014

  1. Official Demand for U.S. Debt: Implications for U.S. Real Interest Rates
    IMF Working Papers, International Monetary Fund Downloads View citations (9)

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 (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) Downloads View citations (11) (2013)
  2. Preferred-Habitat Investors and the US Term Structure of Real Rates
    FMG Discussion Papers, Financial Markets Group Downloads View citations (12)
    Also in Bank of England working papers, Bank of England (2011) Downloads View citations (15)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2011) Downloads

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 (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) Downloads View citations (2) (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 (10)

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 (31)
    Also in Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2005) Downloads View citations (34)

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 (6)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) Downloads View citations (11)
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2004) Downloads 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) Downloads View citations (26) (2006)

Journal Articles

2022

  1. QE at the Bank of England: a perspective on its functioning and effectiveness
    Bank of England Quarterly Bulletin, 2022, 62, (1), 2-2 Downloads
  2. The Impact of Corporate QE on Liquidity: Evidence from the UK
    The Economic Journal, 2022, 132, (648), 2615-2643 Downloads View citations (1)
    See also Working Paper The impact of corporate QE on liquidity: evidence from the UK, Bank of England working papers (2020) Downloads View citations (3) (2020)

2021

  1. Monetary policy surprises and their transmission through term premia and expected interest rates
    Journal of Monetary Economics, 2021, 124, (C), 48-65 Downloads 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) Downloads View citations (12) (2021)

2020

  1. Official Demand for U.S. Debt: Implications for U.S. Real Rates
    Journal of Money, Credit and Banking, 2020, 52, (2-3), 323-364 Downloads View citations (3)
    See also Working Paper Official demand for US debt: implications for US real rates, Bank of England working papers (2019) Downloads View citations (16) (2019)

2018

  1. Volatility in equity markets and monetary policy rate uncertainty
    Journal of Empirical Finance, 2018, 45, (C), 68-83 Downloads View citations (23)
    See also Working Paper Volatility in equity markets and monetary policy rate uncertainty, Bank of England working papers (2017) Downloads (2017)
  2. 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 Downloads View citations (7)

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 (11)
    See also Working Paper A global model of international yield curves: no-arbitrage term structure approach, Bank of England working papers (2011) Downloads View citations (7) (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 A no-arbitrage structural vector autoregressive model of the UK yield curve, Bank of England working papers (2008) Downloads View citations (7) (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 (7)

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 (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) Downloads View citations (6) (2004)
 
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