Iryna Kaminska
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Kaminska |
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author of:
- A No-Arbitrage Structural Vector Autoregressive Model of the UK Yield Curve (RePEc:bla:obuest:v:75:y:2013:i:5:p:680-704)
by Iryna Kaminska - A no-arbitrage structural vector autoregressive model of the UK yield curve (RePEc:boe:boeewp:0357)
by Kaminska, Iryna - Understanding the real rate conundrum: an application of no-arbitrage finance models to the UK real yield curve (RePEc:boe:boeewp:0358)
by Joyce, Michael & Kaminska, Iryna & Lildholdt, Peter - A global model of international yield curves: no-arbitrage term structure approach (RePEc:boe:boeewp:0419)
by Kaminska, Iryna & Meldrum, Andrew & Smith, James - Preferred-habitat investors and the US term structure of real rates (RePEc:boe:boeewp:0435)
by Kaminska, Iryna & Vayanos, Dimitri & Zinna, Gabriele - The informational content of market-based measures of inflation expectations derived from govenment bonds and inflation swaps in the United Kingdom (RePEc:boe:boeewp:0551)
by Liu, Zhuoshi & Vangelista, Elisabetta & Kaminska, Iryna & Relleen, Jon - A global factor in variance risk premia and local bond pricing (RePEc:boe:boeewp:0576)
by Kaminska, Iryna & Roberts-Sklar, Matt - Volatility in equity markets and monetary policy rate uncertainty (RePEc:boe:boeewp:0700)
by Kaminska, Iryna & Roberts-Sklar, Matt - The impact of corporate QE on liquidity: evidence from the UK (RePEc:boe:boeewp:0782)
by Boneva, Lena & Elliott, David & Kaminska, Iryna & Linton, Oliver & McLaren, Nick & Morley, Ben - Official demand for US debt: implications for US real rates (RePEc:boe:boeewp:0796)
by Kaminska, Iryna & Zinna, Gabriele - Credit easing versus quantitative easing: evidence from corporate and government bond purchase programs (RePEc:boe:boeewp:0825)
by D’Amico, Stefania & Kaminska, Iryna - Monetary policy surprises and their transmission through term premia and expected interest rates (RePEc:boe:boeewp:0914)
by Kaminska, Iryna & Mumtaz, Haroon & Sustek, Roman - Monetary policy transmission during QE times: role of expectations and term premia channels (RePEc:boe:boeewp:0978)
by Kaminska, Iryna & Mumtaz, Haroon - The local supply channel of QE: evidence from the Bank of England’s gilt purchases (RePEc:boe:boeewp:0980)
by Froemel, Maren & Joyce, Michael & Kaminska, Iryna - Across the borders, above the bounds: a non-linear framework for international yield curves (RePEc:boe:boeewp:1062)
by Coroneo, Laura & Kaminska, Iryna & Pastorello, Sergio - QE at the Bank of England: a perspective on its functioning and effectiveness (RePEc:boe:qbullt:0267)
by Busetto, Filippo & Chavaz, Matthieu & Froemel, Maren & Joyce, Michael & Kaminska, Iryna & Worlidge, Jack - The Impact of Corporate QE on Liquidity: Evidence from the UK (RePEc:cam:camdae:1937)
by Boneva, L. & Elliott, D. & Kaminska, I. & Linton, O. & McLaren, N. & Morley, B. - Monetary policy surprises and their transmission through term premia and expected interest rates (RePEc:cfm:wpaper:2024)
by Iryna Kaminska & Haroon Mumtaz & Roman Sustek - Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates (RePEc:cpr:ceprdp:4301)
by Favero, Carlo A. & Carriero, Andrea & Kaminska, Iryna - The Predictive Power of the Yield Spread: Further Evidence and A Structural Interpretation (RePEc:cpr:ceprdp:4910)
by Favero, Carlo A. & Söderström, Ulf & Kaminska, Iryna - Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates (RePEc:eee:econom:v:131:y:2006:i:1-2:p:339-358)
by Carriero, Andrea & Favero, Carlo A. & Kaminska, Iryna - Volatility in equity markets and monetary policy rate uncertainty (RePEc:eee:empfin:v:45:y:2018:i:c:p:68-83)
by Kaminska, Iryna & Roberts-Sklar, Matt - What do the prices of UK inflation-linked securities say on inflation expectations, risk premia and liquidity risks? (RePEc:eee:jbfina:v:88:y:2018:i:c:p:76-96)
by Kaminska, Iryna & Liu, Zhuoshi & Relleen, Jon & Vangelista, Elisabetta - Monetary policy surprises and their transmission through term premia and expected interest rates (RePEc:eee:moneco:v:124:y:2021:i:c:p:48-65)
by Kaminska, Iryna & Mumtaz, Haroon & Šustek, Roman - Preferred-habitat investors and the US term structure of real rates (RePEc:ehl:lserod:119074)
by Kaminska, Iryna & Vayanos, Dimitri & Zinna, Gabriele - Preferred-Habitat Investors and the US Term Structure of Real Rates (RePEc:fmg:fmgdps:dp674)
by Iryna Kaminska & Dimitri Vayanos & Gabriele Zinna - Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates (RePEc:igi:igierp:253)
by Andrea Carriero & Carlo Favero & Iryna Kaminska - The Predictive Power of the Yield Spread: Further Evidence and a Structural Interpretation (RePEc:igi:igierp:280)
by Carlo Favero & Iryna Kaminska & Ulf Soderstrom - Official Demand for U.S. Debt: Implications for U.S. Real Interest Rates (RePEc:imf:imfwpa:2014/066)
by Iryna Kaminska & Gabriele Zinna - The Impact of Corporate QE on Liquidity: Evidence from the UK (RePEc:oup:econjl:v:132:y:2022:i:648:p:2615-2643.)
by Lena Boneva & David Elliott & Iryna Kaminska & Oliver Linton & Nick McLaren & Ben Morley - Understanding the Real Rate Conundrum: An Application of No-Arbitrage Models to the UK Real Yield Curve (RePEc:oup:revfin:v:16:y:2011:i:3:p:837-866)
by Michael A. S. Joyce & Iryna Kaminska & Peter Lildholdt - Monetary policy surprises and their transmission through term premia and expected interest rates (RePEc:qmw:qmwecw:917)
by Iryna Kaminska & Haroon Mumtaz & Roman Sustek - Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates (RePEc:sce:scecf4:76)
by Iryna Kaminska & Andrea Carriero & Carlo A. Favero - A Global Model Of International Yield Curves: No‐Arbitrage Term Structure Approach (RePEc:wly:ijfiec:v:18:y:2013:i:4:p:352-374)
by Iryna Kaminska & Andrew Meldrum & James Smith - Official Demand for U.S. Debt: Implications for U.S. Real Rates (RePEc:wly:jmoncb:v:52:y:2020:i:2-3:p:323-364)
by Iryna Kaminska & Gabriele Zinna