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Iryna Kaminska
Iryna Kaminska
Verified email at bankofengland.co.uk - Homepage
Title
Cited by
Cited by
Year
Financial factors, macroeconomic information and the expectations theory of the term structure of interest rates
A Carriero, CA Favero, I Kaminska
Journal of econometrics 131 (1-2), 339-358, 2006
742006
Volatility in equity markets and monetary policy rate uncertainty
I Kaminska, M Roberts-Sklar
Journal of Empirical Finance 45, 68-83, 2018
532018
The predictive power of the yield spread: further evidence and a structural interpretation
CA Favero, I Kaminska, U Söderström
Available at SSRN 743104, 2005
472005
Monetary policy surprises and their transmission through term premia and expected interest rates
I Kaminska, H Mumtaz, R Šustek
Journal of Monetary Economics 124, 48-65, 2021
292021
Official Demand for US Debt: Implications for US real interest rates
I Kaminska, G Zinna
International Monetary Fund, 2014
282014
Credit easing versus quantitative easing: Evidence from corporate and government bond purchase programs
S D'Amico, I Kaminska
Bank of England Working Paper, 2019
272019
Preferred-habitat investors and the US term structure of real rates
I Kaminska, D Vayanos, G Zinna
Bank of England Working Paper, 2011
222011
A Global Model Of International Yield Curves: No‐Arbitrage Term Structure Approach
I Kaminska, A Meldrum, J Smith
International Journal of Finance & Economics 18 (4), 352-374, 2013
192013
QE at the Bank of England: A perspective on its functioning and effectiveness
F Busetto, M Chavaz, M Froemel, M Joyce, I Kaminska, J Worlidge
Bank of England Quarterly Bulletin, Q1, 2022
182022
The Chilean economy since the return to democracy in 1990. On how to get an emerging economy growing, and then sink slowly into the quicksand of a “middle-income trap”
JG Palma
Faculty of Economics, University of Cambridge, 2019
172019
Official demand for US debt: Implications for US real rates
I Kaminska, G Zinna
Journal of Money, Credit and Banking 52 (2-3), 323-364, 2020
162020
Understanding the real rate conundrum: An application of no-arbitrage models to the UK real yield curve
MAS Joyce, I Kaminska, P Lildholdt
Review of Finance 16 (3), 837-866, 2012
152012
Understanding the real rate conundrum: An application of no-arbitrage models to the UK real yield curve
MAS Joyce, I Kaminska, P Lildholdt
Review of Finance 16 (3), 837-866, 2012
152012
A no-arbitrage structural vector autoregressive model of the UK yield curve
I Kaminska
Bank of England Working Paper, 2008
142008
What do the prices of UK inflation-linked securities say on inflation expectations, risk premia and liquidity risks?
I Kaminska, Z Liu, J Relleen, E Vangelista
Journal of Banking & Finance 88, 76-96, 2018
132018
A global factor in variance risk premia and local bond pricing
I Kaminska, M Roberts-Sklar
Bank of England Working Paper, 2015
102015
The informational content of market-based measures of inflation expectations derived from government bonds and inflation swaps in the united kingdom
Z Liu, E Vangelista, I Kaminska, J Relleen
Bank of England Working Paper, 2015
82015
The impact of QE on liquidity: Evidence from the UK corporate bond purchase scheme
L Boneva, D Elliott, I Kaminska, O Linton, N McLaren, B Morley
Faculty of Economics, 2019
72019
A no‐arbitrage structural vector autoregressive model of the UK yield curve
I Kaminska
Oxford Bulletin of Economics and Statistics 75 (5), 680-704, 2013
72013
The impact of corporate QE on liquidity: evidence from the UK
L Boneva, D Elliott, I Kaminska, O Linton, N McLaren, B Morley
The Economic Journal 132 (648), 2615-2643, 2022
62022
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Articles 1–20