Access Statistics for Iryna Kaminska

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A global factor in variance risk premia and local bond pricing 0 0 1 54 0 0 3 82
A global model of international yield curves: no-arbitrage term structure approach 0 0 0 106 0 1 4 237
A no-arbitrage structural vector autoregressive model of the UK yield curve 0 0 0 149 0 1 3 403
Across the borders, above the bounds: a non-linear framework for international yield curves 0 1 1 16 0 6 8 13
Credit easing versus quantitative easing: evidence from corporate and government bond purchase programs 0 0 3 55 1 2 16 184
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 303 0 0 0 1,042
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 150 0 1 1 595
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 126 0 1 1 552
Monetary policy surprises and their transmission through term premia and expected interest rates 0 0 1 9 0 1 9 24
Monetary policy surprises and their transmission through term premia and expected interest rates 1 1 1 36 1 2 6 53
Monetary policy surprises and their transmission through term premia and expected interest rates 0 0 1 3 0 1 5 9
Monetary policy transmission during QE times: role of expectations and term premia channels 0 0 1 41 0 0 5 69
Official Demand for U.S. Debt: Implications for U.S. Real Interest Rates 0 0 0 30 0 1 2 93
Official demand for US debt: implications for US real rates 0 0 0 10 0 0 2 50
Preferred-Habitat Investors and the US Term Structure of Real Rates 0 0 0 27 0 0 3 128
Preferred-habitat investors and the US term structure of real rates 0 0 0 50 0 0 3 220
Preferred-habitat investors and the US term structure of real rates 0 0 0 0 0 0 1 2
The Impact of Corporate QE on Liquidity: Evidence from the UK 0 1 1 38 0 2 2 74
The Predictive Power of the Yield Spread: Further Evidence and A Structural Interpretation 0 0 0 223 0 0 2 635
The Predictive Power of the Yield Spread: Further Evidence and a Structural Interpretation 0 0 1 321 0 1 2 954
The impact of corporate QE on liquidity: evidence from the UK 0 0 2 46 0 1 8 130
The informational content of market-based measures of inflation expectations derived from govenment bonds and inflation swaps in the United Kingdom 0 0 0 47 0 3 9 86
The local supply channel of QE: evidence from the Bank of England’s gilt purchases 1 1 2 17 2 5 14 51
Understanding the real rate conundrum: an application of no-arbitrage finance models to the UK real yield curve 0 0 0 39 0 0 3 147
Volatility in equity markets and monetary policy rate uncertainty 0 0 1 41 1 2 6 83
Total Working Papers 2 4 16 1,937 5 31 118 5,916

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A GLOBAL MODEL OF INTERNATIONAL YIELD CURVES: NO‐ARBITRAGE TERM STRUCTURE APPROACH 1 2 3 14 1 4 5 69
A No-Arbitrage Structural Vector Autoregressive Model of the UK Yield Curve 0 1 1 10 0 1 2 58
Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates 0 2 3 164 0 4 5 513
Monetary policy surprises and their transmission through term premia and expected interest rates 0 1 5 35 3 5 18 112
Official Demand for U.S. Debt: Implications for U.S. Real Rates 0 0 0 8 0 0 7 64
QE at the Bank of England: a perspective on its functioning and effectiveness 0 1 5 7 0 2 12 20
The Impact of Corporate QE on Liquidity: Evidence from the UK 0 0 0 2 0 0 4 15
Understanding the Real Rate Conundrum: An Application of No-Arbitrage Models to the UK Real Yield Curve 0 0 0 6 0 0 0 28
Volatility in equity markets and monetary policy rate uncertainty 0 0 1 36 1 1 5 125
What do the prices of UK inflation-linked securities say on inflation expectations, risk premia and liquidity risks? 0 0 3 61 4 4 13 243
Total Journal Articles 1 7 21 343 9 21 71 1,247

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Statistics updated 2025-10-06