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 0 53 0 1 2 81
A global model of international yield curves: no-arbitrage term structure approach 0 0 0 106 1 2 3 236
A no-arbitrage structural vector autoregressive model of the UK yield curve 0 0 0 149 1 1 2 402
Across the borders, above the bounds: a non-linear framework for international yield curves 0 0 5 15 0 1 5 7
Credit easing versus quantitative easing: evidence from corporate and government bond purchase programs 0 1 5 55 1 4 19 181
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 150 0 0 0 594
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 0 126 0 0 0 551
Monetary policy surprises and their transmission through term premia and expected interest rates 0 1 2 3 0 2 5 8
Monetary policy surprises and their transmission through term premia and expected interest rates 0 0 1 9 1 2 8 23
Monetary policy surprises and their transmission through term premia and expected interest rates 0 0 0 35 0 1 6 51
Monetary policy transmission during QE times: role of expectations and term premia channels 0 0 1 41 0 0 6 68
Official Demand for U.S. Debt: Implications for U.S. Real Interest Rates 0 0 0 30 0 0 1 92
Official demand for US debt: implications for US real rates 0 0 1 10 0 0 4 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 1 5 220
Preferred-habitat investors and the US term structure of real rates 0 0 0 0 0 0 2 2
The Impact of Corporate QE on Liquidity: Evidence from the UK 0 0 0 37 0 0 0 72
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 2 321 0 0 3 953
The impact of corporate QE on liquidity: evidence from the UK 0 0 3 46 2 2 9 129
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 1 3 6 83
The local supply channel of QE: evidence from the Bank of England’s gilt purchases 0 0 2 16 2 4 11 46
Understanding the real rate conundrum: an application of no-arbitrage finance models to the UK real yield curve 0 0 0 39 1 1 3 147
Volatility in equity markets and monetary policy rate uncertainty 1 1 1 41 1 2 4 81
Total Working Papers 1 3 23 1,932 11 27 109 5,882

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 0 0 1 12 0 0 1 65
A No-Arbitrage Structural Vector Autoregressive Model of the UK Yield Curve 0 0 0 9 0 0 1 57
Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates 0 1 1 162 0 1 4 509
Monetary policy surprises and their transmission through term premia and expected interest rates 0 2 5 34 0 2 16 104
Official Demand for U.S. Debt: Implications for U.S. Real Rates 0 0 0 8 1 1 10 64
QE at the Bank of England: a perspective on its functioning and effectiveness 0 1 5 6 1 3 12 16
The Impact of Corporate QE on Liquidity: Evidence from the UK 0 0 0 2 0 1 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 1 28
Volatility in equity markets and monetary policy rate uncertainty 0 0 1 36 0 1 6 124
What do the prices of UK inflation-linked securities say on inflation expectations, risk premia and liquidity risks? 0 0 4 61 1 2 12 239
Total Journal Articles 0 4 17 336 3 11 67 1,221

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Statistics updated 2025-06-06