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 2 82
A global model of international yield curves: no-arbitrage term structure approach 0 0 0 106 0 0 3 237
A no-arbitrage structural vector autoregressive model of the UK yield curve 0 0 0 149 4 4 6 407
Across the borders, above the bounds: a non-linear framework for international yield curves 0 1 2 17 0 1 8 14
Credit easing versus quantitative easing: evidence from corporate and government bond purchase programs 0 0 1 55 3 6 15 189
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 150 0 0 1 595
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 303 1 1 1 1,043
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 126 1 2 3 554
Monetary policy surprises and their transmission through term premia and expected interest rates 0 0 1 3 0 0 5 9
Monetary policy surprises and their transmission through term premia and expected interest rates 0 1 1 36 4 5 8 57
Monetary policy surprises and their transmission through term premia and expected interest rates 0 0 0 9 1 2 9 26
Monetary policy transmission during QE times: role of expectations and term premia channels 1 1 1 42 3 4 6 73
Official Demand for U.S. Debt: Implications for U.S. Real Interest Rates 0 0 0 30 0 0 2 93
Official demand for US debt: implications for US real rates 1 1 1 11 3 3 4 53
Preferred-Habitat Investors and the US Term Structure of Real Rates 0 0 0 27 1 1 3 129
Preferred-habitat investors and the US term structure of real rates 0 0 0 50 0 0 1 220
Preferred-habitat investors and the US term structure of real rates 0 0 0 0 1 1 1 3
The Impact of Corporate QE on Liquidity: Evidence from the UK 0 0 1 38 0 0 2 74
The Predictive Power of the Yield Spread: Further Evidence and A Structural Interpretation 0 0 0 223 2 4 6 639
The Predictive Power of the Yield Spread: Further Evidence and a Structural Interpretation 0 0 1 321 1 1 3 955
The impact of corporate QE on liquidity: evidence from the UK 0 0 0 46 5 5 9 135
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 0 7 86
The local supply channel of QE: evidence from the Bank of England’s gilt purchases 1 2 2 18 2 5 14 54
Understanding the real rate conundrum: an application of no-arbitrage finance models to the UK real yield curve 0 0 0 39 0 0 2 147
Volatility in equity markets and monetary policy rate uncertainty 0 0 1 41 1 3 7 85
Total Working Papers 3 6 13 1,941 33 48 128 5,959

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 1 3 14 2 3 7 71
A No-Arbitrage Structural Vector Autoregressive Model of the UK Yield Curve 0 0 1 10 1 1 3 59
Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates 0 0 3 164 0 0 5 513
Monetary policy surprises and their transmission through term premia and expected interest rates 0 0 4 35 1 4 12 113
Official Demand for U.S. Debt: Implications for U.S. Real Rates 0 0 0 8 2 2 7 66
QE at the Bank of England: a perspective on its functioning and effectiveness 1 1 4 8 5 5 13 25
The Impact of Corporate QE on Liquidity: Evidence from the UK 1 1 1 3 1 1 3 16
Understanding the Real Rate Conundrum: An Application of No-Arbitrage Models to the UK Real Yield Curve 0 0 0 6 2 3 3 31
Volatility in equity markets and monetary policy rate uncertainty 0 0 1 36 2 3 6 127
What do the prices of UK inflation-linked securities say on inflation expectations, risk premia and liquidity risks? 0 1 3 62 2 8 13 247
Total Journal Articles 2 4 20 346 18 30 72 1,268

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Statistics updated 2025-12-06