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 1 1 3 83
A global model of international yield curves: no-arbitrage term structure approach 0 0 0 106 2 2 5 239
A no-arbitrage structural vector autoregressive model of the UK yield curve 0 0 0 149 2 6 8 409
Across the borders, above the bounds: a non-linear framework for international yield curves 0 1 2 17 1 2 9 15
Credit easing versus quantitative easing: evidence from corporate and government bond purchase programs 0 0 1 55 7 12 22 196
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 4 5 5 1,047
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 126 2 4 5 556
Monetary policy surprises and their transmission through term premia and expected interest rates 0 0 0 9 2 4 10 28
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 0 1 36 2 6 10 59
Monetary policy transmission during QE times: role of expectations and term premia channels 0 1 1 42 1 5 7 74
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 0 1 1 11 2 5 6 55
Preferred-Habitat Investors and the US Term Structure of Real Rates 0 0 0 27 0 1 2 129
Preferred-habitat investors and the US term structure of real rates 0 0 0 0 0 1 1 3
Preferred-habitat investors and the US term structure of real rates 0 0 0 50 0 0 1 220
The Impact of Corporate QE on Liquidity: Evidence from the UK 0 0 1 38 3 3 5 77
The Predictive Power of the Yield Spread: Further Evidence and A Structural Interpretation 0 0 0 223 1 5 7 640
The Predictive Power of the Yield Spread: Further Evidence and a Structural Interpretation 0 0 1 321 6 7 9 961
The impact of corporate QE on liquidity: evidence from the UK 0 0 0 46 4 9 13 139
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 3 3 10 89
The local supply channel of QE: evidence from the Bank of England’s gilt purchases 0 1 2 18 4 7 18 58
Understanding the real rate conundrum: an application of no-arbitrage finance models to the UK real yield curve 0 0 0 39 1 1 3 148
Volatility in equity markets and monetary policy rate uncertainty 0 0 1 41 0 2 7 85
Total Working Papers 0 4 13 1,941 48 91 174 6,007

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 3 14 0 2 7 71
A No-Arbitrage Structural Vector Autoregressive Model of the UK Yield Curve 0 0 1 10 0 1 3 59
Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates 0 0 3 164 1 1 6 514
Monetary policy surprises and their transmission through term premia and expected interest rates 2 2 6 37 2 3 14 115
Official Demand for U.S. Debt: Implications for U.S. Real Rates 0 0 0 8 0 2 6 66
QE at the Bank of England: a perspective on its functioning and effectiveness 0 1 3 8 1 6 13 26
The Impact of Corporate QE on Liquidity: Evidence from the UK 0 1 1 3 0 1 3 16
Understanding the Real Rate Conundrum: An Application of No-Arbitrage Models to the UK Real Yield Curve 0 0 0 6 1 4 4 32
Volatility in equity markets and monetary policy rate uncertainty 0 0 0 36 2 4 7 129
What do the prices of UK inflation-linked securities say on inflation expectations, risk premia and liquidity risks? 1 2 3 63 2 6 14 249
Total Journal Articles 3 6 20 349 9 30 77 1,277

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Statistics updated 2026-01-09