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 3 7 88
A global model of international yield curves: no-arbitrage term structure approach 0 0 1 107 0 4 12 248
A no-arbitrage structural vector autoregressive model of the UK yield curve 0 0 0 149 0 2 11 413
Across the borders, above the bounds: a non-linear framework for international yield curves 0 0 2 17 0 0 13 20
Credit easing versus quantitative easing: evidence from corporate and government bond purchase programs 0 0 1 56 2 18 50 231
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 126 1 4 13 564
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 150 0 8 12 606
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 303 0 4 18 1,060
Monetary policy surprises and their transmission through term premia and expected interest rates 0 0 0 3 3 8 18 26
Monetary policy surprises and their transmission through term premia and expected interest rates 0 0 1 36 1 3 13 64
Monetary policy surprises and their transmission through term premia and expected interest rates 0 1 1 10 1 4 17 40
Monetary policy transmission during QE times: role of expectations and term premia channels 0 0 2 43 1 2 15 83
Official Demand for U.S. Debt: Implications for U.S. Real Interest Rates 0 0 0 30 0 1 4 96
Official demand for US debt: implications for US real rates 0 0 1 11 0 3 31 81
Preferred-Habitat Investors and the US Term Structure of Real Rates 0 0 0 27 0 4 5 133
Preferred-habitat investors and the US term structure of real rates 0 0 0 0 0 2 7 9
Preferred-habitat investors and the US term structure of real rates 0 0 0 50 0 1 8 228
The Impact of Corporate QE on Liquidity: Evidence from the UK 0 0 1 38 0 11 18 90
The Predictive Power of the Yield Spread: Further Evidence and A Structural Interpretation 0 0 0 223 0 2 11 646
The Predictive Power of the Yield Spread: Further Evidence and a Structural Interpretation 0 0 1 322 0 5 23 976
The impact of corporate QE on liquidity: evidence from the UK 0 0 0 46 0 8 27 156
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 2 6 17 100
The local supply channel of QE: evidence from the Bank of England’s gilt purchases 0 0 3 19 0 8 28 74
Understanding the real rate conundrum: an application of no-arbitrage finance models to the UK real yield curve 0 0 0 39 1 6 13 160
Volatility in equity markets and monetary policy rate uncertainty 0 0 0 41 0 4 11 92
Total Working Papers 0 1 15 1,947 12 121 402 6,284

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 2 14 0 3 13 78
A No-Arbitrage Structural Vector Autoregressive Model of the UK Yield Curve 0 0 1 10 0 6 14 71
Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates 0 0 2 164 0 3 11 520
Monetary policy surprises and their transmission through term premia and expected interest rates 0 0 6 40 1 8 30 134
Official Demand for U.S. Debt: Implications for U.S. Real Rates 0 1 2 10 1 7 20 84
QE at the Bank of England: a perspective on its functioning and effectiveness 2 4 6 12 2 13 27 43
The Impact of Corporate QE on Liquidity: Evidence from the UK 0 0 1 3 3 10 18 33
Understanding the Real Rate Conundrum: An Application of No-Arbitrage Models to the UK Real Yield Curve 0 0 0 6 1 3 8 36
Volatility in equity markets and monetary policy rate uncertainty 0 0 0 36 1 8 17 141
What do the prices of UK inflation-linked securities say on inflation expectations, risk premia and liquidity risks? 0 0 2 63 0 6 20 259
Total Journal Articles 2 5 22 358 9 67 178 1,399

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Statistics updated 2026-06-04