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 54 0 0 6 88
A global model of international yield curves: no-arbitrage term structure approach 0 0 1 107 1 1 12 249
A no-arbitrage structural vector autoregressive model of the UK yield curve 0 0 0 149 0 1 11 414
Across the borders, above the bounds: a non-linear framework for international yield curves 0 0 1 17 17 17 24 37
Credit easing versus quantitative easing: evidence from corporate and government bond purchase programs 0 0 1 56 0 2 50 233
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 150 2 5 16 611
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 126 0 3 15 567
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 303 1 1 19 1,061
Monetary policy surprises and their transmission through term premia and expected interest rates 0 0 1 10 1 1 17 41
Monetary policy surprises and their transmission through term premia and expected interest rates 0 0 0 3 3 5 22 31
Monetary policy surprises and their transmission through term premia and expected interest rates 0 0 1 36 2 3 15 67
Monetary policy transmission during QE times: role of expectations and term premia channels 0 0 2 43 0 2 16 85
Official Demand for U.S. Debt: Implications for U.S. Real Interest Rates 0 0 0 30 1 1 4 97
Official demand for US debt: implications for US real rates 0 0 1 11 3 3 34 84
Preferred-Habitat Investors and the US Term Structure of Real Rates 0 0 0 27 0 0 5 133
Preferred-habitat investors and the US term structure of real rates 0 0 0 0 0 0 7 9
Preferred-habitat investors and the US term structure of real rates 0 0 0 50 0 1 9 229
The Impact of Corporate QE on Liquidity: Evidence from the UK 0 0 0 38 0 0 16 90
The Predictive Power of the Yield Spread: Further Evidence and A Structural Interpretation 0 0 0 223 0 1 12 647
The Predictive Power of the Yield Spread: Further Evidence and a Structural Interpretation 0 0 1 322 1 1 23 977
The impact of corporate QE on liquidity: evidence from the UK 0 0 0 46 5 20 46 176
The informational content of market-based measures of inflation expectations derived from govenment bonds and inflation swaps in the United Kingdom 1 1 1 48 2 3 17 103
The local supply channel of QE: evidence from the Bank of England’s gilt purchases 0 0 3 19 0 2 27 76
Understanding the real rate conundrum: an application of no-arbitrage finance models to the UK real yield curve 0 0 0 39 0 0 13 160
Volatility in equity markets and monetary policy rate uncertainty 0 0 0 41 1 1 11 93
Total Working Papers 1 1 13 1,948 40 74 447 6,358

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 14 0 0 10 78
A No-Arbitrage Structural Vector Autoregressive Model of the UK Yield Curve 0 0 0 10 0 1 14 72
Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates 0 0 0 164 0 1 8 521
Monetary policy surprises and their transmission through term premia and expected interest rates 0 0 5 40 2 3 28 137
Official Demand for U.S. Debt: Implications for U.S. Real Rates 0 0 2 10 1 2 22 86
QE at the Bank of England: a perspective on its functioning and effectiveness 1 3 8 15 1 5 28 48
The Impact of Corporate QE on Liquidity: Evidence from the UK 0 0 1 3 0 0 18 33
Understanding the Real Rate Conundrum: An Application of No-Arbitrage Models to the UK Real Yield Curve 0 0 0 6 0 1 9 37
Volatility in equity markets and monetary policy rate uncertainty 1 1 1 37 2 3 20 144
What do the prices of UK inflation-linked securities say on inflation expectations, risk premia and liquidity risks? 0 0 2 63 1 4 24 263
Total Journal Articles 2 4 20 362 7 20 181 1,419

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-09-10