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 1 1 54 0 1 3 82
A global model of international yield curves: no-arbitrage term structure approach 0 0 0 106 0 1 3 236
A no-arbitrage structural vector autoregressive model of the UK yield curve 0 0 0 149 0 1 2 402
Across the borders, above the bounds: a non-linear framework for international yield curves 1 1 4 16 2 2 7 9
Credit easing versus quantitative easing: evidence from corporate and government bond purchase programs 0 0 3 55 0 2 17 182
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 0 1 3 0 0 4 8
Monetary policy surprises and their transmission through term premia and expected interest rates 0 0 1 9 0 1 8 23
Monetary policy surprises and their transmission through term premia and expected interest rates 0 0 0 35 0 0 5 51
Monetary policy transmission during QE times: role of expectations and term premia channels 0 0 1 41 0 1 6 69
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 0 10 0 0 2 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 0 0 0 2 2
Preferred-habitat investors and the US term structure of real rates 0 0 0 50 0 0 5 220
The Impact of Corporate QE on Liquidity: Evidence from the UK 1 1 1 38 1 1 1 73
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 1 321 1 1 2 954
The impact of corporate QE on liquidity: evidence from the UK 0 0 3 46 0 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 0 1 6 83
The local supply channel of QE: evidence from the Bank of England’s gilt purchases 0 0 1 16 1 3 11 47
Understanding the real rate conundrum: an application of no-arbitrage finance models to the UK real yield curve 0 0 0 39 0 1 3 147
Volatility in equity markets and monetary policy rate uncertainty 0 1 1 41 0 1 4 81
Total Working Papers 2 4 18 1,935 5 19 106 5,890

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 1 1 2 13 1 1 2 66
A No-Arbitrage Structural Vector Autoregressive Model of the UK Yield Curve 1 1 1 10 1 1 2 58
Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates 2 2 3 164 3 3 6 512
Monetary policy surprises and their transmission through term premia and expected interest rates 0 0 5 34 1 4 17 108
Official Demand for U.S. Debt: Implications for U.S. Real Rates 0 0 0 8 0 1 9 64
QE at the Bank of England: a perspective on its functioning and effectiveness 1 1 6 7 1 4 14 19
The Impact of Corporate QE on Liquidity: Evidence from the UK 0 0 0 2 0 0 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 0 5 124
What do the prices of UK inflation-linked securities say on inflation expectations, risk premia and liquidity risks? 0 0 4 61 0 1 11 239
Total Journal Articles 5 5 22 341 7 15 71 1,233

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Statistics updated 2025-08-05