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 3 7 88
A global model of international yield curves: no-arbitrage term structure approach 0 0 1 107 3 4 13 248
A no-arbitrage structural vector autoregressive model of the UK yield curve 0 0 0 149 2 3 12 413
Across the borders, above the bounds: a non-linear framework for international yield curves 0 0 2 17 0 2 13 20
Credit easing versus quantitative easing: evidence from corporate and government bond purchase programs 0 0 1 56 8 18 49 229
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 126 2 4 12 563
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 150 5 10 12 606
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 303 4 4 18 1,060
Monetary policy surprises and their transmission through term premia and expected interest rates 1 1 1 10 2 5 17 39
Monetary policy surprises and their transmission through term premia and expected interest rates 0 0 1 36 2 3 12 63
Monetary policy surprises and their transmission through term premia and expected interest rates 0 0 0 3 4 5 15 23
Monetary policy transmission during QE times: role of expectations and term premia channels 0 1 2 43 1 4 14 82
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 9 31 81
Preferred-Habitat Investors and the US Term Structure of Real Rates 0 0 0 27 2 4 5 133
Preferred-habitat investors and the US term structure of real rates 0 0 0 50 0 2 8 228
Preferred-habitat investors and the US term structure of real rates 0 0 0 0 1 3 7 9
The Impact of Corporate QE on Liquidity: Evidence from the UK 0 0 1 38 5 11 18 90
The Predictive Power of the Yield Spread: Further Evidence and A Structural Interpretation 0 0 0 223 2 4 11 646
The Predictive Power of the Yield Spread: Further Evidence and a Structural Interpretation 0 0 1 322 4 6 23 976
The impact of corporate QE on liquidity: evidence from the UK 0 0 0 46 5 13 29 156
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 4 5 16 98
The local supply channel of QE: evidence from the Bank of England’s gilt purchases 0 1 3 19 5 11 30 74
Understanding the real rate conundrum: an application of no-arbitrage finance models to the UK real yield curve 0 0 0 39 2 9 13 159
Volatility in equity markets and monetary policy rate uncertainty 0 0 1 41 4 6 12 92
Total Working Papers 1 3 16 1,947 68 149 401 6,272

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 2 4 13 78
A No-Arbitrage Structural Vector Autoregressive Model of the UK Yield Curve 0 0 1 10 3 6 14 71
Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates 0 0 2 164 3 4 11 520
Monetary policy surprises and their transmission through term premia and expected interest rates 0 2 6 40 4 14 29 133
Official Demand for U.S. Debt: Implications for U.S. Real Rates 0 1 2 10 2 10 20 83
QE at the Bank of England: a perspective on its functioning and effectiveness 1 2 4 10 6 12 26 41
The Impact of Corporate QE on Liquidity: Evidence from the UK 0 0 1 3 5 11 15 30
Understanding the Real Rate Conundrum: An Application of No-Arbitrage Models to the UK Real Yield Curve 0 0 0 6 2 2 7 35
Volatility in equity markets and monetary policy rate uncertainty 0 0 0 36 4 8 16 140
What do the prices of UK inflation-linked securities say on inflation expectations, risk premia and liquidity risks? 0 0 2 63 4 6 21 259
Total Journal Articles 1 5 20 356 35 77 172 1,390

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Statistics updated 2026-05-06