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 0 0 12 248
A no-arbitrage structural vector autoregressive model of the UK yield curve 0 0 0 149 0 1 12 414
Across the borders, above the bounds: a non-linear framework for international yield curves 0 0 1 17 0 0 11 20
Credit easing versus quantitative easing: evidence from corporate and government bond purchase programs 0 0 1 56 2 4 51 233
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 126 1 4 16 567
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 303 0 0 18 1,060
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 150 2 3 15 609
Monetary policy surprises and their transmission through term premia and expected interest rates 0 0 1 10 0 1 17 40
Monetary policy surprises and their transmission through term premia and expected interest rates 0 0 1 36 1 2 14 65
Monetary policy surprises and their transmission through term premia and expected interest rates 0 0 0 3 2 5 20 28
Monetary policy transmission during QE times: role of expectations and term premia channels 0 0 2 43 1 3 16 85
Official Demand for U.S. Debt: Implications for U.S. Real Interest Rates 0 0 0 30 0 0 4 96
Official demand for US debt: implications for US real rates 0 0 1 11 0 0 31 81
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 50 1 1 9 229
Preferred-habitat investors and the US term structure of real rates 0 0 0 0 0 0 7 9
The Impact of Corporate QE on Liquidity: Evidence from the UK 0 0 0 38 0 0 17 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 0 0 22 976
The impact of corporate QE on liquidity: evidence from the UK 0 0 0 46 4 15 42 171
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 1 3 18 101
The local supply channel of QE: evidence from the Bank of England’s gilt purchases 0 0 3 19 0 2 29 76
Understanding the real rate conundrum: an application of no-arbitrage finance models to the UK real yield curve 0 0 0 39 0 1 13 160
Volatility in equity markets and monetary policy rate uncertainty 0 0 0 41 0 0 11 92
Total Working Papers 0 0 12 1,947 15 46 428 6,318

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 12 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 1 1 9 521
Monetary policy surprises and their transmission through term premia and expected interest rates 0 0 6 40 1 2 27 135
Official Demand for U.S. Debt: Implications for U.S. Real Rates 0 0 2 10 0 2 21 85
QE at the Bank of England: a perspective on its functioning and effectiveness 1 4 7 14 2 6 28 47
The Impact of Corporate QE on Liquidity: Evidence from the UK 0 0 1 3 0 3 18 33
Understanding the Real Rate Conundrum: An Application of No-Arbitrage Models to the UK Real Yield Curve 0 0 0 6 1 2 9 37
Volatility in equity markets and monetary policy rate uncertainty 0 0 0 36 1 2 18 142
What do the prices of UK inflation-linked securities say on inflation expectations, risk premia and liquidity risks? 0 0 2 63 0 3 23 262
Total Journal Articles 1 4 19 360 6 22 179 1,412

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Statistics updated 2026-08-07