Iryna Kaminska
Personal Details
First Name: | Iryna |
Middle Name: | |
Last Name: | Kaminska |
Suffix: | |
RePEc Short-ID: | pka92 |
| |
Affiliation
Bank of England
London, United Kingdomhttp://www.bankofengland.co.uk/
RePEc:edi:boegvuk (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Iryna Kaminska & Haroon Mumtaz & Roman Sustek, 2020. "Monetary policy surprises and their transmission through term premia and expected interest rates," Discussion Papers 2024, Centre for Macroeconomics (CFM).
- Boneva, Lena & Elliott, David & Kaminska, Iryna & Linton, Oliver & McLaren, Nick & Morley, Ben, 2019.
"The impact of corporate QE on liquidity: evidence from the UK,"
Bank of England working papers
782, Bank of England, revised 23 Jul 2020.
- Lena Boneva & David Elliott & Iryna Kaminska & Oliver Linton & Nick McLaren & Ben Morley, 2022. "The Impact of Corporate QE on Liquidity: Evidence from the UK," The Economic Journal, Royal Economic Society, vol. 132(648), pages 2615-2643.
- Boneva, L. & Elliott, D. & Kaminska, I. & Linton, O. & McLaren, N. & Morley, B., 2019. "The Impact of Corporate QE on Liquidity: Evidence from the UK," Cambridge Working Papers in Economics 1937, Faculty of Economics, University of Cambridge.
- Kaminska, Iryna & Zinna, Gabriele, 2019.
"Official demand for US debt: implications for US real rates,"
Bank of England working papers
796, Bank of England.
- Iryna Kaminska & Gabriele Zinna, 2020. "Official Demand for U.S. Debt: Implications for U.S. Real Rates," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(2-3), pages 323-364, March.
- D’Amico, Stefania & Kaminska, Iryna, 2019. "Credit easing versus quantitative easing: evidence from corporate and government bond purchase programs," Bank of England working papers 825, Bank of England.
- Kaminska, Iryna & Roberts-Sklar, Matt, 2017.
"Volatility in equity markets and monetary policy rate uncertainty,"
Bank of England working papers
700, Bank of England.
- Kaminska, Iryna & Roberts-Sklar, Matt, 2018. "Volatility in equity markets and monetary policy rate uncertainty," Journal of Empirical Finance, Elsevier, vol. 45(C), pages 68-83.
- Liu, Zhuoshi & Vangelista, Elisabetta & Kaminska, Iryna & Relleen, Jon, 2015. "The informational content of market-based measures of inflation expectations derived from govenment bonds and inflation swaps in the United Kingdom," Bank of England working papers 551, Bank of England.
- Kaminska, Iryna & Roberts-Sklar, Matt, 2015. "A global factor in variance risk premia and local bond pricing," Bank of England working papers 576, Bank of England.
- Iryna Kaminska & Gabriele Zinna, 2014. "Official Demand for U.S. Debt: Implications for U.S. Real Interest Rates," IMF Working Papers 2014/066, International Monetary Fund.
- Kaminska, Iryna & Vayanos, Dimitri & Zinna, Gabriele, 2011.
"Preferred-habitat investors and the US term structure of real rates,"
Bank of England working papers
435, Bank of England.
- Kaminska, Iryna & Vayanos, Dimitri & Zinna, Gabriele, 2011. "Preferred-habitat investors and the US term structure of real rates," LSE Research Online Documents on Economics 119074, London School of Economics and Political Science, LSE Library.
- Iryna Kaminska & Dimitri Vayanos & Gabriele Zinna, 2011. "Preferred-Habitat Investors and the US Term Structure of Real Rates," FMG Discussion Papers dp674, Financial Markets Group.
- Kaminska, Iryna & Meldrum, Andrew & Smith, James, 2011.
"A global model of international yield curves: no-arbitrage term structure approach,"
Bank of England working papers
419, Bank of England.
- Iryna Kaminska & Andrew Meldrum & James Smith, 2013. "A Global Model Of International Yield Curves: No‐Arbitrage Term Structure Approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 18(4), pages 352-374, October.
- Joyce, Michael & Kaminska, Iryna & Lildholdt, Peter, 2008. "Understanding the real rate conundrum: an application of no-arbitrage finance models to the UK real yield curve," Bank of England working papers 358, Bank of England.
- Kaminska, Iryna, 2008.
"A no-arbitrage structural vector autoregressive model of the UK yield curve,"
Bank of England working papers
357, Bank of England.
- Iryna Kaminska, 2013. "A No-Arbitrage Structural Vector Autoregressive Model of the UK Yield Curve," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(5), pages 680-704, October.
- Favero, Carlo A. & Söderström, Ulf & Kaminska, Iryna, 2005.
"The Predictive Power of the Yield Spread: Further Evidence and A Structural Interpretation,"
CEPR Discussion Papers
4910, C.E.P.R. Discussion Papers.
- Carlo Favero & Iryna Kaminska & Ulf Soderstrom, 2005. "The Predictive Power of the Yield Spread: Further Evidence and a Structural Interpretation," Working Papers 280, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Andrea Carriero & Carlo Favero & Iryna Kaminska, 2004.
"Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates,"
Working Papers
253, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Carriero, Andrea & Favero, Carlo A. & Kaminska, Iryna, 2006. "Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 339-358.
- Favero, Carlo A. & Carriero, Andrea & Kaminska, Iryna, 2004. "Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates," CEPR Discussion Papers 4301, C.E.P.R. Discussion Papers.
- Iryna Kaminska & Andrea Carriero & Carlo A. Favero, 2004. "Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates," Computing in Economics and Finance 2004 76, Society for Computational Economics.
Articles
- Iryna Kaminska & Gabriele Zinna, 2020.
"Official Demand for U.S. Debt: Implications for U.S. Real Rates,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(2-3), pages 323-364, March.
- Kaminska, Iryna & Zinna, Gabriele, 2019. "Official demand for US debt: implications for US real rates," Bank of England working papers 796, Bank of England.
- Kaminska, Iryna & Roberts-Sklar, Matt, 2018.
"Volatility in equity markets and monetary policy rate uncertainty,"
Journal of Empirical Finance, Elsevier, vol. 45(C), pages 68-83.
- Kaminska, Iryna & Roberts-Sklar, Matt, 2017. "Volatility in equity markets and monetary policy rate uncertainty," Bank of England working papers 700, Bank of England.
- Kaminska, Iryna & Liu, Zhuoshi & Relleen, Jon & Vangelista, Elisabetta, 2018. "What do the prices of UK inflation-linked securities say on inflation expectations, risk premia and liquidity risks?," Journal of Banking & Finance, Elsevier, vol. 88(C), pages 76-96.
- Iryna Kaminska & Andrew Meldrum & James Smith, 2013.
"A Global Model Of International Yield Curves: No‐Arbitrage Term Structure Approach,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 18(4), pages 352-374, October.
- Kaminska, Iryna & Meldrum, Andrew & Smith, James, 2011. "A global model of international yield curves: no-arbitrage term structure approach," Bank of England working papers 419, Bank of England.
- Iryna Kaminska, 2013.
"A No-Arbitrage Structural Vector Autoregressive Model of the UK Yield Curve,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(5), pages 680-704, October.
- Kaminska, Iryna, 2008. "A no-arbitrage structural vector autoregressive model of the UK yield curve," Bank of England working papers 357, Bank of England.
- Michael A. S. Joyce & Iryna Kaminska & Peter Lildholdt, 2011. "Understanding the Real Rate Conundrum: An Application of No-Arbitrage Models to the UK Real Yield Curve," Review of Finance, European Finance Association, vol. 16(3), pages 837-866.
- Carriero, Andrea & Favero, Carlo A. & Kaminska, Iryna, 2006.
"Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates,"
Journal of Econometrics, Elsevier, vol. 131(1-2), pages 339-358.
- Andrea Carriero & Carlo Favero & Iryna Kaminska, 2004. "Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates," Working Papers 253, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Favero, Carlo A. & Carriero, Andrea & Kaminska, Iryna, 2004. "Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates," CEPR Discussion Papers 4301, C.E.P.R. Discussion Papers.
- Iryna Kaminska & Andrea Carriero & Carlo A. Favero, 2004. "Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates," Computing in Economics and Finance 2004 76, Society for Computational Economics.
More information
Research fields, statistics, top rankings, if available.Statistics
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 14 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-MAC: Macroeconomics (11) 2004-01-25 2004-06-13 2005-06-14 2009-01-03 2009-01-03 2015-10-17 2015-12-28 2018-03-26 2019-03-11 2019-04-08 2019-11-18. Author is listed
- NEP-MON: Monetary Economics (9) 2004-01-25 2005-02-13 2011-04-23 2011-08-09 2015-10-17 2018-03-26 2019-03-11 2019-04-08 2019-11-18. Author is listed
- NEP-CBA: Central Banking (7) 2009-01-03 2009-01-03 2011-04-23 2015-10-17 2019-03-11 2019-04-08 2019-11-18. Author is listed
- NEP-EEC: European Economics (5) 2011-04-23 2015-12-28 2019-03-11 2019-04-08 2019-11-18. Author is listed
- NEP-FMK: Financial Markets (3) 2005-06-14 2009-01-03 2015-12-28
- NEP-FIN: Finance (1) 2004-01-25
- NEP-FOR: Forecasting (1) 2018-03-26
- NEP-ORE: Operations Research (1) 2018-03-26
- NEP-UPT: Utility Models and Prospect Theory (1) 2015-12-28
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