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Iryna Kaminska

Personal Details

First Name:Iryna
Middle Name:
Last Name:Kaminska
Suffix:
RePEc Short-ID:pka92
[This author has chosen not to make the email address public]

Affiliation

Bank of England

London, United Kingdom
http://www.bankofengland.co.uk/
RePEc:edi:boegvuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Coroneo, Laura & Kaminska, Iryna & Pastorello, Sergio, 2024. "Across the borders, above the bounds: a non-linear framework for international yield curves," Bank of England working papers 1062, Bank of England.
  2. Froemel, Maren & Joyce, Michael & Kaminska, Iryna, 2022. "The local supply channel of QE: evidence from the Bank of England’s gilt purchases," Bank of England working papers 980, Bank of England.
  3. Kaminska, Iryna & Mumtaz, Haroon, 2022. "Monetary policy transmission during QE times: role of expectations and term premia channels," Bank of England working papers 978, Bank of England, revised 31 Aug 2022.
  4. Kaminska, Iryna & Mumtaz, Haroon & Sustek, Roman, 2021. "Monetary policy surprises and their transmission through term premia and expected interest rates," Bank of England working papers 914, Bank of England, revised 28 Apr 2021.
  5. 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.
  6. Kaminska, Iryna & Zinna, Gabriele, 2019. "Official demand for US debt: implications for US real rates," Bank of England working papers 796, Bank of England.
  7. 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.
  8. Kaminska, Iryna & Roberts-Sklar, Matt, 2017. "Volatility in equity markets and monetary policy rate uncertainty," Bank of England working papers 700, Bank of England.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. 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.
  14. 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.
  15. Kaminska, Iryna, 2008. "A no-arbitrage structural vector autoregressive model of the UK yield curve," Bank of England working papers 357, Bank of England.
  16. 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.
  17. 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.

Articles

  1. 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.
  2. Busetto, Filippo & Chavaz, Matthieu & Froemel, Maren & Joyce, Michael & Kaminska, Iryna & Worlidge, Jack, 2022. "QE at the Bank of England: a perspective on its functioning and effectiveness," Bank of England Quarterly Bulletin, Bank of England, vol. 62(1), pages 2-2.
  3. Kaminska, Iryna & Mumtaz, Haroon & Šustek, Roman, 2021. "Monetary policy surprises and their transmission through term premia and expected interest rates," Journal of Monetary Economics, Elsevier, vol. 124(C), pages 48-65.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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.

More information

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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 18 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.
  1. NEP-MAC: Macroeconomics (15) 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 2021-03-15 2022-07-25 2022-07-25 2024-05-13. Author is listed
  2. NEP-MON: Monetary Economics (13) 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 2021-03-15 2022-07-25 2022-07-25 2024-05-13. Author is listed
  3. NEP-CBA: Central Banking (11) 2009-01-03 2009-01-03 2011-04-23 2015-10-17 2019-03-11 2019-04-08 2019-11-18 2021-03-15 2022-07-25 2022-07-25 2024-05-13. Author is listed
  4. NEP-EEC: European Economics (7) 2011-04-23 2015-12-28 2019-03-11 2019-04-08 2019-11-18 2022-07-25 2022-07-25. Author is listed
  5. NEP-FMK: Financial Markets (3) 2005-06-14 2009-01-03 2015-12-28
  6. NEP-FIN: Finance (1) 2004-01-25
  7. NEP-FOR: Forecasting (1) 2018-03-26
  8. NEP-IFN: International Finance (1) 2024-05-13
  9. NEP-ORE: Operations Research (1) 2018-03-26
  10. NEP-UPT: Utility Models and Prospect Theory (1) 2015-12-28

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