Iryna Kaminska

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

12

DOWNLOADS

903

SSRN CITATIONS
Rank 25,245

SSRN RANKINGS

Top 25,245

in Total Papers Citations

19

CROSSREF CITATIONS

19

Scholarly Papers (12)

1.

Credit Easing versus Quantitative Easing: Evidence From Corporate and Government Bond Purchase Programs

Bank of England Working Paper No. 825, September 2019
Number of pages: 46 Posted: 25 Sep 2019
Stefania D'Amico and Iryna Kaminska
Federal Reserve Bank of Chicago and Bank of England
Downloads 164 (225,076)
Citation 4

Abstract:

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Quantitative Easing, Corporate Bond Purchase Scheme, Monetary Transmission Mechanism, Corporate Bonds

2.

A No-Arbitrage Structural Vector Autoregressive Model of the UK Yield Curve

Bank of England Working Paper No. 357
Number of pages: 33 Posted: 22 Dec 2008
Iryna Kaminska
Bank of England
Downloads 118 (291,454)
Citation 3

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Structural vector autoregression, interest rate risk, essentially affine term structure model

3.

The impact of corporate QE on liquidity: evidence from the UK

Bank of England Working Paper No. 782
Number of pages: 56 Posted: 04 Mar 2019 Last Revised: 24 Jul 2020
Bank of England, Bank of England, Bank of England, University of Cambridge, Bank of England and Bank of England
Downloads 98 (330,720)
Citation 6

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quantitative easing, market liquidity, market-making, corporate bonds

4.

Understanding the Real Rate Conundrum: An Application of No-Arbitrage Finance Models to the UK Real Yield Curve

Bank of England Working Paper No. 358
Number of pages: 46 Posted: 23 Dec 2008
Michael Joyce, Iryna Kaminska and Peter M. Lildholdt
Bank of England - Monetary Analysis, Bank of England and Bank of England - Monetary Analysis
Downloads 88 (354,061)
Citation 11

Abstract:

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Yield curve, term premia, conundrum

5.

Preferred - Habitat Investors and the US Term Structure of Real Rates

Bank of England Working Paper No. 435
Number of pages: 65 Posted: 28 Jul 2011
Iryna Kaminska, Dimitri Vayanos and Gabriele Zinna
Bank of England, London School of Economics and Bank of Italy
Downloads 84 (364,217)
Citation 13

Abstract:

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foreign reserves, term structure of interest rates, term premium, MCMC

6.

Official Demand for U.S. Debt: Implications for U.S. Real Rates

Number of pages: 94 Posted: 29 Jul 2014 Last Revised: 21 Dec 2018
Iryna Kaminska and Gabriele Zinna
Bank of England and Bank of Italy
Downloads 80 (374,927)

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term structure of real rates; quantitative easing; global imbalances; Bayesian econometrics

7.

A Global Model of International Yield Curves: No-Arbitrage Term Structure Approach

Bank of England Working Paper No. 419
Number of pages: 37 Posted: 13 Apr 2011 Last Revised: 22 Apr 2011
Iryna Kaminska, Andrew Meldrum and James Matthew Smith
Bank of England, Board of Governors of the Federal Reserve System and Bank of England
Downloads 78 (380,333)
Citation 3

Abstract:

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Term structure models, exchange rates

8.

A Global Factor in Variance Risk Premia and Local Bond Pricing

Bank of England Working Paper No. 576
Number of pages: 36 Posted: 22 Dec 2015
Iryna Kaminska and Matt Roberts-Sklar
Bank of England and Bank of England
Downloads 67 (413,621)
Citation 4

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Affine term structure models, option implied volatility, realized volatility, risk aversion

9.

Volatility in Equity Markets and Monetary Policy Rate Uncertainty

Bank of England Working Paper No. 700
Number of pages: 34 Posted: 07 Mar 2018
Iryna Kaminska and Matt Roberts-Sklar
Bank of England and Bank of England
Downloads 40 (519,206)
Citation 2

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Equity indices, monetary policy rate uncertainty, option implied volatility, realized volatility, risk-free interest rates, volatility forecasting

10.

The Informational Content of Market-Based Measures of Inflation Expectations Derived from Government Bonds and Inflation Swaps in the United Kingdom

Bank of England Working Paper No. 551
Number of pages: 38 Posted: 02 Oct 2015 Last Revised: 09 Oct 2015
Bank of England - Monetary Analysis, Government of the United Kingdom - UK Debt Management Office (DMO), Bank of England and Bank of England
Downloads 37 (533,746)

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Affine arbitrage-free dynamic term structure model, breakeven inflation, inflation expectations, risk premia, funding liquidity, survey expectations

11.

Monetary Policy Surprises and their Transmission Through Term Premia and Expected Interest Rates

Bank of England Working Paper No. 914
Number of pages: 42 Posted: 09 Mar 2021 Last Revised: 03 May 2021
Iryna Kaminska, Haroon Mumtaz and Roman Sustek
Bank of England, Queen Mary, University of London and Queen Mary University of London
Downloads 36 (538,830)

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High-frequency data, affine term structure models, yield curve decomposition, estimation bias, multidimensional policy shocks, monetary policy transmission mechanism

12.

Official Demand for US Debt: Implications for US Real Rates

Bank of England Working Paper No. 796 (2019)
Number of pages: 63 Posted: 06 May 2019
Iryna Kaminska and Gabriele Zinna
Bank of England and Bank of Italy
Downloads 13 (688,342)

Abstract:

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term structure of real rates, quantitative easing, global imbalances, Bayesian econometrics