Iryna Kaminska

Adviser - Macro Financial Analysis Division


Iryna Kaminska is an Advisor in the Monetary Analysis Directorate, she has previously worked at the International Monetary Fund (2011-2014) and in the Financial Stability area of the Bank (2009-2011). Iryna's research interests are in the areas of empirical asset pricing, monetary policy and international finance.

Iryna's selected academic publications

Monetary policy surprises and their transmission through term premia and expected interest rates – with Haroon Mumtaz, Roman Sustek, Journal of Monetary Economics (2021)
Official Demand for U.S. Debt: Implications for U.S. Real Rates - with Gabriele Zinna, Journal of Money, Credit, and Banking (2020)
What do the prices of UK inflation-linked securities say on inflation expectations, risk premia and liquidity risks? - with J. Liu, J. Relleen, E. Vangelista, Journal of Banking and Finance (2018)
Volatility in Equity Markets and Monetary Policy Rate Uncertainty, with M. Roberts-Sklar, Journal of Empirical Finance (2018)
A global model of international yield curves: no-arbitrage term structure approach - with Andrew Meldrum, James Smith, International Journal of Finance & Economics (2013)
Understanding the real rate conundrum: an application of no-arbitrage finance models to the UK real yield curve - with Mike Joyce, Peter Lildholdt, Review of Finance (2012)
A No-arbitrage structural vector-autoregressive model of the UK yield curve - Oxford Bulletin of Economics and Statistics (2012)
Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates - with Carlo Favero, Andrea Carriero, Journal of Econometrics (2006) 

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