| Financial factors, macroeconomic information and the expectations theory of the term structure of interest rates A Carriero, CA Favero, I Kaminska Journal of econometrics 131 (1-2), 339-358, 2006 | 75 | 2006 |
| Volatility in equity markets and monetary policy rate uncertainty I Kaminska, M Roberts-Sklar Journal of Empirical Finance 45, 68-83, 2018 | 62 | 2018 |
| The predictive power of the yield spread: further evidence and a structural interpretation CA Favero, I Kaminska, U Söderström Available at SSRN 743104, 2005 | 47 | 2005 |
| Monetary policy surprises and their transmission through term premia and expected interest rates I Kaminska, H Mumtaz, R Šustek Journal of Monetary Economics 124, 48-65, 2021 | 43 | 2021 |
| Official demand for US debt: Implications for US real rates I Kaminska, G Zinna Journal of Money, Credit and Banking 52 (2-3), 323-364, 2020 | 40 | 2020 |
| Credit easing versus quantitative easing: Evidence from corporate and government bond purchase programs S D'Amico, I Kaminska Bank of England Working Paper, 2019 | 34 | 2019 |
| QE at the Bank of England: A perspective on its functioning and effectiveness F Busetto, M Chavaz, M Froemel, M Joyce, I Kaminska, J Worlidge Bank of England Quarterly Bulletin, Q1, 2022 | 33 | 2022 |
| A Global Model Of International Yield Curves: No‐Arbitrage Term Structure Approach I Kaminska, A Meldrum, J Smith International Journal of Finance & Economics 18 (4), 352-374, 2013 | 22 | 2013 |
| The Chilean economy since the return to democracy in 1990. On how to get an emerging economy growing, and then sink slowly into the quicksand of a “middle-income trap” JG Palma Faculty of Economics, University of Cambridge, 2019 | 21 | 2019 |
| Preferred-habitat investors and the US term structure of real rates I Kaminska, D Vayanos, G Zinna Bank of England Working Paper, 2011 | 21 | 2011 |
| Understanding the real rate conundrum: An application of no-arbitrage models to the UK real yield curve MAS Joyce, I Kaminska, P Lildholdt Review of Finance 16 (3), 837-866, 2012 | 15 | 2012 |
| What do the prices of UK inflation-linked securities say on inflation expectations, risk premia and liquidity risks? I Kaminska, Z Liu, J Relleen, E Vangelista Journal of Banking & Finance 88, 76-96, 2018 | 14 | 2018 |
| A no-arbitrage structural vector autoregressive model of the UK yield curve I Kaminska Bank of England Working Paper, 2008 | 13 | 2008 |
| The impact of corporate QE on liquidity: evidence from the UK L Boneva, D Elliott, I Kaminska, O Linton, N McLaren, B Morley The Economic Journal 132 (648), 2615-2643, 2022 | 10 | 2022 |
| A global factor in variance risk premia and local bond pricing I Kaminska, M Roberts-Sklar Bank of England Working Paper, 2015 | 10 | 2015 |
| Monetary policy transmission during QE times: role of expectations and term premia channels I Kaminska, H Mumtaz Bank of England Working Paper, 2022 | 9 | 2022 |
| The informational content of market-based measures of inflation expectations derived from government bonds and inflation swaps in the united kingdom Z Liu, E Vangelista, I Kaminska, J Relleen Bank of England Working Paper, 2015 | 8 | 2015 |
| The impact of QE on liquidity: Evidence from the UK corporate bond purchase scheme L Boneva, D Elliott, I Kaminska, O Linton, N McLaren, B Morley Faculty of Economics, 2019 | 7 | 2019 |
| A no‐arbitrage structural vector autoregressive model of the UK yield curve I Kaminska Oxford Bulletin of Economics and Statistics 75 (5), 680-704, 2013 | 7 | 2013 |
| A global model of international yield curves: no-arbitrage term structure approach I Kaminska, A Meldrum, JM Smith Bank of England Working Paper, 2011 | 5 | 2011 |