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Number of items: 23.


Milas, KC ORCID: 0000-0002-9789-384X and Ellington, Michael
(2018) Are we witnessing a ‘deal dividend’ effect on the economy? [Media]


Ellington, Michael ORCID: 0000-0003-0264-7572, Michalski, Marcin ORCID: 0000-0003-4217-6154 and Milas, Konstantinos ORCID: 0000-0002-9789-384X
(2022) Can we hide behind COVID-19 when assessing the impact of Brexit on the UK economy? [Media]


Milas, KC ORCID: 0000-0002-9789-384X and Ellington, Michael
(2018) Can we really get a ‘better’ deal? [Media]


Milas, Konstantinos ORCID: 0000-0002-9789-384X and Ellington, Michael
(2024) Do geopolitical risks influence UK monetary policy? [Media]


Ellington, Michael and Milas, K ORCID: 0000-0002-9789-384X
(2018) Does doing well in the World Cup bring a 'feel-good' boost to the UK economy? [Media]


Ellington, Michael ORCID: 0000-0003-0264-7572
(2021) The Empirical Relevance of the Shadow Rate and the Zero Lower Bound. Journal of Money, Credit and Banking, 54 (6). pp. 1605-1635.


Ellington, Michael ORCID: 0000-0003-0264-7572
(2021) Fat Tails, Serial Dependence, and Implied Volatility Connections. SSRN Electronic Journal.


Ellington, Michael ORCID: 0000-0003-0264-7572
(2022) Fat Tails, Serial Dependence, and Implied Volatility Index Connections. European Journal of Operational Research, 299 (2). pp. 768-779.


Ellington, Michael ORCID: 0000-0003-0264-7572 and Milas, Konstantinos ORCID: 0000-0002-9789-384X
(2019) Global Liquidity, Money Growth and UK Inflation. Journal of Financial Stability, 42. pp. 67-74.


Ellington, Michael ORCID: 0000-0003-0264-7572 and Milas, Costas
(2015) Global Liquidity, Money Growth and UK Inflation. SSRN Electronic Journal.


Milas, KC ORCID: 0000-0002-9789-384X and Ellington, Michael
(2018) Government should treat its Brexit studies like working papers: circulate them for feedback. [Media]


Milas, KC ORCID: 0000-0002-9789-384X and Ellington, Michael
(2018) How Cabinet resignations and the Chequers proposal could destabilise the economy. [Media]


Milas, KC ORCID: 0000-0002-9789-384X and Ellington, Michael
(2018) How should Theresa May respond to Jeremy Corbyn’s customs union plan? [Media]


Zheng, Yawen ORCID: 0000-0002-3269-6837
(2023) Industry Return Predictability, Shrinkage, and Connectedness. PhD thesis, University of Liverpool.


Ellington, Michael and Michalski, Marcin ORCID: 0000-0003-4217-6154
(2021) Is Broader Better? A Monetary Approach to Forecasting Economic Activity. SSRN Electronic Journal.


Ellington, Michael, Michalski, Marcin ORCID: 0000-0003-4217-6154 and Milas, Costas ORCID: 0000-0002-9789-384X
(2023) Of votes and viruses: the UK economy and economic policy uncertainty. EUROPEAN JOURNAL OF FINANCE, 29 (16). pp. 1849-1865.


Ellington, Michael ORCID: 0000-0003-0264-7572 and Milas, Costas ORCID: 0000-0002-9789-384X
(2021) On the economic impact of aggregate liquidity shocks: The case of the UK. The Quarterly Review of Economics and Finance, 80. pp. 737-752.


Baruník, Jozef ORCID: 0000-0001-5097-2607 and Ellington, Michael ORCID: 0000-0003-0264-7572
(2024) Persistence in financial connectedness and systemic risk. European Journal of Operational Research, 314 (1). pp. 393-407.


Milas, KC ORCID: 0000-0002-9789-384X and Ellington, Michael
(2018) Pushing the BoE to the limit: what a no-deal Brexit will mean for UK exchange and interest rates. [Media]


Ellington, Michael ORCID: 0000-0003-0264-7572, Fu, Xi ORCID: 0000-0003-4254-6493 and Zhu, Yunyi
(2023) Real estate illiquidity and returns: A time-varying regional perspective. INTERNATIONAL JOURNAL OF FORECASTING, 39 (1). pp. 58-72.


Ellington, Michael ORCID: 0000-0003-0264-7572, Martin, Christopher and Wang, Bingsong
(2021) Search Frictions and Evolving Labour Market Dynamics. Journal of Economic Dynamics and Control, 127. p. 104104.


Ellington, Michael ORCID: 0000-0003-0264-7572
(2018) The case for Divisia monetary statistics: A Bayesian time-varying approach. Journal of Economic Dynamics and Control, 96. pp. 26-41.


Ellington, Michael ORCID: 0000-0003-0264-7572, Stamatogiannis, Michalis P ORCID: 0000-0002-7283-7550 and Zheng, Yawen
(2022) A study of cross-industry return predictability in the Chinese stock market. INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 83. p. 102249.

This list was generated on Sun Mar 17 10:10:29 2024 GMT.