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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.