Dr Michael Ellington BA, MSc, PhD
Senior Lecturer (Associate Professor) in Finance Finance and Accounting
- +44 (0)151 794 9941
- Work email M.Ellington@liverpool.ac.uk
- Personal WebsiteRepository for various replication code and packages.
About
Personal Statement
Dr Ellington is a Senior Lecturer in Finance at the University of Liverpool Management School. His broad research interests include: Financial Markets, Financial Econometrics, Asset Prices and Trading Volume, Forecasting, Network Analysis, Bayesian modelling, Nonlinear Time-series Analysis, and Money and Monetary Policy.
Mike's previous papers have been published in journals such as: Journal of Money, Credit and Banking, European Journal of Operational Research, Journal of Economic Dynamics and Control, and Journal of Banking & Finance. He has also presented his work at a number of prestigious conferences; as well as the Bank of England. One of his recent publications is also recognised by the Center for Financial Stability of New York.