Photo of Dr Michael Ellington

Dr Michael Ellington BA, MSc, PhD

Senior Lecturer (Associate Professor) in Finance Finance and Accounting

Publications

Selected Publications

  1. Fat Tails, Serial Dependence, and Implied Volatility Index Connections (Journal article - 2022)
  2. The Empirical Relevance of the Shadow Rate and the Zero Lower Bound (Journal article - 2021)
  3. Revisiting Real Wage Rigidity (Journal article - 2023)
  4. Persistence in financial connectedness and systemic risk (Journal article - 2024)