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.
Research
Bayesian Econometrics, Financial Econometrics, Monetary and Financial Economics
Research Collaborations
Ryland Thomas
External: Bank of England
Measuring the economic impact of Quantitative Easing/Tightening through the lens of public over- and under-funding to the banking sector.
Dr Mykola Babiak
External: University of Lancaster
Pricing and predictability of commonalities in firm-level volatility risk premium
Dr Mattia Bevilacqua
Internal
Asset pricing using firm-level commonalities in option prices.
doc. PhDr. Jozef Barunik Ph.D.
External: Charles University, Prague
Dynamic Network Risk, Dynamic Networks in Large Financial and Economic Systems
Dr Maria Kalli
External: King's College London
Stock Market Liquidity and Return Predictability: A Bayesian Nonparametric Approach
Professor Chris Martin
External: University of Bath
Search Frictions and Evolving Labour Market Dynamics
Dr Bingsong Wang
External: University of Sheffield
Search Frictions and Evolving Labour Market Dynamics
Dr Xi Fu
Internal
Real Estate Illiquidity and Returns
Professor Chris Florackis
Internal
Liquidity Shocks and Real GDP Growth: Evidence from a Time-varying Parameter VAR (JIMF)
Professor Costas Milas
Internal
Liquidity Shocks and Real GDP Growth: Evidence from a Time-varying Parameter VAR (JIMF), Global Liquidity, Money Growth and UK Inflation (JFS)