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Liquidity shocks and real GDP growth : evidence from a Bayesian time-varying parameter VAR
Ellington, Michael; Florackis, Chris; Milas, Costas - In: Journal of international money and finance 72 (2017), pp. 93-117
Persistent link: https://www.econbiz.de/10011787683
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Identifying the factors that affect interest-rate swap spreads : some evidence from the United States and the United Kingdom
Lekkos, Ilias; Milas, Costas - In: The journal of futures markets 21 (2001) 8, pp. 737-768
Persistent link: https://www.econbiz.de/10001591750
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Common risk factors in the U.S. and UK interest rate swap markets : evidence from a nonlinear vector autoregression approach
Lekkos, Ilias; Milas, Costas - In: The journal of futures markets 24 (2004) 3, pp. 221-250
Persistent link: https://www.econbiz.de/10001968617
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Time-varying excess returns on UK government bonds : a non-linear approach
Lekkos, Ilias; Milas, Costas - In: Journal of banking & finance 28 (2004) 1, pp. 45-62
Persistent link: https://www.econbiz.de/10001856954
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Forecasting interest rate swap spreads using domestic and international risk factors : evidence from linear and non-linear models
Lekkos, Ilias; Milas, Costas; Panagiōtidēs, Theodōros - In: Journal of forecasting 26 (2007) 8, pp. 601-619
Persistent link: https://www.econbiz.de/10003608157
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Of votes and viruses : the UK economy and economic policy uncertainty
Ellington, Michael; Michalski, Marcin; Milas, Costas - In: The European journal of finance 29 (2023) 16, pp. 1849-1865
Persistent link: https://www.econbiz.de/10014388508
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Global liquidity, money growth and UK inflation
Ellington, Michael; Milas, Costas - In: Journal of financial stability 42 (2019), pp. 67-74
Persistent link: https://www.econbiz.de/10012259894
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On the economic impact of aggregate liquidity shocks : the case of the UK
Ellington, Michael; Milas, Costas - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 737-752
Persistent link: https://www.econbiz.de/10012655618
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Search Frictions and evolving labour market dynamics
Ellington, Michael; Martin, Christopher Ian; Wang, Bingsong - In: Journal of economic dynamics & control 127 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10012668940
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Revisiting real wage rigidity
Ellington, Michael; Martin, Christopher Ian; Wang, Bingsong - In: Journal of money, credit and banking : JMCB 56 (2024) 2/3, pp. 613-626
Persistent link: https://www.econbiz.de/10014544981