| Persistence in financial connectedness and systemic risk J Baruník, M Ellington European Journal of Operational Research 314 (1), 393-407, 2024 | 46* | 2024 |
| Financial market illiquidity shocks and macroeconomic dynamics: Evidence from the UK M Ellington Journal of Banking & Finance 89, 225-236, 2018 | 42 | 2018 |
| Liquidity shocks and real GDP growth: Evidence from a Bayesian time-varying parameter VAR M Ellington, C Florackis, C Milas Journal of International Money and Finance 72, 93-117, 2017 | 26 | 2017 |
| The Case for Divisia Monetary Statistics: A Bayesian Time-varying Approach M Ellington Journal of Economic Dynamics and Control 96, 26-41, 2018 | 24 | 2018 |
| Global liquidity, money growth and UK inflation M Ellington, C Milas Journal of Financial Stability 42, 67-74, 2019 | 16 | 2019 |
| Fat tails, serial dependence, and implied volatility index connections M Ellington European Journal of Operational Research 299 (2), 768-779, 2022 | 9* | 2022 |
| Dynamic Network Risk J Barunik, M Ellington arXiv preprint arXiv:2006.04639, 2020 | 8 | 2020 |
| Dynamic Network Risk J Barunik, M Ellington arXiv preprint arXiv:2006.04639, 2020 | 8 | 2020 |
| Of votes and viruses: the UK economy and economic policy uncertainty M Ellington, M Michalski, C Milas The European Journal of Finance 29 (16), 1849-1865, 2023 | 6 | 2023 |
| Dynamic Network Risk M Ellington, J Baruník Available at SSRN 3622200, 2020 | 5* | 2020 |
| A study of cross-industry return predictability in the Chinese stock market M Ellington, MP Stamatogiannis, Y Zheng International Review of Financial Analysis 83, 102249, 2022 | 4 | 2022 |
| The empirical relevance of the shadow rate and the zero lower bound M Ellington Journal of Money, Credit and Banking 54 (6), 1605-1635, 2022 | 4 | 2022 |
| Revisiting real wage rigidity M Ellington, C Martin, B Wang Journal of Money, Credit and Banking, 2023 | 2 | 2023 |
| Real estate illiquidity and returns: A time-varying regional perspective M Ellington, X Fu, Y Zhu International Journal of Forecasting 39 (1), 58-72, 2023 | 2 | 2023 |
| On the economic impact of aggregate liquidity shocks: The case of the UK M Ellington, C Milas The Quarterly Review of Economics and Finance 80, 737-752, 2021 | 2 | 2021 |
| Common Firm-level Investor Fears: Evidence from Equity Options J Barunik, M Bevilacqua, M Ellington arXiv preprint arXiv:2309.03968, 2023 | 1 | 2023 |
| Search frictions and evolving labour market dynamics M Ellington, C Martin, B Wang Journal of Economic Dynamics and Control 127, 104104, 2021 | 1 | 2021 |
| Is Broader Better? A Monetary Approach to Forecasting Economic Activity M Ellington, M Michalski A Monetary Approach to Forecasting Economic Activity (February 4, 2021), 2021 | 1 | 2021 |
| UK Policy Uncertainty, Monetary Policy Stance and Exchange Rates in Light of Brexit M Ellington, C Milas Available at SSRN 3244481, 2018 | | 2018 |
Jozef BarunikCharles University and Czech Academy of SciencesVerified email at fsv.cuni.cz
