Costas Milas

University of Liverpool

Chatham Street

Liverpool

United Kingdom

  • University of Liverpool

SCHOLARLY PAPERS

6

DOWNLOADS

575

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (6)

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1.

Twitter versus Traditional News Media: Evidence for the Sovereign Bond Markets

Number of pages: 47 Posted: 18 Dec 2018
Costas Milas, Theodore Panagiotidis and Theologos Dergiades
University of Liverpool, University of Macedonia - Department of Economics and University of Macedonia - Department of International and European Studies
Downloads 265 (119,685)

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Grexit, Twitter, Traditional news outlets, Sovereign spreads

2.

UK Policy Uncertainty, Monetary Policy Stance and Exchange Rates in Light of Brexit

Number of pages: 17 Posted: 18 Sep 2018
Michael Ellington and Costas Milas
University of Liverpool and University of Liverpool
Downloads 128 (230,510)

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Brexit, uncertainty, interest rate spread, shadow rates, exchange rates

3.

Global Liquidity, Money Growth and UK Inflation

Number of pages: 17 Posted: 08 Dec 2016 Last Revised: 29 Jun 2018
Michael Ellington and Costas Milas
University of Liverpool and University of Liverpool
Downloads 79 (318,916)

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Global Liquidity, Inflation, Divisia Money, Non-linear Model

4.

Liquidity Shocks and Real GDP Growth: Evidence from a Bayesian Time-Varying Parameter VAR

Journal of International Money and Finance, Forthcoming
Number of pages: 38 Posted: 08 Dec 2016 Last Revised: 24 Dec 2016
Michael Ellington, Chris Florackis and Costas Milas
University of Liverpool, University of Liverpool (UK) and University of Liverpool
Downloads 41 (436,161)
Citation 2

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Stock Market Liquidity, House Market Liquidity, Liquidity Shocks, Time-varying Parameter VAR

5.

A Mixed Frequency Approach for Stock Returns and Valuation Ratios

Number of pages: 13 Posted: 02 Dec 2019
Theologos Dergiades, Costas Milas and Theodore Panagiotidis
University of Macedonia - Department of International and European Studies, University of Liverpool and University of Macedonia - Department of Economics
Downloads 34 (465,880)

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Stock Index Returns; Valuation Ratios; MF-VAR; Impulse Response Analysis

6.

Fiscal Policy Adjustments in the Euro Area Stressed Countries: New Evidence from Non-Linear Models with State-Varying Thresholds

ECB Working Paper No. 1858
Number of pages: 33 Posted: 16 Oct 2015
Roberto A. De Santis, Gabriella Deborah Legrenzi and Costas Milas
European Central Bank (ECB) - Directorate General Economics, Keele University - Department of Economics and University of Liverpool
Downloads 28 (495,173)

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fiscal adjustments, budgetary disequilibria, European debt crisis, non-linear models, euro periphery