Marcin Michalski

University of Liverpool

University of Liverpool Management School

Chatham Street

Liverpool, L69 7ZH

United Kingdom

SCHOLARLY PAPERS

5

DOWNLOADS

97

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (5)

1.

Bank Regulatory Reforms and Institutional Equity Holdings

Number of pages: 41 Posted: 27 Mar 2019
Michael Bowe, Olga Kolokolova and Marcin Michalski
University of Manchester, University of Manchester - Alliance Manchester Business School and University of Liverpool
Downloads 44 (499,463)

Abstract:

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Bank regulation, Bank equity holdings, Portfolio disclosure, Portfolio characteristics, Hedge funds

2.

Of Votes and Viruses: The UK Economy and Economic Policy Uncertainty

Number of pages: 25 Posted: 08 Jun 2021 Last Revised: 10 Aug 2021
Michael Ellington, Marcin Michalski and Costas Milas
University of Liverpool, University of Liverpool and University of Liverpool
Downloads 27 (588,163)

Abstract:

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Brexit, COVID-19, Economic Policy Uncertainty, VAR models

3.

Is Broader Better? A Monetary Approach to Forecasting Economic Activity

Number of pages: 39 Posted: 24 Feb 2021
Michael Ellington and Marcin Michalski
University of Liverpool and University of Liverpool
Downloads 26 (594,587)
Citation 1

Abstract:

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Density Forecasting, Quasi Bayesian Local Likelihood Methods, Vector Auto-Regression, Divisia Money

4.

Too Big to Care, Too Small to Matter: Macrofinancial Policy and Bank Liquidity Creation

Posted: 17 Mar 2017 Last Revised: 19 May 2020
Michael Bowe, Olga Kolokolova and Marcin Michalski
University of Manchester, University of Manchester - Alliance Manchester Business School and University of Liverpool

Abstract:

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Banks, Liquidity Creation, Bank Regulation, Capital Requirements, Capital Purchase Program (CPP), Troubled Asset Relief Program (TARP)

5.

Systemic Risk, Interbank Market Contagion, and the Lender of Last Resort Function

Posted: 11 Apr 2016 Last Revised: 16 May 2017
Michael Bowe, Olga Kolokolova and Marcin Michalski
University of Manchester, University of Manchester - Alliance Manchester Business School and University of Liverpool

Abstract:

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Financial Stability, Central Bank Policy, Lender of Last Resort, Banking Crisis, Bank Regulation, Interbank Market