Professor Guglielmo Maria Caporale
Divisional Lead / Professor - Economics & Econometrics
Marie Jahoda 251
- Email: guglielmo-maria.caporale@brunel.ac.uk
- Tel: +44 (0)1895 266713
Summary
Guglielmo Maria Caporale is Professor of Economics and Finance, Divisional Lead for Economics and Econometrics, and Director of the Centre for Empirical Finance at Brunel University London. He is also a CESifo Research Network Fellow and an RCEA (Rimini Centre for Economic Analysis) Senior Fellow. Prior to taking up his current position, he was a Research Officer at the National Institute of Economic and Social Research in London; a Research Fellow and then a Senior Research Fellow at the Centre for Economic Forecasting at London Business School; Professor of Economics at the University of East London; Professor of Economics and Finance and Director of the Centre for Monetary and Financial Economics at London South Bank University (LSBU). He has also been Visiting Professor at both London Metropolitan University and LSBU, Research Professor at DIW Berlin and an NCID (Navarra Center for International Development) Non-Resident Fellow. He carries out editorial duties for various academic journals (including Journal of International Money and Finance, International Review of Economics and Finance, International Economics, Machine Learning with Applications, Journal of Economics and Finance, SN Business and Economics, International Journal of Financial Studies) and is the Editor-in-Chief of Econometrics. He has published extensively in leading academic journals such as Journal of International Money and Finance, Journal of Banking and Finance, Journal of Empirical Finance, Journal of Futures Markets, Journal of International Financial Markets, Institutions & Money, International Journal of Finance and Economics, European Journal of Finance, International Review of Financial Analysis, Economics Letters, Finance Research Letters, Journal of Time Series Analysis, Journal of Financial Econometrics, Oxford Bulletin of Economics and Statistics, Econometric Reviews, Journal of Forecasting, Journal of Economic Psychology, Review of International Economics, Canadian Journal of Economics, Journal of Macroeconomics, Quarterly Review of Economics and Finance, International Review of Economics and Finance, Empirical Economics, Journal of Economics and Finance and several others. He has recently edited the "Handbook of Financial Integration", Edward Elgar Publishing.
Qualifications:
- Phd Economics (LSE)
- MSc Economics (LSE)
- Laurea (Politics, LUISS, Rome)
Responsibility
Divisional Lead, Economics and Econometrics
Director, Centre for Empirical Finance
Newest selected publications
Caporale, GM. and Gil-Alana, LA. (2024) 'A long-memory model for multiple cycles with an application to the US stock market'. Mathematics, 12.
Caporale, GM., Carmona-González, N. and Gil-Alana, LA. (2024) 'Atmospheric pollution in Chinese cities: trends and persistence'. Heliyon, 10 (19). pp. 1 - 7. ISSN: 2405-8440 Open Access Link
Caporale, GM., Gil-Alana, LA., Rubino, N. and Vilchez, I. (2024) 'Modelling Loans to Non-Financial Corporations in the Eurozone: A Long-Memory Approach'. International Advances in Economic Research, 30 (3). pp. 231 - 254. ISSN: 1083-0898 Open Access Link
Anderl, C. and Caporale, GM. (2024) 'Functional Oil Price Expectations Shocks and Inflation'. Journal of Futures Markets, 44 (10). pp. 1662 - 1693. ISSN: 0270-7314 Open Access Link
Anderl, C. and Caporale, GM. (2024) 'Functional shocks to inflation expectations and real interest rates and their macroeconomic effects'. Review of World Economics, 0 (ahead of print). pp. 1 - 33. ISSN: 1610-2878 Open Access Link