Caporale, GM., Gil-Alana, LA. and Martin-Valmayor, M. (2020) 'Persistence in the market risk premium: evidence across countries'. Journal of Economics and Finance, 45 (3). pp. 413 - 427. ISSN: 1055-0925 Open Access Link

Caporale, GM., Gil-Alana, L. and Poza, C. (2020) 'Cycles and long-range behaviour in the European stock markets', in Dufrenot, G. and Matsuki, T. (eds.) Recent Econometric Techniques for Macroeconomic and Financial Data. Springer. pp. 292 - 302.Open Access Link

Caporale, GM. and Plastun, A. (2020) 'Momentum effects in the cryptocurrency market after one-day abnormal returns'. Financial Markets and Portfolio Management, 34 (3). pp. 251 - 266. ISSN: 1934-4554 Open Access Link

Caporale, GM. and Gil-Alana, L. (2020) 'Prospects for a monetary union in the East Africa Community: some empirical evidence'. South African Journal of Economics, 88 (2). pp. 174 - 185. ISSN: 0038-2280 Open Access Link

Al-Maadid, A., Caporale, GM., Spagnolo, F. and Spagnolo, N. (2020) 'The impact of business and political news on the GCC stock markets'. Research in International Business and Finance, 52. pp. 101102 - 101102. ISSN: 0275-5319 Open Access Link

Caporale, GM., Gil-Alana, LA. and Poza, C. (2020) 'Persistence, non-linearities and structural breaks in European stock market indices'. Quarterly Review of Economics and Finance, 77. pp. 50 - 61. ISSN: 1062-9769 Open Access Link

Caporale, GM. and Gil-Alana, L. (2020) 'Fractional integration and the persistence of UK inflation, 1210-2016'. Economic Papers, 39 (2). pp. 162 - 166. ISSN: 0004-900X Open Access Link

Al-Maadid, A., Caporale, GM., Spagnolo, F. and Spagnolo, N. (2020) 'Political Tension and Stock Markets in the Arabian Peninsula'. International Journal of Finance and Economics, 26 (1). pp. 679 - 683. ISSN: 1076-9307 Open Access Link

Antypas, A., Caporale, GM., Kourogenis, N. and Pittis, N. (2019) 'Estimation of conditional asset pricing models with integrated variables in the beta specification'. Research in International Business and Finance, 52. pp. 1 - 8. ISSN: 0275-5319 Open Access Link

Caporale, GM., Gil-Alana, LA. and Monge, M. (2019) 'Energy consumption in the GCC countries: evidence on persistence'. International Business and Economic Studies, 2 (1). pp. 1 - 15. ISSN: 2640-9852 Open Access Link

Arin, KP., Caporale, GM., Kyriacou, K. and Spagnolo, N. (2019) 'Financial Integration in the GCC region: Market Size versus National Effects'. Open Economies Review, 31 (2). pp. 309 - 316. ISSN: 0923-7992 Open Access Link

Caporale, GM. and Plastun, A. (2019) 'On stock price overreactions: frequency, seasonality and information content'. Journal of Applied Economics, 22 (1). pp. 602 - 621. ISSN: 1514-0326 Open Access Link

Caporale, GM. and Plastun, A. (2019) 'The day of the week effect in the cryptocurrency market'. Finance Research Letters, 31. pp. 258 - 269. ISSN: 1544-6123 Open Access Link

Babalos, V., Caporale, GM. and Spagnolo, N. (2019) 'Equity Fund Flows and Stock Market Returns in the USA before and after the Global Financial Crisis: A VAR-GARCH-in-mean Analysis'. Empirical Economics, 60 (2). pp. 539 - 555. ISSN: 0377-7332 Open Access Link

Caporale, GM., Gil-Alana, L. and Poza, C. (2019) 'High and low prices and the range in the European stock markets: a long-memory approach'. Research in International Business and Finance, 52. pp. 101126 - 101126. ISSN: 0275-5319 Open Access Link

Caporale, GM., You, K. and Chen, L. (2019) 'Global and regional stock market integration in Asia: a panel convergence approach'. International Review of Financial Analysis, Volume 65 (October 2019). pp. 1 - 21. ISSN: 1057-5219 Open Access Link

Caporale, GM. and Plastun, A. (2019) 'Price overreactions in the cryptocurrency market'. Journal of Economic Studies, 46 (5). pp. 1137 - 1155. ISSN: 0144-3585 Open Access Link

Caporale, GM., Plastun, A. and Oliinyk, V. (2019) 'Bitcoin fluctuations and the frequency of price overreactions'. Financial Markets and Portfolio Management, 33 (2). pp. 109 - 131. ISSN: 1934-4554 Open Access Link

Caporale, GM. and Gil-Alana, L. (2019) 'Testing the Fisher hypothesis in the G-7 countries using I(d) techniques'. International Economics, 159 (October 2019). pp. 140 - 150. ISSN: 2110-7017 Open Access Link

Caporale, GM., Gil-Alana, LA. and Tripathy, T. (2019) 'Volatility persistence in the Russian stock market'. Finance Research Letters, 32 (January 2020). pp. 1 - 8. ISSN: 1544-6123 Open Access Link

Caporale, GM., Çatık, AN., Helmi, MH., Menla Ali, F. and Tajik, M. (2019) 'The bank lending channel in the Malaysian Islamic and conventional banking system'. Global Finance Journal, 45. pp. 1 - 26. ISSN: 1044-0283 Open Access Link

Caporale, GM., Gil-Alana, L. and Plastun, A. (2019) 'Long memory and data frequency in financial markets'. Journal of Statistical Computation and Simulation, 89 (10). pp. 1763 - 1779. ISSN: 0094-9655 Open Access Link

Caporale, GM., Plastun, A. and Makarenko, I. (2019) 'Force majeure events and stock market reactions in Ukraine'. Investment Management and Financial Innovations, 16 (1). pp. 334 - 345. ISSN: 1812-9358 Open Access Link

Caporale, GM. and Kang, W-Y. (2019) 'On the preferences of CoCo bond buyers and sellers'. CESifo Working Papers, 7551 (7551). ISSN: 1617-9595 Open Access Link

Caporale, GM. and Gil-Alana, LA. (2019) 'Long-term interest rates in Europe: a fractional cointegration analysis'. International Review of Economics and Finance, 61. pp. 170 - 178. ISSN: 1059-0560 Open Access Link

Mirzaei, A. and Moore, T. (2019) 'Real effect of bank efficiency: Evidence from disaggregated manufacturing sectors'. Economica, 86 (341). pp. 87 - 115. ISSN: 1468-0335 Open Access Link

Caporale, GM., Gil-Alana, L. and Plastun, A. (2018) 'Long-term price overreactions: are markets inefficient?'. Journal of Economics and Finance, 43 (4). pp. 1 - 24. ISSN: 1055-0925 Open Access Link

Caporale, GM. and Zekokh, T. (2018) 'Modelling volatility of cryptocurrencies using Markov-Switching GARCH models'. Research in International Business and Finance, 48. pp. 143 - 155. ISSN: 0275-5319 Open Access Link

Caporale, GM. and Gil-Alana, L. (2018) 'UK overseas visitors: seasonality and persistence'. Tourism Economics, 25 (5). pp. 827 - 831. ISSN: 1354-8166 Open Access Link

Mortazian, M., Tabaghdehi, SAH. and Mase, B. (2018) 'Large Shareholding and Firm Value in the Alternative Investment Market (AIM)'. Asia-Pacific Financial Markets, 26 (2). pp. 229 - 252. ISSN: 1387-2834 Open Access Link

Caporale, GM., Spagnolo, F. and Spagnolo, N. (2018) 'Exchange rates and macro news in emerging markets'. Research in International Business and Finance, 46. pp. 516 - 527. ISSN: 0275-5319 Open Access Link

Caporale, GM. and Skare, M. (2018) 'A non-linear analysis of Gibson’s paradox'. Engineering Economics, 29 (4). pp. 367 - 375. ISSN: 1392-2785 Open Access Link

Shaddady, A. and Moore, T. (2018) 'Investigation of the effects of financial regulation and supervision on bank stability: The application of CAMELS-DEA to quantile regressions'. Journal of International Financial Markets, Institutions and Money, 58. pp. 96 - 116. ISSN: 1042-4431 Open Access Link

Caporale, GM., Carcel, H. and Gil-Alana, L. (2018) 'The EMBI in Latin America: Fractional integration, non-linearities and breaks'. Finance Research Letters, 24. pp. 34 - 41. ISSN: 1544-6123 Open Access Link

Caporale, GM., Lodh, S. and Nandy, M. (2018) 'How has the global financial crisis affected syndicated loan terms in emerging markets? Evidence from China'. International Journal of Finance and Economics, 23 (4). pp. 478 - 491. ISSN: 1076-9307 Open Access Link

Caporale, GM. and Helmi, MH. (2018) 'Islamic banking, credit and economic growth: some empirical evidence'. International Journal of Finance and Economics, 23 (4). pp. 456 - 477. ISSN: 1076-9307 Open Access Link

Caporale, GM., Cunado, J., Gil-Alana, L. and Gupta, R. (2018) 'The relationship between healthcare expenditure and disposable personal income in the US states: a fractional integration and cointegration analysis'. Empirical Economics, 55 (3). pp. 913 - 935. ISSN: 0377-7332 Open Access Link

Caporale, GM., Helmi, MH., Catik, AN., Menla Ali, F. and Akdeniz, C. (2018) 'Monetary policy rules in emerging countries: is there an augmented nonlinear Taylor rule?'. Economic Modelling, 72. pp. 306 - 319. ISSN: 0264-9993 Open Access Link

Caporale, GM., Gil-Alana, L. and Plastun, A. (2018) 'Short-term price overreactions: identification, testing, exploitation'. Computational Economics, 51 (4). pp. 913 - 940. ISSN: 0927-7099 Open Access Link

Igan, D., Mirzaei, A. and Moore, T. (2018) 'How do regulations of entry and credit access relate to industry competition? International evidence'. IMF Working Paper, WP/18/84.Open Access Link

Caporale, GM., Gil-Alana, L. and Lovcha, Y. (2018) 'The PPP Hypothesis Revisited: Evidence using a Multivariate Long-Memory Model'. The Empirical Economics Letters, 17 (5). pp. 563 - 567. ISSN: 1681-8997 Open Access Link

Caporale, GM., Gil-Alana, L. and Trani, T. (2018) 'Brexit and uncertainty in financial markets'. International Journal of Financial Studies, 6 (21). ISSN: 2227-7072 Open Access Link

Caporale, GM., Costamagna, R. and Rossini, G. (2018) 'Competitive Devaluations in Commodity-Based Economies: Colombia and the Pacific Alliance Group'. Review of Development Economics, 22 (2). pp. 558 - 572. ISSN: 1363-6669 Open Access Link

Caporale, GM., Gil-Alana, L. and Plastun, A. (2018) 'Is market fear persistent? A long-memory analysis'. Finance Research Letters, 27. pp. 140 - 147. ISSN: 1544-6123 Open Access Link

Caporale, GM., Spagnolo, F. and Spagnolo, N. (2018) 'Macro News and Bond Yield Spreads in the Euro Area'. European Journal of Finance, 24 (2). pp. 114 - 134. ISSN: 1351-847X Open Access Link

Caporale, GM. and Gil-Alana, L. (2018) 'The asymmetric behaviour of Spanish unemployment persistence'. Economics Bulletin, 38 (1). pp. 98 - 104. ISSN: 1545-2921 Open Access Link

Caporale, GM., Gil-Alana, L. and Plastun, A. (2018) 'Persistence in the cryptocurrency market'. Research in International Business and Finance, 46. pp. 141 - 148. ISSN: 0275-5319 Open Access Link

Caporale, GM. and Skare, M. (2018) 'Long Memory in UK Real GDP, 1851-2013: an ARFIMA-FIGARCH Analysis'. Transformations in Business and Economics, 17 (1). pp. 255 - 268. ISSN: 1648-4460 Open Access Link

Caporale, GM., Spagnolo, F. and Spagnolo, N. (2017) 'Macro news and exchange rates in the BRICS'. Finance Research Letters, 21 (May 2017). pp. 140 - 143. ISSN: 1544-6123 Open Access Link

Caporale, GM., Alessi, M., Di Colli, S. and Lopez, JS. (2017) 'Loan loss provisions and macroeconomic shocks: some empirical evidence for Italian banks during the crisis'. Finance Research Letters, 25. pp. 239 - 243. ISSN: 1544-6123 Open Access Link

Caporale, GM. and Gil-Alana, L. (2017) 'Unemployment in Africa: A Fractional Integration Approach'. South African Journal of Economics, 86 (1). pp. 76 - 81. ISSN: 0038-2280 Open Access Link