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

Caporale, GM. and Plastun, A. (2017) 'Is there a Friday effect in financial markets?'. The Journal of Prediction Markets, 11 (s). pp. 38 - 59. ISSN: 1750-6751

Caporale, GM., Gil-Alana, LA., Plastun, A. and Makarenko, I. (2017) 'The weekend effect: a fractional integration and trading robot analysis'. International Journal of Bonds and Derivatives, 3 (2). pp. 114 - 131.

Al-Maadid, A., Caporale, GM., Spagnolo, F. and Spagnolo, N. (2017) 'Spillovers Between Food and Energy Prices and Structural Breaks'. International Economics, 150. pp. 1 - 18. ISSN: 2110-7017 Open Access Link

Caporale, GM., Cerrato, M. and Zhang, X. (2017) 'Analysing the Determinants of Insolvency Risk For General Insurance Firms in the UK'. Journal of Banking and Finance, 84. pp. 107 - 122. ISSN: 0378-4266 Open Access Link

Caporale, GM., Lodh, S. and Nandy, M. (2017) 'The performance of banks in the MENA region during the global financial crisis'. Research in International Business and Finance, 42. pp. 583 - 590. ISSN: 0275-5319 Open Access Link

Caporale, GM., Gil-Alana, L. and You, K. (2017) 'Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB'. Research in International Business and Finance, 44. pp. 227 - 238. ISSN: 0275-5319 Open Access Link

Caporale, GM. and Plastun, A. (2017) 'Price gaps: another market anomaly?'. Investment Analysts Journal, 46 (4). pp. 279 - 293. ISSN: 1029-3523 Open Access Link

Caporale, GM., Carcel, H. and Gil-Alana, L. (2017) 'Central bank policy rates: are they cointegrated?'. International Economics, 152. pp. 116 - 123. ISSN: 2110-7017 Open Access Link

Caporale, GM. and Gil-Alana, L. (2017) 'Persistence and cycles in the US Federal Funds rate'. International Review of Financial Analysis, 52 (July). pp. 1 - 8. ISSN: 1057-5219 Open Access Link

Caporale, GM. and Plastun, A. (2017) 'Calendar anomalies in the Ukrainian stock market'. Investment Management and Financial Innovations, 14 (1). pp. 104 - 114. ISSN: 1810-4967 Open Access Link

Caporale, GM., Menla Ali, F., Spagnolo, F. and Spagnolo, N. (2017) 'International portfolio flows and exchange rate volatility in emerging Asian markets'. Journal of International Money and Finance, 76. pp. 1 - 15. ISSN: 0261-5606 Open Access Link

Caporale, GM., Gil-Alana, L. and Plastun, A. (2017) 'Searching for inefficiencies in exchange rate dynamics'. Computational Economics, 49 (3). pp. 405 - 432. ISSN: 1572-9974 Open Access Link

Caporale, GM. and Zakirova, V. (2017) 'Calendar anomalies in the Russian stock market'. Russian Journal of Economics, 3 (1). pp. 101 - 108. ISSN: 2618-7213 Open Access Link

Balparda, B., Caporale, GM. and Gil-Alana, LA. (2017) 'The Fisher relationship in Nigeria'. Journal of Economics and Finance, 41 (2). pp. 343 - 353. ISSN: 1055-0925 Open Access Link

Agnello, L., Caporale, GM. and Sousa, R. (2017) 'How Do Fiscal Consolidation and Fiscal Stimuli Impact On The Synchronization of Business Cycles?'. Bulletin of Economic Research, 69 (4). pp. 309 - 329. ISSN: 0307-3378 Open Access Link

Caporale, GM., Barros, CP. and Damasio, B. (Accepted) 'Foreign direct investment in the Asian economies'.

Caporale, GM., Rault, C., Sova, R. and Sova, A. (Accepted) 'Europe Agreements and Trade Balance: Evidence form Four New EU Members'.

Caporale, GM., Rault, C., Sova, R. and Sova, A. (Accepted) 'Pollution Abatement and Control Expenditure in Romania: A Multilevel Analysis'.

Caporale, GM. and Pittis, N. (Accepted) 'Robustness of the CUSUM and CUSUM-of-Squares Tests to Serial Correlation, Endogeneity and Lack of Structural Invariance. Some Monte Carlo Evidence'.

Caporale, GM., Spagnolo, F. and Spagnolo, N. (2016) 'Macro News and Commodity Returns'. International Journal of Finance and Economics, 22 (1). pp. 68 - 80. ISSN: 1099-1158 Open Access Link

Caporale, GM. and Gil-Alana, LA. (2016) 'Persistence and cyclical dependence in the monthly Euribor rate'. Journal of Economics and Finance, 40. pp. 157 - 171. ISSN: 1055-0925

Caporale, GM. and Girardi, A. (2016) 'Business cycles, international trade and capital flows: evidence from Latin America'. Empirical Economics, 30. pp. 231 - 252. ISSN: 0377-7332

Caporale, GM., Di Colli, S., Di Salvo, R. and Lopez, JS. (2016) 'Local Banking And Local Economic Growth In Italy: Some Panel Evidence'. Applied Economics, 48 (28). pp. 2665 - 2674. ISSN: 1466-4283 Open Access Link

Mirzaei, A. and Moore, T. (2016) 'Banking performance and industry growth in an oil-rich economy: Evidence from Qatar'. The Quarterly Review of Economics and Finance, 60. pp. 58 - 69. ISSN: 1062-9769 Open Access Link

Caporale, GM., Gil-Alana, LA. and Lovcha, Y. (2016) 'TESTING UNEMPLOYMENT THEORIES: A MULTIVARIATE LONG MEMORY APPROACH'. JOURNAL OF APPLIED ECONOMICS, 19 (1). pp. 95 - 112. ISSN: 1514-0326 Open Access Link

Caporale, GM., Spagnolo, F. and Spagnolo, N. (2016) 'Macro news and stock returns in the euro area: a VAR-GARCH-in-mean analysis'. International Review of Financial Analysis, 45. pp. 180 - 188. ISSN: 1057-5219 Open Access Link

Caporale, GM., Gil-Alana, L., Plastun, A. and Makarenko, I. (2016) 'Long memory in the Ukrainian stock market and financial crises'. Journal of Economics and Finance, 40 (2). pp. 235 - 257. ISSN: 1055-0925

Babalos, V., Caporale, GM. and Philippas, N. (2016) 'Gender, style diversity and their effect on fund performance'. Research in International Business and Finance, 35. pp. 57 - 74. ISSN: 0275-5319 Open Access Link

Caporale, GM. and Gil-Alana, LA. (2016) 'Interest Rate Dynamics in Kenya: Commercial Banks' Rates and the 91-Day Treasury Bill Rate'. JOURNAL OF INTERNATIONAL DEVELOPMENT, 28 (2). pp. 214 - 232. ISSN: 0954-1748 Open Access Link

Caporale, GM., Sousa, RM. and Wohar, ME. (2016) 'Can the Consumption-Wealth Ratio Predict Housing Returns? Evidence from OECD Countries'. Real Estate Economics, 47 (4). pp. 935 - 976. ISSN: 1540-6229 Open Access Link

Caporale, GM. and Sousa, RM. (2016) 'Consumption, Wealth, Stock and Housing Returns: Evidence from Emerging Markets'. Research in International Business and Finance, 36. pp. 562 - 578. ISSN: 0275-5319 Open Access Link

Caporale, GM., Gil-Alana, L. and Plastun, A. (2016) 'The weekend effect: an exploitable anomaly in the Ukrainian stock market?'. Journal of Economic Studies, 43 (6). pp. 954 - 965. ISSN: 1758-7387 Open Access Link

Caporale, GM. and Gil-Alana, LA. (2016) 'Estimating time trends in life expectancy in sub-Saharan Africa'. Population Review, 55 (2). pp. 1 - 24. ISSN: 1549-0955

Caporale, GM., Gil-Alana, LA. and Orlando, CJ. (2015) 'Linkages between the US and European stock markets: a fractional cointegration approach'. International Journal of Finance and Economics, 21 (2). pp. 143 - 153. ISSN: 1099-1158 Open Access Link

Caporale, GM., Rault, C., Sova, AD. and Sova, R. (2015) 'Financial development and economic growth: evidence from ten new EU members'. International Journal of Finance and Economics, 20 (1). pp. 48 - 60. ISSN: 1076-9307 Open Access Link

Balparda, B., Caporale, GM., Carcel, H. and Gil-Alana, LA. (2015) 'Exchange rate dynamics and monetary unions in Africa: a fractional integration and cointegration analysis'. African Journal of Business Management, 9 (22). pp. 752 - 761. ISSN: 1993-8233

Caporale, GM. and Gil-Alana, LA. (2015) 'Infant mortality rates: time trends and fractional integration'. Journal of Applied Statistics, 42 (3). pp. 589 - 602. ISSN: 1360-0532

Balparda, B., Caporale, GM. and Gil-Alana, LA. (2015) 'The Kenyan stock market: inefficiency, long memory, persistence and anomalies in the NSE-20'. African Journal of Economic and Sustainable Development, 4 (3). pp. 254 - 277.

Caporale, GM., De Santis, R. and Girardi, A. (2015) 'Trade intensity and output synchronisation: on the endogeneity properties of EMU'. Journal of Financial Stability, 16. pp. 154 - 163. ISSN: 1572-3089 Open Access Link

Balparda, B., Caporale, GM. and Gil-Alana, LA. (2015) 'African growth, nonlinearities and strong dependence: an empirical study'. Journal of African Studies and Development, 7 (6). pp. 162 - 171.

Caporale, GM. and Gil-Alana, LA. (2015) 'US personal disposable income and housing price index: a fractional integration analysis'. Journal of Housing Research, 24 (1). pp. 73 - 85. ISSN: 1052-7001

Caporale, GM., Erdogan, B. and Kuzin, V. (2015) 'Testing stock market convergence: a non-linear factor approach'. EMPIRICA, 42 (3). pp. 481 - 498. ISSN: 0340-8744 Open Access Link

Caporale, GM., Gil-Alana, L. and Mudida, R. (2015) 'Testing the Marshall-Lerner condition in Kenya'. South African Journal of Economics, 83 (2). pp. 253 - 268. ISSN: 0038-2280

Caporale, GM. and You, K. (2015) 'China After 35 Years of Economic Transition'. CHINA ECONOMIC REVIEW, 34. pp. 180 - 181. ISSN: 1043-951X Open Access Link

Caporale, GM., Sova, A. and Sova, R. (2015) 'Trade Flows and Trade Specialisation: The Case of China'. China Economic Review (Amsterdam), 34 (July 2015). pp. 261 - 273. ISSN: 1043-951X Open Access Link

Caporale, GM., Carcel, H. and Gil-Alana, LA. (2015) 'Modelling African inflation rates: nonlinear deterministic terms and long-range dependence'. Applied Economics Letters, 22 (5). pp. 421 - 424. ISSN: 1744-6546 Open Access Link

Caporale, GM., Menla Ali, F. and Spagnolo, N. (2015) 'Exchange rate uncertainty and international portfolio flows: A multivariate GARCH-in-mean approach'. Journal of International Money and Finance, 54. pp. 70 - 92. ISSN: 0261-5606 Open Access Link

Caporale, GM., Menla Ali, F. and Spagnolo, N. (2015) 'Oil price uncertainty and sectoral stock returns in China: A time-varying approach'. China Economic Review, 34. pp. 311 - 321. ISSN: 1043-951X Open Access Link

Caporale, GM., Gil-Alana, LA., Plastun, A. and Makarenko, I. (2015) 'Intraday anomalies and market efficiency: A trading robot analysis'. Computational Economics, 47 (2). pp. 275 - 295. ISSN: 0927-7099 Open Access Link

Caporale, GM. and Gil-Alana, L. (2015) 'Testing PPP for the South African rand/US dollar real exchange rate at different frequencies'. African Development Review, 27 (2). pp. 161 - 170. ISSN: 1017-6772 Open Access Link