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

Caporale, GM., Donadelli, M. and Varani, A. (2014) 'International capital markets structure, preferences and puzzles in a "US-China world"'. Journal of International Financial Markets, Institutions and Money, 36. pp. 85 - 99. ISSN: 1042-4431 Open Access Link

Caporale, GM. and Gil-Alana, L. (2014) 'Youth unemployment in Europe: Persistence and macroeconomic determinants'. Comparative Economic Studies, 56 (4). pp. 581 - 591. ISSN: 0888-7233

Caporale, GM., Di Colli, S. and Lopez, JS. (2014) 'Bank lending procyclicality and credit quality during financial crises'. Economic Modelling, 43. pp. 142 - 157. ISSN: 1873-6122 Open Access Link

Moore, T. and Mirzaei, A. (2014) 'The impact of the global financial crisis on industry growth'. Manchester School, 84 (2). pp. 159 - 180. ISSN: 1463-6786 Open Access Link

Barros, CP., Caporale, GM. and GIl-Alana, LA. (2014) 'Long memory in Angolan macroeconomic time series: mean reversion versus explosive behaviour'. African Development Review, 26 (1). pp. 59 - 73. ISSN: 1017-6772

Caporale, GM., Rault, C., Sova, A. and Sova, R. (2014) 'The finance-growth nexus: evidence from ten new EU members', in Nowotny, E., Ritzberger-Grunwald, D. and Backe, P. (eds.) Financial Cycles and the Real Economy. Edward Elgar, Cheltenham, UK. pp. 217 - 234. ISBN 13: 9781783477623.

Caporale, GM. and Gil-Alana, LA. (2014) 'Persistence and cycles in US hours worked'. Economic Modelling, 38. pp. 504 - 511.Open Access Link

Caporale, GM. and Skare, M. (2014) 'Short- and long-run linkages between employment growth, inflation and output growth: evidence from a large panel'. Technological and Economic Development of Economy, 20 (3). pp. 554 - 575. ISSN: 2029-4921 Open Access Link

Mirzaei, A. and Moore, T. (2014) 'What are the driving forces of bank competition across different income groups of countries?'. Journal of International Financial Markets, Institutions and Money, 32 (1). pp. 38 - 71. ISSN: 1042-4431 Open Access Link

Caporale, GM., Rault, C., Sova, R. and Sova, A. (2014) 'Improving environmental performance: a challenge for Romania'. Environmental and Resource Economics, 57 (3). pp. 431 - 452. ISSN: 1573-1502

Caporale, GM., Hunter, J. and Menla Ali, F. (2014) 'On the linkages between stock prices and exchange rates: evidence from the banking crisis of 2007-2010'. International Review of Financial Analysis, 33. pp. 87 - 103. ISSN: 1057-5219 Open Access Link

Moore, T. and Wang, P. (2014) 'Dynamic linkage between real exchange rates and stock prices: Evidence from developed and emerging Asian markets'. International Review of Economics & Finance, 29. pp. 1 - 11. ISSN: 1059-0560 Open Access Link

Caporale, GM., Hadj Amor, T. and Rault, C. (2014) 'Sources Of Real Exchange Rate Volatility And International Financial Integration: A Dynamic Generalised Method Of Moments Panel Approach'. Journal of International Development, 26 (6). pp. 810 - 820. ISSN: 0954-1748 Open Access Link

Caporale, GM., Ciferri, D. and Girardi A. (2014) 'Time-varying spot and futures oil price dynamics'. Scottish Journal of Political Economy, 61 (1). pp. 78 - 97. ISSN: 0036-9292 Open Access Link

Caporale, GM. and Gil-Alana, LA. (2014) 'Fractional integration and cointegration in US financial time series data'. Empirical Economics, 47 (4). pp. 1389 - 1410. ISSN: 0377-7332 Open Access Link

Caporale, GM. and Gil-Alana, LA. (2014) 'Long run and cyclical dynamics in the US stock market'. Journal of Forecasting, 33 (2). pp. 147 - 161. ISSN: 0277-6693 Open Access Link

Caporale, GM. and Skare, M. (2014) 'The nexus between prices, employment and output growth: a global and national evidence'. Journal of Business Economics and Management, 15 (2). pp. 197 - 211. ISSN: 1611-1699 Open Access Link

Caporale, GM. and Skare, M. (2014) 'Testing the linkages between output growth, inflation and employment growth: Evidence from a panel vector autoregression'. Transformations in Business and Economics, 13 (2). pp. 55 - 77. ISSN: 1648-4460

Wang, P. and Moore, T. (2014) 'The determinants of vulnerability to currency crises: country-specific factors versus regional factors'. Empirica, 41 (4). pp. 619 - 640. ISSN: 0340-8744 Open Access Link

Caporale, GM., Rault, C., Sova, A. and Sova, R. (2013) 'Financial Development and its Effects on Economic Growth: A Dynamic Analysis', inEmerging Markets and the Global Economy: A Handbook. Elsevier. pp. 811 - 824. ISBN 13: 9780124115491.

Caporale, GM., Beirne, J., Schulze-Ghattas, M. and Spagnolo, N. (2013) 'Volatility spillovers and contagion from mature to emerging stock markets'. Wiley.

Caporale, GM. and Gil-Alana, LA. (2013) 'Persistence in youth unemployment'. The Empirical Economics Letters, 12 (3). pp. 319 - 325. ISSN: 1681-8997

Caporale, GM. and Gil-Alana, LA. (2013) 'Long memory in the Ukrainian stock market'. Investment Management and Financial Innovations, 10 (2). pp. 123 - 131. ISSN: 1812-9358

Caporale, GM. and Gil-Alana, LA. (2013) 'Testing the PPP hypothesis in the Sub-Saharan countries'. Journal of African Studies and Development, 5 (4). pp. 57 - 63.

Caporale, GM., Ali, FM. and Spagnolo, N. (2013) 'Exchange rate uncertainty and international portfolio flows'. Economics and Finance Working Paper, Brunel University.Open Access Link

Caporale, GM., Cunado, J. and Gil-Alana, LA. (2013) 'Modelling long-run trends and cycles in financial time series data'. Journal of Time Series Analysis, 34 (3). pp. 405 - 421. ISSN: 0143-9782 Open Access Link

Caporale, GM. and Gil-Alana, LA. (2013) 'Long memory and fractional integration in high frequency data on the US Dollar / British Pound spot exchange rate'. Economics and Finance Working Paper, Brunel University.Open Access Link

Caporale, GM. and Gil-Alana, LA. (2013) 'Long memory in US real output per capita'. Empirical Economics, 44 (2). pp. 591 - 611. ISSN: 0377-7332

Caporale, GM. and Gil-Alana, LA. (2013) 'Long memory in the Ukrainian stock market'. Economics and Finance Working Paper, Brunel University, 10 (2). pp. 123 - 131. ISSN: 1810-4967 Open Access Link

Mirzaei, A., Moore, T. and Liu, G. (2013) 'Does market structure matter on banks’ profitability and stability? Emerging vs. advanced economies'. Journal of Banking and Finance, 37 (8). pp. 2920 - 2937. ISSN: 0378-4266

Caporale, GM. and Girardi, A. (2013) 'Price discovery and trade fragmentation in a multi-market environment: Evidence from the MTS system'. Journal of Banking and Finance, 37 (2). pp. 227 - 240. ISSN: 0378-4266 Open Access Link

Beirne, J., Caporale, GM. and Spagnolo, N. (2013) 'Liquidity risk, credit risk and the overnight Interest rate spread: A stochastic volatility modelling approach'. Manchester School, 81 (6). pp. 925 - 940. ISSN: 1463-6786

Beirne, J., Caporale, GM. and Spagnolo, N. (2013) 'LIquidity risk, credit risk and the overnight interest rate spread: A stochastic volatility modelling approach'. Wiley.

Beirne, J., Caporale, GM., Schulze-Ghattas, M. and Spagnolo, N. (2013) 'Volatility Spillovers and Contagion from Mature to Emerging Stock Markets'. Review of International Economics, 21 (5). pp. 1060 - 1075.

Caporale, GM. and Gil-Alana, L. (2013) 'Long memory and fractional integration in high frequency data on the US dollar/British pound exchange rate'. International Review of Financial Analysis, 29. pp. 1 - 9. ISSN: 1057-5219

Caporale, GM., Gil-Alana, LA. and Lovcha, Y. (2013) 'The PPP hypothesis revisited: Evidence using a multivariate long-memory model'. Economics and Finance Working Paper, Brunel University.Open Access Link

Caporale, GM. and Girardi, A. (2013) 'Fiscal spillovers in the euro area'. Journal of International Money and Finance, 38. pp. 84e.1 - 84e.16.

Caporale, GM., Costantini, M. and Paradiso, A. (2013) 'Re-examining the decline in the US saving rate: The impact of mortgage equity withdrawal'. Journal of International Financial Markets, Institutions and Money, 26. pp. 215 - 225. ISSN: 1042-4431

Caporale, GM. and Soliman, AM. (2013) 'Stock Prices and Monetary Policy: An Impulse Response Analysis'. International Journal of Economics and Financial Issues, 3 (3). pp. 701 - 709. ISSN: 2146-4138

Caporale, GM., Rault, C., Sova, R. and Sova, A. (2012) 'European free trade agreements and trade balance: Evidence from four new European Union members'. Journal of International Trade and Economic Development, 21 (6). pp. 839 - 863. ISSN: 0963-8199

Caporale, GM. and Girardi, A. (2012) 'Business cycles, international trade and capital flows: Evidence from Latin America'. Economics and Finance Working Paper, Brunel University, 50 (2). pp. 231 - 252. ISSN: 0377-7332 Open Access Link

Caporale, GM. and Gil-Alana, LA. (2012) 'Persistence and cycles in the US Federal Funds rate'. Economics and Finance Working Paper, Brunel University, 52. pp. 1 - 8. ISSN: 1057-5219 Open Access Link