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

Caporale, GM. and Gil-Alana, LA. (2012) 'Testing the PPP hypothesis in the sub-Saharan countries'. Economics and Finance Working Paper, Brunel University.Open Access Link

Kyriacou, K. and Mase, B. (Accepted) 'Executive Stock Option Exercises and the Predictive Ability of Transaction Value'.

Kyriacou, K., Madsen, J. and Mase, B. (Accepted) 'THE EQUITY PREMIUM'.

Kyriacou, K. (Accepted) 'The Impact of Risk on the Decision to Exercise an ESO'.

Kyriacou, K., Luintel, PKB. and Mase, B. (Accepted) 'Private Information in Executives' Option Trades: Evidence from the UK'.

Caporale, GM., Cerrato, M. and Spagnolo, N. (Accepted) 'MEASURING HALF-LIVES USING A NON-PARAMETRIC BOOTSTRAP APPROACH'.

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

Barros, CP. and Caporale, GM. (2012) 'Banking consolidation in Nigeria, 2000-2010'. Journal of African Business, 13 (3). pp. 244 - 252. ISSN: 1522-8916

Caporale, GM. and Gil-Alana, LA. (2012) 'Long memory and volatility dynamics in the US dollar exchange rate'. Multinational Finance Journal, 16 (1/2). pp. 105 - 136. ISSN: 1096-1879

Caporale, GM. and Spagnolo, N. (2012) 'Stock market integration in Central and Eastern Europe'. Journal of Economic Integration, 27 (1). pp. 115 - 122. ISSN: 1225-651X

Caporale, GM. and Gil-Alana, LA. (2012) 'Persistence in youth unemployment'. Economics and Finance Working Paper, Brunel University.Open Access Link

Caporale, GM., Gil-Alana, LA. and Mudida, R. (2012) 'Testing the Marshall-Lerner condition in Kenya'. Economics and Finance Working Paper, Brunel University, 83 (2). pp. 253 - 268. ISSN: 0038-2280 Open Access Link

Caporale, GM., Costantini, M. and Paradiso, A. (2012) 'Re-examining the decline in the US saving rate: The impact of mortgage equity withdrawal'. Economics and Finance Working Paper, Brunel University, 26 (1). pp. 215 - 225. ISSN: 1042-4431 Open Access Link

Caporale, GM. and Spagnolo, N. (2012) 'Stock market, economic growth, and EU accession: Evidence from three CEECs'. International Journal of Monetary Economics and Finance, 5 (2). pp. 183 - 191. ISSN: 1752-0479

Arouri, MEH., Caporale, GM., Rault, C., Sova, R. and Sova, A. (2012) 'Environmental Regulation and Competitiveness: Evidence from Romania'. Ecological Economics, 81. pp. 130 - 139. ISSN: 0921-8009

Babalos, V., Caporale, GM. and Philippas, N. (2012) 'Efficiency evaluation of Greek equity funds'. Research in International Business and Finance, 26 (2). pp. 317 - 333. ISSN: 0275-5319

Barros, CP., Caporale, GM. and Gil-Alana, LA. (2012) 'Long memory in Angolan macroeconomic series: Mean reversion versus explosive behaviour'. Economics and Finance Working Paper, Brunel University, 26 (1). pp. 59 - 73. ISSN: 1017-6772 Open Access Link

Caporale, GM. and Gil-Alana, LA. (2012) 'Fractional cointegration in US term spreads'. Applied Economics Letters, 19 (5). pp. 431 - 434. ISSN: 1350-4851

Caporale, GM., Girardi, A. and Ventura, M. (2012) 'The euro changeover and price adjustments in Italy'. Applied Economics Letters, 19 (4). pp. 379 - 382. ISSN: 1350-4851

Caporale, GM., Cunado, J. and Gil-Alana, LA. (2012) 'Deterministic versus stochastic seasonal fractional integration and structural breaks'. Statistics and Computing, 22 (2). pp. 349 - 358. ISSN: 0960-3174

Caporale, GM. and Gil-Alana, LA. (2012) 'Persistence and cycles in US hours worked'. Economics and Finance Working Paper, Brunel University, 38. pp. 504 - 511. ISSN: 0264-9993 Open Access Link

Barros, CP. and Caporale, GM. (2012) 'Banking consolidation in Nigeria, 2000-2010'. Economics and Finance Working Paper, Brunel University, 13 (3). pp. 244 - 252. ISSN: 1522-8916 Open Access Link

Wang, P. and Moore, T. (2012) 'The integration of the credit default swap markets during the US subprime crisis: Dynamic correlation analysis'. Journal of International Financial Markets, Institutions and Money, 22 (1). pp. 1 - 15. ISSN: 1042-4431 Open Access Link

Barros, CP., Caporale, GM. and Gil-Alana, LA. (2012) 'Long memory in German energy price indices'. Economics and Finance Working Paper, Brunel University.Open Access Link

Caporale, GM., Onorante, L. and Paesani, P. (2012) 'Inflation and inflation uncertainty in the euro area'. Empirical Economics, 43 (2). pp. 597 - 615. ISSN: 0377-7332

Caporale, GM. and Gil-Alana, LA. (2012) 'Estimating persistence in the volatility of asset returns with signal plus noise models'. International Journal of Finance and Economics, 17 (1). pp. 23 - 30. ISSN: 1076-9307

Caporale, GM., Matousek, R. and Stewart, C. (2012) 'Rating assignments: lessons from international banks'. Journal of International Money and Finance, 31 (6). pp. 1593 - 1606. ISSN: 0261-5606

Caporale, GM., Girardi, A. and Paesani, P. (2012) 'Quoted spreads and trade imbalance dynamics in the European Treasury bond market'. Quartely Review of Economics and Finance, 52 (2). pp. 173 - 182. ISSN: 1062-9769

Caporale, GM. and Gil-Alana, LA. (2011) 'The weekly structure of US stock prices'. Applied Financial Economics, 21 (23). pp. 1757 - 1764. ISSN: 0960-3107

Caporale, GM., Amor, TH. and Rault, C. (2011) 'International financial integration and real exchange rate long-run dynamics in emerging countries: Some panel evidence'. Journal of International Trade and Economic Development, 20 (6). pp. 789 - 808. ISSN: 0963-8199

Caporale, GM. and Gil-Alana, LA. (2011) 'Persistence and cyclical dependence in the monthly Euribor rate'. Economics and Finance Working Paper, 11 (13). pp. 157 - 171. ISSN: 1055-0925 Open Access Link

Caporale, GM. and Sousa, RM. (2011) 'Consumption, wealth, stock and housing returns: Evidence from emerging markets'. Economics and Finance Working Paper, 11 (14). pp. 562 - 578. ISSN: 0275-5319 Open Access Link

Caporale, GM. and Sousa, RM. (2011) 'Are stock and housing returns complements or substitutes? Evidence from OECD countries'. Economics and Finance Working Paper, 11 (15).Open Access Link

Caporale, GM. and Skare, M. (2011) 'Short- and long- run linkages between employment growth, inflation and output growth: Evidence from a large panel'. Economics and Finance Working Paper, 11 (17).Open Access Link

Caporale, GM. and Girardi, A. (2011) 'Fiscal spillovers in the Euro area'. Economics and Finance Working Paper, 11 (18). pp. 84.e1 - 84.e16. ISSN: 0261-5606 Open Access Link

Caporale, GM. and Spagnolo, N. (2011) 'Stock market and economic growth: Evidence from three CEECs'. Economics and Finance Working Paper, 11 (16).Open Access Link

Caporale, GM., Cunado, J. and Gil-Alana, LA. (2011) 'Forecasting the Spanish stock market returns with fractional and non-fractional models'. American Journal of Economics and Business Administration, 3 (4). pp. 586 - 588. ISSN: 1945-5488 Open Access Link

Caporale, GM. and Gil-Alana, LA. (2011) 'Multifactor Gegenbauer processes and European inflation rates'. Journal of Economic Integration, 21 (23). pp. 1757 - 1764. ISSN: 1225-651X

Caporale, GM., Ciferri, D. and Girardi, A. (2011) 'Fiscal shocks and real exchange rate dynamics: Some evidence for Latin America'. Journal of International Money and Finance, 30 (5). pp. 709 - 723. ISSN: 0261-5606 Open Access Link

Mirzaei, A., Liu, G. and Moore, T. (2011) 'Market structure and bank activity in emerging and advanced economies: The impact on risk and returns (1999-2008)'.The European Economic Association. Oslo, Norway. [unpublished]

Caporale, GM. and Girardi, A. (2011) 'Price discovery and trade fragmentation in a multi-market environment: Evidence from the MTS system'. Economics and Finance Working Paper, 11 (10).Open Access Link

Caporale, GM., Ciferri, D. and Girardi, A. (2011) 'Are the Baltic countries ready to adopt the euro? A generalised purchasing power parity approach'. Manchester School of Economic and Social Studies, 79 (3). pp. 429 - 454. ISSN: 0025-2034

Caporale, GM. and Skare, M. (2011) 'Employment growth, inflation and output growth: Was Phillips right? Evidence from a dynamic panel'. Economics and Finance Working Paper, 11 (09).Open Access Link

Beirne, J., Caporale, GM., Schulze-Ghattas, M. and Spagnolo, N. (2011) 'Financial Spillovers and Contagion from Mature to Emerging Stock Markets', in Kolb, RW. (ed.) Financial Contagion: The Viral Threat to the Wealth of Nations. Wiley. pp. 163 - 169. ISBN 10: 0470922389. ISBN 13: 9780470922385.

Caporale, GM., Matousek, R. and Stewart, C. (2011) 'EU banks rating assignments: is there heterogeneity between new and old member countries?'. Review of International Economics, 19 (1). pp. 189 - 206. ISSN: 0965-7576

Caporale, GM. and Spagnolo, N. (2011) 'Stock market integration between three CEECs, Russia, and the UK'. Review of International Economics, 19 (1). pp. 158 - 169. ISSN: 0965-7576

Caporale, GM. and Matousek, R. (2011) '20 Years of Transition in Central and Eastern Europe: Money, Banking and Financial Markets'. REVIEW OF INTERNATIONAL ECONOMICS, 19 (1). pp. 46 - 48. ISSN: 0965-7576

Caporale, GM. and Gil-Alana, LA. (2011) 'Fractional integration and impulse responses: a bivariate application to real output in the USA and four Scandinavian countries'. Journal of Applied Statistics, 38 (1). pp. 71 - 85. ISSN: 0266-4763

Caporale, GM. and Girardi, A. (2011) 'Price formation on the EuroMTS platform'. Applied Economics Letters, 18 (3). pp. 229 - 233. ISSN: 1350-4851

Moore, T. and Ghatak, S. (2011) 'Monetary policy rules for transition economies: An empirical approach'. Review of Development Economics, 15 (4). pp. 714 - 728. ISSN: 1363-6669