Caporale, GM. and Cerrato, M. (2010) 'Using Chebyshev polynomials to approximate partial differential equations'. Computational Economics, 35 (3). pp. 235 - 244. ISSN: 0927-7099

Caporale, GM. and Hanck, C. (2010) 'Are PPP tests erratically behaved? Some panel evidence'. International Review of Applied Economics, 24 (2). pp. 203 - 221. ISSN: 0269-2171

Caporale, GM. and Gil-Alana, LA. (2010) 'Multiple cyclical fractional structures in financial time series'. Applied Economics Letters, 17 (11). pp. 1079 - 1081. ISSN: 1350-4851

Caporale, GM. and Spagnolo, N. (2010) 'Stock Market Integration between three CEECs, Russia and the UK'.

Caporale, GM., Rault, C., Sova, A. and Sova, R. (2009) 'Determinants of Pollution Abatement and Control Expenditure: Evidence from Romania'.

Caporale, GM., Rault, C., Sova, R. and Sova, A. (2009) 'Financial development and economic growth: Evidence from ten new EU members'. .Open Access Link

Caporale, GM. and Gil-Alana, LA. (2009) 'Mean reversion in the US Treasury constant maturity rates'. International Journal of Risk Assessment and Management, 11 (1-2). pp. 59 - 66. ISSN: 1466-8297

Caporale, GM. and Kontonikas, A. (2009) 'The Euro and inflation uncertainty in the European Monetary Union'. Journal of International Money and Finance, 28 (6). pp. 954 - 971. ISSN: 0261-5606 Open Access Link

Moore, T. (2009) 'Soft budget constraints in EU transition economy enterprises'. International Finance, 12 (3). pp. 411 - 430. ISSN: 1367-0271

Caporale, GM., Serguieva, A., Tsang, E. and Yager, R. (2009) 'Editorial: Risk analysis in complex systems: intelligent systems in finance'. Intelligent Systems in Accounting, Finance and Management, 16 (1-2). pp. 1 - 3. ISSN: 1099-1174

Caporale, GM., Serguieva, A. and Wu, H. (2009) 'Financial contagion: evolutionary optimization of a multinational agent-based model'. Intelligent Systems in Accounting, Finance and Management, 16 (1-2). pp. 111 - 125. ISSN: 1055-615X

Caporale, GM. and Gil-Alana, LA. (2009) 'Multiple shifts and fractional integration in the US and UK unemployment rates'. Journal of Economics and Finance, 33 (4). pp. 364 - 375. ISSN: 1055-0925

Beirne, J., Caporale, GM. and Spagnolo, N. (2009) 'Market, interest rate and exchange rate risk effects on financial stock returns: a GARCH-M approach'. Quantitative and Qualitative Analysis in Social Sciences, 3 (2). pp. 44 - 68. ISSN: 1752-8925

Caporale, GM. and Gil-Alana, LA. (2009) 'Persistence in US interest rates: is it stable over time?'. Quantitative and Qualitative Analysis in Social Sciences, 3 (1). pp. 63 - 77. ISSN: 1752-8925

Caporale, GM. and Gil-Alana, LA. (2009) 'A multivariate long-memory model with structural breaks'. Journal of Statistical Computation and Simulation, 79 (8). pp. 1001 - 1013. ISSN: 0094-9655

Barros, CP., Caporale, GM. and Gil-Alana, LA. (2009) 'Basque terrorism: police action, political measures and the influence of violence on the stock market in the Basque country'. Defence and Peace Economics, 20 (4). pp. 287 - 301. ISSN: 1024-2694

Caporale, GM., Georgellis, Y., Tsitsianis, N. and Yin, YP. (2009) 'Income and happiness across Europe: do reference values matter?'. Journal of Economic Psychology, 30 (1). pp. 42 - 51. ISSN: 0167-4870

Caporale, GM., Rault, C., Sova, R. and Sova, A. (2009) 'On the bilateral trade effects of free trade agreements between the EU-15 and the CEEC-4 countries'. Review of World Economics, 145 (2). pp. 189 - 206. ISSN: 1610-2878

Mase, B. (2009) 'The impact of name changes on company value'. Managerial Finance, 35 (4). pp. 316 - 324. ISSN: 0307-4358

Caporale, GM. and Hanck, C. (2009) 'Cointegration tests of PPP: do they also exhibit erratic behaviour?'. Applied Economics Letters, 16 (1). pp. 9 - 15. ISSN: 1350-4851

Moore, T. (2009) 'Investment, financial liberalisation and complementary hypothesis: Panel data approach for India'. Journal of Financial Decision Making, 5 (1). pp. 1 - 15.

Wang, P. and Moore, T. (2009) 'Sudden changes in volatility: The case of five central European stock markets'. Journal of International Financial Markets, Institutions and Money, 19 (1). pp. 33 - 46. ISSN: 1042-4431 Open Access Link

Caporale, GM. and Gregoriou, A. (2009) 'Non-normality, heteroscedasticity and recursive unit root tests of PPP: solving the PPP puzzle?'. Applied Economics Letters, 16 (3). pp. 223 - 226. ISSN: 1350-4851

Caporale, GM. and Soliman, AM. (2009) 'The asymmetric effects of a common monetary policy in Europe'. Journal of Economic Integration, 24 (3). pp. 455 - 475. ISSN: 1225-651X

Beirne, J., Caporale, GM., Schulze-Ghattas, M. and Spagnolo, N. (2009) 'Volatility Spillovers and Contagion from Mature to Emerging Stock Markets'.

Caporale, GM., Philippas, N. and Economou, F. (2008) 'Herding behaviour in extreme market conditions: the case of the Athens Stock Exchange'. Economics Bulletin, 7 (17). pp. 1 - 13.

Moore, T. and Green, CJ. (2008) 'Flow of funds and the impact of financial controls on bank portfolio behaviour: A study of India'. European Journal of Finance, 14 (7). pp. 641 - 661. ISSN: 1351-847X

Caporale, GM., Serguieva, A. and Wu, H. (2008) 'A mixed-game agent-based model for simulating financial contagion'.IEEE Congress on Evolutionary Computation (CEC 2008). Hong Kong, Peoples Republic of China. 23 - 6 June. IEEE. pp. 3421 - 3426. ISSN: 1089-778X Open Access Link

Caporale, GM. and Gil-Alana, LA. (2008) 'Long memory and structural breaks in the Spanish stock market index'. Open Operational Research Journal, 2 (5). pp. 13 - 17.

Caporale, GM. and Gil-Alana, LA. (2008) 'Modelling the US, UK and Japanese unemployment rates: fractional integration and structural breaks'. Computational Statistics and Data Analysis, 52 (11). pp. 4998 - 5013. ISSN: 0167-9473

Caporale, GM. and Gil-Alana, LA. (2008) 'Testing for unit and fractional orders of integration in the trend and seasonal components of US monetary aggregates'. Empirica, 35 (3). pp. 241 - 253. ISSN: 0340-8744

Mase, B. (2008) 'A change of focus: Stock market reclassification in the UK'. The European Journal of Finance, 14 (3). pp. 179 - 193. ISSN: 1351-847X

Mase, B. (2008) 'Comovement in the FTSE 100 Index'. Applied Financial Economics Letters, 4 (1). pp. 9 - 12. ISSN: 1744-6546

Cai, X., Liu, GS. and Mase, B. (2008) 'The long-run performance of initial public offerings and its determinants: The case of China'. Review of Quantitative Finance and Accounting, 30 (4). pp. 419 - 432. ISSN: 0924-865X

Caporale, GM. and Gil-Alana, LA. (2008) 'Mean reversion in the Nikkei, Standard and Poor and Dow Jones indices'. Journal of Money, Investment and Banking, 5. pp. 13 - 27.

Barassi, MR., Caporale, GM. and Hall, SG. (2008) 'A comparison between tests for changes in the adjustment coefficients in cointegrated systems'. Journal of Statistical Computation and Simulation, 78 (1). pp. 1 - 17. ISSN: 0094-9655

Anyfantakis, C., Caporale, GM. and Pittis, N. (2008) 'Parameter instability and forecasting performance: a Monte Carlo study'. International Journal of Business Forecasting and Marketing Intelligence,, 1 (1). pp. 1 - 201. ISSN: 1744-6635

Mallick, S. and Moore, T. (2008) 'Foreign capital in a growth model'. The Review of Development Economics, 12 (1). pp. 143 - 159. ISSN: 1363-6669

Babalos, V., Caporale, GM., Kostakis, A. and Philippas, N. (2008) 'Testing for persistence in mutual fund performance and the ex-post verification problem: evidence from the Greek market'. European Journal of Finance, 14 (8). pp. 735 - 753. ISSN: 1351-847X

Wang, P. and Moore, T. (2008) 'Stock market integration for the transition economies: Time-varying conditional correlation approach'. Manchester School, 76 (s1). pp. 116 - 133. ISSN: 1463-6786 Open Access Link

Caporale, GM. and Cerrato, M. (2008) 'Black market and official exchange rates: long-run equilibrium and short-run dynamics'. Review of International Economics, 16 (3). pp. 401 - 412. ISSN: 0965-7576

Mase, B. (2007) 'The impact of changes in the FTSE 100 index'. The Financial Review, 42 (3). pp. 461 - 484. ISSN: 0732-8516 Open Access Link

Mase, B. (2007) 'The Impact of Changes in the FTSE 100 Index'. Financial Review, 42 (3). pp. 461 - 484.

Ghatak, S. and Moore, T. (2007) 'Migration and the EU Labour Market: Granger Causality Tests on a Panel VAR'.

Caporale, GM. and Gil-Alana, LA. (2007) 'Long-range forecasting of the S&P 500 stock market index using fractional integration techniquesi'. Journal of Financial Forecasting, 1 (1). pp. 71 - 82.

Caporale, GM. and Gil-Alana, LA. (2007) 'Testing for deterministic and stochastic cycles in macroeconomic time series'. Empirica, 34 (2). pp. 155 - 169. ISSN: 0340-8744

Moore, T. (2007) 'Has the entry to the EU altered the dynamic link of the stock returns for the emerging markets?'. Applied Financial Economics, 17 (17). pp. 1431 - 1446. ISSN: 0960-3107

Caporale, GM. and Gil-Alana, LA. (2007) 'The stochastic unit root model and fractional integration: an extension to the seasonal case'. Applied Stochastic Models and Data Analysis, 23 (5). pp. 439 - 453. ISSN: 1524-1904

Moore, T. (2007) 'India's emerging financial market: A flow of funds model'. Routledge, Taylor & Francis. ISSN 13: 9780415434096

Caporale, GM. and Gil-Alana, LA. (2007) 'Non-linearities and fractional integration in the US unemployment rate'. Oxford Bulletin of Economics and Statistics, 69 (4). pp. 521 - 544. ISSN: 0305-9049