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

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

Caporale, GM., Gil-Alana, LA. and Nazarski, M. (2007) 'Testing of nonstationarities in the unit circle, long memory processes, and day of the week effects in financial data', inAdvances In Quantitative Analysis Of Finance And Accounting (Vol. 5). WORLD SCIENTIFIC. pp. 23 - 50.

Moore, T. and Green, CJ. (2007) 'A portfolio approach to firms’ financing decision: evidence from India using the Almost Ideal Demand System', inResearch in Accounting in Emerging Economies. , 7. pp. 355 - 377.

Moore, T. and Wang, P. (2007) 'Volatility in stock returns for new EU member states: Markov regime switching model'. International Review of Financial Analyses, 16 (3). pp. 282 - 292. ISSN: 1057-5219

Moore, T. (2007) 'The Euro and Stock Markets in Hungary, Poland, and UK'. Journal of Economic Integration, 22. pp. 69 - 90.

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) '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

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

Mase, B. (2006) 'Investor awareness and the long-term impact of FTSE 100 index redefinitions'. Applied Financial Economics, 16 (15). pp. 1113 - 1118. ISSN: 0960-3107

Mase, B., Kyriacou, K. and Madsen, JB. (2006) 'Does inflation exaggerate the equity premium?'. Journal of Economic Studies, 33 (5). pp. 344 - 356. ISSN: 0144-3585

Kyriacou, K. and Mase, B. (2006) 'The adverse consequences of share-based pay in risky companies'. Journal of Management and Governance, 10 (3). pp. 307 - 323. ISSN: 1385-3457

Kyriacou, K. (2006) 'The informativeness of insider trades: A review of the literature'. The Cyprus Journal of Sciences, 4. pp. 159 - 176. ISSN: 1450-2291

Moore, T. and Pentecost, EJ. (2006) 'The Sources of Real Exchange Rate Fluctuations in India'. , 41. pp. 9 - 23.

Moore, T. and Pentecost, EJ. (2006) 'An investigation into the sources of fluctuation in real and nominal wage rates in eight EU countries: A structural VAR approach'. Journal of Comparative Economics, 34 (2). pp. 357 - 376. ISSN: 0147-5967 Open Access Link

Caporale, GM. and Cerrato, M. (2006) 'Panel data tests of PPP: A critical overview'. Applied Financial Economics, 16 (1-2). pp. 73 - 91. ISSN: 0960-3107

Caporale, GM. and Gil-Alana, LA. (2006) 'Long memory at the long-run and the seasonal monthly frequencies in the US money stock'. Applied Economics Letters, 13 (15). pp. 965 - 968. ISSN: 1350-4851

Caporale, GM. and Gil-Alana, LA. (2006) 'Long memory at the long run and at the cyclical frequencies: modelling real wages in England, 1260-1994'. Empirical Economics, 31 (1). pp. 83 - 93. ISSN: 0377-7332

Pentecost, EJ. and Moore, T. (2006) 'Financial liberalization in India and a new test of the complementarity hypothesis'. Economic Development and Cultural Change, 54 (2). pp. 487 - 502. ISSN: 0013-0079 Open Access Link

Caporale, GM., Pittis, N. and Spagnolo, N. (2006) 'Volatility transmission and financial crises'. Journal of Economics and Finance, 30 (3). pp. 376 - 390. ISSN: 1055-0925

Moore, T., Green, CJ. and Murinde, V. (2006) 'Financial sector reforms and stochastic policy simulation: A flow of funds model for India'. Journal of Policy Modeling, 28 (3). pp. 319 - 333. ISSN: 0161-8938 Open Access Link

Caporale, GM. and Gil-Alana, LA. (2006) 'Modelling stochastic volatility in asset returns using fractionally integrated semiparametric techniques'. Applied Financial Economics Letters, 2 (1). pp. 9 - 12. ISSN: 1744-6546

Barassi, MR., Caporale, GM. and Hall, SG. (2005) 'Interest rate linkages: Identifying structural relations'. Applied Financial Economics, 15 (14). pp. 977 - 986. ISSN: 0960-3107

Caporale, GM. and Gil-Alana, LA. (2005) 'Nelson and Plosser revisited: evidence from fractional ARIMA models'. American Journal of Applied Sciences, 2 (4). pp. 860 - 872. ISSN: 1546-9239

Kyriacou, K. and Mase, B. (2005) 'Executive stock option exercises, tax, and the predictive ability of transaction value'. Journal of Derivatives Accounting, 2 (2). pp. 203 - 214. ISSN: 0219-8681

Moore, T., Green, CJ. and Murinde, V. (2005) 'Portfolio behaviour in a flow of funds model for the household in India'. The Journal of Development Studies, 41 (4). pp. 675 - 702. ISSN: 0022-0388

Caporale, GM., Howells, P. and Soliman, AM. (2005) 'Endogenous growth models and stock market development: Evidence from four countries'. Review of Development Economics, 9 (2). pp. 166 - 176. ISSN: 1363-6669

Caporale, GM., Ntantamis, C., Pantelidis, T. and Pittis, N. (2005) 'The BDS test as a test for the adequacy of a GARCH(1,1) specification: A Monte Carlo study'. Journal of Financial Econometrics, 3 (2). pp. 282 - 309. ISSN: 1479-8409

Barassi, MR., Caporale, GM. and Hall, SG. (2005) 'A sequential test for structural breaks in the causal linkages between the G7 short-term interest rates'. Open Economies Review, 16 (2). pp. 107 - 133. ISSN: 0923-7992

Barassi, MR., Caporale, GM. and Hall, SG. (2005) 'Interest rate linkages: A Kalman filter approach to detecting structural change'. Economic Modelling, 22 (2 SPEC. ISS.). pp. 253 - 284. ISSN: 0264-9993

Caporale, GM., Chui, M., Hall, S. and Henry, B. (2005) 'Fiscal Consolidation: An Exercise in the Methodology of Coordination'. Journal of Economic Integration, 20. pp. 1 - 25.

Caporale, GM., Cerrato, M. and Spagnolo, N. (2005) 'Measuring half-lives: using a non-parametric bootstrap approach'. Applied Financial Economics Letters, 1 (1). pp. 1 - 4.

Moore, T. and Green, CJ. (2005) 'Other financial Institutions’ Portfolio Behaviour and Policy Implications: A Study of India'. International Economic Journal, 19 (4). pp. 543 - 561. ISSN: 1016-8737

Mallick, S. and Moore, T. (2005) 'Impact of World Bank lending in an adjustment-led growth model'. Economic Systems, 29 (4). pp. 366 - 383. ISSN: 0939-3625 Open Access Link

Caporale, GM., Cipollini, A. and Demetriades, PO. (2005) 'Monetary policy and the exchange rate during the Asian crisis: identification through heteroscedasticity'. Journal of International Money and Finance, 24 (1). pp. 39 - 53. ISSN: 0261-5606

Caporale, GM., Panopoulou, E. and Pittis, N. (2005) 'The Feldstein-Horioka puzzle revisited: a Monte Carlo study'. Journal of International Money and Finance, 24 (7). pp. 1143 - 1149. ISSN: 0261-5606

Arestis, P., Caporale, GM., Cipollini, A. and Spagnolo, N. (2005) 'Testing for financial contagion between developed and emerging markets during the 1997 East Asian crisis'. International Journal of Finance and Economics, 10 (4). pp. 359 - 367. ISSN: 1076-9307

Caporale, GM., Cipollini, A. and Spagnolo, N. (2005) 'Testing for contagion: a conditional correlation analysis'. Journal of Empirical Finance, 12 (3). pp. 476 - 489. ISSN: 0927-5398

Caporale, GM. and Gil-Alana, LA. (2005) 'Fractional cointegration and aggregate money demand functions'. The Manchester School, 73 (6). pp. 737 - 753. ISSN: 1467-9957

Caporale, GM., Philippas, N. and Pittis, N. (2004) 'Feedbacks between mutual fund flows and security returns: Evidence from the Greek capital market'. Applied Financial Economics, 14 (14). pp. 981 - 989. ISSN: 0960-3107

Caporale, GM. and Gil-Alana, LA. (2004) 'Long range dependence in daily stock returns'. Applied Financial Economics, 14 (6). pp. 375 - 383. ISSN: 0960-3107

Caporale, GM., Pittis, N. and Spagnolo, N. (2004) 'Feedbacks between stock prices and exchange rates in the East Asian markets', in Tsoukis, C., Agiomirgianakis, GM. and Biswas, T. (eds.) Aspects of Globalisation - Macroeconomic and Capital Market Linkages in an Integrated World Economy. Kluwer Academic Publishers, London. pp. 215 - 241.

Caporale, GM., Pittis, N. and Prodromidis, K. (2004) 'Budget deficits and interest rates: Ricardian Equivalence Revisited'. Brazilian Journal of Business Economics, 4 (1). pp. 43 - 61. ISSN: 1676-8000

Caporale, GM., Howells, PGA. and Soliman, AM. (2004) 'STOCK MARKET DEVELOPMENT AND ECONOMIC GROWTH: THE CAUSAL LINKAGE'. Journal Of Economic Development, 29 (1). pp. 33 - 50.

Caporale, GM. and Spagnolo, N. (2004) 'Modelling East Asian exchange rates: A Markov-switching approach'. Applied Financial Economics, 14 (4). pp. 233 - 242. ISSN: 0960-3107

Caporale, GM. and Pittis, N. (2004) 'Estimator Choice and Fisher's Paradox: A Monte Carlo Study'. Econometric Reviews, 23 (1). pp. 25 - 52. ISSN: 0747-4938

Caporale, GM. and Gil-Alana, LA. (2004) 'Fractional cointegration and tests of present value models'. Review of Financial Economics, 13 (3). pp. 245 - 258. ISSN: 1058-3300