Professor Guglielmo Maria Caporale
Divisional Lead / Professor - Economics & Econometrics
Marie Jahoda 251
- Email: guglielmo-maria.caporale@brunel.ac.uk
- Tel: +44 (0)1895 266713
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
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
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
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
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
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
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
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
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
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
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
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
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.
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., 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
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
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
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
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
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
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
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
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
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
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
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.
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
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
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
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
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
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
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
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
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. 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., 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