Caporale, GM. and Gil-Alana, LA. (2024) 'A long-memory model for multiple cycles with an application to the US stock market'. Mathematics, 12.

Caporale, GM., Carmona-González, N. and Gil-Alana, LA. (2024) 'Atmospheric pollution in Chinese cities: trends and persistence'. Heliyon, 10 (19). pp. 1 - 7. ISSN: 2405-8440 Open Access Link

Caporale, GM., Gil-Alana, LA., Rubino, N. and Vilchez, I. (2024) 'Modelling Loans to Non-Financial Corporations in the Eurozone: A Long-Memory Approach'. International Advances in Economic Research, 30 (3). pp. 231 - 254. ISSN: 1083-0898 Open Access Link

Anderl, C. and Caporale, GM. (2024) 'Functional Oil Price Expectations Shocks and Inflation'. Journal of Futures Markets, 44 (10). pp. 1662 - 1693. ISSN: 0270-7314 Open Access Link

Anderl, C. and Caporale, GM. (2024) 'Functional shocks to inflation expectations and real interest rates and their macroeconomic effects'. Review of World Economics, 0 (ahead of print). pp. 1 - 33. ISSN: 1610-2878 Open Access Link

Caporale, GM. and Gil-Alana, LA. (2024) 'Exponential time trends in a fractional integration model'. Econometrics, 12 (2). pp. 1 - 14.Open Access Link

Caporale, GM. (2024) 'Introduction to the Handbook of Financial Integration: new research developments', in Caporale, GM. (ed.) Handbook of Financial Integration. Cheltenham : Edward Elgar Publishing. pp. 2 - 9. ISBN 10: 1-80392-637-6. ISBN 13: 978-1-80392-636-0. Open Access Link

Caporale, GM. and Spagnolo, N. (2024) 'US Municipal Green Bonds and Financial Integration', in Caporale, GM. (ed.) Handbook of FInancial Integration. Cheltenham : Edward Elgar Publishing. pp. 192 - 205. ISBN 10: 1-80392-637-6. ISBN 13: 978-1-80392-636-0. Open Access Link

Caporale, GM., Yfanti, S., Karanasos, M. and Wu, J. (2024) 'Financial integration and European tourism stocks', in Caporale, GM. (ed.) Handbook of Financial Integration. Cheltenham : Edward Elgar Publishing. pp. 495 - 538. ISBN 10: 1-80392-637-6. ISBN 13: 978-1-80392-636-0. Open Access Link

Caporale, GM., Sova, AD. and Sova, R. (2024) 'Financial integration and economic growth in Europe', in Caporale, GM. (ed.) Handbook of Financial Integration. Cheltenham : Edward Elgar Publishing. pp. 550 - 563. ISBN 10: 1-80392-637-6. ISBN 13: 978-1-80392-636-0. Open Access Link

Caporale, GM. (2024) 'Handbook of Financial Integration'. Cheltenham: Edward Elgar Publishing. ISSN 13: 9781803926360

Caporale, GM., Çatık, AN., Helmi, MH., Akdeniz, C. and İlhan, A. (2024) 'Time-varying effects of the Covid-19 pandemic on stock markets and economic activity: evidence from the US and Europe'. Empirica, 51 (2). pp. 529 - 558. ISSN: 0340-8744 Open Access Link

Caporale, GM., Infante, J., del Rio, M. and Gil-Alana, LA. (2024) 'Measuring persistence of the world population: a fractional integration approach'. Journal of Business Management and Economics Statistics, 0 (accepted, in press).Open Access Link

Caporale, GM., Karanasos, M. and Yfanti, S. (2024) 'Macro-financial linkages in the high-frequency domain: economic fundamentals and the Covid-induced uncertainty channel in US and UK financial markets'. International Journal of Finance and Economics, 0 (ahead of print). pp. 1 - 28. ISSN: 1076-9307 Open Access Link

Caporale, GM., Gil-Alana, LA. and Martin-Valmayor, MA. (2024) 'Persistence in the realized betas: some evidence from the stock market'. Journal of Risk and Financial Management, 17 (4). pp. 1 - 29. ISSN: 1911-8066 Open Access Link

Anderl, C. and Caporale, GM. (2024) 'Shipping cost uncertainty, endogenous regime switching and the global drivers of inflation'. International Economics, 178. pp. 1 - 17. ISSN: 2110-7017 Open Access Link

Caporale, GM., Rubio-Bezares, A. and Gil-Alana, LA. (2024) 'Persistence in European Stock Market Returns and Volatility'. International Journal of Business and Economics, 9 (1). pp. 56 - 66.Open Access Link

Caporale, GM., Gil-Alana, LA. and Imeri, A. (2024) 'Exogenous shocks and time-varying price persistence in the EU27'. Journal of Applied Economics, 27 (1). pp. 1 - 16. ISSN: 1514-0326 Open Access Link

Caporale, GM., de Dios Mazariegos, JJ. and Gil-Alana, LA. (2024) 'Long-run linkages between US stock prices and cryptocurrencies: a fractional cointegration analysis'. Computational Economics, 0 (ahead of print). pp. 1 - 11. ISSN: 0927-7099 Open Access Link

Caporale, GM., Gil-Alana, LA. and Melnicenco, E. (2024) 'Stock market indices and interest rates in the US and Europe: persistence and long-run linkages'. Studies in Economics and Finance, 0 (ahead of print). pp. 1 - 13. ISSN: 1086-7376 Open Access Link

Caporale, GM., Garcia Tapia, S. and Gil-Alana, LA. (2024) 'Persistence in tax revenues: evidence from some OECD countries'. Journal of Quantitative Economics, 22 (2). pp. 475 - 491. ISSN: 0971-1554 Open Access Link

Caporale, GM., Sova, AD. and Sova, R. (2024) 'The COVID-19 pandemic and European trade patterns: A sectoral analysis'. International Journal of Finance and Economics, 0 (ahead of print). pp. 1 - 21. ISSN: 1076-9307 Open Access Link

Anderl, C. and Caporale, GM. (2024) 'Time-varying parameters in monetary policy rules: a GMM approach'. Journal of Economic Studies, 51 (9). pp. 148 - 176. ISSN: 0144-3585 Open Access Link

Caporale, GM. and Plastun, A. (2024) 'Persistence in high frequency financial data: the case of the Eurostoxx 50 futures prices'. Cogent Economics and Finance, 12 (1). pp. 1 - 9.Open Access Link

Caporale, GM., Imeri, A. and Gil-Alana, LA. (2023) 'Persistence in the cryptocurrency market: the impact of the Covid-19 pandemic and of the Russia-Ukraine war'. Journal of Money, Banking and Finance, 8 (2). pp. 227 - 235.Open Access Link

Caporale, GM., Gil-Alana, LA., Poza, C. and Baños Izquierdo, A. (2023) 'Persistence and seasonality in the US Industrial Production Index'. Advances and applications in statistics, 0 (accepted, in press). ISSN: 0972-3617 Open Access Link

Caporale, GM., Gil-Alana, LA. and Imeri, A. (2023) 'Tourism persistence in the Southeastern European countries: The impact of covid-19'. Cogent Economics and Finance, 11 (2). pp. 1 - 10.Open Access Link

Caporale, GM., Kyriacou, K. and Spagnolo, N. (2023) 'Aggregate insider trading and stock market volatility in the UK'. Journal of International Financial Markets, Institutions and Money, 89. pp. 1 - 15. ISSN: 1042-4431 Open Access Link

Caporale, GM., Gil-Alana, LA. and Puertolas, F. (2023) 'Modelling profitability of private equity: A fractional integration approach'. Research in International Business and Finance, 67 (A). pp. 1 - 17. ISSN: 0275-5319 Open Access Link

Caporale, GM., Kang, W-Y., Spagnolo, F. and Spagnolo, N. (2023) 'Cyber-attacks, cryptocurrencies, and cyber-security', in Achim, M. (ed.) Economic and Financial Crime, Sustainability and Good Governance. Cham, Switzerland : Springer. , Part F1313. pp. 347 - 381. ISBN 10: 3-031-34082-5. ISBN 13: 978-3-031-34081-9. Open Access Link

Anderl, C. and Caporale, GM. (2023) 'Asymmetries, uncertainty and inflation: evidence from developed and emerging economies'. Journal of Economics and Finance, 47 (4). pp. 984 - 1017. ISSN: 1055-0925 Open Access Link

Caporale, GM., Infante, J., del Rio, M. and Gil-Alana, LA. (2023) 'Persistence in UK historical data on life expectancy'. Population Research and Policy Review, 42. pp. 1 - 11. ISSN: 0167-5923 Open Access Link

Caporale, GM. and Gil-Alana, LA. (2023) 'Nominal and real wages in the UK, 1750–2015: mean reversion, persistence and structural breaks'. SN Business & Economics, 3 (8). pp. 1 - 10.Open Access Link

Caporale, GM., Donati, C. and Spagnolo, N. (2023) 'Small and medium sized European firms and energy saving measures: The role of financing'. Energy Policy, 179 (August 2023). pp. 1 - 11. ISSN: 0301-4215 Open Access Link

Caporale, GM. and Plastun, A. (2023) 'Seven pitfalls of technical analysis', in Apergis, N. (ed.) Encyclopedia of Monetary Policy, Financial Markets and Banking (Elsevier Reference Collection in Social Sciences). New York, NY, USA : Elsevier. ISBN 10: 0-443-13776-5. ISBN 13: 978-0-443-13776-1. Open Access Link

Abakah, EJA., Caporale, GM. and Gil-Alana, LA. (2023) 'The impact of containment measures and monetary and fiscal responses on US financial markets during the Covid-19 pandemic'. Heliyon, 9 (5). pp. 1 - 8. ISSN: 2405-8440 Open Access Link

Caporale, GM., Infante, J., Gil-Alana, LA. and Ayestaran, R. (2023) 'Inflation persistence in Europe: the effects of the Covid-19 pandemic and of the Russia-Ukraine war'. Economics Bulletin, 43 (1). pp. 137 - 145.Open Access Link

Caporale, GM. and Gil-Alana, LA. (2023) 'U.S. House Prices by Census Division: Persistence, Trends and Structural Breaks'. International Advances in Economic Research, 29 (1-2). pp. 79 - 90. ISSN: 1083-0898 Open Access Link

Caporale, GM., Spagnolo, N. and Almajali, A. (2023) 'Connectedness between fossil and renewable energy stock indices: The impact of the COP policies'. Economic Modelling, 123 (June 2023). pp. 1 - 26. ISSN: 0264-9993 Open Access Link

Anderl, C. and Caporale, GM. (2023) 'Forecasting inflation with a zero lower bound or negative interest rates: evidence from point and density forecasts'. The Manchester School, 91 (3). pp. 171 - 232. ISSN: 1463-6786 Open Access Link

Caporale, GM. and Gil-Alana, LA. (2023) 'Persistence and long memory in monetary policy spreads'. Applied Economics, 56 (20). pp. 2422 - 2433. ISSN: 0003-6846 Open Access Link

Caporale, GM. and Gil-Alana, Luis, LA. (2023) 'Gold and silver as safe havens: a fractional integration and cointegration analysis'. PLoS One, 18 (3). pp. 1 - 9. ISSN: 1932-6203 Open Access Link

Caporale, GM. and Plastun, A. (2023) 'Witching days and abnormal profits in the US stock market'. Cogent Economics and Finance, 11 (1). pp. 1 - 12. ISSN: 2332-2039 Open Access Link

Caporale, GM., Sova, AD. and Sova, R. (2023) 'The Covid-19 pandemic and European trade flows: evidence from a dynamic panel model'. International Journal of Finance and Economics, 0 (ahead of print). pp. 1 - 18. ISSN: 1076-9307 Open Access Link

Caporale, GM. and Plastun, A. (2023) 'Price gaps: another market anomaly?'. Investment Analysts Journal, 50 (50th Anniversary Collection). ISSN: 1029-3523 Open Access Link

Caporale, GM., Gil-Alana, LA., Plastun, A. and Havrylina, A. (2022) 'Persistence in the passion investment market'. Heliyon, 8 (12). pp. 1 - 11. ISSN: 2405-8440 Open Access Link

Anderl, C. and Caporale, GM. (2022) 'Shadow rates as a measure of the monetary policy stance: some international evidence'. Scottish Journal of Political Economy, 70 (5). pp. 399 - 422. ISSN: 0036-9292 Open Access Link

Abakah, EJA., Caporale, GM. and Gil-Alana, LA. (2022) 'The effects of us covid-19 policy responses on cryptocurrencies, fintech and artificial intelligence stocks: A fractional integration analysis'. Cogent Economics and Finance, 10 (1). pp. 1 - 14. ISSN: 2332-2039 Open Access Link

Caporale, GM., Gil-Alana, L. and Arrese Lasaosa, I. (2022) 'The impact of the Covid-19 pandemic on persistence in the European stock markets'. Heliyon, 8 (11). pp. 1 - 12. ISSN: 2405-8440 Open Access Link

Anderl, C. and Caporale, GM. (2022) 'Nonlinearities in the exchange rate pass-through: the role of inflation expectations'. International Economics, 173. pp. 86 - 101. ISSN: 2110-7017 Open Access Link