Caporale, GM. (2025) 'Handbook of Climate Change and Financial Markets'. Cheltenham: Edward Elgar Publishing.

Caporale, GM., Gil-Alana, LA., Solarin, SA. and Yaya, OS. (2025) 'Testing for persistence in German green and brown stock market indices', in Caporale, GM. (ed.) Handbook of Climate Change and Financial Markets. Cheltenham : Edward Elgar Publishing.

Albanese, M., Caporale, GM., Colella, I. and Spagnolo, N. (2025) 'Climate physical risk and Asian stock returns', in Caporale, GM. (ed.) Handbook of Climate Change and Financial Markets. Cheltenham : Edward Elgar Publishing.

Caporale, GM., Sova, AD. and Sova, R. (2025) 'Climate risk and financial stability in Europe: some panel evidence', in Caporale, GM. (ed.) Handbook of Climate Change and Financial Markets. Cheltenham : Edward Elgar Publishing.

Caporale, GM. and Alessi, M. (2025) 'Cooperative Credit Banks and Economic Fluctuations: the Italian Case'. Applied Economics. pp. 1 - 18. ISSN: 0003-6846

Caporale, GM., Gil-Alana, LA. and Carmona-Gonzalez, N. (2025) 'Some new evidence using fractional integration about trends, breaks and persistence in polar amplification'. Scientific Reports, 15 (1). pp. 1 - 9. ISSN: 2045-2322

Anderl, C. and Caporale, GM. (2025) 'Global food prices and inflation'. British Food Journal, 0 (ahead of print). pp. 1 - 17. ISSN: 0007-070X

Caporale, GM. and Gil-Alana, LA. (2025) 'Long-Run Trends and Cycles in US House Prices'. Computational Economics, 0 (ahead of print). pp. 1 - 15. ISSN: 0927-7099

Caporale, GM., Gil-Alana, LA. and Piqueras Martinez, PJ. (2024) 'Dynamic Factor Models and Fractional Integration—With an Application to US Real Economic Activity'. Econometrics, 12 (4). pp. 1 - 13.

Albanese, M., Caporale, GM., Colella, I. and Spagnolo, N. (2024) 'The effects of physical and transition climate risk on stock markets: some multi-country evidence'. International Economics, 181 (March 2025). pp. 1 - 17. ISSN: 2110-7017

Caporale, GM. and Gil-Alana, LA. (2024) 'A long-memory model for multiple cycles with an application to the US stock market'. Mathematics, 12 (22). pp. 1 - 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

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

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

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

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

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.

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.

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.

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.

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

Gil-Alana, LA., Caporale, GM., Infante, J. and del Rio, M. (2024) 'Measuring persistence of the world population: a fractional integration approach'. Journal of Business Management and Economics Statistics, 2. pp. 1 - 10.

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

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

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.

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

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

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

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

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

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

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.

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.

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

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.

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

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

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.

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

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

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.

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

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.

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

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.

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

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

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

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