Caporale, GM. and Plastun, A. (2017) 'Price gaps: another market anomaly?'. Investment Analysts Journal, 46 (4). pp. 279 - 293. ISSN: 1029-3523 Open Access Link

Caporale, GM., Carcel, H. and Gil-Alana, L. (2017) 'Central bank policy rates: are they cointegrated?'. International Economics, 152. pp. 116 - 123. ISSN: 2110-7017 Open Access Link

Caporale, GM. and Gil-Alana, L. (2017) 'Persistence and cycles in the US Federal Funds rate'. International Review of Financial Analysis, 52 (July). pp. 1 - 8. ISSN: 1057-5219 Open Access Link

Caporale, GM. and Plastun, A. (2017) 'Calendar anomalies in the Ukrainian stock market'. Investment Management and Financial Innovations, 14 (1). pp. 104 - 114. ISSN: 1810-4967 Open Access Link

Caporale, GM., Menla Ali, F., Spagnolo, F. and Spagnolo, N. (2017) 'International portfolio flows and exchange rate volatility in emerging Asian markets'. Journal of International Money and Finance, 76. pp. 1 - 15. ISSN: 0261-5606 Open Access Link

Caporale, GM., Gil-Alana, L. and Plastun, A. (2017) 'Searching for inefficiencies in exchange rate dynamics'. Computational Economics, 49 (3). pp. 405 - 432. ISSN: 1572-9974 Open Access Link

Caporale, GM. and Zakirova, V. (2017) 'Calendar anomalies in the Russian stock market'. Russian Journal of Economics, 3 (1). pp. 101 - 108. ISSN: 2618-7213 Open Access Link

Balparda, B., Caporale, GM. and Gil-Alana, LA. (2017) 'The Fisher relationship in Nigeria'. Journal of Economics and Finance, 41 (2). pp. 343 - 353. ISSN: 1055-0925 Open Access Link

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 Open Access Link

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 Open Access Link

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 Open Access Link

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 Open Access Link

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 Open Access Link

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 Open Access Link

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 Open Access Link

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 Open Access Link

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 Open Access Link

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 Open Access Link

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 Open Access Link

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 Open Access Link

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 Open Access Link

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 Open Access Link

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 Open Access Link

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 Open Access Link

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 Open Access Link

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 Open Access Link

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 Open Access Link

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 Open Access Link

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 Open Access Link

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 Open Access Link

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 Open Access Link

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.Open Access Link

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 Open Access Link

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 Open Access Link

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 Open Access Link

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 Open Access Link

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