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Professor Guglielmo Maria Caporale
Divisional Lead / Professor - Economics & Econometrics

Marie Jahoda 251

  • Economics
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Caporale, GM., Di Colli, S., Di Salvo, R. and Lopez, JS. (2016) ''. Applied Economics, 48 (28). pp. 2665 - 2674. ISSN: 1466-4283

Journal article

Caporale, GM., Gil-Alana, LA. and Lovcha, Y. (2016) ''. JOURNAL OF APPLIED ECONOMICS, 19 (1). pp. 95 - 112. ISSN: 1514-0326

Journal article

Caporale, GM., Spagnolo, F. and Spagnolo, N. (2016) ''. International Review of Financial Analysis, 45. pp. 180 - 188. ISSN: 1057-5219

Journal article

Caporale, GM., Gil-Alana, L., Plastun, A. and Makarenko, I. (2016) ''. Journal of Economics and Finance, 40 (2). pp. 235 - 257. ISSN: 1055-0925

Journal article

Babalos, V., Caporale, GM. and Philippas, N. (2016) ''. Research in International Business and Finance, 35. pp. 57 - 74. ISSN: 0275-5319

Journal article

Caporale, GM. and Gil-Alana, LA. (2016) ''. JOURNAL OF INTERNATIONAL DEVELOPMENT, 28 (2). pp. 214 - 232. ISSN: 0954-1748

Journal article

Caporale, GM., Sousa, RM. and Wohar, ME. (2016) ''. Real Estate Economics, 47 (4). pp. 935 - 976. ISSN: 1540-6229

Journal article

Caporale, GM., Gil-Alana, L. and Plastun, A. (2016) ''. Journal of Economic Studies, 43 (6). pp. 954 - 965. ISSN: 1758-7387

Journal article

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

Journal article

Caporale, GM. and Gil-Alana, LA. (2016) ''. Population Review, 55 (2). pp. 1 - 24. ISSN: 1549-0955

Journal article

Caporale, GM., Gil-Alana, LA. and Orlando, CJ. (2015) ''. International Journal of Finance and Economics, 21 (2). pp. 143 - 153. ISSN: 1099-1158

Journal article

Caporale, GM., Rault, C., Sova, AD. and Sova, R. (2015) ''. International Journal of Finance and Economics, 20 (1). pp. 48 - 60. ISSN: 1076-9307

Journal article

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

Journal article

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

Journal article

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.

Journal article

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.

Journal article

Caporale, GM., De Santis, R. and Girardi, A. (2015) ''. Journal of Financial Stability, 16. pp. 154 - 163. ISSN: 1572-3089

Journal article

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

Journal article

Caporale, GM., Erdogan, B. and Kuzin, V. (2015) ''. EMPIRICA, 42 (3). pp. 481 - 498. ISSN: 0340-8744

Journal article

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

Journal article

Caporale, GM. and You, K. (2015) ''. CHINA ECONOMIC REVIEW, 34. pp. 180 - 181. ISSN: 1043-951X

Journal article

Caporale, GM., Sova, A. and Sova, R. (2015) ''. China Economic Review (Amsterdam), 34 (July 2015). pp. 261 - 273. ISSN: 1043-951X

Journal article

Caporale, GM., Carcel, H. and Gil-Alana, LA. (2015) ''. Applied Economics Letters, 22 (5). pp. 421 - 424. ISSN: 1744-6546

Journal article

Caporale, GM., Menla Ali, F. and Spagnolo, N. (2015) ''. Journal of International Money and Finance, 54. pp. 70 - 92. ISSN: 0261-5606

Journal article

Caporale, GM., Menla Ali, F. and Spagnolo, N. (2015) ''. China Economic Review, 34. pp. 311 - 321. ISSN: 1043-951X

Journal article

Caporale, GM., Gil-Alana, LA., Plastun, A. and Makarenko, I. (2015) ''. Computational Economics, 47 (2). pp. 275 - 295. ISSN: 0927-7099

Journal article

Caporale, GM. and Gil-Alana, L. (2015) ''. African Development Review, 27 (2). pp. 161 - 170. ISSN: 1017-6772

Journal article

Caporale, GM., Donadelli, M. and Varani, A. (2014) ''. Journal of International Financial Markets, Institutions and Money, 36. pp. 85 - 99. ISSN: 1042-4431

Journal article

Caporale, GM. and Gil-Alana, L. (2014) ''. Comparative Economic Studies, 56 (4). pp. 581 - 591. ISSN: 0888-7233

Journal article

Caporale, GM., Di Colli, S. and Lopez, JS. (2014) ''. Economic Modelling, 43. pp. 142 - 157. ISSN: 1873-6122

Journal article

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

Journal article

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.

Book chapter

Caporale, GM. and Gil-Alana, LA. (2014) 'Persistence and cycles in US hours worked'. Economic Modelling, 38. pp. 504 - 511.

Journal article

Caporale, GM. and Skare, M. (2014) ''. Technological and Economic Development of Economy, 20 (3). pp. 554 - 575. ISSN: 2029-4921

Journal article

Caporale, GM., Rault, C., Sova, R. and Sova, A. (2014) ''. Environmental and Resource Economics, 57 (3). pp. 431 - 452. ISSN: 1573-1502

Journal article

Caporale, GM., Hunter, J. and Menla Ali, F. (2014) ''. International Review of Financial Analysis, 33. pp. 87 - 103. ISSN: 1057-5219

Journal article

Caporale, GM. and Gil-Alana, LA. (2014) ''. Journal of Forecasting, 33 (2). pp. 147 - 161. ISSN: 0277-6693

Journal article

Caporale, GM. and Skare, M. (2014) ''. Journal of Business Economics and Management, 15 (2). pp. 197 - 211. ISSN: 1611-1699

Journal article

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

Journal article

Caporale, GM. and Gil-Alana, LA. (2014) ''. Empirical Economics, 47 (4). pp. 1389 - 1410. ISSN: 0377-7332

Journal article

Caporale, GM., Ciferri, D. and Girardi A. (2014) ''. Scottish Journal of Political Economy, 61 (1). pp. 78 - 97. ISSN: 0036-9292

Journal article

Caporale, GM., Hadj Amor, T. and Rault, C. (2014) ''. Journal of International Development, 26 (6). pp. 810 - 820. ISSN: 0954-1748

Journal article

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.

Book chapter

Caporale, GM. and Gil-Alana, LA. (2013) 'Persistence in youth unemployment'. The Empirical Economics Letters, 12 (3). pp. 319 - 325. ISSN: 1681-8997

Journal article

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

Journal article

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.

Journal article

Caporale, GM., Cunado, J. and Gil-Alana, LA. (2013) ''. Journal of Time Series Analysis, 34 (3). pp. 405 - 421. ISSN: 0143-9782

Journal article

Caporale, GM. and Gil-Alana, LA. (2013) ''. Empirical Economics, 44 (2). pp. 591 - 611. ISSN: 0377-7332

Journal article

Caporale, GM. and Soliman, AM. (2013) 'Stock Prices and Monetary Policy: An Impulse Response Analysis'. International Journal of Economics and Financial Issues, 3 (3). pp. 701 - 709. ISSN: 2146-4138

Journal article

Beirne, J., Caporale, GM. and Spagnolo, N. (2013) ''. Manchester School, 81 (6). pp. 925 - 940. ISSN: 1463-6786

Journal article

Beirne, J., Caporale, GM., Schulze-Ghattas, M. and Spagnolo, N. (2013) 'Volatility Spillovers and Contagion from Mature to Emerging Stock Markets'. Review of International Economics, 21 (5). pp. 1060 - 1075.

Journal article

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