ÃÛÌÒ´«Ã½

Skip to Content
Skip to main content
e

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

Marie Jahoda 251

  • Economics
Filter

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

Caporale, GM. and Girardi, A. (2013) 'Fiscal spillovers in the euro area'. Journal of International Money and Finance, 38. pp. 84e.1 - 84e.16.

Journal article

Caporale, GM., Costantini, M. and Paradiso, A. (2013) ''. Journal of International Financial Markets, Institutions and Money, 26. pp. 215 - 225. ISSN: 1042-4431

Journal article

Caporale, GM. and Gil-Alana, L. (2013) ''. International Review of Financial Analysis, 29. pp. 1 - 9. ISSN: 1057-5219

Journal article

Caporale, GM. and Girardi, A. (2013) ''. Journal of Banking and Finance, 37 (2). pp. 227 - 240. ISSN: 0378-4266

Journal article

Caporale, GM., Rault, C., Sova, R. and Sova, A. (2012) ''. Journal of International Trade and Economic Development, 21 (6). pp. 839 - 863. ISSN: 0963-8199

Journal article

Barros, CP. and Caporale, GM. (2012) 'Banking consolidation in Nigeria, 2000-2010'. Journal of African Business, 13 (3). pp. 244 - 252. ISSN: 1522-8916

Journal article

Caporale, GM. and Gil-Alana, LA. (2012) 'Long memory and volatility dynamics in the US dollar exchange rate'. Multinational Finance Journal, 16 (1/2). pp. 105 - 136. ISSN: 1096-1879

Journal article

Caporale, GM. and Spagnolo, N. (2012) 'Stock market integration in Central and Eastern Europe'. Journal of Economic Integration, 27 (1). pp. 115 - 122. ISSN: 1225-651X

Journal article

Caporale, GM. and Spagnolo, N. (2012) ''. International Journal of Monetary Economics and Finance, 5 (2). pp. 183 - 191. ISSN: 1752-0479

Journal article

Arouri, MEH., Caporale, GM., Rault, C., Sova, R. and Sova, A. (2012) ''. Ecological Economics, 81. pp. 130 - 139. ISSN: 0921-8009

Journal article

Babalos, V., Caporale, GM. and Philippas, N. (2012) ''. Research in International Business and Finance, 26 (2). pp. 317 - 333. ISSN: 0275-5319

Journal article

Caporale, GM., Girardi, A. and Ventura, M. (2012) ''. Applied Economics Letters, 19 (4). pp. 379 - 382. ISSN: 1350-4851

Journal article

Caporale, GM. and Gil-Alana, LA. (2012) ''. Applied Economics Letters, 19 (5). pp. 431 - 434. ISSN: 1350-4851

Journal article

Caporale, GM., Cunado, J. and Gil-Alana, LA. (2012) ''. Statistics and Computing, 22 (2). pp. 349 - 358. ISSN: 0960-3174

Journal article

Caporale, GM. and Gil-Alana, LA. (2012) ''. International Journal of Finance and Economics, 17 (1). pp. 23 - 30. ISSN: 1076-9307

Journal article

Caporale, GM., Onorante, L. and Paesani, P. (2012) 'Inflation and inflation uncertainty in the euro area'. Empirical Economics, 43 (2). pp. 597 - 615. ISSN: 0377-7332

Journal article

Caporale, GM., Matousek, R. and Stewart, C. (2012) ''. Journal of International Money and Finance, 31 (6). pp. 1593 - 1606. ISSN: 0261-5606

Journal article

Caporale, GM., Girardi, A. and Paesani, P. (2012) ''. Quartely Review of Economics and Finance, 52 (2). pp. 173 - 182. ISSN: 1062-9769

Journal article

Caporale, GM. and Gil-Alana, LA. (2011) ''. Applied Financial Economics, 21 (23). pp. 1757 - 1764. ISSN: 0960-3107

Journal article

Caporale, GM., Amor, TH. and Rault, C. (2011) ''. Journal of International Trade and Economic Development, 20 (6). pp. 789 - 808. ISSN: 0963-8199

Journal article

Caporale, GM., Cunado, J. and Gil-Alana, LA. (2011) 'Forecasting the Spanish stock market returns with fractional and non-fractional models'. American Journal of Economics and Business Administration, 3 (4). pp. 586 - 588. ISSN: 1945-5488

Journal article

Caporale, GM. and Gil-Alana, LA. (2011) 'Multifactor Gegenbauer processes and European inflation rates'. Journal of Economic Integration, 21 (23). pp. 1757 - 1764. ISSN: 1225-651X

Journal article

Caporale, GM., Ciferri, D. and Girardi, A. (2011) ''. Journal of International Money and Finance, 30 (5). pp. 709 - 723. ISSN: 0261-5606

Journal article

Caporale, GM., Ciferri, D. and Girardi, A. (2011) ''. Manchester School of Economic and Social Studies, 79 (3). pp. 429 - 454. ISSN: 0025-2034

Journal article

Beirne, J., Caporale, GM., Schulze-Ghattas, M. and Spagnolo, N. (2011) 'Financial Spillovers and Contagion from Mature to Emerging Stock Markets', in Kolb, RW. (ed.) Financial Contagion: The Viral Threat to the Wealth of Nations. Wiley. pp. 163 - 169. ISBN 10: 0470922389. ISBN 13: 9780470922385.

Book chapter

Caporale, GM. and Matousek, R. (2011) ''. REVIEW OF INTERNATIONAL ECONOMICS, 19 (1). pp. 46 - 48. ISSN: 0965-7576

Journal article

Caporale, GM., Matousek, R. and Stewart, C. (2011) ''. Review of International Economics, 19 (1). pp. 189 - 206. ISSN: 0965-7576

Journal article

Caporale, GM. and Spagnolo, N. (2011) ''. Review of International Economics, 19 (1). pp. 158 - 169. ISSN: 0965-7576

Journal article

Caporale, GM. and Girardi, A. (2011) ''. Applied Economics Letters, 18 (3). pp. 229 - 233. ISSN: 1350-4851

Journal article

Caporale, GM. and Gil-Alana, LA. (2011) ''. Journal of Applied Statistics, 38 (1). pp. 71 - 85. ISSN: 0266-4763

Journal article

Caporale, GM. and Gil-Alana, LA. (2010) 'Real exchange rates in Latin America: the PPP hypothesis and fractional integration'. Journal of Economic Development, 35 (2). pp. 1 - 21. ISSN: 0254-8372

Journal article

Beirne, J., Caporale, GM., Schulze-Ghattas, M. and Spagnolo, N. (2010) 'Testing for global and regional spillovers in emerging stock markets'. Fiducie, The Dutch Financial and Economic Journal of the Financial Study Association, 18 (1). pp. 16 - 19.

Journal article

Beirne, J., Caporale, GM., Schulze-Ghattas, M. and Spagnolo, N. (2010) ''. Emerging Markets Review, 11 (3). pp. 250 - 260. ISSN: 1566-0141

Journal article

Caporale, GM. and Gil-Alana, LA. (2010) ''. Applied Economics Letters, 17 (11). pp. 1079 - 1081. ISSN: 1350-4851

Journal article

Caporale, GM. and Gil-Alana, LA. (2010) ''. Journal of Statistical Computation and Simulation, 80 (2). pp. 121 - 132. ISSN: 0094-9655

Journal article

Caporale, GM. and Cerrato, M. (2010) ''. Computational Economics, 35 (3). pp. 235 - 244. ISSN: 0927-7099

Journal article

Caporale, GM. and Hanck, C. (2010) ''. International Review of Applied Economics, 24 (2). pp. 203 - 221. ISSN: 0269-2171

Journal article

Caporale, GM., Rault, C., Sova, R. and Sova, A. (2009) 'Financial development and economic growth: Evidence from ten new EU members'. .

Journal article

Caporale, GM. and Gil-Alana, LA. (2009) ''. International Journal of Risk Assessment and Management, 11 (1-2). pp. 59 - 66. ISSN: 1466-8297

Journal article

Caporale, GM., Rault, C., Sova, R. and Sova, A. (2009) ''. Review of World Economics, 145 (2). pp. 189 - 206. ISSN: 1610-2878

Journal article

Caporale, GM. and Kontonikas, A. (2009) ''. Journal of International Money and Finance, 28 (6). pp. 954 - 971. ISSN: 0261-5606

Journal article

Caporale, GM. and Gregoriou, A. (2009) ''. Applied Economics Letters, 16 (3). pp. 223 - 226. ISSN: 1350-4851

Journal article

Caporale, GM., Serguieva, A., Tsang, E. and Yager, R. (2009) ''. Intelligent Systems in Accounting, Finance and Management, 16 (1-2). pp. 1 - 3. ISSN: 1099-1174

Journal article

Caporale, GM. and Gil-Alana, LA. (2009) 'Persistence in US interest rates: is it stable over time?'. Quantitative and Qualitative Analysis in Social Sciences, 3 (1). pp. 63 - 77. ISSN: 1752-8925

Journal article

Caporale, GM., Serguieva, A. and Wu, H. (2009) ''. Intelligent Systems in Accounting, Finance and Management, 16 (1-2). pp. 111 - 125. ISSN: 1055-615X

Journal article

Caporale, GM. and Soliman, AM. (2009) 'The asymmetric effects of a common monetary policy in Europe'. Journal of Economic Integration, 24 (3). pp. 455 - 475. ISSN: 1225-651X

Journal article

Beirne, J., Caporale, GM. and Spagnolo, N. (2009) 'Market, interest rate and exchange rate risk effects on financial stock returns: a GARCH-M approach'. Quantitative and Qualitative Analysis in Social Sciences, 3 (2). pp. 44 - 68. ISSN: 1752-8925

Journal article

Barros, CP., Caporale, GM. and Gil-Alana, LA. (2009) ''. Defence and Peace Economics, 20 (4). pp. 287 - 301. ISSN: 1024-2694

Journal article

Caporale, GM. and Hanck, C. (2009) ''. Applied Economics Letters, 16 (1). pp. 9 - 15. ISSN: 1350-4851

Journal article

Caporale, GM., Georgellis, Y., Tsitsianis, N. and Yin, YP. (2009) ''. Journal of Economic Psychology, 30 (1). pp. 42 - 51. ISSN: 0167-4870

Journal article

ÃÛÌÒ´«Ã½
Kingston Lane
Uxbridge
Middlesex UB8 3PH

Tel: +44 (0)1895 274000

Fax: +44 (0)1895 232806

Security: +44 (0)1895 255786

Directions to the campus

Brunel.ac.uk uses cookies to make our site better for you. By clicking on or navigating this site, you accept our use of cookies in accordance with our cookie policy.

Close this message