Professor Guglielmo Maria Caporale
Divisional Lead / Professor - Economics & Econometrics
Marie Jahoda 251
- Email: guglielmo-maria.caporale@brunel.ac.uk
- Tel: +44 (0)1895 266713
- Economics
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.
Caporale, GM. and Girardi, A. (2013) 'Fiscal spillovers in the euro area'. Journal of International Money and Finance, 38. pp. 84e.1 - 84e.16.
Caporale, GM., Costantini, M. and Paradiso, A. (2013) ''. Journal of International Financial Markets, Institutions and Money, 26. pp. 215 - 225. ISSN: 1042-4431
Caporale, GM. and Gil-Alana, L. (2013) ''. International Review of Financial Analysis, 29. pp. 1 - 9. ISSN: 1057-5219
Caporale, GM. and Girardi, A. (2013) ''. Journal of Banking and Finance, 37 (2). pp. 227 - 240. ISSN: 0378-4266
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
Barros, CP. and Caporale, GM. (2012) 'Banking consolidation in Nigeria, 2000-2010'. Journal of African Business, 13 (3). pp. 244 - 252. ISSN: 1522-8916
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
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
Caporale, GM. and Spagnolo, N. (2012) ''. International Journal of Monetary Economics and Finance, 5 (2). pp. 183 - 191. ISSN: 1752-0479
Arouri, MEH., Caporale, GM., Rault, C., Sova, R. and Sova, A. (2012) ''. Ecological Economics, 81. pp. 130 - 139. ISSN: 0921-8009
Babalos, V., Caporale, GM. and Philippas, N. (2012) ''. Research in International Business and Finance, 26 (2). pp. 317 - 333. ISSN: 0275-5319
Caporale, GM., Girardi, A. and Ventura, M. (2012) ''. Applied Economics Letters, 19 (4). pp. 379 - 382. ISSN: 1350-4851
Caporale, GM. and Gil-Alana, LA. (2012) ''. Applied Economics Letters, 19 (5). pp. 431 - 434. ISSN: 1350-4851
Caporale, GM., Cunado, J. and Gil-Alana, LA. (2012) ''. Statistics and Computing, 22 (2). pp. 349 - 358. ISSN: 0960-3174
Caporale, GM. and Gil-Alana, LA. (2012) ''. International Journal of Finance and Economics, 17 (1). pp. 23 - 30. ISSN: 1076-9307
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
Caporale, GM., Matousek, R. and Stewart, C. (2012) ''. Journal of International Money and Finance, 31 (6). pp. 1593 - 1606. ISSN: 0261-5606
Caporale, GM., Girardi, A. and Paesani, P. (2012) ''. Quartely Review of Economics and Finance, 52 (2). pp. 173 - 182. ISSN: 1062-9769
Caporale, GM. and Gil-Alana, LA. (2011) ''. Applied Financial Economics, 21 (23). pp. 1757 - 1764. ISSN: 0960-3107
Caporale, GM., Amor, TH. and Rault, C. (2011) ''. Journal of International Trade and Economic Development, 20 (6). pp. 789 - 808. ISSN: 0963-8199
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
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
Caporale, GM., Ciferri, D. and Girardi, A. (2011) ''. Journal of International Money and Finance, 30 (5). pp. 709 - 723. ISSN: 0261-5606
Caporale, GM., Ciferri, D. and Girardi, A. (2011) ''. Manchester School of Economic and Social Studies, 79 (3). pp. 429 - 454. ISSN: 0025-2034
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.
Caporale, GM. and Matousek, R. (2011) ''. REVIEW OF INTERNATIONAL ECONOMICS, 19 (1). pp. 46 - 48. ISSN: 0965-7576
Caporale, GM., Matousek, R. and Stewart, C. (2011) ''. Review of International Economics, 19 (1). pp. 189 - 206. ISSN: 0965-7576
Caporale, GM. and Spagnolo, N. (2011) ''. Review of International Economics, 19 (1). pp. 158 - 169. ISSN: 0965-7576
Caporale, GM. and Girardi, A. (2011) ''. Applied Economics Letters, 18 (3). pp. 229 - 233. ISSN: 1350-4851
Caporale, GM. and Gil-Alana, LA. (2011) ''. Journal of Applied Statistics, 38 (1). pp. 71 - 85. ISSN: 0266-4763
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
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.
Beirne, J., Caporale, GM., Schulze-Ghattas, M. and Spagnolo, N. (2010) ''. Emerging Markets Review, 11 (3). pp. 250 - 260. ISSN: 1566-0141
Caporale, GM. and Gil-Alana, LA. (2010) ''. Applied Economics Letters, 17 (11). pp. 1079 - 1081. ISSN: 1350-4851
Caporale, GM. and Gil-Alana, LA. (2010) ''. Journal of Statistical Computation and Simulation, 80 (2). pp. 121 - 132. ISSN: 0094-9655
Caporale, GM. and Cerrato, M. (2010) ''. Computational Economics, 35 (3). pp. 235 - 244. ISSN: 0927-7099
Caporale, GM. and Hanck, C. (2010) ''. International Review of Applied Economics, 24 (2). pp. 203 - 221. ISSN: 0269-2171
Caporale, GM., Rault, C., Sova, R. and Sova, A. (2009) 'Financial development and economic growth: Evidence from ten new EU members'. .
Caporale, GM. and Gil-Alana, LA. (2009) ''. International Journal of Risk Assessment and Management, 11 (1-2). pp. 59 - 66. ISSN: 1466-8297
Caporale, GM., Rault, C., Sova, R. and Sova, A. (2009) ''. Review of World Economics, 145 (2). pp. 189 - 206. ISSN: 1610-2878
Caporale, GM. and Kontonikas, A. (2009) ''. Journal of International Money and Finance, 28 (6). pp. 954 - 971. ISSN: 0261-5606
Caporale, GM. and Gregoriou, A. (2009) ''. Applied Economics Letters, 16 (3). pp. 223 - 226. ISSN: 1350-4851
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
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
Caporale, GM., Serguieva, A. and Wu, H. (2009) ''. Intelligent Systems in Accounting, Finance and Management, 16 (1-2). pp. 111 - 125. ISSN: 1055-615X
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
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
Barros, CP., Caporale, GM. and Gil-Alana, LA. (2009) ''. Defence and Peace Economics, 20 (4). pp. 287 - 301. ISSN: 1024-2694
Caporale, GM. and Hanck, C. (2009) ''. Applied Economics Letters, 16 (1). pp. 9 - 15. ISSN: 1350-4851
Caporale, GM., Georgellis, Y., Tsitsianis, N. and Yin, YP. (2009) ''. Journal of Economic Psychology, 30 (1). pp. 42 - 51. ISSN: 0167-4870