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

Caporale, GM. and Gil-Alana, LA. (2009) ''. Journal of Economics and Finance, 33 (4). pp. 364 - 375. ISSN: 1055-0925

Caporale, GM. and Gil-Alana, LA. (2009) ''. Journal of Statistical Computation and Simulation, 79 (8). pp. 1001 - 1013. ISSN: 0094-9655

Caporale, GM., Philippas, N. and Economou, F. (2008) 'Herding behaviour in extreme market conditions: the case of the Athens Stock Exchange'. Economics Bulletin, 7 (17). pp. 1 - 13.

Caporale, GM. and Gil-Alana, LA. (2008) 'Long memory and structural breaks in the Spanish stock market index'. Open Operational Research Journal, 2 (5). pp. 13 - 17.

Caporale, GM. and Gil-Alana, LA. (2008) 'Mean reversion in the Nikkei, Standard and Poor and Dow Jones indices'. Journal of Money, Investment and Banking, 5. pp. 13 - 27.

Anyfantakis, C., Caporale, GM. and Pittis, N. (2008) ''. International Journal of Business Forecasting and Marketing Intelligence,, 1 (1). pp. 1 - 201. ISSN: 1744-6635

Barassi, MR., Caporale, GM. and Hall, SG. (2008) ''. Journal of Statistical Computation and Simulation, 78 (1). pp. 1 - 17. ISSN: 0094-9655

Babalos, V., Caporale, GM., Kostakis, A. and Philippas, N. (2008) ''. European Journal of Finance, 14 (8). pp. 735 - 753. ISSN: 1351-847X

Caporale, GM. and Cerrato, M. (2008) ''. Review of International Economics, 16 (3). pp. 401 - 412. ISSN: 0965-7576

Caporale, GM. and Gil-Alana, LA. (2008) ''. Empirica, 35 (3). pp. 241 - 253. ISSN: 0340-8744

Caporale, GM. and Gil-Alana, LA. (2008) ''. Computational Statistics and Data Analysis, 52 (11). pp. 4998 - 5013. ISSN: 0167-9473

Caporale, GM. and Gil-Alana, LA. (2007) 'Long-range forecasting of the S&P 500 stock market index using fractional integration techniquesi'. Journal of Financial Forecasting, 1 (1). pp. 71 - 82.

Caporale, GM. and Gil-Alana, LA. (2007) ''. Empirica, 34 (2). pp. 155 - 169. ISSN: 0340-8744

Caporale, GM., Gil-Alana, LA. and Nazarski, M. (2007) 'Testing of nonstationarities in the unit circle, long memory processes, and day of the week effects in financial data', inAdvances In Quantitative Analysis Of Finance And Accounting (Vol. 5). WORLD SCIENTIFIC. pp. 23 - 50.

Caporale, GM. and Gil-Alana, LA. (2007) ''. Applied Stochastic Models and Data Analysis, 23 (5). pp. 439 - 453. ISSN: 1524-1904

Caporale, GM. and Gil-Alana, LA. (2007) ''. Oxford Bulletin of Economics and Statistics, 69 (4). pp. 521 - 544. ISSN: 0305-9049

Caporale, GM. and Cerrato, M. (2006) ''. Applied Financial Economics, 16 (1-2). pp. 73 - 91. ISSN: 0960-3107

Caporale, GM. and Gil-Alana, LA. (2006) ''. Applied Financial Economics Letters, 2 (1). pp. 9 - 12. ISSN: 1744-6546

Caporale, GM. and Gil-Alana, LA. (2006) ''. Empirical Economics, 31 (1). pp. 83 - 93. ISSN: 0377-7332

Caporale, GM. and Gil-Alana, LA. (2006) ''. Applied Economics Letters, 13 (15). pp. 965 - 968. ISSN: 1350-4851

Caporale, GM., Pittis, N. and Spagnolo, N. (2006) ''. Journal of Economics and Finance, 30 (3). pp. 376 - 390. ISSN: 1055-0925

Barassi, MR., Caporale, GM. and Hall, SG. (2005) ''. Applied Financial Economics, 15 (14). pp. 977 - 986. ISSN: 0960-3107

Caporale, GM. and Gil-Alana, LA. (2005) 'Nelson and Plosser revisited: evidence from fractional ARIMA models'. American Journal of Applied Sciences, 2 (4). pp. 860 - 872. ISSN: 1546-9239

Caporale, GM., Howells, P. and Soliman, AM. (2005) ''. Review of Development Economics, 9 (2). pp. 166 - 176. ISSN: 1363-6669

Caporale, GM., Ntantamis, C., Pantelidis, T. and Pittis, N. (2005) ''. Journal of Financial Econometrics, 3 (2). pp. 282 - 309. ISSN: 1479-8409

Caporale, GM. and Gil-Alana, LA. (2005) ''. The Manchester School, 73 (6). pp. 737 - 753. ISSN: 1467-9957

Caporale, GM., Panopoulou, E. and Pittis, N. (2005) ''. Journal of International Money and Finance, 24 (7). pp. 1143 - 1149. ISSN: 0261-5606

Caporale, GM., Chui, M., Hall, S. and Henry, B. (2005) 'Fiscal Consolidation: An Exercise in the Methodology of Coordination'. Journal of Economic Integration, 20. pp. 1 - 25.

Caporale, GM., Cerrato, M. and Spagnolo, N. (2005) 'Measuring half-lives: using a non-parametric bootstrap approach'. Applied Financial Economics Letters, 1 (1). pp. 1 - 4.

Caporale, GM., Cipollini, A. and Demetriades, PO. (2005) ''. Journal of International Money and Finance, 24 (1). pp. 39 - 53. ISSN: 0261-5606

Barassi, MR., Caporale, GM. and Hall, SG. (2005) ''. Open Economies Review, 16 (2). pp. 107 - 133. ISSN: 0923-7992

Arestis, P., Caporale, GM., Cipollini, A. and Spagnolo, N. (2005) ''. International Journal of Finance and Economics, 10 (4). pp. 359 - 367. ISSN: 1076-9307

Caporale, GM., Cipollini, A. and Spagnolo, N. (2005) ''. Journal of Empirical Finance, 12 (3). pp. 476 - 489. ISSN: 0927-5398

Barassi, MR., Caporale, GM. and Hall, SG. (2005) ''. Economic Modelling, 22 (2 SPEC. ISS.). pp. 253 - 284. ISSN: 0264-9993

Caporale, GM., Philippas, N. and Pittis, N. (2004) ''. Applied Financial Economics, 14 (14). pp. 981 - 989. ISSN: 0960-3107

Caporale, GM. and Gil-Alana, LA. (2004) ''. Applied Financial Economics, 14 (6). pp. 375 - 383. ISSN: 0960-3107

Caporale, GM., Pittis, N. and Spagnolo, N. (2004) 'Feedbacks between stock prices and exchange rates in the East Asian markets', in Tsoukis, C., Agiomirgianakis, GM. and Biswas, T. (eds.) Aspects of Globalisation - Macroeconomic and Capital Market Linkages in an Integrated World Economy. Kluwer Academic Publishers, London. pp. 215 - 241.

Caporale, GM., Pittis, N. and Prodromidis, K. (2004) 'Budget deficits and interest rates: Ricardian Equivalence Revisited'. Brazilian Journal of Business Economics, 4 (1). pp. 43 - 61. ISSN: 1676-8000

Caporale, GM., Howells, PGA. and Soliman, AM. (2004) 'STOCK MARKET DEVELOPMENT AND ECONOMIC GROWTH: THE CAUSAL LINKAGE'. Journal Of Economic Development, 29 (1). pp. 33 - 50.

Caporale, GM. and Spagnolo, N. (2004) ''. Applied Financial Economics, 14 (4). pp. 233 - 242. ISSN: 0960-3107

Caporale, GM. and Gil-Alana, LA. (2004) ''. Review of Financial Economics, 13 (3). pp. 245 - 258. ISSN: 1058-3300

Caporale, GM. and Gil-Alana, LA. (2004) ''. Review of Financial Economics, 13 (4). pp. 327 - 340. ISSN: 1058-3300

Caporale, GM. and Pittis, N. (2004) ''. Econometric Reviews, 23 (1). pp. 25 - 52. ISSN: 0747-4938

Caporale, GM. and Gil-Alana, LA. (2004) ''. German Economic Review, 5 (3). pp. 319 - 333. ISSN: 1465-6485

Caporale, GM., Chui, M., Hall, SG. and Henry, SGB. (2003) ''. Empirica, 30 (4). pp. 337 - 356. ISSN: 0340-8744

Caporale, GM. and Spagnolo, N. (2003) ''. Economics Letters, 79 (1). pp. 69 - 74. ISSN: 0165-1765

Caporale, GM., Pittis, N. and Sakellis, P. (2003) ''. Economics Letters, 80 (2). pp. 277 - 284. ISSN: 0165-1765

Caporale, GM. and Gil-Alana, LA. (2003) ''. Journal of Economics and Finance, 27 (2). pp. 136 - 152. ISSN: 1055-0925

Caporale, GM., Pittis, N. and Spagnolo, N. (2003) ''. Applied Economics Letters, 10 (12). pp. 765 - 768. ISSN: 1350-4851

Caporale, GM. and Gil-Alana, LA. (2002) ''. Applied Economics Letters, 9 (6). pp. 347 - 351. ISSN: 1350-4851