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
Caporale, GM. and Plastun, A. (2019) ''. Journal of Applied Economics, 22 (1). pp. 602 - 621. ISSN: 1514-0326
Caporale, GM. and Plastun, A. (2019) ''. Finance Research Letters, 31. pp. 258 - 269. ISSN: 1544-6123
Babalos, V., Caporale, GM. and Spagnolo, N. (2019) ''. Empirical Economics, 60 (2). pp. 539 - 555. ISSN: 0377-7332
Caporale, GM., Gil-Alana, L. and Poza, C. (2019) ''. Research in International Business and Finance, 52. pp. 101126 - 101126. ISSN: 0275-5319
Caporale, GM., You, K. and Chen, L. (2019) ''. International Review of Financial Analysis, Volume 65 (October 2019). pp. 1 - 21. ISSN: 1057-5219
Caporale, GM. and Plastun, A. (2019) ''. Journal of Economic Studies, 46 (5). pp. 1137 - 1155. ISSN: 0144-3585
Caporale, GM., Plastun, A. and Oliinyk, V. (2019) ''. Financial Markets and Portfolio Management, 33 (2). pp. 109 - 131. ISSN: 1934-4554
Caporale, GM. and Gil-Alana, L. (2019) ''. International Economics, 159 (October 2019). pp. 140 - 150. ISSN: 2110-7017
Caporale, GM., Gil-Alana, LA. and Tripathy, T. (2019) ''. Finance Research Letters, 32 (January 2020). pp. 1 - 8. ISSN: 1544-6123
Caporale, GM., Çatık, AN., Helmi, MH., Menla Ali, F. and Tajik, M. (2019) ''. Global Finance Journal, 45. pp. 1 - 26. ISSN: 1044-0283
Caporale, GM., Gil-Alana, L. and Plastun, A. (2019) ''. Journal of Statistical Computation and Simulation, 89 (10). pp. 1763 - 1779. ISSN: 0094-9655
Caporale, GM., Plastun, A. and Makarenko, I. (2019) ''. Investment Management and Financial Innovations, 16 (1). pp. 334 - 345. ISSN: 1812-9358
Caporale, GM. and Gil-Alana, LA. (2019) ''. International Review of Economics and Finance, 61. pp. 170 - 178. ISSN: 1059-0560
Caporale, GM., Gil-Alana, L. and Plastun, A. (2018) ''. Journal of Economics and Finance, 43 (4). pp. 1 - 24. ISSN: 1055-0925
Caporale, GM. and Zekokh, T. (2018) ''. Research in International Business and Finance, 48. pp. 143 - 155. ISSN: 0275-5319
Caporale, GM. and Gil-Alana, L. (2018) ''. Tourism Economics, 25 (5). pp. 827 - 831. ISSN: 1354-8166
Caporale, GM., Spagnolo, F. and Spagnolo, N. (2018) ''. Research in International Business and Finance, 46. pp. 516 - 527. ISSN: 0275-5319
Caporale, GM. and Skare, M. (2018) ''. Engineering Economics, 29 (4). pp. 367 - 375. ISSN: 1392-2785
Caporale, GM., Carcel, H. and Gil-Alana, L. (2018) ''. Finance Research Letters, 24. pp. 34 - 41. ISSN: 1544-6123
Caporale, GM., Lodh, S. and Nandy, M. (2018) ''. International Journal of Finance and Economics, 23 (4). pp. 478 - 491. ISSN: 1076-9307
Caporale, GM. and Helmi, MH. (2018) ''. International Journal of Finance and Economics, 23 (4). pp. 456 - 477. ISSN: 1076-9307
Caporale, GM., Cunado, J., Gil-Alana, L. and Gupta, R. (2018) ''. Empirical Economics, 55 (3). pp. 913 - 935. ISSN: 0377-7332
Caporale, GM., Helmi, MH., Catik, AN., Menla Ali, F. and Akdeniz, C. (2018) ''. Economic Modelling, 72. pp. 306 - 319. ISSN: 0264-9993
Caporale, GM., Gil-Alana, L. and Plastun, A. (2018) ''. Computational Economics, 51 (4). pp. 913 - 940. ISSN: 0927-7099
Caporale, GM., Gil-Alana, L. and Lovcha, Y. (2018) 'The PPP Hypothesis Revisited: Evidence using a Multivariate Long-Memory Model'. The Empirical Economics Letters, 17 (5). pp. 563 - 567. ISSN: 1681-8997
Caporale, GM., Gil-Alana, L. and Trani, T. (2018) 'Brexit and uncertainty in financial markets'. International Journal of Financial Studies, 6 (21). ISSN: 2227-7072
Caporale, GM., Costamagna, R. and Rossini, G. (2018) ''. Review of Development Economics, 22 (2). pp. 558 - 572. ISSN: 1363-6669
Caporale, GM., Gil-Alana, L. and Plastun, A. (2018) ''. Finance Research Letters, 27. pp. 140 - 147. ISSN: 1544-6123
Caporale, GM., Spagnolo, F. and Spagnolo, N. (2018) ''. European Journal of Finance, 24 (2). pp. 114 - 134. ISSN: 1351-847X
Caporale, GM. and Gil-Alana, L. (2018) 'The asymmetric behaviour of Spanish unemployment persistence'. Economics Bulletin, 38 (1). pp. 98 - 104. ISSN: 1545-2921
Caporale, GM., Gil-Alana, L. and Plastun, A. (2018) ''. Research in International Business and Finance, 46. pp. 141 - 148. ISSN: 0275-5319
Caporale, GM. and Skare, M. (2018) 'Long Memory in UK Real GDP, 1851-2013: an ARFIMA-FIGARCH Analysis'. Transformations in Business and Economics, 17 (1). pp. 255 - 268. ISSN: 1648-4460
Caporale, GM., Spagnolo, F. and Spagnolo, N. (2017) ''. Finance Research Letters, 21 (May 2017). pp. 140 - 143. ISSN: 1544-6123
Caporale, GM. and Gil-Alana, L. (2017) ''. South African Journal of Economics, 86 (1). pp. 76 - 81. ISSN: 0038-2280
Caporale, GM., Alessi, M., Di Colli, S. and Lopez, JS. (2017) ''. Finance Research Letters, 25. pp. 239 - 243. ISSN: 1544-6123
Caporale, GM. and Plastun, A. (2017) 'Is there a Friday effect in financial markets?'. The Journal of Prediction Markets, 11 (s). pp. 38 - 59. ISSN: 1750-6751
Caporale, GM., Gil-Alana, LA., Plastun, A. and Makarenko, I. (2017) 'The weekend effect: a fractional integration and trading robot analysis'. International Journal of Bonds and Derivatives, 3 (2). pp. 114 - 131.
Al-Maadid, A., Caporale, GM., Spagnolo, F. and Spagnolo, N. (2017) ''. International Economics, 150. pp. 1 - 18. ISSN: 2110-7017
Caporale, GM., Cerrato, M. and Zhang, X. (2017) ''. Journal of Banking and Finance, 84. pp. 107 - 122. ISSN: 0378-4266
Caporale, GM., Lodh, S. and Nandy, M. (2017) ''. Research in International Business and Finance, 42. pp. 583 - 590. ISSN: 0275-5319
Caporale, GM., Gil-Alana, L. and You, K. (2017) ''. Research in International Business and Finance, 44. pp. 227 - 238. ISSN: 0275-5319
Caporale, GM. and Plastun, A. (2017) ''. Investment Analysts Journal, 46 (4). pp. 279 - 293. ISSN: 1029-3523
Caporale, GM., Carcel, H. and Gil-Alana, L. (2017) ''. International Economics, 152. pp. 116 - 123. ISSN: 2110-7017
Caporale, GM. and Gil-Alana, L. (2017) ''. International Review of Financial Analysis, 52 (July). pp. 1 - 8. ISSN: 1057-5219
Caporale, GM. and Plastun, A. (2017) ''. Investment Management and Financial Innovations, 14 (1). pp. 104 - 114. ISSN: 1810-4967
Caporale, GM., Menla Ali, F., Spagnolo, F. and Spagnolo, N. (2017) ''. Journal of International Money and Finance, 76. pp. 1 - 15. ISSN: 0261-5606
Caporale, GM., Gil-Alana, L. and Plastun, A. (2017) ''. Computational Economics, 49 (3). pp. 405 - 432. ISSN: 1572-9974
Caporale, GM. and Zakirova, V. (2017) ''. Russian Journal of Economics, 3 (1). pp. 101 - 108. ISSN: 2618-7213
Balparda, B., Caporale, GM. and Gil-Alana, LA. (2017) ''. Journal of Economics and Finance, 41 (2). pp. 343 - 353. ISSN: 1055-0925
Agnello, L., Caporale, GM. and Sousa, R. (2017) ''. Bulletin of Economic Research, 69 (4). pp. 309 - 329. ISSN: 0307-3378
Caporale, GM., Spagnolo, F. and Spagnolo, N. (2016) ''. International Journal of Finance and Economics, 22 (1). pp. 68 - 80. ISSN: 1099-1158