Caporale, GM. and Plastun, A. (2024) 'Persistence in high frequency financial data: the case of the Eurostoxx 50 futures prices'. Cogent Economics and Finance, 12 (1). pp. 1 - 9.Open Access Link

Caporale, GM., Imeri, A. and Gil-Alana, LA. (2023) 'Persistence in the cryptocurrency market: the impact of the Covid-19 pandemic and of the Russia-Ukraine war'. Journal of Money, Banking and Finance, 8 (2). pp. 227 - 235.Open Access Link

Caporale, GM., Gil-Alana, LA. and Imeri, A. (2023) 'Tourism persistence in the Southeastern European countries: The impact of covid-19'. Cogent Economics and Finance, 11 (2). pp. 1 - 10.Open Access Link

Caporale, GM., Kyriacou, K. and Spagnolo, N. (2023) 'Aggregate insider trading and stock market volatility in the UK'. Journal of International Financial Markets, Institutions and Money, 89. pp. 1 - 15. ISSN: 1042-4431 Open Access Link

Caporale, GM., Gil-Alana, LA. and Puertolas, F. (2023) 'Modelling profitability of private equity: A fractional integration approach'. Research in International Business and Finance, 67 (A). pp. 1 - 17. ISSN: 0275-5319 Open Access Link

Caporale, GM., Kang, W-Y., Spagnolo, F. and Spagnolo, N. (2023) 'Cyber-attacks, cryptocurrencies, and cyber-security', in Achim, M. (ed.) Economic and Financial Crime, Sustainability and Good Governance. Cham, Switzerland : Springer. , Part F1313. pp. 347 - 381. ISBN 10: 3-031-34082-5. ISBN 13: 978-3-031-34081-9. Open Access Link

Anderl, C. and Caporale, GM. (2023) 'Asymmetries, uncertainty and inflation: evidence from developed and emerging economies'. Journal of Economics and Finance, 47 (4). pp. 984 - 1017. ISSN: 1055-0925 Open Access Link

Caporale, GM., Infante, J., del Rio, M. and Gil-Alana, LA. (2023) 'Persistence in UK historical data on life expectancy'. Population Research and Policy Review, 42. pp. 1 - 11. ISSN: 0167-5923 Open Access Link

Caporale, GM. and Gil-Alana, LA. (2023) 'Nominal and real wages in the UK, 1750–2015: mean reversion, persistence and structural breaks'. SN Business & Economics, 3 (8). pp. 1 - 10.Open Access Link

Caporale, GM., Donati, C. and Spagnolo, N. (2023) 'Small and medium sized European firms and energy saving measures: The role of financing'. Energy Policy, 179 (August 2023). pp. 1 - 11. ISSN: 0301-4215 Open Access Link

Caporale, GM. and Plastun, A. (2023) 'Seven pitfalls of technical analysis', in Apergis, N. (ed.) Encyclopedia of Monetary Policy, Financial Markets and Banking (Elsevier Reference Collection in Social Sciences). New York, NY, USA : Elsevier. pp. 233 - 236. ISBN 10: 0-443-13776-5. ISBN 13: 978-0-443-13776-1. Open Access Link

Abakah, EJA., Caporale, GM. and Gil-Alana, LA. (2023) 'The impact of containment measures and monetary and fiscal responses on US financial markets during the Covid-19 pandemic'. Heliyon, 9 (5). pp. 1 - 8. ISSN: 2405-8440 Open Access Link

Caporale, GM., Infante, J., Gil-Alana, LA. and Ayestaran, R. (2023) 'Inflation persistence in Europe: the effects of the Covid-19 pandemic and of the Russia-Ukraine war'. Economics Bulletin, 43 (1). pp. 137 - 145.Open Access Link

Caporale, GM. and Gil-Alana, LA. (2023) 'U.S. House Prices by Census Division: Persistence, Trends and Structural Breaks'. International Advances in Economic Research, 29 (1-2). pp. 79 - 90. ISSN: 1083-0898 Open Access Link

Caporale, GM., Spagnolo, N. and Almajali, A. (2023) 'Connectedness between fossil and renewable energy stock indices: The impact of the COP policies'. Economic Modelling, 123 (June 2023). pp. 1 - 26. ISSN: 0264-9993 Open Access Link

Anderl, C. and Caporale, GM. (2023) 'Forecasting inflation with a zero lower bound or negative interest rates: evidence from point and density forecasts'. The Manchester School, 91 (3). pp. 171 - 232. ISSN: 1463-6786 Open Access Link

Caporale, GM. and Gil-Alana, LA. (2023) 'Persistence and long memory in monetary policy spreads'. Applied Economics, 56 (20). pp. 2422 - 2433. ISSN: 0003-6846 Open Access Link

Caporale, GM. and Gil-Alana, Luis, LA. (2023) 'Gold and silver as safe havens: a fractional integration and cointegration analysis'. PLoS One, 18 (3). pp. 1 - 9. ISSN: 1932-6203 Open Access Link

Caporale, GM. and Plastun, A. (2023) 'Witching days and abnormal profits in the US stock market'. Cogent Economics and Finance, 11 (1). pp. 1 - 12. ISSN: 2332-2039 Open Access Link

Caporale, GM., Sova, AD. and Sova, R. (2023) 'The Covid-19 pandemic and European trade flows: evidence from a dynamic panel model'. International Journal of Finance and Economics, 29 (3). pp. 2563 - 2580. ISSN: 1076-9307 Open Access Link

Igan, D., Mirzaei, A. and Moore, T. (2023) 'A Shot in the Arm: Economic Support Packages and Firm Performance during COVID-19'. Journal of Corporate Finance, 78. pp. 1 - 29. ISSN: 0929-1199 Open Access Link

Caporale, GM. and Plastun, A. (2023) 'Price gaps: another market anomaly?'. Investment Analysts Journal, 50 (50th Anniversary Collection). ISSN: 1029-3523 Open Access Link

Caporale, GM., Gil-Alana, LA., Plastun, A. and Havrylina, A. (2022) 'Persistence in the passion investment market'. Heliyon, 8 (12). pp. 1 - 11. ISSN: 2405-8440 Open Access Link

Caporale, GM., Karanasos, M. and Yfanti, S. (2022) 'Macro-financial linkages in the high-frequency domain: economic fundamentals and the Covid-induced uncertainty channel in US and UK financial markets'. International Journal of Finance and Economics, 29 (2). pp. 1581 - 1608. ISSN: 1076-9307 Open Access Link

Anderl, C. and Caporale, GM. (2022) 'Shadow rates as a measure of the monetary policy stance: some international evidence'. Scottish Journal of Political Economy, 70 (5). pp. 399 - 422. ISSN: 0036-9292 Open Access Link

Abakah, EJA., Caporale, GM. and Gil-Alana, LA. (2022) 'The effects of us covid-19 policy responses on cryptocurrencies, fintech and artificial intelligence stocks: A fractional integration analysis'. Cogent Economics and Finance, 10 (1). pp. 1 - 14. ISSN: 2332-2039 Open Access Link

Caporale, GM., Gil-Alana, L. and Arrese Lasaosa, I. (2022) 'The impact of the Covid-19 pandemic on persistence in the European stock markets'. Heliyon, 8 (11). pp. 1 - 12. ISSN: 2405-8440 Open Access Link

Anderl, C. and Caporale, GM. (2022) 'Nonlinearities in the exchange rate pass-through: the role of inflation expectations'. International Economics, 173. pp. 86 - 101. ISSN: 2110-7017 Open Access Link

Caporale, GM., Çatık, AN., Kisla, GŞH., Helmi, MH. and Akdeniz, C. (2022) 'Oil prices and sectoral stock returns in the BRICS-T countries: a time-varying approach'. Resources Policy, 79 (December 2022). pp. 1 - 16. ISSN: 0301-4207 Open Access Link

Caporale, GM., Gil-Alana, LA. and Yaya, OS. (2022) 'Modelling persistence and non-linearities in the US Treasury 10-year bond yields'. Economics Bulletin, 0 (accepted, in press). pp. 1 - 11.Open Access Link

Caporale, GM., Kang, W-Y., Spagnolo, F. and Spagnolo, N. (2022) 'The Covid-19 pandemic, policy responses and stock markets in the G20'. International Economics, 172. pp. 77 - 90. ISSN: 1612-4804 Open Access Link

Caporale, GM., Gil-Alana, LA. and Poza, C. (2022) 'The Covid-19 pandemic and the degree of persistence of US stock prices and bond yields'. Quarterly Review of Economics and Finance, 86. pp. 118 - 123. ISSN: 1062-9769 Open Access Link

Caporale, GM., Gil-Alana, LA. and Abakah, EJA. (2022) 'US policy responses to the Covid-19 pandemic and sectoral stock indices: a fractional integration approach'. Applied Economics, 55 (3). pp. 283 - 292. ISSN: 0003-6846 Open Access Link

Caporale, GM., Claudio-Quiroga, G. and Gil-Alana, LA. (2022) 'The relationship between prices and output in the UK and the US'. SN Business & Economics, 2 (6). pp. 1 - 13. ISSN: 2662-9399 Open Access Link

Caporale, GM., Gil-Alana, LA., Plastun, A. and Makarenko, I. (2022) 'Persistence in ESG and conventional stock market indices'. Journal of Economics and Finance, 46 (4). pp. 678 - 703. ISSN: 1055-0925 Open Access Link

Caporale, GM., Menla Ali, F., Spagnolo, F. and Spagnolo, N. (2022) 'Cross-border portfolio flows and news media coverage'. Journal of International Money and Finance, 126. pp. 1 - 28. ISSN: 0261-5606 Open Access Link

Caporale, GM., Sova, AD. and Sova, R. (2022) 'The short-run and long-run effects of trade openness on financial development: some panel evidence for Europe'. International Journal of Finance and Economics, 28 (4). pp. 3891 - 3901. ISSN: 1076-9307 Open Access Link

Caporale, GM., Gil-Alana, LA. and Sauci, L. (2022) 'Time trends and persistence in US sea level data: an investigation using fractional integration methods'. International Journal of Environmental Research, 16 (3). pp. 1 - 11. ISSN: 1735-6865 Open Access Link

Caporale, GM., Gil-Alana, LA. and Poza, C. (2022) 'Inflation in the G7 countries: persistence and structural breaks'. Journal of Economics and Finance, 46 (3). pp. 493 - 506. ISSN: 1055-0925 Open Access Link

Caporale, GM., Gil-Alana, LA. and You, K. (2022) 'Stock market linkages between the ASEAN countries, China and the US: A fractional integration/cointegration approach'. Emerging Markets Finance and Trade, 58 (5). pp. 1502 - 1514. ISSN: 1540-496X Open Access Link

Caporale, GM. and Plastun, A. (2022) 'Abnormal returns and stock price movements: some evidence from developed and emerging markets'. The Journal of Investment Strategies, 10 (4). pp. 29 - 42. ISSN: 2047-1238 Open Access Link

Caporale, GM., Sova, AD. and Sova, R. (2022) 'The direct and indirect effects of financial development on international trade: evidence from the CEEC-6'. Journal of International Financial Markets, Institutions and Money, 78. pp. 1 - 16. ISSN: 1042-4431 Open Access Link

Anderl, C. and Caporale, GM. (2022) 'Testing for UIP-type relationships: nonlinearities, monetary announcements and interest rate expectations'. Open Economies Review, 33 (4). pp. 705 - 749. ISSN: 0923-7992 Open Access Link

Caporale, GM., Gil-Alana, L. and Trejo, PV. (2022) 'Unemployment persistence in Europe: evidence from the 27 EU countries'. Heliyon, 8 (2). pp. 1 - 7. ISSN: 2405-8440 Open Access Link

Igan, D., Mirzaei, A. and Moore, T. (2022) 'Does macroprudential policy alleviate the adverse impact of COVID-19 on the resilience of banks?'. Journal of Banking and Finance, 147. pp. 1 - 16. ISSN: 0378-4266 Open Access Link

Caporale, GM. and Gil-Alana, LA. (2022) 'Trends and cycles in macro series: the case of US real GDP'. Bulletin of Economic Research, 74 (1). pp. 123 - 134. ISSN: 0307-3378 Open Access Link

Caporale, GM., Gil-Alana, LA. and Martin-Valmayor, MÁ. (2022) 'Non-linearities and persistence in US long-run interest rates'. Applied Economics Letters, 29 (4). pp. 366 - 370. ISSN: 1350-4851 Open Access Link

Caporale, GM., Gil-Alana, LA. and Trani, T. (2022) 'On the persistence of UK inflation: A long-range dependence approach'. International Journal of Finance and Economics, 27 (1). pp. 439 - 454. ISSN: 1076-9307 Open Access Link

Anderl, C. and Caporale, GM. (2022) 'Exchange rate parities and Taylor rule deviations'. Empirical Economics, 63 (4). pp. 1809 - 1835. ISSN: 0377-7332 Open Access Link

Caporale, GM., Sova, A. and Sova, R. (2021) 'Trade Flows, Private Credit and the COVID-19-Pandemic: Panel Evidence from 35 OECD Countries'. SSRN Electronic Journal.Open Access Link

Caporale, GM., Claudio-Quiroga, G. and Gil-Alaña, L. (2021) 'Analysing the relationship between CO2 emissions and GDP in China: a fractional integration and cointegration approach'. Journal of Innovation and Entrepreneurship, 10 (32). ISSN: 2192-5372 Open Access Link