Caporale, GM., Helmi, MH., Catik, AN., Menla Ali, F. and Akdeniz, C. (2018) 'Monetary policy rules in emerging countries: is there an augmented nonlinear Taylor rule?'. Economic Modelling, 72 (5965). pp. 306 - 319. ISSN: 0264-9993 Open Access Link

Caporale, GM., Gil-Alana, L. and Plastun, A. (2018) 'Short-term price overreactions: identification, testing, exploitation'. Computational Economics, 51 (4). pp. 913 - 940. ISSN: 0927-7099 Open Access Link

Igan, D., Mirzaei, A. and Moore, T. (2018) 'How do regulations of entry and credit access relate to industry competition? International evidence'. IMF Working Paper, WP/18/84.Open Access Link

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 Open Access Link

Caporale, GM. and Plastun, A. (2018) 'On the Frequency of Price Overreactions'. CESifo Working Paper Series.

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 Open Access Link

Caporale, GM., Costamagna, R. and Rossini, G. (2018) 'Competitive Devaluations in Commodity-Based Economies: Colombia and the Pacific Alliance Group'. Review of Development Economics, 22 (2). pp. 558 - 572. ISSN: 1363-6669 Open Access Link

Caporale, GM., Gil-Alana, L. and Plastun, A. (2018) 'Is market fear persistent? A long-memory analysis'. Finance Research Letters, 27 (1670). pp. 140 - 147. ISSN: 1544-6123 Open Access Link

Caporale, GM., Spagnolo, F. and Spagnolo, N. (2018) 'Macro News and Bond Yield Spreads in the Euro Area'. European Journal of Finance, 24 (2). pp. 114 - 134. ISSN: 1351-847X Open Access Link

Caporale, GM. and Gil-Alana, L. (2018) 'The asymmetric behaviour of Spanish unemployment persistence'. Economics Bulletin, 38 (1). pp. 98 - 104. ISSN: 1545-2921 Open Access Link

Caporale, GM., Gil-Alana, L. and Plastun, A. (2018) 'Persistence in the cryptocurrency market'. Research in International Business and Finance, 46 (1703). pp. 141 - 148. ISSN: 0275-5319 Open Access Link

Caporale, GM. and Plastun, A. (2018) 'Price Overreactions in the Cryptocurrency Market'. CESifo Working Paper Series.

Caporale, GM., Gil-Alana, LA. and Plastun, A. (2018) 'Persistence in the Cryptocurrency Market'. CESifo Working Paper Series.

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 Open Access Link

Caporale, GM., Gil-Alana, LA. and Tripathy, T. (2018) 'Persistence in the Russian Stock Market Volatility Indices'. CESifo Working Paper.

Caporale, GM., Spagnolo, F. and Spagnolo, N. (2017) 'Macro news and exchange rates in the BRICS'. Finance Research Letters, 21 (May 2017). pp. 140 - 143. ISSN: 1544-6123 Open Access Link

Caporale, GM. and Gil-Alana, LA. (2017) 'Trends and Cycles in Macro Series: The Case of US Real GDP'. CESifo Working Paper Series.

Caporale, GM. and Plastun, A. (2017) 'The Day of the Week Effect in the Crypto Currency Market'. CESifo Working Paper Series.

Caporale, GM., Alessi, M., Di Colli, S. and Lopez, JS. (2017) 'Loan loss provisions and macroeconomic shocks: some empirical evidence for Italian banks during the crisis'. Finance Research Letters, 25. pp. 239 - 243. ISSN: 1544-6123 Open Access Link

Caporale, GM. and Gil-Alana, L. (2017) 'Unemployment in Africa: A Fractional Integration Approach'. South African Journal of Economics, 86 (1). pp. 76 - 81. ISSN: 0038-2280 Open Access Link

Caporale, GM. and Plastun, A. (2017) 'The Day of the Week Effect in the Crypto Currency Market'. DIW Berlin Discussion Paper.

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) 'Spillovers Between Food and Energy Prices and Structural Breaks'. International Economics, 150 (5282). pp. 1 - 18. ISSN: 2110-7017 Open Access Link

Caporale, GM., Cerrato, M. and Zhang, X. (2017) 'Analysing the Determinants of Insolvency Risk For General Insurance Firms in the UK'. Journal of Banking and Finance, 84 (5971). pp. 107 - 122. ISSN: 0378-4266 Open Access Link

Caporale, GM., Lodh, S. and Nandy, M. (2017) 'The performance of banks in the MENA region during the global financial crisis'. Research in International Business and Finance, 42 (5921). pp. 583 - 590. ISSN: 0275-5319 Open Access Link

Caporale, GM., Gil-Alana, L. and You, K. (2017) 'Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB'. Research in International Business and Finance, 44 (5995). pp. 227 - 238. ISSN: 0275-5319 Open Access Link

Caporale, GM. and Plastun, A. (2017) 'Price gaps: another market anomaly?'. Investment Analysts Journal, 46 (4). pp. 279 - 293. ISSN: 1029-3523 Open Access Link

Caporale, GM., Carcel, H. and Gil-Alana, L. (2017) 'Central bank policy rates: are they cointegrated?'. International Economics, 152 (1648). pp. 116 - 123. ISSN: 2110-7017 Open Access Link

Caporale, GM. and You, K. (2017) 'Stock Market Integration in Asia: Global or Regional? Evidence from Industry Level Panel Convergence Tests'. CESifo Working Paper Series.

Caporale, GM. and Gil-Alana, L. (2017) 'Persistence and cycles in the US Federal Funds rate'. International Review of Financial Analysis, 52 (July). pp. 1 - 8. ISSN: 1057-5219 Open Access Link

Caporale, GM. and Plastun, A. (2017) 'Calendar anomalies in the Ukrainian stock market'. Investment Management and Financial Innovations, 14 (1). pp. 104 - 114. ISSN: 1810-4967 Open Access Link

Caporale, GM., Gil-Alana, LA. and Plastun, A. (2017) 'Long Memory and Data Frequency in Financial Markets'. CESifo Working Paper Series.

Caporale, GM., Menla Ali, F., Spagnolo, F. and Spagnolo, N. (2017) 'International portfolio flows and exchange rate volatility in emerging Asian markets'. Journal of International Money and Finance, 76 (1519). pp. 1 - 15. ISSN: 0261-5606 Open Access Link

Caporale, GM., Gil-Alana, L. and Plastun, A. (2017) 'Searching for inefficiencies in exchange rate dynamics'. Computational Economics, 49 (3). pp. 405 - 432. ISSN: 1572-9974 Open Access Link

Caporale, GM. and Zakirova, V. (2017) 'Calendar anomalies in the Russian stock market'. Russian Journal of Economics, 3 (1). pp. 101 - 108. ISSN: 2618-7213 Open Access Link

Balparda, B., Caporale, GM. and Gil-Alana, LA. (2017) 'The Fisher relationship in Nigeria'. Journal of Economics and Finance, 41 (2). pp. 343 - 353. ISSN: 1055-0925 Open Access Link

Caporale, GM., Carcel, H. and Gil-Alana, LA. (2017) 'Central Bank Policy Rates: Are They Cointegrated?'. CESifo Working Paper Series.

Agnello, L., Caporale, GM. and Sousa, R. (2017) 'How Do Fiscal Consolidation and Fiscal Stimuli Impact On The Synchronization of Business Cycles?'. Bulletin of Economic Research, 69 (4). pp. 309 - 329. ISSN: 0307-3378 Open Access Link

Caporale, GM., Barros, CP. and Damasio, B. (Accepted) 'Foreign direct investment in the Asian economies'.

Caporale, GM. and Pittis, N. (Accepted) 'Robustness of the CUSUM and CUSUM-of-Squares Tests to Serial Correlation, Endogeneity and Lack of Structural Invariance. Some Monte Carlo Evidence'.

Caporale, GM., Gil-Alana, L. and Plastun, A. (2016) 'The weekend effect: an exploitable anomaly in the Ukrainian stock market?'. Journal of Economic Studies, 43 (6). pp. 954 - 965. ISSN: 1758-7387 Open Access Link

Caporale, GM., Spagnolo, F. and Spagnolo, N. (2016) 'Macro News and Commodity Returns'. International Journal of Finance and Economics, 22 (1). pp. 68 - 80. ISSN: 1099-1158 Open Access Link

Caporale, GM. and Gil-Alana, LA. (2016) 'Persistence and cyclical dependence in the monthly Euribor rate'. Journal of Economics and Finance, 40 (3653). pp. 157 - 171. ISSN: 1055-0925

Caporale, GM. and Girardi, A. (2016) 'Business cycles, international trade and capital flows: evidence from Latin America'. Empirical Economics, 30. pp. 231 - 252. ISSN: 0377-7332

Caporale, GM., Di Colli, S., Di Salvo, R. and Lopez, JS. (2016) 'Local Banking And Local Economic Growth In Italy: Some Panel Evidence'. Applied Economics, 48 (28). pp. 2665 - 2674. ISSN: 1466-4283 Open Access Link

Caporale, GM., Costamagna, R. and Rossini, G. (2016) 'Competitive Devaluations in Commodity-Based Economies: Colombia and the Pacific Alliance Group'. CESifo Working Paper Series.

Caporale, GM. and Plastun, A. (2016) 'Calendar Anomalies in the Ukrainian Stock Market'. CESifo Working Paper Series.

Mirzaei, A. and Moore, T. (2016) 'Banking performance and industry growth in an oil-rich economy: Evidence from Qatar'. The Quarterly Review of Economics and Finance, 60. pp. 58 - 69. ISSN: 1062-9769 Open Access Link

Caporale, GM., Gil-Alana, LA. and Lovcha, Y. (2016) 'TESTING UNEMPLOYMENT THEORIES: A MULTIVARIATE LONG MEMORY APPROACH'. JOURNAL OF APPLIED ECONOMICS, 19 (1). pp. 95 - 112. ISSN: 1514-0326 Open Access Link

Caporale, GM., Spagnolo, F. and Spagnolo, N. (2016) 'Macro news and stock returns in the euro area: a VAR-GARCH-in-mean analysis'. International Review of Financial Analysis, 45 (4912). pp. 180 - 188. ISSN: 1057-5219 Open Access Link