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., Gil-Alana, LA. and You, K. (2016) 'Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB'. DIW Berlin Discussion Paper.

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

Babalos, V., Caporale, GM. and Spagnolo, N. (2016) 'Equity Fund Flows and Stock Market Returns in the US Before and After the Global Financial Crisis: A VAR-GARCH-In-Mean Analysis'. DIW Berlin Discussion Paper.

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

Caporale, GM., Gil-Alana, L., Plastun, A. and Makarenko, I. (2016) 'Long memory in the Ukrainian stock market and financial crises'. Journal of Economics and Finance, 40 (2). pp. 235 - 257. ISSN: 1055-0925

Caporale, GM., Catik, AN., Helmi, M., Menla Ali, F. and Tajik, M. (2016) 'The Bank Lending Channel in a Dual Banking System: Evidence from Malaysia'. CESifo Working Paper Series.

Caporale, GM., Spagnolo, F. and Spagnolo, N. (2016) 'Exchange Rates and Macro News in Emerging Markets'. DIW Berlin Discussion Paper.

Babalos, V., Caporale, GM. and Philippas, N. (2016) 'Gender, style diversity and their effect on fund performance'. Research in International Business and Finance, 35. pp. 57 - 74. ISSN: 0275-5319 Open Access Link

Caporale, GM. and Gil-Alana, LA. (2016) 'Interest Rate Dynamics in Kenya: Commercial Banks' Rates and the 91-Day Treasury Bill Rate'. JOURNAL OF INTERNATIONAL DEVELOPMENT, 28 (2). pp. 214 - 232. ISSN: 0954-1748 Open Access Link

Caporale, GM., Catik, N., Helmi, MH., Menla Ali, F. and Tajik, M. (2016) 'The Bank Lending Channel in a Dual Banking System: Evidence from Malaysia'. DIW Berlin Discussion Paper.

Caporale, GM., Sousa, RM. and Wohar, ME. (2016) 'Can the Consumption-Wealth Ratio Predict Housing Returns? Evidence from OECD Countries'. Real Estate Economics, 47 (4). pp. 935 - 976. ISSN: 1540-6229 Open Access Link

Caporale, GM. and Helmi, M. (2016) 'Islamic Banking, Credit and Economic Growth: Some Empirical Evidence'. CESifo Working Paper Series.

Caporale, GM. and Sousa, RM. (2016) 'Consumption, Wealth, Stock and Housing Returns: Evidence from Emerging Markets'. Research in International Business and Finance, 36 (3601). pp. 562 - 578. ISSN: 0275-5319 Open Access Link

Caporale, GM. and Gil-Alana, LA. (2016) 'Estimating Time Trends in Life Expectancy in Sub-Saharan Africa'. Population Review, 55 (2). pp. 1 - 24. ISSN: 1549-0955

Caporale, GM., Gil-Alana, LA. and You, K. (2016) 'Exhange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB'. Bank of Finland Research Discussion Paper.

Caporale, GM., Carcel, H. and Gil-Alana, LA. (2015) 'The EMBI in Latin America: Fractional Integration, Non-Linearities and Breaks'. CESifo Working Paper Series.

Caporale, GM., Gil-Alana, LA. and Orlando, CJ. (2015) 'Linkages between the US and European stock markets: a fractional cointegration approach'. International Journal of Finance and Economics, 21 (2). pp. 143 - 153. ISSN: 1099-1158 Open Access Link

Caporale, GM., Menla Ali, F., Spagnolo, F. and Spagnolo, N. (2015) 'International Portfolio Flows and Exchange Rate Volatility for Emerging Markets'. CESifo Working Paper Series.

Caporale, GM., Rault, C., Sova, AD. and Sova, R. (2015) 'Financial development and economic growth: evidence from ten new EU members'. International Journal of Finance and Economics, 20 (1). pp. 48 - 60. ISSN: 1076-9307 Open Access Link

Balparda, B., Caporale, GM., Carcel, H. and Gil-Alana, LA. (2015) 'Exchange rate dynamics and monetary unions in Africa: a fractional integration and cointegration analysis'. African Journal of Business Management, 9 (22). pp. 752 - 761. ISSN: 1993-8233

Caporale, GM. and Gil-Alana, LA. (2015) 'Infant mortality rates: time trends and fractional integration'. Journal of Applied Statistics, 42 (3). pp. 589 - 602. ISSN: 1360-0532

Balparda, B., Caporale, GM. and Gil-Alana, LA. (2015) 'The Kenyan stock market: inefficiency, long memory, persistence and anomalies in the NSE-20'. African Journal of Economic and Sustainable Development, 4 (3). pp. 254 - 277.

Caporale, GM., De Santis, R. and Girardi, A. (2015) 'Trade intensity and output synchronisation: on the endogeneity properties of EMU'. Journal of Financial Stability, 16 (4172). pp. 154 - 163. ISSN: 1572-3089 Open Access Link

Balparda, B., Caporale, GM. and Gil-Alana, LA. (2015) 'African growth, nonlinearities and strong dependence: an empirical study'. Journal of African Studies and Development, 7 (6). pp. 162 - 171.

Caporale, GM. and Gil-Alana, LA. (2015) 'US personal disposable income and housing price index: a fractional integration analysis'. Journal of Housing Research, 24 (1). pp. 73 - 85. ISSN: 1052-7001

Caporale, GM., Gil-Alana, LA. and Orlando, CJ. (2015) 'Linkages between the US and European Stock Markets: A Fractional Cointegration Approach'. DIW Berlin Discussion Paper.

Caporale, GM., Spagnolo, F. and Spagnolo, N. (2015) 'Macro News and Commodity Returns'. DIW Berlin Discussion Paper.

Caporale, GM., Erdogan, B. and Kuzin, V. (2015) 'Testing stock market convergence: a non-linear factor approach'. EMPIRICA, 42 (3). pp. 481 - 498. ISSN: 0340-8744 Open Access Link

Caporale, GM., Gil-Alana, L. and Mudida, R. (2015) 'Testing the Marshall-Lerner condition in Kenya'. South African Journal of Economics, 83 (2). pp. 253 - 268. ISSN: 0038-2280

Caporale, GM. and You, K. (2015) 'China After 35 Years of Economic Transition'. CHINA ECONOMIC REVIEW, 34. pp. 180 - 181. ISSN: 1043-951X Open Access Link

Caporale, GM., Gil-Alana, LA. and Plastun, O. (2015) 'Detecting 'Fake' Price Movements: A Convergence/Divergence Indicator'. Brunel University London, Economics and Finance Working Paper.

Caporale, GM., Cunado, J., Gil-Alana, LA. and Gupta, R. (2015) 'The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis'. DIW Berlin Discussion Paper.

Caporale, GM., Sova, A. and Sova, R. (2015) 'Trade Flows and Trade Specialisation: The Case of China'. China Economic Review (Amsterdam), 34 (July 2015). pp. 261 - 273. ISSN: 1043-951X Open Access Link

Caporale, GM., Alessi, M., Di Colli, S. and Lopez, JS. (2015) 'Loan Loss Provision: Some Empirical Evidence for Italian Banks'. CESifo Working Paper Series.

Caporale, GM., Carcel, H. and Gil-Alana, LA. (2015) 'Modelling African inflation rates: nonlinear deterministic terms and long-range dependence'. Applied Economics Letters, 22 (5). pp. 421 - 424. ISSN: 1744-6546 Open Access Link

Caporale, GM., Menla Ali, F. and Spagnolo, N. (2015) 'Exchange rate uncertainty and international portfolio flows: A multivariate GARCH-in-mean approach'. Journal of International Money and Finance, 54. pp. 70 - 92. ISSN: 0261-5606 Open Access Link

Al-Maadid, A., Caporale, GM., Spagnolo, F. and Spagnolo, N. (2015) 'Spillovers between Food and Energy Prices and Structural Breaks'. DIW Berlin Discussion Paper.

Caporale, GM., Sova, A. and Sova, R. (2015) 'Trade Flows and Trade Specialisation: The Case of China'. DIW Berlin Discussion Paper.

Caporale, GM., Gil-Alana, LA. and Orlando, CJ. (2015) 'Linkages between the US and European Stock Markets: A Fractional Cointegration Approach'. .

Caporale, GM., Menla Ali, F. and Spagnolo, N. (2015) 'Oil price uncertainty and sectoral stock returns in China: A time-varying approach'. China Economic Review, 34 (4881). pp. 311 - 321. ISSN: 1043-951X Open Access Link

Caporale, GM., Gil-Alana, LA., Plastun, A. and Makarenko, I. (2015) 'Intraday anomalies and market efficiency: A trading robot analysis'. Computational Economics, 47 (2). pp. 275 - 295. ISSN: 0927-7099 Open Access Link

Caporale, GM. and Gil-Alana, L. (2015) 'Testing PPP for the South African rand/US dollar real exchange rate at different frequencies'. African Development Review, 27 (2). pp. 161 - 170. ISSN: 1467-8268 Open Access Link

Caporale, GM., Donadelli, M. and Varani, A. (2014) 'International capital markets structure, preferences and puzzles in a "US-China world"'. Journal of International Financial Markets, Institutions and Money, 36 (4669). pp. 85 - 99. ISSN: 1042-4431 Open Access Link

Caporale, GM. and Gil-alana, L. (2014) 'Youth Unemployment in Europe: Persistence and Macroeconomic Determinants'. Comparative Economic Studies, 56 (4). pp. 581 - 591. ISSN: 0888-7233

Caporale, GM., Di Colli, S. and Lopez, JS. (2014) 'Bank lending procyclicality and credit quality during financial crises'. Economic Modelling, 43 (1309). pp. 142 - 157. ISSN: 1873-6122 Open Access Link

Moore, T. and Mirzaei, A. (2014) 'The impact of the global financial crisis on industry growth'. Manchester School, 84 (2). pp. 159 - 180. ISSN: 1463-6786 Open Access Link

Barros, CP., Caporale, GM. and GIl-Alana, LA. (2014) 'Long memory in Angolan macroeconomic time series: mean reversion versus explosive behaviour'. African Development Review, 26 (1). pp. 59 - 73. ISSN: 1017-6772