Caporale, GM. and Skare, M. (2014) '{ OA permission: pending} TESTING THE LINKAGES BETWEEN OUTPUT GROWTH, INFLATION AND EMPLOYMENT GROWTH: EVIDENCE FROM A PANEL VECTOR AUTOREGRESSION'. TRANSFORMATIONS IN BUSINESS & ECONOMICS, 13 (2). pp. 55 - 77. ISSN: 1648-4460

Wang, P. and Moore, T. (2014) 'The determinants of vulnerability to currency crises: country-specific factors versus regional factors'. Empirica, 41 (4). pp. 619 - 640. ISSN: 0340-8744 Open Access Link

Agnello, L., Caporale, GM. and Sousa, RM. (2013) 'Fiscal Adjustments and Business Cycle Synchronization'. CESifo Working Paper Series.

Caporale, GM., Rault, C., Sova, A. and Sova, R. (2013) 'Financial Development and its Effects on Economic Growth: A Dynamic Analysis', inEmerging Markets and the Global Economy: A Handbook. Elsevier. pp. 811 - 824. ISBN 13: 9780124115491.

BEIRNE, J., CAPORALE, GM. and SPAGNOLO, N. (2013) 'LIQUIDITY RISK, CREDIT RISK AND THE OVERNIGHT INTEREST RATE SPREAD: A STOCHASTIC VOLATILITY MODELLING APPROACH*'. Wiley.

Beirne, J., Caporale, GM., Schulze-Ghattas, M. and Spagnolo, N. (2013) 'Volatility spillovers and contagion from mature to emerging stock markets'. Brunel University.Open Access Link

Caporale, GM. and Gil-Alana, LA. (2013) 'Persistence in youth unemployment'. The Empirical Economics Letters, 12 (3). pp. 319 - 325. ISSN: 1681-8997

Caporale, GM. and Gil-Alana, LA. (2013) 'Long memory in the Ukrainian stock market'. Investment Management and Financial Innovations, 10 (2). pp. 123 - 131. ISSN: 1812-9358

Caporale, GM. and Gil-Alana, LA. (2013) 'Testing the PPP hypothesis in the Sub-Saharan countries'. Journal of African Studies and Development, 5 (4). pp. 57 - 63.

Babalos, V., Caporale, GM. and Philippas, N. (2013) 'Measuring Alpha in the Fund Management Industry: Do Female Managers Perform Better?'. CESifo Working Paper Series.

Caporale, GM., Ali, FM. and Spagnolo, N. (2013) 'Exchange rate uncertainty and international portfolio flows'. Economics and Finance Working Paper, Brunel University.Open Access Link

Caporale, GM., Cunado, J. and Gil-Alana, LA. (2013) 'Modelling long-run trends and cycles in financial time series data'. Journal of Time Series Analysis, 34 (3). pp. 405 - 421. ISSN: 0143-9782 Open Access Link

Caporale, GM. and Gil-Alana, LA. (2013) 'Long memory in US real output per capita'. Empirical Economics, 44 (2). pp. 591 - 611. ISSN: 0377-7332

Caporale, GM. and Gil-Alana, LA. (2013) 'Long memory and fractional integration in high frequency data on the US Dollar / British Pound spot exchange rate'. Economics and Finance Working Paper, Brunel University.Open Access Link

Caporale, GM. and Gil-Alana, LA. (2013) 'Long memory in the Ukrainian stock market'. Economics and Finance Working Paper, Brunel University, 10 (2). pp. 123 - 131. ISSN: 1810-4967 Open Access Link

Mirzaei, A., Moore, T. and Liu, G. (2013) 'Does market structure matter on banks’ profitability and stability? Emerging vs. advanced economies'. Journal of Banking and Finance, 37 (8). pp. 2920 - 2937. ISSN: 0378-4266

Caporale, GM. and Girardi, A. (2013) 'Price discovery and trade fragmentation in a multi-market environment: Evidence from the MTS system'. Journal of Banking and Finance, 37 (2). pp. 227 - 240. ISSN: 0378-4266 Open Access Link

Beirne, J., Caporale, GM. and Spagnolo, N. (2013) 'Liquidity risk, credit risk and the overnight Interest rate spread: A stochastic volatility modelling approach'. Manchester School, 81 (6). pp. 925 - 940. ISSN: 1463-6786

Beirne, J., Caporale, GM., Schulze-Ghattas, M. and Spagnolo, N. (2013) 'Volatility Spillovers and Contagion from Mature to Emerging Stock Markets'. Review of International Economics, 21 (5). pp. 1060 - 1075.

Caporale, GM. and Gil-Alana, L. (2013) 'Long memory and fractional integration in high frequency data on the US dollar/British pound exchange rate'. International Review of Financial Analysis, 29 (4224). pp. 1 - 9. ISSN: 1057-5219

Caporale, GM., Gil-Alana, LA. and Lovcha, Y. (2013) 'The PPP hypothesis revisited: Evidence using a multivariate long-memory model'. Economics and Finance Working Paper, Brunel University.Open Access Link

Caporale, GM. and Girardi, A. (2013) 'Fiscal spillovers in the euro area'. Journal of International Money and Finance, 38 (3693). pp. 84e.1 - 84e.16.

Caporale, GM., Costantini, M. and Paradiso, A. (2013) 'Re-examining the decline in the US saving rate: The impact of mortgage equity withdrawal'. Journal of International Financial Markets, Institutions and Money, 26. pp. 215 - 225. ISSN: 1042-4431

Caporale, GM. and Soliman, AM. (2013) 'Stock prices and monetary policy: An impulse response analysis'. International Journal of Economics and Financial Issues, 3 (3). pp. 701 - 709. ISSN: 2146-4138 Open Access Link

Caporale, GM., Rault, C., Sova, R. and Sova, A. (2012) 'European free trade agreements and trade balance: Evidence from four new European Union members'. The Journal of International Trade & Economic Development, 21 (6). pp. 839 - 863. ISSN: 0963-8199

Caporale, GM. and Girardi, A. (2012) 'Business cycles, international trade and capital flows: Evidence from Latin America'. Economics and Finance Working Paper, Brunel University, 50 (2). pp. 231 - 252. ISSN: 0377-7332 Open Access Link

Caporale, GM. and Gil-Alana, LA. (2012) 'Persistence and cycles in the US Federal Funds rate'. Economics and Finance Working Paper, Brunel University, 52 (4035). pp. 1 - 8. ISSN: 1057-5219 Open Access Link

Caporale, GM. and Gil-Alana, LA. (2012) 'Testing the PPP hypothesis in the sub-Saharan countries'. Economics and Finance Working Paper, Brunel University.Open Access Link

Kyriacou, K. and Mase, B. (Accepted) 'Executive Stock Option Exercises and the Predictive Ability of Transaction Value'.

Kyriacou, K., Luintel, PKB. and Mase, B. (Accepted) 'Private Information in Executives' Option Trades: Evidence from the UK'.

Caporale, GM., Cerrato, M. and Spagnolo, N. (Accepted) 'MEASURING HALF-LIVES USING A NON-PARAMETRIC BOOTSTRAP APPROACH'.

Barros, CP. and Caporale, GM. (2012) 'Banking consolidation in Nigeria, 2000-2010'. Journal of African Business, 13 (3). pp. 244 - 252. ISSN: 1522-8916

Caporale, GM. and Gil-Alana, LA. (2012) 'Long memory and volatility dynamics in the US dollar exchange rate'. Multinational Finance Journal, 16 (1/2). pp. 105 - 136. ISSN: 1096-1879

Caporale, GM. and Spagnolo, N. (2012) 'Stock market integration in Central and Eastern Europe'. Journal of Economic Integration, 27 (1). pp. 115 - 122. ISSN: 1225-651X

Caporale, GM., Gil-Alana, LA. and Mudida, R. (2012) 'Testing the Marshall-Lerner condition in Kenya'. Economics and Finance Working Paper, Brunel University, 83 (2). pp. 253 - 268. ISSN: 0038-2280 Open Access Link

Caporale, GM., Costantini, M. and Paradiso, A. (2012) 'Re-examining the decline in the US saving rate: The impact of mortgage equity withdrawal'. Economics and Finance Working Paper, Brunel University, 26 (1). pp. 215 - 225. ISSN: 1042-4431 Open Access Link

Caporale, GM. and Gil-Alana, LA. (2012) 'Persistence in youth unemployment'. Economics and Finance Working Paper, Brunel University.Open Access Link

Arouri, MEH., Caporale, GM., Rault, C., Sova, R. and Sova, A. (2012) 'Environmental Regulation and Competitiveness: Evidence from Romania'. CESifo Working Paper Series.

Caporale, GM. and Spagnolo, N. (2012) 'Stock market, economic growth, and EU accession: Evidence from three CEECs'. International Journal of Monetary Economics and Finance, 5 (2). pp. 183 - 191. ISSN: 1752-0479

Arouri, MEH., Caporale, GM., Rault, C., Sova, R. and Sova, A. (2012) 'Environmental Regulation and Competitiveness: Evidence from Romania'. Ecological Economics, 81 (995). pp. 130 - 139. ISSN: 0921-8009

Babalos, V., Caporale, GM. and Philippas, N. (2012) 'Efficiency evaluation of Greek equity funds'. Research in International Business and Finance, 26 (2). pp. 317 - 333. ISSN: 0275-5319

Barros, CP., Caporale, GM. and Gil-Alana, LA. (2012) 'Long memory in Angolan macroeconomic series: Mean reversion versus explosive behaviour'. Economics and Finance Working Paper, Brunel University, 26 (1). pp. 59 - 73. ISSN: 1017-6772 Open Access Link

Caporale, GM. and Gil-Alana, LA. (2012) 'Fractional cointegration in US term spreads'. Applied Economics Letters, 19 (5). pp. 431 - 434. ISSN: 1350-4851

Caporale, GM., Girardi, A. and Ventura, M. (2012) 'The Euro changeover and price adjustments in Italy'. Applied Economics Letters, 19 (4). pp. 379 - 382. ISSN: 1350-4851 Open Access Link

Caporale, GM., Cunado, J. and Gil-Alana, LA. (2012) 'Deterministic versus stochastic seasonal fractional integration and structural breaks'. Statistics and Computing, 22 (2). pp. 349 - 358. ISSN: 0960-3174

Caporale, GM. and Gil-Alana, LA. (2012) 'Persistence and cycles in US hours worked'. Economics and Finance Working Paper, Brunel University, 38 (3767). pp. 504 - 511. ISSN: 0264-9993 Open Access Link

Barros, CP. and Caporale, GM. (2012) 'Banking consolidation in Nigeria, 2000-2010'. Economics and Finance Working Paper, Brunel University, 13 (3). pp. 244 - 252. ISSN: 1522-8916 Open Access Link

Wang, P. and Moore, T. (2012) 'The integration of the credit default swap markets during the US subprime crisis: Dynamic correlation analysis'. Journal of International Financial Markets, Institutions and Money, 22 (1). pp. 1 - 15. ISSN: 1042-4431 Open Access Link

Barros, CP., Caporale, GM. and Gil-Alana, LA. (2012) 'Long memory in German energy price indices'. Economics and Finance Working Paper, Brunel University.Open Access Link

Caporale, GM., Onorante, L. and Paesani, P. (2012) 'Inflation and inflation uncertainty in the euro area'. Empirical Economics, 43 (2). pp. 597 - 615. ISSN: 0377-7332

Caporale, GM. and Gil‐Alana, LA. (2012) 'Estimating persistence in the volatility of asset returns with signal plus noise models'. International Journal of Finance & Economics, 17 (1). pp. 23 - 30. ISSN: 1076-9307