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

Caporale, GM., Matousek, R. and Stewart, C. (2012) 'Rating assignments: lessons from international banks'. Journal of International Money and Finance, 31 (6). pp. 1593 - 1606. ISSN: 0261-5606

Caporale, GM., Girardi, A. and Paesani, P. (2012) 'Quoted spreads and trade imbalance dynamics in the European Treasury bond market'. Quartely Review of Economics and Finance, 52 (2). pp. 173 - 182. ISSN: 1062-9769 Open Access Link

Caporale, GM. and Gil-Alana, LA. (2011) 'The weekly structure of US stock prices'. Applied Financial Economics, 21 (23). pp. 1757 - 1764. ISSN: 0960-3107 Open Access Link

Caporale, GM. and Sousa, RM. (2011) 'Are Stock and Housing Returns Complements or Substitutes? Evidence from OECD Countries'. CESifo Working Paper Series.

Caporale, GM. and Girardi, A. (2011) 'Fiscal spillovers in the Euro area'. Economics and Finance Working Paper, 11 (18). pp. 84.e1 - 84.e16. ISSN: 0261-5606 Open Access Link

Caporale, GM., Amor, TH. and Rault, C. (2011) 'International financial integration and real exchange rate long-run dynamics in emerging countries: Some panel evidence'. Journal of International Trade and Economic Development, 20 (6). pp. 789 - 808. ISSN: 0963-8199

Caporale, GM. and Gil-Alana, LA. (2011) 'Persistence and cyclical dependence in the monthly Euribor rate'. Economics and Finance Working Paper, 11 (13). pp. 157 - 171. ISSN: 1055-0925 Open Access Link

Caporale, GM. and Sousa, RM. (2011) 'Consumption, wealth, stock and housing returns: Evidence from emerging markets'. Economics and Finance Working Paper, 11 (14). pp. 562 - 578. ISSN: 0275-5319 Open Access Link

Caporale, GM. and Sousa, RM. (2011) 'Are stock and housing returns complements or substitutes? Evidence from OECD countries'. Economics and Finance Working Paper, 11 (15).Open Access Link

Caporale, GM. and Skare, M. (2011) 'Short- and long- run linkages between employment growth, inflation and output growth: Evidence from a large panel'. Economics and Finance Working Paper, 11 (17).Open Access Link

Caporale, GM. and Spagnolo, N. (2011) 'Stock market and economic growth: Evidence from three CEECs'. Economics and Finance Working Paper, 11 (16).Open Access Link

Caporale, GM., Cunado, J. and Gil-Alana, LA. (2011) 'Forecasting the Spanish stock market returns with fractional and non-fractional models'. American Journal of Economics and Business Administration, 3 (4). pp. 586 - 588. ISSN: 1945-5488 Open Access Link

Caporale, GM. and Gil-Alana, LA. (2011) 'Multifactor Gegenbauer processes and European inflation rates'. Journal of Economic Integration, 21 (23). pp. 1757 - 1764. ISSN: 1225-651X

Caporale, GM., Ciferri, D. and Girardi, A. (2011) 'Fiscal shocks and real exchange rate dynamics: Some evidence for Latin America'. Journal of International Money and Finance, 30 (5). pp. 709 - 723. ISSN: 0261-5606 Open Access Link

Mirzaei, A., Liu, G. and Moore, T. (2011) 'Market structure and bank activity in emerging and advanced economies: The impact on risk and returns (1999-2008)'.The European Economic Association. Oslo, Norway. [unpublished]

Caporale, GM. and Girardi, A. (2011) 'Price discovery and trade fragmentation in a multi-market environment: Evidence from the MTS system'. Economics and Finance Working Paper, 11 (10).Open Access Link

Caporale, GM. and Skare, M. (2011) 'Employment Growth, Inflation and Output Growth: Was Phillips Right? Evidence from a Dynamic Panel'. CESifo Working Paper Series.

Caporale, GM., Ciferri, D. and Girardi, A. (2011) 'Are the Baltic countries ready to adopt the euro? A generalised purchasing power parity approach'. Manchester School of Economic and Social Studies, 79 (3). pp. 429 - 454. ISSN: 0025-2034

Caporale, GM. and Skare, M. (2011) 'Employment growth, inflation and output growth: Was Phillips right? Evidence from a dynamic panel'. Economics and Finance Working Paper, 11 (09).Open Access Link

Caporale, GM. and Gil-Alana, LA. (2011) 'Fractional integration and cointegration in US financial time series data'. CESifo Working Paper Series.Open Access Link

Caporale, GM., Girardi, A. and Ventura, M. (2011) 'The Euro Changeover and Price Adjustments in Italy'. CESifo Working Paper Series.

Beirne, J., Caporale, GM., Schulze-Ghattas, M. and Spagnolo, N. (2011) 'Financial Spillovers and Contagion from Mature to Emerging Stock Markets', in Kolb, RW. (ed.) Financial Contagion the Viral Threat to the Wealth of Nations. Wiley. pp. 163 - 169. ISBN 10: 0470922389. ISBN 13: 9780470922385.

Caporale, GM., Rault, C., Sova, R. and Sova, A. (2011) 'Europe Agreements and Trade Balance: Evidence form Four New EU Members'.

Caporale, GM., Matousek, R. and Stewart, C. (2011) 'EU banks rating assignments: is there heterogeneity between new and old member countries?'. Review of International Economics, 19 (1). pp. 189 - 206. ISSN: 0965-7576 Open Access Link

Caporale, GM. and Spagnolo, N. (2011) 'Stock Market Integration between Three CEECs, Russia, and the UK'. Review of International Economics, 19 (1). pp. 158 - 169. ISSN: 0965-7576

Caporale, GM. and Matousek, R. (2011) '20 Years of Transition in Central and Eastern Europe: Money, Banking and Financial Markets'. REVIEW OF INTERNATIONAL ECONOMICS, 19 (1). pp. 46 - 48. ISSN: 0965-7576

Caporale, GM. and Gil-Alana, LA. (2011) 'Fractional integration and impulse responses: a bivariate application to real output in the USA and four Scandinavian countries'. Journal of Applied Statistics, 38 (1). pp. 71 - 85. ISSN: 0266-4763

Caporale, GM. and Girardi, A. (2011) 'Price formation on the EuroMTS platform'. Applied Economics Letters, 18 (3). pp. 229 - 233. ISSN: 1350-4851 Open Access Link

Moore, T. and Ghatak, S. (2011) 'Monetary policy rules for transition economies: An empirical approach'. Review of Development Economics, 15 (4). pp. 714 - 728. ISSN: 1363-6669

Moore, T. (2011) 'The volatility spillover from the market to disaggregated industry stocks: the case for the US and UK'. International Journal of Business and Economics, 10 (1). pp. 61 - 68.

Caporale, GM., Girardi, A. and Paesani, P. (2010) 'Quoted Spreads and Trade Imbalance Dynamics in the European Treasury Bond Market'. CESifo Working Paper Series.

Caporale, GM., Rault, C., Sova, R. and Sova, A. (2010) 'Determinants of Pollution Abatement and Control Expenditure in Romania: A Multilevel Analysis'. CESifo Working Paper Series.

Caporale, GM. and Gil-Alana, LA. (2010) 'The Weekly Structure of US Stock Prices'. CESifo Working Paper Series.

Caporale, GM. and Gil-Alana, LA. (2010) 'US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis'. CESifo Working Paper Series.

Kyriacou, K., Luintel, KB. and Mase, B. (2010) 'Private information in executive stock option trades: Evidence of insider trading in the UK'. Economica, 77 (308). pp. 751 - 774. ISSN: 0013-0427

Caporale, GM. and Gil-Alana, LA. (2010) 'Real exchange rates in Latin America: the PPP hypothesis and fractional integration'. Journal of Economic Development, 35 (2). pp. 1 - 21. ISSN: 0254-8372 Open Access Link

Beirne, J., Caporale, GM., Schulze-Ghattas, M. and Spagnolo, N. (2010) 'Testing for global and regional spillovers in emerging stock markets'. Fiducie, The Dutch Financial and Economic Journal of the Financial Study Association, 18 (1). pp. 16 - 19.

Beirne, J., Caporale, GM., Schulze-Ghattas, M. and Spagnolo, N. (2010) 'Global and regional spillovers in emerging stock markets: A multivariate GARCH-in-mean analysis'. Emerging Markets Review, 11 (3). pp. 250 - 260. ISSN: 1566-0141

Caporale, GM., Onorante, L. and Paesani, P. (2010) 'Inflation and Inflation Uncertainty in the Euro Area'. ECB Working Paper.

Caporale, GM., Rault, C., Sova, R. and Sova, A. (2010) 'Pollution Abatement and Control Expenditure in Romania: A Multilevel Analysis'.

Caporale, GM. and Gil-Alana, LA. (2010) 'Long Memory and Fractional Integration in High Frequency Financial Time Series'. DIW Berlin Discussion Paper.

Caporale, GM., Ciferri, D. and Girardi, A. (2010) 'Time-Varying Spot and Futures Oil Price Dynamics'. CESifo Working Paper Series.

Moore, T. (2010) 'A critical appraisal of McKinnon's complementarity hypothesis: Does the real rate of return on money matter for investment in developing countries?'. World Development, 38 (3). pp. 260 - 269. ISSN: 0305-750X Open Access Link

Caporale, GM. and Spagnolo, N. (2010) 'Stock Market Integration between three CEECs, Russia and the UK'.

Caporale, GM. and Gil-Alana, LA. (2010) 'Fractional integration and data frequency'. Journal of Statistical Computation and Simulation, 80 (2). pp. 121 - 132. ISSN: 0094-9655

Caporale, GM. and Cerrato, M. (2010) 'Using Chebyshev polynomials to approximate partial differential equations'. Computational Economics, 35 (3). pp. 235 - 244. ISSN: 0927-7099

Caporale, GM. and Hanck, C. (2010) 'Are PPP tests erratically behaved? Some panel evidence'. International Review of Applied Economics, 24 (2). pp. 203 - 221. ISSN: 0269-2171

Caporale, GM. and Gil-Alana, LA. (2010) 'Multiple cyclical fractional structures in financial time series'. Applied Economics Letters, 17 (11). pp. 1079 - 1081. ISSN: 1350-4851 Open Access Link

Beirne, J., Caporale, GM., Schulze-Ghattas, M. and Spagnolo, N. (2009) 'Volatility spillovers and contagion from mature to emerging stock markets'.

Caporale, GM., Erdogan, B. and Kuzin, V. (2009) 'Testing for Convergence in Stock Markets: A Non-Linear Factor Approach'. CESifo Working Paper Series.