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 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

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

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.

Caporale, GM., Rault, C., Sova, A. and Sova, R. (2009) 'Determinants of Pollution Abatement and Control Expenditure: Evidence from Romania'. Brunel University.Open Access Link

Caporale, GM., Rault, C., Sova, R. and Sova, A. (2009) 'Financial development and economic growth: Evidence from ten new EU members'. IZA Discussion Paper.Open Access Link

Kyriacou, K., Madsen, J. and Mase, B. (Accepted) 'The equity premium'. Brunel University.Open Access Link

Babalos, V., Caporale, GM. and Philippas, N. (2009) 'Evaluating Greek Equity Funds Using Data Envelopment Analysis'. DIW Berlin Discussion Paper.

Caporale, GM., Rault, C., Sova, R. and Sova, A. (2009) 'Trade Specialisation and Economic Convergence: Evidence from Two Eastern European Countries'. DIW Berlin Discussion Paper.

Antypas, A., Caporale, GM., Kourogenis, N. and Pittis, N. (2009) 'Selectivity, Market Timing and the Morningstar Star-Rating System'. CESifo Working Paper Series.

Caporale, GM., Matousek, R. and Stewart, C. (2009) 'Rating Assignments: Lessons from International Banks'. CESifo Working Paper Series.

Caporale, GM. and Gil-Alana, LA. (2009) 'Mean reversion in the US Treasury constant maturity rates'. International Journal of Risk Assessment and Management, 11 (1-2). pp. 59 - 66. ISSN: 1466-8297

Mase, B. (2009) 'The impact of name changes on company value'. Managerial Finance, 35 (4). pp. 316 - 324. ISSN: 0307-4358

Caporale, GM. and Gil-Alana, LA. (2009) 'A multivariate long-memory model with structural breaks'. Journal of Statistical Computation and Simulation, 79 (8). pp. 1001 - 1013. ISSN: 0094-9655 Open Access Link

Caporale, GM. and Soliman, AM. (2009) 'The asymmetric effects of a common monetary policy in Europe'. Journal of Economic Integration, 24 (3). pp. 455 - 475. ISSN: 1225-651X Open Access Link

Moore, T. (2009) 'Soft budget constraints in EU transition economy enterprises'. International Finance, 12 (3). pp. 411 - 430. ISSN: 1367-0271

Caporale, GM., Serguieva, A., Tsang, E. and Yager, R. (2009) 'Editorial: Risk analysis in complex systems: intelligent systems in finance'. Intelligent Systems in Accounting, Finance and Management, 16 (1-2). pp. 1 - 3. ISSN: 1099-1174

Caporale, GM., Serguieva, A. and Wu, H. (2009) 'Financial contagion: evolutionary optimization of a multinational agent-based model'. Intelligent Systems in Accounting, Finance and Management, 16 (1-2). pp. 111 - 125. ISSN: 1055-615X Open Access Link

Caporale, GM. and Gil-Alana, LA. (2009) 'Multiple shifts and fractional integration in the US and UK unemployment rates'. Journal of Economics and Finance, 33 (4). pp. 364 - 375. ISSN: 1055-0925 Open Access Link

Beirne, J., Caporale, GM. and Spagnolo, N. (2009) 'Market, interest rate and exchange rate risk effects on financial stock returns: a GARCH-M approach'. Quantitative and Qualitative Analysis in Social Sciences, 3 (2). pp. 44 - 68. ISSN: 1752-8925

Caporale, GM. and Gil-Alana, LA. (2009) 'Persistence in US interest rates: is it stable over time?'. Quantitative and Qualitative Analysis in Social Sciences, 3 (1). pp. 63 - 77. ISSN: 1752-8925 Open Access Link

Barros, CP., Caporale, GM. and Gil-Alana, LA. (2009) 'Basque terrorism: police action, political measures and the influence of violence on the stock market in the Basque country'. Defence and Peace Economics, 20 (4). pp. 287 - 301. ISSN: 1024-2694

Caporale, GM. and Kontonikas, A. (2009) 'The Euro and inflation uncertainty in the European Monetary Union'. Journal of International Money and Finance, 28 (6). pp. 954 - 971. ISSN: 0261-5606 Open Access Link

Caporale, GM., Georgellis, Y., Tsitsianis, N. and Yin, YP. (2009) 'Income and happiness across Europe: do reference values matter?'. Journal of Economic Psychology, 30 (1). pp. 42 - 51. ISSN: 0167-4870

Caporale, GM., Rault, C., Sova, R. and Sova, A. (2009) 'On the bilateral trade effects of free trade agreements between the EU-15 and the CEEC-4 countries'. Review of World Economics, 145 (2). pp. 189 - 206. ISSN: 1610-2878

Caporale, GM. and Hanck, C. (2009) 'Cointegration tests of PPP: do they also exhibit erratic behaviour?'. Applied Economics Letters, 16 (1). pp. 9 - 15. ISSN: 1350-4851

Moore, T. (2009) 'Investment, financial liberalisation and complementary hypothesis: Panel data approach for India'. Journal of Financial Decision Making, 5 (1). pp. 1 - 15.

Wang, P. and Moore, T. (2009) 'Sudden changes in volatility: The case of five central European stock markets'. Journal of International Financial Markets, Institutions and Money, 19 (1). pp. 33 - 46. ISSN: 1042-4431 Open Access Link

Caporale, GM. and Gregoriou, A. (2009) 'Non-normality, heteroscedasticity and recursive unit root tests of PPP: solving the PPP puzzle?'. Applied Economics Letters, 16 (3). pp. 223 - 226. ISSN: 1350-4851

Beirne, J., Caporale, GM., Schulze-Ghattas, M. and Spagnolo, N. (2009) 'Volatility Spillovers and Contagion from Mature to Emerging Stock Markets'.