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 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'.

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

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

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

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

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

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

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

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

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

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. 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., 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

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

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 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., Philippas, N. and Economou, F. (2008) 'Herding behaviour in extreme market conditions: the case of the Athens Stock Exchange'. Economics Bulletin, 7 (17). pp. 1 - 13.

Moore, T. and Green, CJ. (2008) 'Flow of funds and the impact of financial controls on bank portfolio behaviour: A study of India'. European Journal of Finance, 14 (7). pp. 641 - 661. ISSN: 1351-847X

Caporale, GM., Serguieva, A. and Wu, H. (2008) 'A mixed-game agent-based model for simulating financial contagion'.IEEE Congress on Evolutionary Computation (CEC 2008). Hong Kong, Peoples Republic of China. 23 - 6 June. IEEE. pp. 3421 - 3426. ISSN: 1089-778X Open Access Link

Caporale, GM. and Gil-Alana, LA. (2008) 'Long memory and structural breaks in the Spanish stock market index'. Open Operational Research Journal, 2 (5). pp. 13 - 17.

Caporale, GM., Rault, C., Sova, AM. and Sova, R. (2008) 'On the trade balance effects of free trade agreements between the EU-15 and the CEEC-4 countries'. William Davidson Institute Working Paper.Open Access Link

Babalos, V., Caporale, GM., Kostakis, A. and Philippas, N. (2008) 'Testing for persistence in mutual fund performance and the ex-post verification problem: evidence from the Greek market'. European Journal of Finance, 14 (8). pp. 735 - 753. ISSN: 1351-847X

Mallick, S. and Moore, T. (2008) 'Foreign capital in a growth model'. The Review of Development Economics, 12 (1). pp. 143 - 159. ISSN: 1363-6669 Open Access Link

Anyfantakis, C., Caporale, GM. and Pittis, N. (2008) 'Parameter instability and forecasting performance: a Monte Carlo study'. International Journal of Business Forecasting and Marketing Intelligence,, 1 (1). pp. 1 - 201. ISSN: 1744-6635

Wang, P. and Moore, T. (2008) 'Stock market integration for the transition economies: Time-varying conditional correlation approach'. Manchester School, 76 (s1). pp. 116 - 133. ISSN: 1463-6786 Open Access Link

Caporale, GM. and Cerrato, M. (2008) 'Black market and official exchange rates: long-run equilibrium and short-run dynamics'. Review of International Economics, 16 (3). pp. 401 - 412. ISSN: 0965-7576 Open Access Link

Caporale, GM. and Gil-Alana, LA. (2008) 'Testing for unit and fractional orders of integration in the trend and seasonal components of US monetary aggregates'. Empirica, 35 (3). pp. 241 - 253. ISSN: 0340-8744