Professor Guglielmo Maria Caporale
Divisional Lead / Professor - Economics & Econometrics
Marie Jahoda 251
- Email: guglielmo-maria.caporale@brunel.ac.uk
- Tel: +44 (0)1895 266713
Summary
Guglielmo Maria Caporale is Professor of Economics and Finance, Divisional Lead for Economics and Econometrics, and Director of the Centre for Empirical Finance at Brunel University London. He is also a CESifo Research Network Fellow. Prior to taking up his current position, he was a Research Officer at the National Institute of Economic and Social Research in London; a Research Fellow and then a Senior Research Fellow at the Centre for Economic Forecasting at London Business School; Professor of Economics at the University of East London; Professor of Economics and Finance and Director of the Centre for Monetary and Financial Economics at London South Bank University (LSBU). He has also been Visiting Professor at both London Metropolitan University and LSBU, Research Professor at DIW Berlin and a NCID (Navarra Center for International Development) Non-Resident Fellow. He carries out editorial duties for various academic journals (including Journal of International Money and Finance, International Review of Economics and Finance, International Economics, Machine Learning with Applications, Journal of Economics and Finance) and has published extensively in leading academic journals such as Journal of International Money and Finance, Journal of Banking and Finance, Journal of Empirical Finance, Journal of Financial Markets, Institutions & Money, International Journal of Finance and Economics, European Journal of Finance, International Review of Financial Analysis, Economics Letters, Journal of Time Series Analysis, Journal of Financial Econometrics, Oxford Bulletin of Economics and Statistics, Econometric Reviews, Journal of Forecasting, Review of International Economics, Canadian Journal of Economics, Journal of Macroeconomics, Quarterly Review of Economics and Finance, International Review of Economics and Finance and several others.
Qualifications:
- Phd Economics (LSE)
- MSc Economics (LSE)
- Laurea (Politics, LUISS, Rome)
Responsibility
Divisional Lead, Economics and Econometrics
Director, Centre for Empirical Finance
Newest selected publications
Caporale, GM., Menla Ali, F., Spagnolo, F. and Spagnolo, N. (2022) 'Cross-border portfolio flows and news media coverage'. Journal of International Money and Finance, 0 (in press). pp. 102638 - 102638. ISSN: 0261-5606 Open Access Link
Caporale, GM., Gil-Alana, LA., Plastun, A. and Makarenko, I. (2022) 'Persistence in ESG and conventional stock market indices'. Journal of Economics and Finance, 0 (in press). ISSN: 1055-0925 Open Access Link
Caporale, GM., Claudio-Quiroga, G. and Gil-Alana, LA. (2022) 'The relationship between prices and output in the UK and the US'. SN Business & Economics, 0 (in press).Open Access Link
Caporale, GM., Gil-Alana, LA. and Sauci, L. (2022) 'Time trends and persistence in US sea level data: an investigation using fractional integration methods'. International Journal of Environmental Research, 0 (in press). ISSN: 1735-6865 Open Access Link
Caporale, GM. and Plastun, A. (2022) 'Abnormal returns and stock price movements: some evidence from developed and emerging markets'. The Journal of Investment Strategies, 0 (in press). ISSN: 2047-1238 Open Access Link