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Professor Guglielmo Maria Caporale
Divisional Lead / Professor - Economics & Econometrics

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 an 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, SN Business and Economics) 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, Finance Research Letters, Journal of Time Series Analysis, Journal of Financial Econometrics, Oxford Bulletin of Economics and Statistics, Econometric Reviews, Journal of Forecasting, Journal of Economic Psychology, Review of International Economics, Canadian Journal of Economics, Journal of Macroeconomics, Quarterly Review of Economics and Finance, International Review of Economics and Finance, Empirical Economics, Journal 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., Sova, AD. and Sova, R. (2023) 'The Covid-19 pandemic and European trade flows: evidence from a dynamic panel model'. International Journal of Finance and Economics. ISSN: 1076-9307

Journal article

Caporale, GM., Infante, J., Gil-Alana, LA. and Ayestaran, R. (2023) 'Inflation persistence in Europe: the effects of the Covid-19 pandemic and of the Russia-Ukraine war'. Economics Bulletin. ISSN: 1545-2921

Journal article

Caporale, GM. and Plastun, A. (2023) 'Price gaps: another market anomaly?'. Investment Analysts Journal, 0 (50th Anniversary Collection - accepted, in press). ISSN: 1029-3523 Open Access Link

Journal article

Caporale, GM., Gil-Alana, LA., Plastun, A. and Havrylina, A. (2022) 'Persistence in the passion investment market'. Heliyon, 8 (12). pp. 1 - 11. ISSN: 2405-8440 Open Access Link

Journal article

Caporale, GM., Karanasos, M. and Yfanti, S. (2022) 'Macro-financial linkages in the high-frequency domain: economic fundamentals and the Covid-induced uncertainty channel in US and UK financial markets'. International Journal of Finance and Economics, 0 (in press). ISSN: 1076-9307 Open Access Link

Journal article
More publications(322)