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Professor Guglielmo Maria Caporale

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


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 and an Associate Researcher at the International College of Economics and Finance (ICEF), Higher School of Economics (HSE), Moscow. 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.


  • Phd Economics (LSE)
  • MSc Economics (LSE)
  • Laurea (Politics, LUISS, Rome)


Divisional Lead, Economics and Econometrics

Director, Centre for Empirical Finance

Newest selected publications

Caporale, GM., Gil-Alana, LA. and You, K. (2021) 'Stock market linkages between the ASEAN countries, China and the US: A fractional integration/cointegration approach'. Emerging Markets Finance and Trade. pp. 1 - 14. ISSN: 1540-496X Open Access Link

Journal article

Caporale, GM., Gil-Alana, LA. and Carmona-Gonzales, N. (2021) 'Particulate Matter 10 (PM10): persistence and trends in eight European capitals”'. Air Quality, Atmosphere and Health. pp. 1 - 14. ISSN: 1873-9318 Open Access Link

Journal article

Caporale, GM., Gil-Alana, LA. and Malmierca, M. (2021) 'Persistence in the private debt-to-GDP ratio: evidence from 43 OECD countries'. Applied Economics. pp. 1 - 10. ISSN: 0003-6846 Open Access Link

Journal article

Caporale, GM., Kang, W-Y., Spagnolo, F. and Spagnolo, N. (2021) 'Cyber attacks, spillovers and contagion in the cryptocurrency markets'. Journal of International Financial Markets, Institutions and Money, In press. pp. 101298 - 101298. ISSN: 1042-4431 Open Access Link

Journal article

Caporale, GM. and Gil-Alana, LA. (2021) 'Trends and cycles in macro series: the case of US real GDP'. Bulletin of Economic Research, in press. ISSN: 0307-3378 Open Access Link

Journal article
More publications(294)