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Professor Guglielmo Maria Caporale

Professor Guglielmo Maria Caporale
Divisional Lead for Economics & Econometrics

Summary

Guglielmo Maria Caporale is Professor of Economics and Finance and Director of the Centre for Empirical Finance at Brunel University, London. He is also a Visiting Professor at London South Bank University and London Metropolitan University, a Research Professor at DIW Berlin, a CESifo Research Network Fellow, an NCID (Navarra Center for International Development) Non-Resident Fellow and an Associate Researcher at the International Laboratory of Financial Economics (LFE), 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 the London Business School; Professor of Economics at the University of East London; Professor of Economics and Finance as well as Director of the Centre for Monetary and Financial Economics at London South Bank University.

Qualifications:

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

Newest selected publications

Caporale, GM. and Zekokh, T. (2019) 'Modelling volatility of cryptocurrencies using Markov-Switching GARCH models'. Research in International Business and Finance, 48. pp. 143 - 155. ISSN: 0275-5319 Open Access Link

Journal article

Caporale, GM. and Gil-Alana, L. (2018) 'UK overseas visitors: seasonality and persistence'. Tourism Economics. ISSN: 1354-8166 Open Access Link

Journal article

Caporale, GM. and Plastun, A. (2018) 'Price overreactions in the cryptocurrency market'. Journal of Economic Studies. ISSN: 0144-3585 Open Access Link

Journal article

Caporale, GM. and Helmi, MH. (2018) 'Islamic banking, credit and economic growth: some empirical evidence'. International Journal of Finance and Economics, 23 (4). pp. 456 - 477. ISSN: 1076-9307 Open Access Link

Journal article

Caporale, GM., Lodh, S. and Nandy, M. (2018) 'How has the global financial crisis affected syndicated loan terms in emerging markets? Evidence from China'. International Journal of Finance and Economics. ISSN: 1076-9307 Open Access Link

Journal article
More publications(107)