Caporale, GM., Gil-Alana, LA. and Abakah, EJA. (2022) 'US policy responses to the Covid-19 pandemic and sectoral stock indices: a fractional integration approach'. Applied Economics, 0 (in press). pp. 283 - 292. ISSN: 0960-3107 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, 2 (6). pp. 1 - 13. ISSN: 2662-9399 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, 46 (4). pp. 678 - 703. ISSN: 1055-0925 Open Access Link

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, 126. pp. 1 - 28. ISSN: 0261-5606 Open Access Link

Caporale, GM., Sova, AD. and Sova, R. (2022) 'The short-run and long-run effects of trade openness on financial development: some panel evidence for Europe'. International Journal of Finance and Economics, 28 (4). pp. 3891 - 3901. ISSN: 1076-9307 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, 16 (3). pp. 1 - 11. ISSN: 1735-6865 Open Access Link

Caporale, GM., Gil-Alana, LA. and Poza, C. (2022) 'Inflation in the G7 countries: persistence and structural breaks'. Journal of Economics and Finance, 46 (3). pp. 493 - 506. ISSN: 1055-0925 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, 10 (4). pp. 29 - 42. ISSN: 2047-1238 Open Access Link

Caporale, GM., Gil-Alana, LA. and You, K. (2022) 'Stock market linkages between the ASEAN countries, China and the US: A fractional integration/cointegration approach'. Emerging Markets Finance and Trade, 58 (5). pp. 1502 - 1514. ISSN: 1540-496X Open Access Link

Caporale, GM., Sova, AD. and Sova, R. (2022) 'The direct and indirect effects of financial development on international trade: evidence from the CEEC-6'. Journal of International Financial Markets, Institutions and Money, 78. pp. 1 - 16. ISSN: 1042-4431 Open Access Link

Anderl, C. and Caporale, GM. (2022) 'Testing for UIP-type relationships: nonlinearities, monetary announcements and interest rate expectations'. Open Economies Review, 33 (4). pp. 705 - 749. ISSN: 0923-7992 Open Access Link

Caporale, GM., Gil-Alana, L. and Trejo, PV. (2022) 'Unemployment persistence in Europe: evidence from the 27 EU countries'. Heliyon, 8 (2). pp. 1 - 7. ISSN: 2405-8440 Open Access Link

Caporale, GM. and Gil-Alana, LA. (2022) 'Trends and cycles in macro series: the case of US real GDP'. Bulletin of Economic Research, 74 (1). pp. 123 - 134. ISSN: 0307-3378 Open Access Link

Caporale, GM., Gil-Alana, LA. and Martin-Valmayor, MÁ. (2022) 'Non-linearities and persistence in US long-run interest rates'. Applied Economics Letters, 29 (4). pp. 366 - 370. ISSN: 1350-4851 Open Access Link

Caporale, GM., Gil-Alana, LA. and Trani, T. (2022) 'On the persistence of UK inflation: A long-range dependence approach'. International Journal of Finance and Economics, 27 (1). pp. 439 - 454. ISSN: 1076-9307 Open Access Link

Anderl, C. and Caporale, GM. (2022) 'Exchange rate parities and Taylor rule deviations'. Empirical Economics, 63 (4). pp. 1809 - 1835. ISSN: 0377-7332 Open Access Link

Caporale, GM., Claudio-Quiroga, G. and Gil-Alaña, L. (2021) 'Analysing the relationship between CO2 emissions and GDP in China: a fractional integration and cointegration approach'. Journal of Innovation and Entrepreneurship, 10 (32). ISSN: 2192-5372 Open Access Link

Caporale, GM., Plastun, A. and Oliinyk, V. (2021) 'The frequency of one-day abnormal returns and price fluctuations in the forex'. Journal of Applied Economics, 24 (1). pp. 401 - 415. ISSN: 1514-0326 Open Access Link

Anderl, C. and Caporale, GM. (2021) 'Nonlinearities and asymmetric adjustment to PPP in an exchange rate model with inflation expectations'. Journal of Economic Studies, 49 (6). pp. 937 - 959. ISSN: 0144-3585 Open Access Link

Caporale, GM., Gil-Alana, LA. and Carmona-González, N. (2021) 'Particulate Matter 10 (PM10): persistence and trends in eight European capitals'. Air Quality, Atmosphere and Health, 14 (7). pp. 1097 - 1102. ISSN: 1873-9318 Open Access Link

Caporale, GM., Karanasos, M., Yfanti, S. and Kartsaklas, A. (2021) 'Investors' trading behaviour and stock market volatility during crisis periods: A dual long-memory model for the Korean Stock Exchange'. International Journal of Finance and Economics, 26 (3). pp. 4441 - 4461. ISSN: 1076-9307 Open Access Link

Caporale, GM., Gil-Alana, LA. and Malmierca, M. (2021) 'Persistence in the private debt-to-GDP ratio: evidence from 43 OECD countries'. Applied Economics, 53 (43). pp. 5018 - 5027. ISSN: 0003-6846 Open Access Link

Abakah, EJA., Caporale, GM. and Gil-Alana, LA. (2021) 'Economic policy uncertainty: Persistence and cross-country linkages'. Research in International Business and Finance, 58 (December 2021). pp. 1 - 12. ISSN: 0275-5319 Open Access Link

Caporale, GM., Gil-Alana, LA. and You, K. (2021) 'Global and regional financial integration in emerging Asia: evidence from stock markets'. Journal of Economic Integration, 36 (2). pp. 185 - 202. ISSN: 1225-651X Open Access Link

Caporale, GM. and Plastun, A. (2021) 'Gold and oil prices: abnormal returns, momentum and contrarian effects'. Financial Markets and Portfolio Management, 35 (3). pp. 353 - 368. ISSN: 1934-4554 Open Access Link

Antypas, A., Caporale, GM., Kourogenis, N. and Pittis, N. (2021) 'Corrigendum to “Estimation of conditional asset pricing models with integrated variables in the beta specification” [Res. Int. Bus. Finance 52 (2020) 101148] (Research in International Business and Finance (2020) 52, (S0275531918303490), (10.1016/j.ribaf.2019.101148))'. Research in International Business and Finance, 56. pp. 101369 - 101369. ISSN: 0275-5319

Caporale, GM., Plastun, A. and Oliinyk, V. (2021) 'Bitcoin returns and the frequency of daily abnormal returns'. Ledger, 6. pp. 17 - 41.Open Access Link

Caporale, GM. and Kang, W-Y. (2021) 'On the preferences of CoCo bond buyers and sellers'. Journal of International Financial Markets, Institutions and Money, 72. pp. 1 - 34. ISSN: 1042-4431 Open Access Link

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, 74. pp. 1 - 19. ISSN: 1042-4431 Open Access Link

Caporale, GM., Kang, W-Y., Spagnolo, F. and Spagnolo, N. (2020) 'Non-Linearities, Cyber Attacks and Cryptocurrencies'. Finance Research Letters, 32. pp. 1 - 10. ISSN: 1544-6123 Open Access Link

Caporale, GM., Gil-Alana, L. and Monge, M. (2020) 'GDP per capita in Europe: time trends and persistence'. Journal of Business Management and Economics, 8 (9). pp. 1 - 10. ISSN: 1611-1699 Open Access Link

Caporale, GM. and Plastun, A. (2020) 'Daily abnormal price changes and trading strategies in the FOREX'. Journal of Economic Studies, 48 (1). pp. 211 - 222. ISSN: 0144-3585 Open Access Link

Caporale, GM., Gil-Alana, LA. and Martin-Valmayor, M. (2020) 'Persistence in the market risk premium: evidence across countries'. Journal of Economics and Finance, 45 (3). pp. 413 - 427. ISSN: 1055-0925 Open Access Link

Caporale, GM., Gil-Alana, L. and Poza, C. (2020) 'Cycles and long-range behaviour in the European stock markets', in Dufrenot, G. and Matsuki, T. (eds.) Recent Econometric Techniques for Macroeconomic and Financial Data. Springer. pp. 292 - 302.Open Access Link

Caporale, GM. and Plastun, A. (2020) 'Momentum effects in the cryptocurrency market after one-day abnormal returns'. Financial Markets and Portfolio Management, 34 (3). pp. 251 - 266. ISSN: 1934-4554 Open Access Link

Caporale, GM. and Gil-Alana, L. (2020) 'Prospects for a monetary union in the East Africa Community: some empirical evidence'. South African Journal of Economics, 88 (2). pp. 174 - 185. ISSN: 0038-2280 Open Access Link

Al-Maadid, A., Caporale, GM., Spagnolo, F. and Spagnolo, N. (2020) 'The impact of business and political news on the GCC stock markets'. Research in International Business and Finance, 52. pp. 101102 - 101102. ISSN: 0275-5319 Open Access Link

Caporale, GM., Gil-Alana, LA. and Poza, C. (2020) 'Persistence, non-linearities and structural breaks in European stock market indices'. Quarterly Review of Economics and Finance, 77. pp. 50 - 61. ISSN: 1062-9769 Open Access Link

Caporale, GM. and Gil-Alana, L. (2020) 'Fractional integration and the persistence of UK inflation, 1210-2016'. Economic Papers, 39 (2). pp. 162 - 166. ISSN: 0004-900X Open Access Link

Al-Maadid, A., Caporale, GM., Spagnolo, F. and Spagnolo, N. (2020) 'Political Tension and Stock Markets in the Arabian Peninsula'. International Journal of Finance and Economics, 26 (1). pp. 679 - 683. ISSN: 1076-9307 Open Access Link

Antypas, A., Caporale, GM., Kourogenis, N. and Pittis, N. (2019) 'Estimation of conditional asset pricing models with integrated variables in the beta specification'. Research in International Business and Finance, 52. pp. 1 - 8. ISSN: 0275-5319 Open Access Link

Caporale, GM., Gil-Alana, LA. and Monge, M. (2019) 'Energy consumption in the GCC countries: evidence on persistence'. International Business and Economic Studies, 2 (1). pp. 1 - 15. ISSN: 2640-9852 Open Access Link

Arin, KP., Caporale, GM., Kyriacou, K. and Spagnolo, N. (2019) 'Financial Integration in the GCC region: Market Size versus National Effects'. Open Economies Review, 31 (2). pp. 309 - 316. ISSN: 0923-7992 Open Access Link

Caporale, GM. and Plastun, A. (2019) 'On stock price overreactions: frequency, seasonality and information content'. Journal of Applied Economics, 22 (1). pp. 602 - 621. ISSN: 1514-0326 Open Access Link

Caporale, GM. and Plastun, A. (2019) 'The day of the week effect in the cryptocurrency market'. Finance Research Letters, 31. pp. 258 - 269. ISSN: 1544-6123 Open Access Link

Babalos, V., Caporale, GM. and Spagnolo, N. (2019) 'Equity Fund Flows and Stock Market Returns in the USA before and after the Global Financial Crisis: A VAR-GARCH-in-mean Analysis'. Empirical Economics, 60 (2). pp. 539 - 555. ISSN: 0377-7332 Open Access Link

Caporale, GM., Gil-Alana, L. and Poza, C. (2019) 'High and low prices and the range in the European stock markets: a long-memory approach'. Research in International Business and Finance, 52. pp. 101126 - 101126. ISSN: 0275-5319 Open Access Link

Caporale, GM., You, K. and Chen, L. (2019) 'Global and regional stock market integration in Asia: a panel convergence approach'. International Review of Financial Analysis, Volume 65 (October 2019). pp. 1 - 21. ISSN: 1057-5219 Open Access Link

Caporale, GM. and Plastun, A. (2019) 'Price overreactions in the cryptocurrency market'. Journal of Economic Studies, 46 (5). pp. 1137 - 1155. ISSN: 0144-3585 Open Access Link

Caporale, GM., Plastun, A. and Oliinyk, V. (2019) 'Bitcoin fluctuations and the frequency of price overreactions'. Financial Markets and Portfolio Management, 33 (2). pp. 109 - 131. ISSN: 1934-4554 Open Access Link

Caporale, GM. and Gil-Alana, L. (2019) 'Testing the Fisher hypothesis in the G-7 countries using I(d) techniques'. International Economics, 159 (October 2019). pp. 140 - 150. ISSN: 2110-7017 Open Access Link