Caporale, GM., Di Colli, S. and Lopez, JS. (2014) 'Bank lending procyclicality and credit quality during financial crises'. Economic Modelling, 43. pp. 142 - 157. ISSN: 1873-6122 Open Access Link

Barros, CP., Caporale, GM. and GIl-Alana, LA. (2014) 'Long memory in Angolan macroeconomic time series: mean reversion versus explosive behaviour'. African Development Review, 26 (1). pp. 59 - 73. ISSN: 1017-6772

Caporale, GM., Rault, C., Sova, A. and Sova, R. (2014) 'The finance-growth nexus: evidence from ten new EU members', in Nowotny, E., Ritzberger-Grunwald, D. and Backe, P. (eds.) Financial Cycles and the Real Economy. Edward Elgar, Cheltenham, UK. pp. 217 - 234. ISBN 13: 9781783477623.

Caporale, GM. and Gil-Alana, LA. (2014) 'Persistence and cycles in US hours worked'. Economic Modelling, 38. pp. 504 - 511.Open Access Link

Caporale, GM. and Skare, M. (2014) 'Short- and long-run linkages between employment growth, inflation and output growth: evidence from a large panel'. Technological and Economic Development of Economy, 20 (3). pp. 554 - 575. ISSN: 2029-4921 Open Access Link

Caporale, GM., Rault, C., Sova, R. and Sova, A. (2014) 'Improving environmental performance: a challenge for Romania'. Environmental and Resource Economics, 57 (3). pp. 431 - 452. ISSN: 1573-1502

Caporale, GM., Hunter, J. and Menla Ali, F. (2014) 'On the linkages between stock prices and exchange rates: evidence from the banking crisis of 2007-2010'. International Review of Financial Analysis, 33. pp. 87 - 103. ISSN: 1057-5219 Open Access Link

Caporale, GM. and Gil-Alana, LA. (2014) 'Long run and cyclical dynamics in the US stock market'. Journal of Forecasting, 33 (2). pp. 147 - 161. ISSN: 0277-6693 Open Access Link

Caporale, GM. and Skare, M. (2014) 'The nexus between prices, employment and output growth: a global and national evidence'. Journal of Business Economics and Management, 15 (2). pp. 197 - 211. ISSN: 1611-1699 Open Access Link

Caporale, GM. and Skare, M. (2014) 'Testing the linkages between output growth, inflation and employment growth: Evidence from a panel vector autoregression'. Transformations in Business and Economics, 13 (2). pp. 55 - 77. ISSN: 1648-4460

Caporale, GM. and Gil-Alana, LA. (2014) 'Fractional integration and cointegration in US financial time series data'. Empirical Economics, 47 (4). pp. 1389 - 1410. ISSN: 0377-7332 Open Access Link

Caporale, GM., Ciferri, D. and Girardi A. (2014) 'Time-varying spot and futures oil price dynamics'. Scottish Journal of Political Economy, 61 (1). pp. 78 - 97. ISSN: 0036-9292 Open Access Link

Caporale, GM., Hadj Amor, T. and Rault, C. (2014) 'Sources Of Real Exchange Rate Volatility And International Financial Integration: A Dynamic Generalised Method Of Moments Panel Approach'. Journal of International Development, 26 (6). pp. 810 - 820. ISSN: 0954-1748 Open Access Link

Caporale, GM., Rault, C., Sova, A. and Sova, R. (2013) 'Financial Development and its Effects on Economic Growth: A Dynamic Analysis', inEmerging Markets and the Global Economy: A Handbook. Elsevier. pp. 811 - 824. ISBN 13: 9780124115491.

Caporale, GM. and Gil-Alana, LA. (2013) 'Persistence in youth unemployment'. The Empirical Economics Letters, 12 (3). pp. 319 - 325. ISSN: 1681-8997

Caporale, GM. and Gil-Alana, LA. (2013) 'Long memory in the Ukrainian stock market'. Investment Management and Financial Innovations, 10 (2). pp. 123 - 131. ISSN: 1812-9358

Caporale, GM. and Gil-Alana, LA. (2013) 'Testing the PPP hypothesis in the Sub-Saharan countries'. Journal of African Studies and Development, 5 (4). pp. 57 - 63.

Caporale, GM., Cunado, J. and Gil-Alana, LA. (2013) 'Modelling long-run trends and cycles in financial time series data'. Journal of Time Series Analysis, 34 (3). pp. 405 - 421. ISSN: 0143-9782 Open Access Link

Caporale, GM. and Gil-Alana, LA. (2013) 'Long memory in US real output per capita'. Empirical Economics, 44 (2). pp. 591 - 611. ISSN: 0377-7332

Caporale, GM. and Soliman, AM. (2013) 'Stock Prices and Monetary Policy: An Impulse Response Analysis'. International Journal of Economics and Financial Issues, 3 (3). pp. 701 - 709. ISSN: 2146-4138

Beirne, J., Caporale, GM. and Spagnolo, N. (2013) 'Liquidity risk, credit risk and the overnight Interest rate spread: A stochastic volatility modelling approach'. Manchester School, 81 (6). pp. 925 - 940. ISSN: 1463-6786

Beirne, J., Caporale, GM., Schulze-Ghattas, M. and Spagnolo, N. (2013) 'Volatility Spillovers and Contagion from Mature to Emerging Stock Markets'. Review of International Economics, 21 (5). pp. 1060 - 1075.

Caporale, GM. and Girardi, A. (2013) 'Fiscal spillovers in the euro area'. Journal of International Money and Finance, 38. pp. 84e.1 - 84e.16.

Caporale, GM., Costantini, M. and Paradiso, A. (2013) 'Re-examining the decline in the US saving rate: The impact of mortgage equity withdrawal'. Journal of International Financial Markets, Institutions and Money, 26. pp. 215 - 225. ISSN: 1042-4431

Caporale, GM. and Gil-Alana, L. (2013) 'Long memory and fractional integration in high frequency data on the US dollar/British pound exchange rate'. International Review of Financial Analysis, 29. pp. 1 - 9. ISSN: 1057-5219

Caporale, GM. and Girardi, A. (2013) 'Price discovery and trade fragmentation in a multi-market environment: Evidence from the MTS system'. Journal of Banking and Finance, 37 (2). pp. 227 - 240. ISSN: 0378-4266 Open Access Link

Caporale, GM., Rault, C., Sova, R. and Sova, A. (2012) 'European free trade agreements and trade balance: Evidence from four new European Union members'. Journal of International Trade and Economic Development, 21 (6). pp. 839 - 863. ISSN: 0963-8199

Barros, CP. and Caporale, GM. (2012) 'Banking consolidation in Nigeria, 2000-2010'. Journal of African Business, 13 (3). pp. 244 - 252. ISSN: 1522-8916

Caporale, GM. and Gil-Alana, LA. (2012) 'Long memory and volatility dynamics in the US dollar exchange rate'. Multinational Finance Journal, 16 (1/2). pp. 105 - 136. ISSN: 1096-1879

Caporale, GM. and Spagnolo, N. (2012) 'Stock market integration in Central and Eastern Europe'. Journal of Economic Integration, 27 (1). pp. 115 - 122. ISSN: 1225-651X

Caporale, GM. and Spagnolo, N. (2012) 'Stock market, economic growth, and EU accession: Evidence from three CEECs'. International Journal of Monetary Economics and Finance, 5 (2). pp. 183 - 191. ISSN: 1752-0479

Arouri, MEH., Caporale, GM., Rault, C., Sova, R. and Sova, A. (2012) 'Environmental Regulation and Competitiveness: Evidence from Romania'. Ecological Economics, 81. pp. 130 - 139. ISSN: 0921-8009

Babalos, V., Caporale, GM. and Philippas, N. (2012) 'Efficiency evaluation of Greek equity funds'. Research in International Business and Finance, 26 (2). pp. 317 - 333. ISSN: 0275-5319

Caporale, GM., Girardi, A. and Ventura, M. (2012) 'The euro changeover and price adjustments in Italy'. Applied Economics Letters, 19 (4). pp. 379 - 382. ISSN: 1350-4851

Caporale, GM. and Gil-Alana, LA. (2012) 'Fractional cointegration in US term spreads'. Applied Economics Letters, 19 (5). pp. 431 - 434. ISSN: 1350-4851

Caporale, GM., Cunado, J. and Gil-Alana, LA. (2012) 'Deterministic versus stochastic seasonal fractional integration and structural breaks'. Statistics and Computing, 22 (2). pp. 349 - 358. ISSN: 0960-3174

Caporale, GM. and Gil-Alana, LA. (2012) 'Estimating persistence in the volatility of asset returns with signal plus noise models'. International Journal of Finance and Economics, 17 (1). pp. 23 - 30. ISSN: 1076-9307

Caporale, GM., Onorante, L. and Paesani, P. (2012) 'Inflation and inflation uncertainty in the euro area'. Empirical Economics, 43 (2). pp. 597 - 615. ISSN: 0377-7332

Caporale, GM., Matousek, R. and Stewart, C. (2012) 'Rating assignments: lessons from international banks'. Journal of International Money and Finance, 31 (6). pp. 1593 - 1606. ISSN: 0261-5606

Caporale, GM., Girardi, A. and Paesani, P. (2012) 'Quoted spreads and trade imbalance dynamics in the European Treasury bond market'. Quartely Review of Economics and Finance, 52 (2). pp. 173 - 182. ISSN: 1062-9769

Caporale, GM. and Gil-Alana, LA. (2011) 'The weekly structure of US stock prices'. Applied Financial Economics, 21 (23). pp. 1757 - 1764. ISSN: 0960-3107

Caporale, GM., Amor, TH. and Rault, C. (2011) 'International financial integration and real exchange rate long-run dynamics in emerging countries: Some panel evidence'. Journal of International Trade and Economic Development, 20 (6). pp. 789 - 808. ISSN: 0963-8199

Caporale, GM., Cunado, J. and Gil-Alana, LA. (2011) 'Forecasting the Spanish stock market returns with fractional and non-fractional models'. American Journal of Economics and Business Administration, 3 (4). pp. 586 - 588. ISSN: 1945-5488 Open Access Link

Caporale, GM. and Gil-Alana, LA. (2011) 'Multifactor Gegenbauer processes and European inflation rates'. Journal of Economic Integration, 21 (23). pp. 1757 - 1764. ISSN: 1225-651X

Caporale, GM., Ciferri, D. and Girardi, A. (2011) 'Fiscal shocks and real exchange rate dynamics: Some evidence for Latin America'. Journal of International Money and Finance, 30 (5). pp. 709 - 723. ISSN: 0261-5606 Open Access Link

Caporale, GM., Ciferri, D. and Girardi, A. (2011) 'Are the Baltic countries ready to adopt the euro? A generalised purchasing power parity approach'. Manchester School of Economic and Social Studies, 79 (3). pp. 429 - 454. ISSN: 0025-2034

Beirne, J., Caporale, GM., Schulze-Ghattas, M. and Spagnolo, N. (2011) 'Financial Spillovers and Contagion from Mature to Emerging Stock Markets', in Kolb, RW. (ed.) Financial Contagion the Viral Threat to the Wealth of Nations. Wiley. pp. 163 - 169. ISBN 10: 0470922389. ISBN 13: 9780470922385.

Caporale, GM. and Matousek, R. (2011) '20 Years of Transition in Central and Eastern Europe: Money, Banking and Financial Markets'. REVIEW OF INTERNATIONAL ECONOMICS, 19 (1). pp. 46 - 48. ISSN: 0965-7576

Caporale, GM., Matousek, R. and Stewart, C. (2011) 'EU banks rating assignments: is there heterogeneity between new and old member countries?'. Review of International Economics, 19 (1). pp. 189 - 206. ISSN: 0965-7576

Caporale, GM. and Spagnolo, N. (2011) 'Stock market integration between three CEECs, Russia, and the UK'. Review of International Economics, 19 (1). pp. 158 - 169. ISSN: 0965-7576

Caporale, GM. and Girardi, A. (2011) 'Price formation on the EuroMTS platform'. Applied Economics Letters, 18 (3). pp. 229 - 233. ISSN: 1350-4851