All Stories

  1. The role of gasoline price expectations in transmitting gasoline price shocks to inflation and real activity

    Article • Economic Modelling, November 2026, Elsevier

    Professor Guglielmo Maria Caporale

  2. Testing persistence in real house prices in 47 countries from the OECD Database

    Article • Cogent Economics & Finance, October 2026, Taylor & Francis

    Professor Guglielmo Maria Caporale

  3. The Macroeconomic Effects of Oil Price and Oil Shipping Costs Shocks: Evidence from a GVAR Model

    Article • International Review of Economics & Finance, April 2026, Elsevier

    Professor Guglielmo Maria Caporale

  4. Air Pollution in 88 US Metropolitan Areas: Trends and Persistence

    Article • Atmosphere, January 2026, MDPI AG

    Professor Guglielmo Maria Caporale

  5. Sovereign debt sustainability: some evidence for the US and Europe

    Article • Journal of Applied Economics, January 2026, Taylor & Francis

    Professor Guglielmo Maria Caporale

  6. Climate Policies, Energy Shocks and Spillovers Between Green and Brown Stock Price Indices

    Article • International Review of Economics & Finance, December 2025, Elsevier

    Professor Guglielmo Maria Caporale

  7. Persistence in Stock Returns: Robotics and AI ETFs Versus Other Assets

    Article • Journal of Risk and Financial Management, November 2025, MDPI AG

    Professor Guglielmo Maria Caporale

  8. Expectations and Speculation in the US Natural Gas Market

    Article • International Journal of Finance & Economics, September 2025, Wiley

    Professor Guglielmo Maria Caporale

  9. A Fractional Integration Model and Testing Procedure with Roots Within the Unit Circle

    Article • Mathematics, September 2025, MDPI AG

    Professor Guglielmo Maria Caporale

  10. International financial integration, economic growth and threshold effects: some panel evidence for Europe

    Article • Journal of International Money and Finance, September 2025, Elsevier

    Professor Guglielmo Maria Caporale

  11. Cooperative credit banks and economic fluctuations: the Italian case

    Article • Applied Economics, March 2025, Taylor & Francis

    Professor Guglielmo Maria Caporale

  12. Global food prices and inflation

    Article • British Food Journal, March 2025, Emerald

    Professor Guglielmo Maria Caporale

  13. The effects of physical and transition climate risk on stock markets: Some multi-Country evidence

    Article • International Economics, March 2025, Elsevier

    Professor Guglielmo Maria Caporale

  14. Acidification in the Earth’s Oceans: Trends and Persistence

    Article • January 2025, Elsevier

    Professor Guglielmo Maria Caporale

  15. Asset Returns and CO2 Emissions: Evidence on Contemporaneous and Lagged Connectedness

    Article • January 2025, Elsevier

    Professor Guglielmo Maria Caporale

  16. Contemporaneous and Lagged <i>R</i> <sup>2</sup> Decomposed Connectedness: Evidence for Stock Market Indices, Thematic ETFs, Bitcoin, Brent Crude Oil and Geopolitical Risks

    Article • January 2025, Elsevier

    Professor Guglielmo Maria Caporale

  17. Geopolitical Risk and Cross-Border Portfolio Flows: Transmission Channels and <span>Effects</span> <div> <br> </div> <div></div>

    Article • January 2025, Elsevier

    Professor Guglielmo Maria Caporale

  18. Dynamic Factor Models and Fractional Integration—With an Application to US Real Economic Activity

    Article • Econometrics, December 2024, MDPI AG

    Professor Guglielmo Maria Caporale

  19. A Long-Memory Model for Multiple Cycles with an Application to the US Stock Market

    Article • Mathematics, November 2024, MDPI AG

    Professor Guglielmo Maria Caporale

  20. Modelling Loans to Non-Financial Corporations in the Eurozone: A Long-Memory Approach

    Article • International Advances in Economic Research, August 2024, Springer Science + Business Media

    Professor Guglielmo Maria Caporale

  21. Shipping cost uncertainty, endogenous regime switching and the global drivers of inflation

    Article • International Economics, August 2024, Elsevier

    Professor Guglielmo Maria Caporale

  22. Functional Oil Price Expectations Shocks and Inflation

    Article • Journal of Futures Markets, July 2024, Wiley

    Professor Guglielmo Maria Caporale

  23. Functional shocks to inflation expectations and real interest rates and their macroeconomic effects

    Article • Review of World Economics, June 2024, Springer Science + Business Media

    Professor Guglielmo Maria Caporale

  24. Exponential Time Trends in a Fractional Integration Model

    Article • Econometrics, May 2024, MDPI AG

    Professor Guglielmo Maria Caporale

  25. Financial integration and European tourism stocks

    Article • May 2024, Edward Elgar Publishing

    Professor Guglielmo Maria Caporale

  26. Financial integration and economic growth in Europe

    Article • May 2024, Edward Elgar Publishing

    Professor Guglielmo Maria Caporale

  27. Introduction to the Handbook of Financial Integration: new research developments

    Article • May 2024, Edward Elgar Publishing

    Professor Guglielmo Maria Caporale

  28. US municipal green bonds and financial integration

    Article • May 2024, Edward Elgar Publishing

    Professor Guglielmo Maria Caporale

  29. Persistence in the Realized Betas: Some Evidence from the Stock Market

    Article • Journal of Risk and Financial Management, April 2024, MDPI AG

    Professor Guglielmo Maria Caporale

  30. Time-varying effects of the COVID-19 pandemic on stock markets and economic activity: evidence from the US and Europe

    Article • Empirica, March 2024, Springer Science + Business Media

    Professor Guglielmo Maria Caporale

  31. Exogenous shocks and time-varying price persistence in the EU27

    Article • Journal of Applied Economics, March 2024, Taylor & Francis

    Professor Guglielmo Maria Caporale

  32. Long-Run Linkages Between us Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis

    Article • Computational Economics, March 2024, Springer Science + Business Media

    Professor Guglielmo Maria Caporale

  33. The COVID‐19 pandemic and European trade patterns: A sectoral analysis

    Article • International Journal of Finance & Economics, February 2024, Wiley

    Professor Guglielmo Maria Caporale

  34. Time-varying parameters in monetary policy rules: a GMM approach

    Article • International Journal of Operations & Production Management, January 2024, Emerald

    Professor Guglielmo Maria Caporale

  35. Persistence in high frequency financial data: the case of the EuroStoxx 50 futures prices

    Article • Cogent Economics & Finance, January 2024, Taylor & Francis

    Professor Alex Plastun, Professor Guglielmo Maria Caporale

  36. Climate Physical Risk and Asian Stock Market Returns

    Article • January 2024, Elsevier

    Professor Guglielmo Maria Caporale

  37. A Long-Memory Model for Multiple Cycles with an Application to the S&P500

    Article • January 2024, Elsevier

    Professor Guglielmo Maria Caporale

  38. Cooperative Credit Banks and Economic Fluctuations: The Italian Case

    Article • January 2024, Elsevier

    Professor Guglielmo Maria Caporale

  39. Expectations and Speculation in the Natural Gas Markets

    Article • January 2024, Elsevier

    Professor Guglielmo Maria Caporale

  40. Functional Oil Price Expectations Shocks and Inflation

    Article • January 2024, Elsevier

    Professor Guglielmo Maria Caporale

  41. Global Food Prices and Inflation

    Article • January 2024, Elsevier

    Professor Guglielmo Maria Caporale

  42. Polar Amplification: A Fractional Integration Analysis

    Article • January 2024, Elsevier

    Professor Guglielmo Maria Caporale

  43. The Effects of Physical and Transition Climate Risk on Stock Markets: Some Multi-Country Evidence

    Article • January 2024, Elsevier

    Professor Guglielmo Maria Caporale

  44. Tourism persistence in the Southeastern European countries: The impact of covid-19

    Article • Cogent Economics & Finance, October 2023, Taylor & Francis

    Professor Guglielmo Maria Caporale

  45. Small and medium sized European firms and energy saving measures: The role of financing

    Article • Energy Policy, August 2023, Elsevier

    Professor Guglielmo Maria Caporale

  46. Asymmetries, uncertainty and inflation: evidence from developed and emerging economies

    Article • Journal of Economics and Finance, July 2023, Springer Science + Business Media

    Professor Guglielmo Maria Caporale

  47. Nominal and real wages in the UK, 1750–2015: mean reversion, persistence and structural breaks

    Article • SN Business & Economics, July 2023, Springer Science + Business Media

    Professor Guglielmo Maria Caporale

  48. Connectedness between fossil and renewable energy stock indices: The impact of the COP policies

    Article • Economic Modelling, June 2023, Elsevier

    Professor Guglielmo Maria Caporale

  49. Nonlinearities in the exchange rate pass-through: The role of inflation expectations

    Article • International Economics, May 2023, Elsevier

    Professor Guglielmo Maria Caporale

  50. The impact of containment measures and monetary and fiscal responses on US financial markets during the COVID-19 pandemic

    Article • Heliyon, May 2023, Elsevier

    Professor Guglielmo Maria Caporale

  51. Forecasting inflation with a zero lower bound or negative interest rates: Evidence from point and density forecasts

    Article • Manchester School, March 2023, Wiley

    Professor Guglielmo Maria Caporale

  52. Persistence and long memory in monetary policy spreads

    Article • Applied Economics, March 2023, Taylor & Francis

    Professor Guglielmo Maria Caporale

  53. Gold and silver as safe havens: A fractional integration and cointegration analysis

    Article • PLOS One, March 2023, PLOS

    Professor Guglielmo Maria Caporale

  54. Witching days and abnormal profits in the us stock market

    Article • Cogent Economics & Finance, March 2023, Taylor & Francis

    Professor Guglielmo Maria Caporale

  55. The Covid‐19 pandemic and European trade flows: Evidence from a dynamic panel model

    Article • International Journal of Finance & Economics, February 2023, Wiley

    Professor Guglielmo Maria Caporale

  56. Shadow rates as a measure of the monetary policy stance: Some international evidence

    Article • Scottish Journal of Political Economy, January 2023, Wiley

    Professor Guglielmo Maria Caporale

  57. Seven Pitfalls of Technical Analysis

    Article • SSRN Electronic Journal, January 2023, Elsevier

    Professor Alex Plastun, Professor Guglielmo Maria Caporale

  58. Seven pitfalls of technical analysis

    Article • January 2023, Elsevier

    Professor Alex Plastun, Professor Guglielmo Maria Caporale

  59. European SMEs and Resource Efficiency Measures: Firm Characteristics and Contextual Factors

    Article • January 2023, Elsevier

    Professor Guglielmo Maria Caporale

  60. Exponential Time Trends in a Fractional Integration Model

    Article • January 2023, Elsevier

    Professor Guglielmo Maria Caporale

  61. Financial Integration and Economic Growth in Europe

    Article • January 2023, Elsevier

    Professor Guglielmo Maria Caporale

  62. Functional Shocks to Inflation Expectations and Real Interest Rates and Their Macroeconomic Effects

    Article • January 2023, Elsevier

    Professor Guglielmo Maria Caporale

  63. Long-Run Trends and Cycles in Us House Prices

    Article • January 2023, Elsevier

    Professor Guglielmo Maria Caporale

  64. Measuring Persistence of the World Population: A Fractional Integration Approach

    Article • January 2023, Elsevier

    Professor Guglielmo Maria Caporale

  65. Persistence and Seasonality in the US Industrial Production Index

    Article • January 2023, Elsevier

    Professor Guglielmo Maria Caporale

  66. Persistence in Tax Revenues: Evidence from Some OECD Countries

    Article • January 2023, Elsevier

    Professor Guglielmo Maria Caporale

  67. Persistence in UK Historical Data on Life Expectancy

    Article • January 2023, Elsevier

    Professor Guglielmo Maria Caporale

  68. Shipping Cost Uncertainty, Endogenous Regime Switching and the Global Drivers of Inflation

    Article • January 2023, Elsevier

    Professor Guglielmo Maria Caporale

  69. The Asymmetric Impact of Economic Policy and Oil Price Uncertainty on Inflation: Evidence from Developed and Emerging Economies

    Article • January 2023, Elsevier

    Professor Guglielmo Maria Caporale

  70. Time-Varying Parameters in Monetary Policy Rules: A GMM Approach

    Article • January 2023, Elsevier

    Professor Guglielmo Maria Caporale

  71. Trends and Persistence in the Greenland Ice Sheet Mass

    Article • January 2023, Elsevier

    Professor Guglielmo Maria Caporale

  72. US Municipal Green Bonds and Financial Integration

    Article • January 2023, Elsevier

    Professor Guglielmo Maria Caporale

  73. Macro‐financial linkages in the high‐frequency domain: Economic fundamentals and the Covid‐induced uncertainty channel in US and UK financial markets

    Article • International Journal of Finance & Economics, December 2022, Wiley

    Professor Guglielmo Maria Caporale

  74. The effects of us covid-19 policy responses on cryptocurrencies, fintech and artificial intelligence stocks: A fractional integration analysis

    Article • Cogent Economics & Finance, December 2022, Taylor & Francis

    Professor Guglielmo Maria Caporale

  75. Oil prices and sectoral stock returns in the BRICS-T countries: A time-varying approach

    Article • Resources Policy, December 2022, Elsevier

    Professor Guglielmo Maria Caporale

  76. Persistence in the passion investment market

    Article • Heliyon, December 2022, Elsevier

    Professor Guglielmo Maria Caporale

  77. The COVID-19 pandemic, policy responses and stock markets in the G20

    Article • International Economics, December 2022, Elsevier

    Professor Guglielmo Maria Caporale

  78. The impact of the COVID-19 pandemic on persistence in the European stock markets

    Article • Heliyon, November 2022, Elsevier

    Professor Guglielmo Maria Caporale

  79. US policy responses to the COVID-19 pandemic and sectoral stock indices: A fractional integration approach

    Article • Applied Economics, June 2022, Taylor & Francis

    Professor Guglielmo Maria Caporale

  80. The relationship between prices and output in the UK and the US

    Article • SN Business & Economics, May 2022, Springer Science + Business Media

    Professor Guglielmo Maria Caporale

  81. Persistence in ESG and conventional stock market indices

    Article • Journal of Economics and Finance, May 2022, Springer Science + Business Media

    Professor Guglielmo Maria Caporale

  82. The short‐run and long‐run effects of trade openness on financial development: Some panel evidence for Europe

    Article • International Journal of Finance & Economics, April 2022, Wiley

    Professor Guglielmo Maria Caporale

  83. Inflation in the G7 countries: persistence and structural breaks

    Article • Journal of Economics and Finance, April 2022, Springer Science + Business Media

    Professor Guglielmo Maria Caporale

  84. Testing for UIP-Type Relationships: Nonlinearities, Monetary Announcements and Interest Rate Expectations

    Article • Open Economies Review, February 2022, Springer Science + Business Media

    Professor Guglielmo Maria Caporale

  85. Unemployment persistence in Europe: evidence from the 27 EU countries

    Article • Heliyon, February 2022, Elsevier

    Professor Guglielmo Maria Caporale

  86. Exchange rate parities and Taylor rule deviations

    Article • Empirical Economics, January 2022, Springer Science + Business Media

    Professor Guglielmo Maria Caporale

  87. Persistence in the Passion Investment Market

    Article • January 2022, Elsevier

    Professor Alex Plastun, Professor Guglielmo Maria Caporale

  88. Cryptocurrencies, Technology Stocks, COVID-19 and US Policy Responses: A Fractional Integration Analysis

    Article • January 2022, Elsevier

    Professor Guglielmo Maria Caporale

  89. Fossil and Renewable Energy Stock Indices: Connectedness and the COP Meetings

    Article • January 2022, Elsevier

    Professor Guglielmo Maria Caporale

  90. Inflation Persistence in Europe: The Effects of the COVID-19 Pandemic and of the Russia-Ukraine War

    Article • January 2022, Elsevier

    Professor Guglielmo Maria Caporale

  91. Modelling Persistence and Non-Linearities in the US Treasury 10-Year Bond Yields

    Article • January 2022, Elsevier

    Professor Guglielmo Maria Caporale

  92. Nominal and Real Wages in the UK, 1750 - 2015: Mean Reversion, Persistence and Structural Breaks

    Article • January 2022, Elsevier

    Professor Guglielmo Maria Caporale

  93. Nonlinearities in the Exchange Rate Pass-Through: The Role of Inflation Expectations

    Article • January 2022, Elsevier

    Professor Guglielmo Maria Caporale

  94. Oil Prices and Sectoral Stock Returns in the Brics-T Countries a Time-Varying Approach

    Article • January 2022, Elsevier

    Professor Guglielmo Maria Caporale

  95. Shadow Rates as a Measure of the Monetary Policy Stance: Some International Evidence

    Article • January 2022, Elsevier

    Professor Guglielmo Maria Caporale

  96. Small and Medium Sized European Firms and Energy Efficiency Measures: A Probit Analysis

    Article • January 2022, Elsevier

    Professor Guglielmo Maria Caporale

  97. The COVID-19 Pandemic and European Trade Flows: Evidence from a Dynamic Panel Model

    Article • January 2022, Elsevier

    Professor Guglielmo Maria Caporale

  98. Tourism Persistence in the Southeastern European Countries: The Impact of COVID-19

    Article • January 2022, Elsevier

    Professor Guglielmo Maria Caporale

  99. US House Prices by Census Division: Persistence, Trends and Structural Breaks

    Article • January 2022, Elsevier

    Professor Guglielmo Maria Caporale

  100. Economic policy uncertainty: Persistence and cross-country linkages

    Article • Research in International Business and Finance, December 2021, Elsevier

    Professor Guglielmo Maria Caporale

  101. Analysing the relationship between CO2 emissions and GDP in China: a fractional integration and cointegration approach

    Article • Journal of Innovation and Entrepreneurship, September 2021, Springer Science + Business Media

    Professor Guglielmo Maria Caporale

  102. Nonlinearities and asymmetric adjustment to PPP in an exchange rate model with inflation expectations

    Article • International Journal of Operations & Production Management, August 2021, Emerald

    Professor Guglielmo Maria Caporale

  103. Persistence in the private debt-t -GDP ratio: evidence from 43 OECD countries

    Article • Applied Economics, June 2021, Taylor & Francis

    Professor Guglielmo Maria Caporale

  104. Gold and oil prices: abnormal returns, momentum and contrarian effects

    Article • April 2021, Springer Science + Business Media

    Professor Alex Plastun, Professor Guglielmo Maria Caporale

  105. Stock Market Linkages between the Asean Countries, China and the US: A Fractional Integration/cointegration Approach

    Article • Emerging Markets Finance and Trade, April 2021, Taylor & Francis

    Professor Guglielmo Maria Caporale

  106. Particulate matter 10 (PM10): persistence and trends in eight European capitals

    Article • Air Quality Atmosphere & Health, March 2021, Springer Science + Business Media

    Professor Guglielmo Maria Caporale

  107. Non-linearities and persistence in US long-run interest rates

    Article • Applied Economics Letters, March 2021, Taylor & Francis

    Professor Guglielmo Maria Caporale

  108. Trends and cycles in macro series: The case of US real GDP

    Article • Bulletin of Economic Research, March 2021, Wiley

    Professor Guglielmo Maria Caporale

  109. Analysing the Relationship Between Co2 Emissions and GDP in China; A Fractional Integration and Cointegration Approach

    Article • January 2021, Springer Science + Business Media

    Professor Guglielmo Maria Caporale

  110. The frequency of one-day abnormal returns and price fluctuations in the forex

    Article • Journal of Applied Economics, January 2021, Taylor & Francis

    Professor Alex Plastun, Professor Guglielmo Maria Caporale

  111. Persistence in ESG and Conventional Stock Market Indices

    Article • January 2021, Elsevier

    Professor Alex Plastun, Professor Guglielmo Maria Caporale

  112. Exchange Rate Parities and Taylor Rule Deviations

    Article • January 2021, Elsevier

    Professor Guglielmo Maria Caporale

  113. Nonlinearities and Asymmetric Adjustment to PPP in an Exchange Rate Model with Inflation Expectations

    Article • January 2021, Elsevier

    Professor Guglielmo Maria Caporale

  114. Persistence in the Private Debt-to-GDP Ratio: Evidence from 43 OECD Countries

    Article • January 2021, Elsevier

    Professor Guglielmo Maria Caporale

  115. Testing for Uip: Nonlinearities, Monetary Announcements and Interest Rate Expectations

    Article • January 2021, Elsevier

    Professor Guglielmo Maria Caporale

  116. The COVID-19 Pandemic and the Degree of Persistence of US Stock Prices and Bond Yields

    Article • January 2021, Elsevier

    Professor Guglielmo Maria Caporale

  117. The COVID-19 Pandemic, Policy Responses and Stock Markets in the G20

    Article • January 2021, Elsevier

    Professor Guglielmo Maria Caporale

  118. The Impact of Containment Measures and Monetary and Fiscal Responses on US Financial Markets During the COVID-19 Pandemic

    Article • January 2021, Elsevier

    Professor Guglielmo Maria Caporale

  119. The Impact of the COVID-19 Pandemic on Persistence in the European Stock Markets

    Article • January 2021, Elsevier

    Professor Guglielmo Maria Caporale

  120. The Short-Run and Long-Run Effects of Trade Openness on Financial Development: Some Panel Evidence for Europe

    Article • January 2021, Elsevier

    Professor Guglielmo Maria Caporale

  121. Trade Flows, Private Credit and the COVID-19-Pandemic: Panel Evidence from 35 OECD Countries

    Article • January 2021, Elsevier

    Professor Guglielmo Maria Caporale

  122. US Policy Responses to the COVID-19 Pandemic and Sectoral Stock Indices: A Fractional Integration Approach

    Article • January 2021, Elsevier

    Professor Guglielmo Maria Caporale

  123. Daily abnormal price changes and trading strategies in the FOREX

    Article • International Journal of Operations & Production Management, September 2020, Emerald

    Professor Guglielmo Maria Caporale

  124. Persistence in the market risk premium: evidence across countries

    Article • Journal of Economics and Finance, September 2020, Springer Science + Business Media

    Professor Guglielmo Maria Caporale

  125. On the persistence of UK inflation: A long‐range dependence approach

    Article • International Journal of Finance & Economics, August 2020, Wiley

    Professor Guglielmo Maria Caporale

  126. The bank lending channel in the Malaysian Islamic and conventional banking system

    Article • Global Finance Journal, August 2020, Elsevier

    Professor Guglielmo Maria Caporale

  127. Investors' trading behaviour and stock market volatility during crisis periods: A dual long‐memory model for the Korean Stock Exchange

    Article • International Journal of Finance & Economics, July 2020, Wiley

    Professor Guglielmo Maria Caporale

  128. Momentum effects in the cryptocurrency market after one-day abnormal returns

    Article • May 2020, Springer Science + Business Media

    Professor Alex Plastun, Professor Guglielmo Maria Caporale

  129. Prospects for a Monetary Union in the East Africa Community: Some Empirical Evidence

    Article • South African Journal of Economics, April 2020, Wiley

    Professor Guglielmo Maria Caporale

  130. Fractional Integration and the Persistence of UK Inflation, 1210–2016

    Article • Economic Papers A journal of applied economics and policy, January 2020, Wiley

    Professor Guglielmo Maria Caporale

  131. Political tension and stock markets in the Arabian Peninsula

    Article • International Journal of Finance & Economics, January 2020, Wiley

    Professor Guglielmo Maria Caporale

  132. Gold and Oil Prices: Abnormal Returns, Momentum and Contrarian Effects

    Article • SSRN Electronic Journal, January 2020, Elsevier

    Professor Alex Plastun, Professor Guglielmo Maria Caporale

  133. Abnormal Returns and Stock Price Movements: Some Evidence from Developed and Emerging Markets

    Article • January 2020, Elsevier

    Professor Alex Plastun, Professor Guglielmo Maria Caporale

  134. The Frequency of One-Day Abnormal Returns and Price Fluctuations in the Forex

    Article • January 2020, Elsevier

    Professor Alex Plastun, Professor Guglielmo Maria Caporale

  135. Macro-Financial Linkages in the High-Frequency Domain: The Effects of Uncertainty on Realized Volatility

    Article • January 2020, Elsevier

    Professor Guglielmo Maria Caporale

  136. Modelling Loans to Non-Financial Corporations within the Eurozone: A Long-Memory Approach

    Article • January 2020, Elsevier

    Professor Guglielmo Maria Caporale

  137. Non-Linearities and Persistence in US Long-Run Interest Rates

    Article • January 2020, Elsevier

    Professor Guglielmo Maria Caporale

  138. Particulate Matter 10 (PM10): Persistence and Trends in Eight European Capitals

    Article • January 2020, Elsevier

    Professor Guglielmo Maria Caporale

  139. US Sea Level Data: Time Trends and Persistence

    Article • January 2020, Elsevier

    Professor Guglielmo Maria Caporale

  140. The day of the week effect in the cryptocurrency market

    Article • Finance Research Letters, December 2019, Elsevier

    Professor Guglielmo Maria Caporale

  141. Equity fund flows and stock market returns in the USA before and after the global financial crisis: a VAR-GARCH-in-mean analysis

    Article • Empirical Economics, November 2019, Springer Science + Business Media

    Professor Guglielmo Maria Caporale

  142. Global and regional stock market integration in Asia: A panel convergence approach

    Article • International Review of Financial Analysis, October 2019, Elsevier

    Professor Guglielmo Maria Caporale

  143. Testing the Fisher hypothesis in the G-7 countries using I(d) techniques

    Article • International Economics, October 2019, Elsevier

    Professor Guglielmo Maria Caporale

  144. Price overreactions in the cryptocurrency market

    Article • International Journal of Operations & Production Management, August 2019, Emerald

    Professor Guglielmo Maria Caporale

  145. Modelling volatility of cryptocurrencies using Markov-Switching GARCH models

    Article • Research in International Business and Finance, April 2019, Elsevier

    Professor Guglielmo Maria Caporale

  146. Price Overreactions in the Forex and Trading Strategies

    Article • SSRN Electronic Journal, January 2019, Elsevier

    Professor Alex Plastun, Professor Guglielmo Maria Caporale

  147. Force Majeure Events and Stock Market Reactions In Ukraine

    Article • January 2019, Elsevier

    Professor Alex Plastun, Professor Guglielmo Maria Caporale

  148. Momentum Effects in the Cryptocurrency Market after One-Day Abnormal Returns

    Article • January 2019, Elsevier

    Professor Alex Plastun, Professor Guglielmo Maria Caporale

  149. Energy Consumption in the GCC Countries: Evidence on Persistence

    Article • January 2019, Elsevier

    Professor Guglielmo Maria Caporale

  150. High and Low Prices and the Range in the European Stock Markets: A Long-Memory Approach

    Article • January 2019, Elsevier

    Professor Guglielmo Maria Caporale

  151. Persistence, Non-Linearities and Structural Breaks in European Stock Market Indices

    Article • January 2019, Elsevier

    Professor Guglielmo Maria Caporale

  152. Stock Market Linkages between the ASEAN Countries, China and the Us: A Fractional Cointegration Approach

    Article • January 2019, Elsevier

    Professor Guglielmo Maria Caporale

  153. Style Consistency and Mutual Fund Returns: The Case of Russia

    Article • January 2019, Elsevier

    Professor Guglielmo Maria Caporale

  154. Long-term price overreactions: are markets inefficient?

    Article • Journal of Economics and Finance, December 2018, Springer Science + Business Media

    Professor Guglielmo Maria Caporale

  155. UK overseas visitors: Seasonality and persistence

    Article • Tourism Economics, December 2018, SAGE Publications

    Professor Guglielmo Maria Caporale

  156. How has the global financial crisis affected syndicated loan terms in emerging markets? Evidence from China

    Article • International Journal of Finance & Economics, July 2018, Wiley

    Professor Guglielmo Maria Caporale

  157. Islamic banking, credit, and economic growth: Some empirical evidence

    Article • International Journal of Finance & Economics, July 2018, Wiley

    Professor Guglielmo Maria Caporale

  158. On the Persistence of UK Inflation: A Long-Range Dependence Approach

    Article • SSRN Electronic Journal, January 2018, Elsevier

    Tommaso Trani, Professor Guglielmo Maria Caporale

  159. Price Overreactions in the Cryptocurrency Market

    Article • SSRN Electronic Journal, January 2018, Elsevier

    Professor Alex Plastun, Professor Guglielmo Maria Caporale

  160. Bitcoin Fluctuations and the Frequency of Price Overreactions

    Article • SSRN Electronic Journal, January 2018, Elsevier

    Professor Alex Plastun, Professor Guglielmo Maria Caporale

  161. Trends and Cycles in Macro Series: The Case of US Real GDP

    Article • January 2018, Elsevier

    Professor Guglielmo Maria Caporale

  162. Persistence and cycles in the us federal funds rate

    Article • International Review of Financial Analysis, July 2017, Elsevier

    Professor Guglielmo Maria Caporale

  163. Macro news and exchange rates in the BRICS

    Article • Finance Research Letters, May 2017, Elsevier

    Professor Guglielmo Maria Caporale

  164. Persistence in the Cryptocurrency Market

    Article • SSRN Electronic Journal, January 2017, Elsevier

    Professor Alex Plastun, Professor Guglielmo Maria Caporale

  165. Long Memory and Data Frequency in Financial Markets

    Article • January 2017, Elsevier

    Professor Alex Plastun, Professor Guglielmo Maria Caporale

  166. The Day of the Week Effect in the Crypto Currency Market

    Article • January 2017, Elsevier

    Professor Alex Plastun, Professor Guglielmo Maria Caporale

  167. Central Bank Policy Rates: Are They Cointegrated?

    Article • January 2017, Elsevier

    Professor Guglielmo Maria Caporale

  168. Central Bank Policy Rates: Are They Cointegrated?

    Article • January 2017, Elsevier

    Professor Guglielmo Maria Caporale

  169. Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets

    Article • January 2017, Elsevier

    Professor Guglielmo Maria Caporale

  170. Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets

    Article • January 2017, Elsevier

    Professor Guglielmo Maria Caporale

  171. Testing the Fisher Hypothesis in the G-7 Countries Using I(d) Techniques

    Article • January 2017, Elsevier

    Professor Guglielmo Maria Caporale

  172. The weekend effect: an exploitable anomaly in the Ukrainian stock market?

    Article • International Journal of Operations & Production Management, November 2016, Emerald

    Professor Alex Plastun, Professor Guglielmo Maria Caporale

  173. Macro news and stock returns in the Euro area: A VAR-GARCH-in-mean analysis

    Article • International Review of Financial Analysis, May 2016, Elsevier

    Professor Guglielmo Maria Caporale

  174. Calendar Anomalies in the Ukrainian Stock Market

    Article • SSRN Electronic Journal, January 2016, Elsevier

    Professor Alex Plastun, Professor Guglielmo Maria Caporale

  175. Detecting 'Fake' Price Movements: A Convergence/Divergence Indicator

    Article • January 2016, Elsevier

    Professor Alex Plastun, Professor Guglielmo Maria Caporale

  176. Competitive Devaluations in Commodity-Based Economies: Colombia and the Pacific Alliance Group

    Article • January 2016, Elsevier

    Professor Guglielmo Maria Caporale

  177. Equity Fund Flows and Stock Market Returns in the US Before and After the Global Financial Crisis: A VAR-GARCH-In-Mean Analysis

    Article • January 2016, Elsevier

    Professor Guglielmo Maria Caporale

  178. Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB

    Article • January 2016, Elsevier

    Professor Guglielmo Maria Caporale

  179. Exchange Rates and Macro News in Emerging Markets

    Article • January 2016, Elsevier

    Professor Guglielmo Maria Caporale

  180. Islamic Banking, Credit and Economic Growth: Some Empirical Evidence

    Article • January 2016, Elsevier

    Professor Guglielmo Maria Caporale

  181. Macro News and Exchange Rates in the BRICS

    Article • January 2016, Elsevier

    Professor Guglielmo Maria Caporale

  182. Monetary Policy Rules in Emerging Countries: Is There an Augmented Nonlinear Taylor Rule?

    Article • January 2016, Elsevier

    Professor Guglielmo Maria Caporale

  183. The Bank Lending Channel in a Dual Banking System: Evidence from Malaysia

    Article • January 2016, Elsevier

    Professor Guglielmo Maria Caporale

  184. The Bank Lending Channel in a Dual Banking System: Evidence from Malaysia

    Article • January 2016, Elsevier

    Professor Guglielmo Maria Caporale

  185. The Performance of Banks in the MENA Region During the Global Financial Crisis

    Article • January 2016, Elsevier

    Professor Guglielmo Maria Caporale

  186. Gender, style diversity, and their effect on fund performance

    Article • Research in International Business and Finance, September 2015, Elsevier

    Professor Guglielmo Maria Caporale

  187. Exchange rate uncertainty and international portfolio flows: A multivariate GARCH-in-mean approach

    Article • Journal of International Money and Finance, June 2015, Elsevier

    Professor Guglielmo Maria Caporale

  188. Long-Term Price Overreactions: Are Markets Inefficient?

    Article • January 2015, Elsevier

    Professor Alex Plastun, Professor Guglielmo Maria Caporale

  189. International Portfolio Flows and Exchange Rate Volatility for Emerging Markets

    Article • January 2015, Elsevier

    Professor Guglielmo Maria Caporale

  190. Linkages between the US and European Stock Markets: A Fractional Cointegration Approach

    Article • January 2015, Elsevier

    Professor Guglielmo Maria Caporale

  191. Linkages between the US and European Stock Markets: A Fractional Cointegration Approach

    Article • January 2015, Elsevier

    Professor Guglielmo Maria Caporale

  192. Linkages between the US and European Stock Markets: A Fractional Cointegration Approach

    Article • January 2015, Elsevier

    Professor Guglielmo Maria Caporale

  193. Loan Loss Provision: Some Empirical Evidence for Italian Banks

    Article • January 2015, Elsevier

    Professor Guglielmo Maria Caporale

  194. Macro News and Commodity Returns

    Article • January 2015, Elsevier

    Professor Guglielmo Maria Caporale

  195. Spillovers between Food and Energy Prices and Structural Breaks

    Article • January 2015, Elsevier

    Professor Guglielmo Maria Caporale

  196. Spillovers between Food and Energy Prices and Structural Breaks

    Article • January 2015, Elsevier

    Professor Guglielmo Maria Caporale

  197. The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis

    Article • January 2015, Elsevier

    Professor Guglielmo Maria Caporale

  198. Trade Flows and Trade Specialisation: The Case of China

    Article • January 2015, Elsevier

    Professor Guglielmo Maria Caporale

  199. Trade Flows and Trade Specialisation: The Case of China

    Article • January 2015, Elsevier

    Professor Guglielmo Maria Caporale

  200. Infant mortality rates: time trends and fractional integration

    Article • Journal of Applied Statistics, November 2014, Taylor & Francis

    Professor Guglielmo Maria Caporale

  201. Long Memory in UK Real GDP, 1851-2013: An ARFIMA-FIGARCH Analysis

    Article • SSRN Electronic Journal, January 2014, Elsevier

    Professor Marinko Skare, Professor Guglielmo Maria Caporale

  202. Intraday Anomalies and Market Efficiency: A Trading Robot Analysis

    Article • January 2014, Elsevier

    Professor Alex Plastun, Professor Guglielmo Maria Caporale

  203. Intraday Anomalies and Market Efficiency: A Trading Robot Analysis

    Article • January 2014, Elsevier

    Professor Alex Plastun, Professor Guglielmo Maria Caporale

  204. Long Memory in the Ukrainian Stock Market and Financial Crises

    Article • January 2014, Elsevier

    Professor Alex Plastun, Professor Guglielmo Maria Caporale

  205. The Weekend Effect: A Trading Robot and Fractional Integration Analysis

    Article • January 2014, Elsevier

    Professor Alex Plastun, Professor Guglielmo Maria Caporale

  206. Financial Development and Economic Growth: Evidence from Ten New EU Members

    Article • January 2014, Elsevier

    Professor Guglielmo Maria Caporale

  207. International Capital Markets Structure, Preferences and Puzzles: The US-China Case

    Article • January 2014, Elsevier

    Professor Guglielmo Maria Caporale

  208. Local Banking and Local Economic Growth in Italy: Some Panel Evidence

    Article • January 2014, Elsevier

    Professor Guglielmo Maria Caporale

  209. Macro News and Bond Yield Spreads in the Euro Area

    Article • January 2014, Elsevier

    Professor Guglielmo Maria Caporale

  210. Macro News and Bond Yield Spreads in the Euro Area

    Article • January 2014, Elsevier

    Professor Guglielmo Maria Caporale

  211. Macro News and Stock Returns in the Euro Area: A VAR-GARCH-in-Mean Analysis

    Article • January 2014, Elsevier

    Professor Guglielmo Maria Caporale

  212. Macro News and Stock Returns in the Euro Area: A VAR-GARCH-in-Mean Analysis

    Article • January 2014, Elsevier

    Professor Guglielmo Maria Caporale

  213. Oil Price Uncertainty and Sectoral Stock Returns in China: A Time-Varying Approach

    Article • January 2014, Elsevier

    Professor Guglielmo Maria Caporale

  214. Oil Price Uncertainty and Sectoral Stock Returns in China: A Time-Varying Approach

    Article • January 2014, Elsevier

    Professor Guglielmo Maria Caporale

  215. Testing Unemployment Theories: A Multivariate Long Memory Approach

    Article • January 2014, Elsevier

    Professor Guglielmo Maria Caporale

  216. Testing Unemployment Theories: A Multivariate Long Memory Approach

    Article • January 2014, Elsevier

    Professor Guglielmo Maria Caporale

  217. Bank Lending Procyclicality and Credit Quality During Financial Crises

    Article • January 2013, Elsevier

    Professor Guglielmo Maria Caporale

  218. Exchange Rate Uncertainty and International Portfolio Flows

    Article • January 2013, Elsevier

    Professor Guglielmo Maria Caporale

  219. Fiscal Adjustments and Business Cycle Synchronization

    Article • January 2013, Elsevier

    Professor Guglielmo Maria Caporale

  220. Long Memory and Fractional Integration in High Frequency Data on the US Dollar/British Pound Spot Exchange Rate

    Article • January 2013, Elsevier

    Professor Guglielmo Maria Caporale

  221. Long Memory in the Ukrainian Stock Market

    Article • January 2013, Elsevier

    Professor Guglielmo Maria Caporale

  222. Measuring Alpha in the Fund Management Industry: Do Female Managers Perform Better?

    Article • January 2013, Elsevier

    Professor Guglielmo Maria Caporale

  223. On the Linkages between Stock Prices and Exchange Rates: Evidence from the Banking Crisis of 2007-2010

    Article • January 2013, Elsevier

    Professor Guglielmo Maria Caporale

  224. Persistence and Cycles in the US Federal Funds Rate

    Article • January 2013, Elsevier

    Professor Guglielmo Maria Caporale

  225. The PPP Hypothesis Revisited: Evidence Using a Multivariate Long-Memory Model

    Article • January 2013, Elsevier

    Professor Guglielmo Maria Caporale

  226. Long Memory in German Energy Price Indices

    Article • January 2012, Elsevier

    Professor Guglielmo Maria Caporale

  227. Re-Examining the Decline in the US Saving Rate: The Impact of Mortgage Equity Withdrawal

    Article • January 2012, Elsevier

    Professor Guglielmo Maria Caporale

  228. Re-Examining the Decline in the US Saving Rate: The Impact of Mortgage Equity Withdrawal

    Article • January 2012, Elsevier

    Professor Guglielmo Maria Caporale

  229. Testing the Marshall-Lerner Condition in Kenya

    Article • January 2012, Elsevier

    Professor Guglielmo Maria Caporale

  230. The Euro Changeover and Price Adjustments in Italy

    Article • SSRN Electronic Journal, January 2011, Elsevier

    Professor Guglielmo Maria Caporale

  231. Are Stock and Housing Returns Complements or Substitutes? Evidence from OECD Countries

    Article • January 2011, Elsevier

    Professor Guglielmo Maria Caporale

  232. Employment Growth, Inflation and Output Growth: Was Phillips Right? Evidence from a Dynamic Panel

    Article • January 2011, Elsevier

    Professor Guglielmo Maria Caporale

  233. Europe Agreements and Trade Balance: Evidence from Four New EU Members

    Article • January 2011, Elsevier

    Professor Guglielmo Maria Caporale

  234. Fractional Integration and Cointegration in US Financial Time Series Data

    Article • January 2011, Elsevier

    Professor Guglielmo Maria Caporale

  235. Fractional Integration and Cointegration in US Financial Time Series Data

    Article • January 2011, Elsevier

    Professor Guglielmo Maria Caporale

  236. Persistence and Cyclical Dependence in the Monthly Euribor Rate

    Article • January 2011, Elsevier

    Professor Guglielmo Maria Caporale

  237. Persistence and Cyclical Dependence in the Monthly Euribor Rate

    Article • January 2011, Elsevier

    Professor Guglielmo Maria Caporale

  238. Price Discovery and Trade Fragmentation in a Multi - Market Environment: Evidence from the MTS System

    Article • January 2011, Elsevier

    Professor Guglielmo Maria Caporale

  239. Price Discovery and Trade Fragmentation in a Multi-Market Environment: Evidence from the MTS System

    Article • January 2011, Elsevier

    Professor Guglielmo Maria Caporale

  240. Quoted Spreads and Trade Imbalance Dynamics in the European Treasury Bond Market

    Article • January 2011, Elsevier

    Professor Guglielmo Maria Caporale

  241. Sources of Real Exchange Rate Volatility and International Financial Integration: A Dynamic GMM Panel Approach

    Article • January 2011, Elsevier

    Professor Guglielmo Maria Caporale

  242. Inflation and Inflation Uncertainty In the Euro Area

    Article • January 2010, Elsevier

    Professor Guglielmo Maria Caporale

  243. Time-Varying Spot and Futures Oil Price Dynamics

    Article • SSRN Electronic Journal, January 2010, Elsevier

    Professor Guglielmo Maria Caporale

  244. Determinants of Pollution Abatement and Control Expenditure in Romania: A Multilevel Analysis

    Article • January 2010, Elsevier

    Professor Guglielmo Maria Caporale

  245. EU Banks Rating Assignments: Is there Heterogeneity between New and Old Member Countries?

    Article • January 2010, Elsevier

    Professor Guglielmo Maria Caporale

  246. Environmental Regulation and Competitiveness: Evidence from Romania

    Article • January 2010, Elsevier

    Professor Guglielmo Maria Caporale

  247. Environmental Regulation and Competitiveness: Evidence from Romania

    Article • January 2010, Elsevier

    Professor Guglielmo Maria Caporale

  248. Estimating Persistence in the Volatility of Asset Returns with Signal Plus Noise Models

    Article • January 2010, Elsevier

    Professor Guglielmo Maria Caporale

  249. Fractional Cointegration in US Term Spreads

    Article • January 2010, Elsevier

    Professor Guglielmo Maria Caporale

  250. Liquidity Risk, Credit Risk and the Overnight Interest Rate Spread: A Stochastic Volatility Modelling Approach

    Article • January 2010, Elsevier

    Professor Guglielmo Maria Caporale

  251. Liquidity Risk, Credit Risk and the Overnight Interest Rate Spread: A Stochastic Volatility Modelling Approach

    Article • January 2010, Elsevier

    Professor Guglielmo Maria Caporale

  252. Long Memory and Fractional Integration in High Frequency Financial Time Series

    Article • January 2010, Elsevier

    Professor Guglielmo Maria Caporale

  253. Long Memory and Volatility Dynamics in the US Dollar Exchange Rate

    Article • January 2010, Elsevier

    Professor Guglielmo Maria Caporale

  254. Pollution Abatement and Control Expenditure in Romania: A Multilevel Analysis

    Article • January 2010, Elsevier

    Professor Guglielmo Maria Caporale

  255. Pollution Abatement and Control Expenditure in Romania: A Multilevel Analysis

    Article • January 2010, Elsevier

    Professor Guglielmo Maria Caporale

  256. Price Formation on the EuroMTS Platform

    Article • January 2010, Elsevier

    Professor Guglielmo Maria Caporale

  257. Quoted Spreads and Trade Imbalance Dynamics in the European Treasury Bond Market

    Article • January 2010, Elsevier

    Professor Guglielmo Maria Caporale

  258. Stock Market Integration between Three CEECs, Russia and the UK

    Article • January 2010, Elsevier

    Professor Guglielmo Maria Caporale

  259. The Weekly Structure of US Stock Prices

    Article • January 2010, Elsevier

    Professor Guglielmo Maria Caporale

  260. The Weekly Structure of US Stock Prices

    Article • January 2010, Elsevier

    Professor Guglielmo Maria Caporale

  261. Time-Varying Spot and Futures Oil Price Dynamics

    Article • January 2010, Elsevier

    Professor Guglielmo Maria Caporale

  262. Trade Specialisation and Economic Convergence: Evidence from Two Eastern European Countries

    Article • January 2010, Elsevier

    Professor Guglielmo Maria Caporale

  263. US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis

    Article • January 2010, Elsevier

    Professor Guglielmo Maria Caporale

  264. Rating Assignments: Lessons from International Banks

    Article • SSRN Electronic Journal, January 2009, Elsevier

    Dr Chris Stewart, Professor Guglielmo Maria Caporale

  265. Evaluating Greek Equity Funds Using Data Envelopment Analysis

    Article • SSRN Electronic Journal, January 2009, Elsevier

    Professor Guglielmo Maria Caporale

  266. Determinants of Pollution Abatement and Control Expenditure: Evidence from Romania

    Article • January 2009, Elsevier

    Professor Guglielmo Maria Caporale

  267. Financial Development and Economic Growth: Evidence from Ten New EU Members

    Article • January 2009, Elsevier

    Professor Guglielmo Maria Caporale

  268. Global and Regional Spillovers in Emerging Stock Markets: A Multivariate Garch-in-Mean Analysis

    Article • January 2009, Elsevier

    Professor Guglielmo Maria Caporale

  269. Inflation and Inflation Uncertainty in the Euro Area

    Article • January 2009, Elsevier

    Professor Guglielmo Maria Caporale

  270. International Financial Integration and Real Exchange Rate Long-Run Dynamics in Emerging Countries: Some Panel Evidence

    Article • January 2009, Elsevier

    Professor Guglielmo Maria Caporale

  271. International Financial Integration and Real Exchange Rate Long-Run Dynamics in Emerging Countries: Some Panel Evidence

    Article • January 2009, Elsevier

    Professor Guglielmo Maria Caporale

  272. Long Memory in US Real Output Per Capita

    Article • January 2009, Elsevier

    Professor Guglielmo Maria Caporale

  273. Long Memory in US Real Output per Capita

    Article • January 2009, Elsevier

    Professor Guglielmo Maria Caporale

  274. Multi-Factor Gegenbauer Processes and European Inflation Rates

    Article • January 2009, Elsevier

    Professor Guglielmo Maria Caporale

  275. Rating Assignments: Lessons from International Banks

    Article • January 2009, Elsevier

    Professor Guglielmo Maria Caporale

  276. Testing for Convergence in Stock Markets: A Non-Linear Factor Approach

    Article • January 2009, Elsevier

    Professor Guglielmo Maria Caporale

  277. Testing for Convergence in Stock Markets: A Non-Linear Factor Approach

    Article • January 2009, Elsevier

    Professor Guglielmo Maria Caporale

  278. Trade Specialisation and Economic Convergence: Evidence from Two Eastern European Countries

    Article • January 2009, Elsevier

    Professor Guglielmo Maria Caporale

  279. Volatility Spillovers and Contagion from Mature to Emerging Stock Markets

    Article • January 2009, Elsevier

    Professor Guglielmo Maria Caporale

  280. Determinants of Pollution Abatement and Control Expenditure: Evidence from Romania

    Article • January 2008, Elsevier

    Professor Guglielmo Maria Caporale

  281. Financial Contagion: Evolutionary Optimisation of a Multinational Agent-Based Model

    Article • January 2008, Elsevier

    Professor Guglielmo Maria Caporale

  282. Fiscal Shocks and Real Exchange Rate Dynamics: Some Evidence for Latin America

    Article • January 2008, Elsevier

    Professor Guglielmo Maria Caporale

  283. Modelling Long-Run Trends and Cycles in Financial Time Series Data

    Article • January 2008, Elsevier

    Professor Guglielmo Maria Caporale

  284. On the Bilateral Trade Effects of Free Trade Agreements between the EU-15 and the CEEC-4 Countries

    Article • January 2008, Elsevier

    Professor Guglielmo Maria Caporale

  285. On the Bilateral Trade Effects of Free Trade Agreements between the Eu-15 and the Ceec-4 Countries

    Article • January 2008, Elsevier

    Professor Guglielmo Maria Caporale

  286. On the Trade Balance Effects of Free Trade Agreements between the EU-15 and the CEEC-4 Countries

    Article • January 2008, Elsevier

    Professor Guglielmo Maria Caporale

  287. Using Chebyshev Polynomials to Approximate Partial Differential Equations

    Article • January 2008, Elsevier

    Professor Guglielmo Maria Caporale

  288. A Multivariate Long-Memory Model with Structural Breaks

    Article • January 2007, Elsevier

    Professor Guglielmo Maria Caporale

  289. Income and Happiness Across Europe: Do Reference Values Matter?

    Article • January 2007, Elsevier

    Professor Guglielmo Maria Caporale

  290. Black Market and Official Exchange Rates: Long-Run Equilibrium and Short-Run Dynamics

    Article • January 2006, Elsevier

    Professor Guglielmo Maria Caporale

  291. Cointegration Tests of PPP: Do They Also Exhibit Erratic Behaviour?

    Article • January 2006, Elsevier

    Professor Guglielmo Maria Caporale

  292. Modelling Structural Breaks in the Us, UK and Japanese Unemployment Rates

    Article • January 2006, Elsevier

    Professor Guglielmo Maria Caporale

  293. The Euro and Inflation Uncertainty in the European Monetary Union

    Article • January 2006, Elsevier

    Professor Guglielmo Maria Caporale

  294. Valuing American put Options using Chebyshev Polynomial Approximation

    Article • SSRN Electronic Journal, January 2005, Elsevier

    Professor Guglielmo Maria Caporale

  295. Non-Linearities and Fractional Integration in the Us Unemployment Rate

    Article • January 2004, Elsevier

    Professor Guglielmo Maria Caporale

  296. Monetary Policy and the Exchange Rate During the Asian Crisis: Identification Through Heteroscedasticity

    Article • January 2003, Elsevier

    Professor Guglielmo Maria Caporale

  297. Testing for Financial Contagion between Developed and Emerging Markets During the 1997 East Asian Crisis

    Article • January 2003, Elsevier

    Professor Guglielmo Maria Caporale

  298. Trade Intensity and Output Synchronisation: On the Endogeneity Properties of EMU

    Article • SSRN Electronic Journal, Elsevier

    dr roberta de santis, Professor Guglielmo Maria Caporale