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Guglielmo Maria Caporale
Guglielmo Maria Caporale
Professor of Economics and Finance, Brunel University London
Verified email at brunel.ac.uk - Homepage
Title
Cited by
Cited by
Year
Stock market development and economic growth: the causal linkage
GM Caporale, PGA Howells, AM Soliman
Journal of economic development 29 (1), 33-50, 2004
5802004
Financial development and economic growth: Evidence from 10 new European Union members
GM Caporale, C Rault, AD Sova, R Sova
International Journal of Finance & Economics 20 (1), 48-60, 2015
4902015
Persistence in the cryptocurrency market
GM Caporale, L Gil-Alana, A Plastun
Research in International Business and Finance 46, 141-148, 2018
3892018
Income and happiness across Europe: Do reference values matter?
GM Caporale, Y Georgellis, N Tsitsianis, YP Yin
Journal of Economic Psychology 30 (1), 42-51, 2009
3742009
Testing for contagion: a conditional correlation analysis
GM Caporale, A Cipollini, N Spagnolo
Journal of Empirical Finance 12 (3), 476-489, 2005
3322005
Volatility spillovers and contagion from mature to emerging stock markets
J Beirne, GM Caporale, M Schulze‐Ghattas, N Spagnolo
Review of International Economics 21 (5), 1060-1075, 2013
3162013
Global and regional spillovers in emerging stock markets: A multivariate GARCH-in-mean analysis
J Beirne, GM Caporale, M Schulze-Ghattas, N Spagnolo
Emerging markets review 11 (3), 250-260, 2010
2762010
The day of the week effect in the cryptocurrency market
GM Caporale, A Plastun
Finance Research Letters 31, 2019
2332019
On the linkages between stock prices and exchange rates: Evidence from the banking crisis of 2007–2010
GM Caporale, J Hunter, FM Ali
International Review of Financial Analysis 33, 87-103, 2014
2272014
Modelling volatility of cryptocurrencies using Markov-Switching GARCH models
GM Caporale, T Zekokh
Research in International Business and Finance 48, 143-155, 2019
2182019
Endogenous growth models and stock market development: evidence from four countries
GM Caporale, P Howells, AM Soliman
Review of development economics 9 (2), 166-176, 2005
2112005
Oil price uncertainty and sectoral stock returns in China: A time-varying approach
GM Caporale, FM Ali, N Spagnolo
China Economic Review 34, 311-321, 2015
1932015
Volatility transmission and financial crises
GM Caporale, N Pittis, N Spagnolo
Journal of economics and finance 30, 376-390, 2006
1912006
Testing for causality‐in‐variance: An application to the East Asian markets
GM Caporale, N Pittis, N Spagnolo
International Journal of Finance & Economics 7 (3), 235-245, 2002
1772002
Trade flows and trade specialisation: The case of China
GM Caporale, A Sova, R Sova
China Economic Review 34, 261-273, 2015
1732015
Estimating income and price elasticities of trade in a cointegration framework
GM Caporale, MKF Chui
Review of International Economics 7 (2), 254-264, 1999
1561999
Environmental regulation and competitiveness: Evidence from Romania
MEH Arouri, GM Caporale, C Rault, R Sova, A Sova
Ecological Economics 81, 130-139, 2012
1472012
On the bilateral trade effects of free trade agreements between the EU-15 and the CEEC-4 countries
GM Caporale, C Rault, R Sova, A Sova
Review of World Economics 145, 189-206, 2009
1472009
Monetary policy rules in emerging countries: is there an augmented nonlinear TAYLOR rule?
GM Caporale, MH Helmi, AN Çatık, FM Ali, C Akdeniz
Economic Modelling 72, 306-319, 2018
1382018
Monetary policy and the exchange rate during the Asian crisis: identification through heteroscedasticity
GM Caporale, A Cipollini, PO Demetriades
Journal of International Money and Finance 24 (1), 39-53, 2005
1342005
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