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Works (50 of 82)

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

International Economics
2025-03 | Journal article
Contributors: Marina Albanese; Guglielmo Maria Caporale; Ida Colella; Nicola Spagnolo
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The COVID‐19 pandemic and European trade patterns: A sectoral analysis

International Journal of Finance & Economics
2025-01 | Journal article
Contributors: Guglielmo Maria Caporale; Anamaria Diana Sova; Robert Sova
Source: check_circle
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Long-Run Linkages Between us Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis

Computational Economics
2024-12 | Journal article
Contributors: Guglielmo Maria Caporale; José Javier de Dios Mazariegos; Luis A. Gil-Alana
Source: check_circle
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Exogenous shocks and time-varying price persistence in the EU27

Journal of Applied Economics
2024-12-31 | Journal article
Contributors: Guglielmo Maria Caporale; Luis A. Gil-Alana; Amir Imeri
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Persistence in high frequency financial data: the case of the EuroStoxx 50 futures prices

Cogent Economics & Finance
2024-12-31 | Journal article
Contributors: Guglielmo Maria Caporale; Alex Plastun
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Dynamic Factor Models and Fractional Integration—With an Application to US Real Economic Activity

Econometrics
2024-12-19 | Journal article
Contributors: Guglielmo Maria Caporale; Luis Alberiko Gil-Alana; Pedro Jose Piqueras Martinez
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Time-varying parameters in monetary policy rules: a GMM approach

Journal of Economic Studies
2024-12-16 | Journal article
Contributors: Christina Anderl; Guglielmo Maria Caporale
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Functional shocks to inflation expectations and real interest rates and their macroeconomic effects

Review of World Economics
2024-11 | Journal article
Contributors: Christina Anderl; Guglielmo Maria Caporale
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A Long-Memory Model for Multiple Cycles with an Application to the US Stock Market

Mathematics
2024-11-07 | Journal article
Contributors: Guglielmo Maria Caporale; Luis Alberiko Gil-Alana
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Functional Oil Price Expectations Shocks and Inflation

Journal of Futures Markets
2024-10 | Journal article
Contributors: Christina Anderl; Guglielmo Maria Caporale
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Modelling Loans to Non-Financial Corporations in the Eurozone: A Long-Memory Approach

International Advances in Economic Research
2024-08 | Journal article
Contributors: Guglielmo Maria Caporale; Luis Alberiko Gil-Alana; Nicola Rubino; Inmaculada Vilchez
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Shipping cost uncertainty, endogenous regime switching and the global drivers of inflation

International Economics
2024-08 | Journal article
Contributors: Christina Anderl; Guglielmo Maria Caporale
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The Covid‐19 pandemic and European trade flows: Evidence from a dynamic panel model

International Journal of Finance & Economics
2024-07 | Journal article
Contributors: Guglielmo Maria Caporale; Anamaria Diana Sova; Robert Sova
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Time-varying effects of the COVID-19 pandemic on stock markets and economic activity: evidence from the US and Europe

Empirica
2024-05 | Journal article
Contributors: Guglielmo Maria Caporale; Abdurrahman Nazif Çatık; Mohamad Husam Helmi; Coşkun Akdeniz; Ali İlhan
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Exponential Time Trends in a Fractional Integration Model

Econometrics
2024-05-31 | Journal article
Contributors: Guglielmo Maria Caporale; Luis Alberiko Gil-Alana
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Financial integration and economic growth in Europe

2024-05-23 | Book chapter
Contributors: Guglielmo Maria Caporale; Anamaria Diana Sova; Robert Sova
Source: check_circle
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Financial integration and European tourism stocks

2024-05-23 | Book chapter
Contributors: Guglielmo Maria Caporale; Stavroula Yfanti; Menelaos Karanasos; Jiaying Wu
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Introduction to the Handbook of Financial Integration: new research developments

2024-05-23 | Book chapter
Contributors: Guglielmo Maria Caporale
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US municipal green bonds and financial integration

2024-05-23 | Book chapter
Contributors: Guglielmo Maria Caporale; Nicola Spagnolo
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Macro‐financial linkages in the high‐frequency domain: Economic fundamentals and the Covid‐induced uncertainty channel in US and UK financial markets

International Journal of Finance & Economics
2024-04 | Journal article
Contributors: Guglielmo Maria Caporale; Menelaos Karanasos; Stavroula Yfanti
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Persistence and long memory in monetary policy spreads

Applied Economics
2024-04-26 | Journal article
Contributors: Guglielmo Maria Caporale; Luis Alberiko Gil-Alana
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Persistence in the Realized Betas: Some Evidence from the Stock Market

Journal of Risk and Financial Management
2024-04-07 | Journal article
Contributors: Guglielmo Maria Caporale; Luis A. Gil-Alana; Miguel Martin-Valmayor
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Seven pitfalls of technical analysis

2023 | Book chapter
Contributors: Guglielmo Maria Caporale; Alex Plastun
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Asymmetries, uncertainty and inflation: evidence from developed and emerging economies

Journal of Economics and Finance
2023-12 | Journal article
Contributors: Christina Anderl; Guglielmo Maria Caporale
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Witching days and abnormal profits in the us stock market

Cogent Economics & Finance
2023-12-31 | Journal article
Contributors: Guglielmo Maria Caporale; Alex Plastun
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Shadow rates as a measure of the monetary policy stance: Some international evidence

Scottish Journal of Political Economy
2023-11 | Journal article
Contributors: Christina Anderl; Guglielmo Maria Caporale
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The short‐run and long‐run effects of trade openness on financial development: Some panel evidence for Europe

International Journal of Finance & Economics
2023-10 | Journal article
Contributors: Guglielmo Maria Caporale; Anamaria Diana Sova; Robert Sova
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Tourism persistence in the Southeastern European countries: The impact of covid-19

Cogent Economics & Finance
2023-10-09 | Journal article
Contributors: Guglielmo Maria Caporale; Luis A. Gil-Alana; Amir Imeri
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Small and medium sized European firms and energy saving measures: The role of financing

Energy Policy
2023-08 | Journal article
Contributors: Guglielmo Maria Caporale; Cristiana Donati; Nicola Spagnolo
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Nominal and real wages in the UK, 1750–2015: mean reversion, persistence and structural breaks

SN Business & Economics
2023-07-05 | Journal article
Contributors: Guglielmo Maria Caporale; Luis A. Gil-Alana
Source: check_circle
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Connectedness between fossil and renewable energy stock indices: The impact of the COP policies

Economic Modelling
2023-06 | Journal article
Contributors: Guglielmo Maria Caporale; Nicola Spagnolo; Awon Almajali
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Forecasting inflation with a zero lower bound or negative interest rates: Evidence from point and density forecasts

The Manchester School
2023-06 | Journal article
Contributors: Christina Anderl; Guglielmo Maria Caporale
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Nonlinearities in the exchange rate pass-through: The role of inflation expectations

International Economics
2023-05 | Journal article
Contributors: Christina Anderl; Guglielmo Maria Caporale
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The impact of containment measures and monetary and fiscal responses on US financial markets during the COVID-19 pandemic

Heliyon
2023-05 | Journal article
Contributors: Emmanuel Joel Aikins Abakah; Guglielmo Maria Caporale; Luis Alberiko Gil-Alana
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Gold and silver as safe havens: A fractional integration and cointegration analysis

PLOS ONE
2023-03-03 | Journal article
Contributors: Guglielmo Maria Caporale; Vasileios Kallinterakis; Luis Alberiko Gil-Alana
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US policy responses to the COVID-19 pandemic and sectoral stock indices: A fractional integration approach

Applied Economics
2023-01-14 | Journal article
Contributors: Guglielmo Maria Caporale; Luis Alberiko Gil-Alana; Emmanuel Joel Aikins Abakah
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Oil prices and sectoral stock returns in the BRICS-T countries: A time-varying approach

Resources Policy
2022-12 | Journal article
Contributors: Guglielmo Maria Caporale; Abdurrahman Nazif Çatık; Gul Serife Huyuguzel Kısla; Mohamad Husam Helmi; Coşkun Akdeniz
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Persistence in the passion investment market

Heliyon
2022-12 | Journal article
Contributors: Guglielmo Maria Caporale; Luis Gil-Alana; Alex Plastun; Ahniia Havrylina
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The COVID-19 pandemic, policy responses and stock markets in the G20

International Economics
2022-12 | Journal article
Contributors: Guglielmo Maria Caporale; Woo-Young Kang; Fabio Spagnolo; Nicola Spagnolo
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The effects of us covid-19 policy responses on cryptocurrencies, fintech and artificial intelligence stocks: A fractional integration analysis

Cogent Economics & Finance
2022-12-31 | Journal article
Contributors: Emmanuel Joel Aikins Abakah; Guglielmo Maria Caporale; Luis Alberiko Gil-Alana
Source: check_circle
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The impact of the COVID-19 pandemic on persistence in the European stock markets

Heliyon
2022-11 | Journal article
Contributors: Guglielmo Maria Caporale; Luis Gil-Alana; Isabel Arrese Lasaosa
Source: check_circle
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Exchange rate parities and Taylor rule deviations

Empirical Economics
2022-10 | Journal article
Contributors: Christina Anderl; Guglielmo Maria Caporale
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Persistence in ESG and conventional stock market indices

Journal of Economics and Finance
2022-10 | Journal article
Contributors: Guglielmo Maria Caporale; Luis Gil-Alana; Alex Plastun; Inna Makarenko
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Testing for UIP-Type Relationships: Nonlinearities, Monetary Announcements and Interest Rate Expectations

Open Economies Review
2022-09 | Journal article
Contributors: Christina Anderl; Guglielmo Maria Caporale
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Nonlinearities and asymmetric adjustment to PPP in an exchange rate model with inflation expectations

Journal of Economic Studies
2022-08-24 | Journal article
Contributors: Christina Anderl; Guglielmo Maria Caporale
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Inflation in the G7 countries: persistence and structural breaks

Journal of Economics and Finance
2022-07 | Journal article
Contributors: Guglielmo Maria Caporale; Luis Alberiko Gil-Alana; Carlos Poza
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The relationship between prices and output in the UK and the US

SN Business & Economics
2022-06 | Journal article
Contributors: Guglielmo Maria Caporale; Gloria Claudio-Quiroga; Luis Alberiko Gil-Alana
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Unemployment persistence in Europe: evidence from the 27 EU countries

Heliyon
2022-02 | Journal article
Contributors: Guglielmo Maria Caporale; Luis A. Gil-Alana; Pablo Vicente Trejo
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Non-linearities and persistence in US long-run interest rates

Applied Economics Letters
2022-02-23 | Journal article
Contributors: Guglielmo Maria Caporale; Luis Alberiko Gil-Alana; Miguel Ángel Martin-Valmayor
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On the persistence of UK inflation: A long‐range dependence approach

International Journal of Finance & Economics
2022-01 | Journal article
Contributors: Guglielmo Maria Caporale; Luis Alberiko Gil‐Alana; Tommaso Trani
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Peer review (71 reviews for 29 publications/grants)

Review activity for Annals of operation research. (1)
Review activity for Blockchain. (2)
Review activity for Computational economics. (5)
Review activity for Economic modelling. (6)
Review activity for Economics letters. (2)
Review activity for Empirical economics. (8)
Review activity for Energy economics. (1)
Review activity for Europäische Zeitschrift für politische Ökonomie. (2)
Review activity for Finance research letters. (5)
Review activity for Financial innovation. (5)
Review activity for Finanzmarkt und Portfolio Management (1)
Review activity for Global finance journal. (3)
Review activity for Humanities & social sciences communications. (1)
Review activity for International review of financial analysis. (1)
Review activity for Journal of banking & finance. (1)
Review activity for Journal of commodity markets. (1)
Review activity for Journal of economic asymmetries. (2)
Review activity for Journal of economics and finance. (7)
Review activity for Journal of happiness studies. (1)
Review activity for Journal of international financial markets, institutions & money. (2)
Review activity for Journal of population economics. (1)
Review activity for Journal of population research. (1)
Review activity for PloS one. (1)
Review activity for Portuguese economic journal. (1)
Review activity for Renewable energy. (2)
Review activity for Research in international business and finance. (1)
Review activity for Review of world economics. (1)
Review activity for SN Business & Economics. (5)
Review activity for The European journal of health economics. (1)