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Caporale, Guglielmo Maria


 SSRN Author Rank: 15,509 by Downloads
 

Brunel University - Centre for Empirical Finance


 Uxbridge UB8 3PH
 United Kingdom
 email address

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. Caporale, Guglielmo Maria's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
1,804
Total
Citations
11
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.   Incl. Electronic Paper
Beirne, John
European Central Bank (ECB)
Caporale, Guglielmo Maria
Brunel University - Centre for Empirical Finance
Spagnolo, Nicola
Brunel University
Posted:
12 Oct 13
0
(65,289)
 

2.   Incl. Electronic Paper
Caporale, Guglielmo Maria
Brunel University - Centre for Empirical Finance
Hunter, John
Brunel University - School of Social Science
Menla Ali, Faek
Brunel University - Economics and Finance Department
Posted:
12 Apr 13
Last Revised:
03 Nov 13
141
(128,303)
 

3.   Incl. Electronic Paper
Caporale, Guglielmo Maria
Brunel University - Centre for Empirical Finance
Gil-Alana, Luis A.
University of Navarra - Department of Economics
Plastun, Alex
National Bank of Ukraine - Ukrainian Academy of Banking of the National Bank of Ukraine
Makarenko, Inna
National Bank of Ukraine - Ukrainian Academy of Banking of the National Bank of Ukraine
Posted:
19 Jun 14
Last Revised:
03 Oct 14
97
(170,230)
 

4.   Incl. Electronic Paper
Babalos, Vassilios
Department of Accounting & Finance, Technological Educational Institute of Peloponnese
Caporale, Guglielmo Maria
Brunel University - Centre for Empirical Finance
Philippas, Nikolaos
University of Piraeus - Department of Business Administration
Posted:
24 May 13
Last Revised:
18 Jun 13
88
(181,497)
 

5.  
Caporale, Guglielmo Maria
Brunel University - Centre for Empirical Finance
Skare, Marinko
Juraj Dobrila University of Pula
Posted:
11 Jul 11
81
(191,048)
 

6.   Incl. Electronic Paper
Arouri, Mohamed El Hedi
EDHEC Business School
Caporale, Guglielmo Maria
Brunel University - Centre for Empirical Finance
Rault, Christophe
Université d'Évry - Centre D'Etudes des Politiques Economiques et de L'Emploi (EPEE)
Sova, Robert
Academy of Economic Studies
Sova, Anamaria
CES Sorbonne University
Posted:
03 Sep 12
Last Revised:
27 May 13
26
(198,441)
 

7.   Incl. Electronic Paper
Caporale, Guglielmo Maria
Brunel University - Centre for Empirical Finance
Gil-Alana, Luis A.
University of Navarra - Department of Economics
Posted:
13 Oct 12
Last Revised:
17 Oct 12
65
(216,609)
 

8.  
Fiscal Spillovers in the Euro Area | Show Abstract | Download This Paper |
CESifo Working Paper Series No. 3693
Number of Pages in PDF File: 33
Caporale, Guglielmo Maria
Brunel University - Centre for Empirical Finance
Girardi, Alessandro
National Institute of Statistics (ISTAT)
Posted:
11 Jan 12
65
(216,609)
3

9.   Incl. Electronic Paper
Caporale, Guglielmo Maria
Brunel University - Centre for Empirical Finance
Gil-Alana, Luis A.
University of Navarra - Department of Economics
Plastun, Alex
National Bank of Ukraine - Ukrainian Academy of Banking of the National Bank of Ukraine
Makarenko, Inna
National Bank of Ukraine - Ukrainian Academy of Banking of the National Bank of Ukraine
Posted:
07 May 14
Last Revised:
22 Oct 14
64
(218,373)
 

10.  
Youth Unemployment in Europe: Persistence and Macroeconomic Determinants | Show Abstract | Download This Paper |
CESifo Working Paper Series No. 4696
Number of Pages in PDF File: 20
Caporale, Guglielmo Maria
Brunel University - Centre for Empirical Finance
Gil-Alana, Luis A.
University of Navarra - Department of Economics
Posted:
16 Apr 14
64
(218,373)
 

11.  
Short-Term Price Overreactions: Identification, Testing, Exploitation | Show Abstract | Download This Paper |
CESifo Working Paper Series No. 5066
Number of Pages in PDF File: 28
Caporale, Guglielmo Maria
Brunel University - Centre for Empirical Finance
Gil-Alana, Luis A.
University of Navarra - Department of Economics
Plastun, Alex
National Bank of Ukraine - Ukrainian Academy of Banking of the National Bank of Ukraine
Posted:
02 Dec 14
59
(227,796)
 

12.  
Caporale, Guglielmo Maria
Brunel University - Centre for Empirical Finance
Rault, Christophe
Université d'Évry - Centre D'Etudes des Politiques Economiques et de L'Emploi (EPEE)
Posted:
30 Nov 11
56
(233,714)
 

13.   Incl. Electronic Paper
Caporale, Guglielmo Maria
Brunel University - Centre for Empirical Finance
Menla Ali, Faek
Brunel University - Economics and Finance Department
Spagnolo, Nicola
Brunel University
Posted:
14 May 13
Last Revised:
29 Oct 14
54
(237,768)
 

14.   Incl. Electronic Paper
Caporale, Guglielmo Maria
Brunel University - Centre for Empirical Finance
Spagnolo, Fabio
Brunel University - Economics and Finance
Spagnolo, Nicola
Brunel University
Posted:
30 Jul 14
Last Revised:
20 Aug 14
50
(246,326)
 

15.  
Caporale, Guglielmo Maria
Brunel University - Centre for Empirical Finance
Gil-Alana, Luis A.
University of Navarra - Department of Economics
Posted:
20 Oct 10
50
(246,326)
 

16.  
Inflation and Inflation Uncertainty in the Euro Area | Show Abstract | Download This Paper |
ECB Working Paper No. 1229
Number of Pages in PDF File: 27
Caporale, Guglielmo Maria
Brunel University - Centre for Empirical Finance
Onorante, Luca
European Central Bank (ECB)
Paesani, Paolo
University of Rome - Tor Vergata - Department of Economics and Institutions
Posted:
24 Jul 10
50
(246,326)
2

17.   Incl. Electronic Paper
Caporale, Guglielmo Maria
Brunel University - Centre for Empirical Finance
Gil-Alana, Luis A.
University of Navarra - Department of Economics
Posted:
08 May 13
Last Revised:
14 May 13
47
(253,030)
 

18.   Incl. Electronic Paper
Caporale, Guglielmo Maria
Brunel University - Centre for Empirical Finance
Donadelli, Michael
Research Center SAFE - Goethe University Frankfurt
Varani, Alessia
HEC Montreal
Posted:
13 Feb 14
Last Revised:
20 Mar 14
46
(255,412)
 

19.  
Caporale, Guglielmo Maria
Brunel University - Centre for Empirical Finance
Gil-Alana, Luis A.
University of Navarra - Department of Economics
Posted:
27 Apr 11
42
(264,888)
 

20.   Incl. Electronic Paper
Caporale, Guglielmo Maria
Brunel University - Centre for Empirical Finance
Spagnolo, Fabio
Brunel University - Economics and Finance
Spagnolo, Nicola
Brunel University
Posted:
02 Oct 14
Last Revised:
22 Oct 14
41
(267,364)
 

21.  
Europe Agreements and Trade Balance: Evidence from Four New EU Members | Show Abstract | Download This Paper |
CESifo Working Paper Series No. 3340
Number of Pages in PDF File: 34
Caporale, Guglielmo Maria
Brunel University - Centre for Empirical Finance
Rault, Christophe
Université d'Évry - Centre D'Etudes des Politiques Economiques et de L'Emploi (EPEE)
Sova, Robert
Academy of Economic Studies
Sova, Anamaria
CES Sorbonne University
Posted:
14 Feb 11
41
(267,364)
 

22.  
Short-Term Price Overreaction: Identification, Testing, Exploitation | Show Abstract | Download This Paper |
DIW Berlin Discussion Paper No. 1423
Number of Pages in PDF File: 29
Caporale, Guglielmo Maria
Brunel University - Centre for Empirical Finance
Gil-Alana, Luis A.
University of Navarra - Department of Economics
Plastun, Alex
National Bank of Ukraine - Ukrainian Academy of Banking of the National Bank of Ukraine
Posted:
19 Nov 14
40
(269,889)
 

23.   Incl. Electronic Paper
Caporale, Guglielmo Maria
Brunel University - Centre for Empirical Finance
Menla Ali, Faek
Brunel University - Economics and Finance Department
Spagnolo, Nicola
Brunel University
Posted:
28 Jun 14
Last Revised:
01 Aug 14
39
(275,246)
 

24.   Incl. Electronic Paper
Caporale, Guglielmo Maria
Brunel University - Centre for Empirical Finance
Costantini, Mauro
ISAE, Istituto di Studi e Analisi Economica
Paradiso, Antonio
affiliation not provided to SSRN
Posted:
13 Aug 12
Last Revised:
02 May 13
37
(277,974)
 

25.   Incl. Electronic Paper
Caporale, Guglielmo Maria
Brunel University - Centre for Empirical Finance
Girardi, Alessandro
National Institute of Statistics (ISTAT)
Posted:
21 Nov 12
Last Revised:
02 May 13
35
(283,536)
 

26.  
Caporale, Guglielmo Maria
Brunel University - Centre for Empirical Finance
Girardi, Alessandro
National Institute of Statistics (ISTAT)
Paesani, Paolo
University of Rome - Tor Vergata - Department of Economics and Institutions
Posted:
26 Dec 10
35
(283,536)
1

27.   Incl. Electronic Paper
Barros, Carlos Pestana
Technical University of Lisbon - Instituto Superior de Economia e Gestao
Caporale, Guglielmo Maria
Brunel University - Centre for Empirical Finance
Gil-Alana, Luis A.
University of Navarra - Department of Economics
Posted:
18 Feb 12
Last Revised:
20 Sep 12
33
(289,372)
 

28.   Incl. Electronic Paper
Caporale, Guglielmo Maria
Brunel University - Centre for Empirical Finance
de Santis, Roberta
Italian National Institute of Statistics
Girardi, Alessandro
National Institute of Statistics (ISTAT)
Posted:
27 Mar 13
Last Revised:
08 Apr 13
32
(292,485)
 

29.  
Testing the Marshall-Lerner Condition in Kenya | Show Abstract | Download This Paper |
DIW Berlin Discussion Paper No. 1247
Number of Pages in PDF File: 28
Caporale, Guglielmo Maria
Brunel University - Centre for Empirical Finance
Gil-Alana, Luis A.
University of Navarra - Department of Economics
Mudida, Robert
affiliation not provided to SSRN
Posted:
13 Oct 12
32
(292,485)
 

30.  
Long Memory in UK Real GDP, 1851-2013: An ARFIMA-FIGARCH Analysis | Show Abstract | Download This Paper |
DIW Berlin Discussion Paper No. 1395
Number of Pages in PDF File: 19
Caporale, Guglielmo Maria
Brunel University - Centre for Empirical Finance
Skare, Marinko
Juraj Dobrila University of Pula
Posted:
28 Jun 14
28
(305,665)
 

31.  
Bank Lending Procyclicality and Credit Quality During Financial Crises | Show Abstract | Download This Paper |
DIW Berlin Discussion Paper No. 1309
Number of Pages in PDF File: 39
Caporale, Guglielmo Maria
Brunel University - Centre for Empirical Finance
Di Colli, Stefano
Federcasse Research Department
Lopez, Juan Sergio
Federcasse - Federazione nazionale banche di credito cooperativo
Posted:
10 Jul 13
27
(309,214)
1

32.   Incl. Electronic Paper
Caporale, Guglielmo Maria
Brunel University - Centre for Empirical Finance
Gil-Alana, Luis A.
University of Navarra - Department of Economics
Posted:
01 Apr 12
Last Revised:
04 Apr 12
24
(320,960)
 

33.  
Caporale, Guglielmo Maria
Brunel University - Centre for Empirical Finance
Sousa, Ricardo M.
University of Minho
Posted:
27 Oct 11
24
(320,960)
1

34.  
Caporale, Guglielmo Maria
Brunel University - Centre for Empirical Finance
Girardi, Alessandro
National Institute of Statistics (ISTAT)
Posted:
26 Jul 11
23
(325,069)
1

35.   Incl. Electronic Paper
Caporale, Guglielmo Maria
Brunel University - Centre for Empirical Finance
Gil-Alana, Luis A.
University of Navarra - Department of Economics
Yuliya Lovcha, Yuliya
University of Navarra
Posted:
28 Jan 14
Last Revised:
30 Jan 14
22
(329,364)
 

36.  
Persistence and Cyclical Dependence in the Monthly Euribor Rate | Show Abstract | Download This Paper |
CESifo Working Paper Series No. 3653
Number of Pages in PDF File: 25
Caporale, Guglielmo Maria
Brunel University - Centre for Empirical Finance
Gil-Alana, Luis A.
University of Navarra - Department of Economics
Posted:
01 Dec 11
22
(329,364)
 

37.  
Caporale, Guglielmo Maria
Brunel University - Centre for Empirical Finance
Sousa, Ricardo M.
University of Minho
Posted:
06 Oct 11
19
(342,315)
1

38.  
Long-Term Price Overreactions: Are Markets Inefficient? | Show Abstract | Download This Paper |
DIW Berlin Discussion Paper No. 1444
Number of Pages in PDF File: 27
Caporale, Guglielmo Maria
Brunel University - Centre for Empirical Finance
Gil-Alana, Luis A.
University of Navarra - Department of Economics
Plastun, Alex
National Bank of Ukraine - Ukrainian Academy of Banking of the National Bank of Ukraine
Posted:
22 Jan 15
17
(351,048)
 

39.  
Long Memory in the Ukrainian Stock Market | Show Abstract | Download This Paper |
DIW Berlin Discussion Paper No. 1279
Number of Pages in PDF File: 24
Caporale, Guglielmo Maria
Brunel University - Centre for Empirical Finance
Gil-Alana, Luis A.
University of Navarra - Department of Economics
Posted:
28 Mar 13
16
(355,264)
 

40.   Incl. Electronic Paper
Caporale, Guglielmo Maria
Brunel University - Centre for Empirical Finance
Gil-Alana, Luis A.
University of Navarra - Department of Economics
Posted:
22 Nov 12
Last Revised:
02 May 13
16
(355,264)
 

41.  
Caporale, Guglielmo Maria
Brunel University - Centre for Empirical Finance
Gil-Alana, Luis A.
University of Navarra - Department of Economics
Lovcha, Yuliya
University of Navarra - Pamplona Campus
Posted:
12 Apr 13
15
(359,612)
 

42.  
Fiscal Adjustments and Business Cycle Synchronization | Show Abstract | Download This Paper |
CESifo Working Paper Series No. 4505
Number of Pages in PDF File: 23
Agnello, Luca
University of Palermo - Istituto di Economia Politica
Caporale, Guglielmo Maria
Brunel University - Centre for Empirical Finance
Sousa, Ricardo
University of Minho - Department of Economics
Posted:
23 Dec 13
12
(373,311)
 

43.  
Fiscal Adjustment and Business Cycle Synchronization | Show Abstract | Download This Paper |
DIW Berlin Discussion Paper No. 1339
Number of Pages in PDF File: 24
Agnello, Luca
University of Palermo - Istituto di Economia Politica
Caporale, Guglielmo Maria
Brunel University - Centre for Empirical Finance
Sousa, Ricardo
University of Minho - Department of Economics
Posted:
30 Jan 14
9
(386,649)
 

44.  
Local Banking and Local Economic Growth in Italy: Some Panel Evidence | Show Abstract | Download This Paper |
DIW Berlin Discussion Paper No. 1409
Number of Pages in PDF File: 23
Caporale, Guglielmo Maria
Brunel University - Centre for Empirical Finance
Di Colli, Stefano
Federcasse Research Department
Di Salvo, Roberto
Federcasse - Federazione nazionale banche di credito cooperativo
Lopez, Juan Sergio
Federcasse - Federazione nazionale banche di credito cooperativo
Posted:
02 Oct 14
8
(390,972)
 

45.  
Trade Flows and Trade Specialisation: The Case of China | Show Abstract | Download This Paper |
DIW Berlin Discussion Paper No. 1453
Number of Pages in PDF File: 32
Caporale, Guglielmo Maria
Brunel University - Centre for Empirical Finance
Sova, Anamaria
CES Sorbonne University
Sova, Robert
Bucharest University of Economics
Posted:
25 Feb 15
5
(403,293)
 

46.  
Long Memory in the Ukrainian Stock Market and Financial Crises | Show Abstract | Download This Paper |
Working Paper No. 13-27. – Brunel University, London
Number of Pages in PDF File: 31
Caporale, Guglielmo Maria
Brunel University - Centre for Empirical Finance
Gil-Alana, Luis A.
University of Navarra - Department of Economics
Plastun, Alex
National Bank of Ukraine - Ukrainian Academy of Banking of the National Bank of Ukraine
Makarenko, Inna
National Bank of Ukraine - Ukrainian Academy of Banking of the National Bank of Ukraine
Posted:
04 Oct 14
5
(403,293)
 

47.  
Modelling Long‐Run Trends and Cycles in Financial Time Series Data | Show Abstract | Add to Cart |
Journal of Time Series Analysis, Vol. 34, Issue 3, pp. 405-421, 2013
Number of Pages in PDF File: 17
Caporale, Guglielmo Maria
Brunel University - Centre for Empirical Finance
Cuñado, Juncal
University of Navarra
Gil‐Alana, Luis A.
University of Navarra
Posted:
26 Apr 13
1
(427,119)
 

48.  
Are the Baltic Countries Ready to Adopt the Euro? A Generalized Purchasing Power Parity Approach | Show Abstract | Add to Cart |
The Manchester School, Vol. 79, No. 3, pp. 429-454, 2011
Number of Pages in PDF File: 26
Caporale, Guglielmo Maria
Brunel University - Centre for Empirical Finance
Ciferri, Davide
John Cabot University
Girardi, Alessandro
National Institute of Statistics (ISTAT)
Posted:
21 Apr 11
1
(427,119)
 

49.  
Time‐Varying Spot and Futures Oil Price Dynamics | Show Abstract | Add to Cart |
Scottish Journal of Political Economy, Vol. 61, Issue 1, pp. 78-97, 2014
Number of Pages in PDF File: 20
Caporale, Guglielmo Maria
Brunel University - Centre for Empirical Finance
Ciferri, Davide
John Cabot University
Girardi, Alessandro
National Institute of Statistics (ISTAT)
Posted:
04 Dec 13
0
(437,073)
1


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