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Guglielmo Maria Caporale

Institution: Brunel University London

Primary Field: International (weighted toward more recent publications)

First Publication: 1994

Most Recent: 2025

RePEc ID: pca1139 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total Percentile
Last 5 Years 0.00 0.00 1.85 2.52 4.37 79%
Last 10 Years 0.00 0.00 3.03 3.90 6.93 80%
All Time 0.00 0.00 21.59 15.93 37.52 96%

Publication Statistics

Raw Publications 63
Coauthorship-Adjusted Count 38.67

Publications (63)

Year Article Journal Tier Authors
2025 International financial integration, economic growth and threshold effects: some panel evidence for Europe Journal of International Money and Finance B 3
2024 Persistence and long memory in monetary policy spreads Applied Economics C 2
2023 US policy responses to the COVID-19 pandemic and sectoral stock indices: A fractional integration approach Applied Economics C 3
2023 Connectedness between fossil and renewable energy stock indices: The impact of the COP policies Economic Modeling C 3
2023 Small and medium sized European firms and energy saving measures: The role of financing Energy Policy B 3
2023 Forecasting inflation with a zero lower bound or negative interest rates: Evidence from point and density forecasts The Manchester School C 2
2022 Cross-border portfolio flows and news media coverage Journal of International Money and Finance B 4
2022 Testing for UIP-Type Relationships: Nonlinearities, Monetary Announcements and Interest Rate Expectations Open Economies Review C 2
2021 Persistence in the private debt-t -GDP ratio: evidence from 43 OECD countries Applied Economics C 3
2020 Financial Integration in the GCC Region: Market Size Versus National Effects Open Economies Review C 4
2019 Can the Consumption–Wealth Ratio Predict Housing Returns? Evidence from OECD Countries Real Estate Economics C 3
2018 Monetary policy rules in emerging countries: Is there an augmented nonlinear taylor rule? Economic Modeling C 5
2018 Competitive devaluations in commodity‐based economies: Colombia and the Pacific Alliance Group Review of Development Economics C 3
2017 Analysing the determinants of insolvency risk for general insurance firms in the UK Journal of Banking & Finance B 3
2017 International portfolio flows and exchange rate volatility in emerging Asian markets Journal of International Money and Finance B 4
2016 Local banking and local economic growth in Italy: some panel evidence Applied Economics C 4
2015 Exchange rate uncertainty and international portfolio flows: A multivariate GARCH-in-mean approach Journal of International Money and Finance B 3
2014 Persistence and cycles in US hours worked Economic Modeling C 2
2014 Bank lending procyclicality and credit quality during financial crises Economic Modeling C 3
2014 Improving Environmental Performance: A Challenge for Romania Environmental & Resource Economics B 4
2013 Volatility Spillovers and Contagion from Mature to Emerging Stock Markets Review of International Economics B 4
2013 Price discovery and trade fragmentation in a multi-market environment: Evidence from the MTS system Journal of Banking & Finance B 2
2013 Fiscal spillovers in the Euro area Journal of International Money and Finance B 2
2013 Liquidity Risk, Credit Risk and the Overnight Interest Rate Spread: a Stochastic Volatility Modelling Approach The Manchester School C 3
2012 Environmental Regulation and Competitiveness: Evidence from Romania Ecological Economics B 5
2012 Ratings assignments: Lessons from international banks Journal of International Money and Finance B 3
2012 European free trade agreements and trade balance: Evidence from four new European Union members Journal of International Trade & Economic Development C 4
2011 Stock Market Integration between Three CEECs, Russia, and the UK Review of International Economics B 2
2011 EU Banks Rating Assignments: Is There Heterogeneity between New and Old Member Countries? Review of International Economics B 3
2011 Introduction Review of International Economics B 2
2011 Fiscal shocks and real exchange rate dynamics: Some evidence for Latin America Journal of International Money and Finance B 3
2011 Are the Baltic Countries Ready to Adopt the Euro? a Generalized Purchasing Power Parity Approach The Manchester School C 3
2011 International financial integration and real exchange rate long-run dynamics in emerging countries: Some panel evidence Journal of International Trade & Economic Development C 3
2009 The Euro and inflation uncertainty in the European Monetary Union Journal of International Money and Finance B 2
2009 Income and happiness across Europe: Do reference values matter? Journal of Economic Psychology C 4
2008 Black Market and Official Exchange Rates: Long‐run Equilibrium and Short‐run Dynamics Review of International Economics B 2
2007 Nonlinearities and Fractional Integration in the US Unemployment Rate* Oxford Bulletin of Economics and Statistics B 2
2005 Interest rate linkages: a Kalman filter approach to detecting structural change Economic Modeling C 3
2005 Monetary policy and the exchange rate during the Asian crisis: identification through heteroscedasticity Journal of International Money and Finance B 3
2005 The Feldstein-Horioka puzzle revisited: A Monte Carlo study Journal of International Money and Finance B 3
2005 Testing for contagion: a conditional correlation analysis Journal of Empirical Finance C 3
2005 Fractional Cointegration and Aggregate Money Demand Functions The Manchester School C 2
2005 Endogenous Growth Models and Stock Market Development: Evidence from Four Countries Review of Development Economics C 3
2005 A Sequential Test for Structural Breaks in the Causal Linkages Between the G7 Short-Term Interest Rates Open Economies Review C 3
2003 Asset prices and output growth volatility: the effects of financial crises Economics Letters C 2
2003 Testing for PPP: the erratic behaviour of unit root tests Economics Letters C 3
2002 Causality Links between Consumer and Producer Prices: Some Empirical Evidence Southern Economic Journal C 3
2002 Does Inflation Targeting Affect the Trade–off Between Output Gap and Inflation Variability? The Manchester School C 3
2002 Does Inflation Targeting Affect the Trade–off Between Output Gap and Inflation Variability? The Manchester School C 1
2001 Coordination and price shocks: an empirical analysis Economic Modeling C 4
2001 Monetary Policy and Financial Liberalization: The Case of United Kingdom Consumption Journal of Macroeconomics C 2
1999 Efficient Estimation Of Cointegrating Vectors and Testing for Causality in Vector Autoregressions Journal of Economic Surveys C 1
1999 Unit Root Testing Using Covariates: Some Theory and Evidence Oxford Bulletin of Economics and Statistics B 2
1999 Unit Root Testing Using Covariates: Some Theory and Evidence Oxford Bulletin of Economics and Statistics B 1
1999 Estimating Income and Price Elasticities of Trade in a Cointegration Framework. Review of International Economics B 2
1998 Unit roots and long-run causality: investigating the relationship between output, money and interest rates Economic Modeling C 3
1998 Cointegration and predictability of asset prices1 Journal of International Money and Finance B 2
1997 Common features and output fluctuations in the United Kingdom Economic Modeling C 1
1997 Sectoral shocks and business cycles: a disaggregated analysis of output fluctuations in the UK Applied Economics C 1
1996 Modelling the sterling-deutschmark exchange rate: Non-linear dependence and thick tails Economic Modeling C 2
1996 Interest rate convergence, capital controls, risk premia and foreign exchange market efficiency in the EMS Journal of Macroeconomics C 3
1995 Nominal exchange rate regimes and the stochastic behavior of real variables Journal of International Money and Finance B 2
1994 Persistence in real variables under alternative exchange rate regimes : Some multi-country evidence Economics Letters C 3