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Person
Person

Person

Guglielmo Maria Caporale

Wirtschaftswissenschaftler

Name

Guglielmo Maria Caporale

Time

2000- (Wirkungsdaten)

Place

Uxbridge (Wirkungsort)
Italien
Großbritannien
Deutschland

Gender

männlich

Academic degree

Prof.

Profession

Wirtschaftswissenschaftler (characteristic profession)

Variant
Guglielmo M. Caporale
Guglielmo Caporale
G. M. Caporale
Gugielmo Maria Caporale
Guglielmo Maria Caporale Luis (Falsche Namensform)
Guglielmo Maria Caporale Luis (Falsche Namensform)
Gul'jel'mo Marija Kaporale (ukrainische Namensform)

Related

Topic

Personen zu Wirtschaftswissenschaften

Further information

Tätig am Centre for Monetary and Financial Economics, South Bank University, London

Source

LCAuth

Record type

Person

GND-Identifier

12203922X

Record ID

12203922X

Involved in

show all

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

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

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

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

Persistence in Tax Revenues: Evidence from Some OECD Countries

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

Persistence in UK Historical Data on Life Expectancy

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

U.S. House Prices by Census Division: Persistence, Trends and Structural Breaks

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

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

Persistence in ESG and conventional stock market indices

Time Trends and Persistence in US Sea Level Data: An Investigation Using Fractional Integration Methods

Inflation in the G7 countries: persistence and structural breaks

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

Exchange rate parities and Taylor rule deviations

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

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

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

Persistence in the market risk premium: evidence across countries

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

Financial Integration in the GCC Region: Market Size Versus National Effects

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

Bitcoin fluctuations and the frequency of price overreactions

Long-term price overreactions: are markets inefficient?

Brexit and uncertainty in financial markets

On the persistence of UK inflation : A long-range dependence approach

Price overreactions in the cryptocurrency market

The relationship between healthcare expenditure and disposable personal income in the US states: a fractional integration and cointegration analysis

Short-Term Price Overreactions: Identification, Testing, Exploitation

Central bank policy rates : Are they cointegrated?

Global and regional financial integration in emerging Asia : Evidence from stock markets

Is market fear persistent? A long-memory analysis

Long memory and data frequency in financial markets

Persistence in the cryptocurrency market

Stock market integration in Asia : Global or regional? Evidence from industry level panel convergence tests

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

The day of the week effect in the crypto currency market

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

Searching for Inefficiencies in Exchange Rate Dynamics

The fisher relationship in Nigeria

Analysing the determinants of credit risk for general insurance firms in the UK

Calendar anomalies in the Ukrainian stock market

Competitive devaluations in commodity-based economies : Colombia and the Pacific Alliance Group

Equity fund flows and stock market returns in the US before and after the global financial crisis : A VAR-GARCH-in-mean analysis

Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB

Exchange rates and macro news in emerging markets

Islamic banking, credit and economic growth : Some empirical evidence

Macro news and exchange rates in the BRICS

Monetary policy rules in emerging countries : Is there an augmented nonlinear Taylor rule?

The bank lending channel in a dual banking system : Evidence from Malaysia

The performance of banks in the MENA region during the global financial crisis

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

International portfolio flows and exchange rate volatility for emerging markets

Linkages between the US and European stock markets : A fractional cointegration approach

Loan loss provision : Some empirical evidence for Italian banks

Long-term price overreactions : Are markets enefficient?

Macro news and commodity returns

Spillovers between food and energy prices and structural breaks

The EMBI in Latin America : Fractional integration, non-linearities and breaks
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