Guglielmo Maria Caporale
University of London(GB)German Institute for Economic Research(DE)Ifo Institute for Economic Research(DE)London South Bank University(GB)Brunel University of London(GB)
Publications by Year
Research Areas
Monetary Policy and Economic Impact, Market Dynamics and Volatility, Financial Risk and Volatility Modeling, Complex Systems and Time Series Analysis, Global Financial Crisis and Policies
Most-Cited Works
- → Persistence in the cryptocurrency market(2018)291 cited
- Stock market development and economic growth: The causal linkage(2004)
- → Testing for contagion: a conditional correlation analysis(2005)250 cited
- → Income and happiness across Europe: Do reference values matter?(2008)248 cited
- → Global and regional spillovers in emerging stock markets: A multivariate GARCH-in-mean analysis(2010)205 cited
- → Modelling volatility of cryptocurrencies using Markov-Switching GARCH models(2018)189 cited
- → Financial Development and Economic Growth: Evidence from 10 New European Union Members(2014)176 cited