2026 Guglielmo Maria Caporale: Economics and Finance Researcher – H-Index, Publications & Awards

Discipline name	D-Index	World Ranking	Current World Ranking	National Ranking	Current National Ranking	Publications	Citations
Economics and Finance	61	785	708	87	79	570	13240

Research.com Recognitions

2024 - Research.com Economics and Finance in United Kingdom Leader Award

Overview

Guglielmo Maria Caporale is affiliated with Brunel University London in the United Kingdom. Their research primarily spans the broad areas of economics, econometrics, and finance, with a focus on several key subfields and topics related to financial markets and economic dynamics.

The main fields of study for Caporale include:

Economics and Econometrics
Finance
General Economics, Econometrics and Finance
Renewable Energy, Sustainability and the Environment
Accounting

Their research addresses multiple topics, including:

Market Dynamics and Volatility
Monetary Policy and Economic Impact
Financial Markets and Investment Strategies
Energy, Environment, Economic Growth
COVID-19 Pandemic Impacts
Global Financial Crisis and Policies
Complex Systems and Time Series Analysis

Caporale has published extensively, with a strong presence in several academic venues. The most frequent publication outlets are:

SSRN Electronic Journal
International Journal of Finance & Economics
Journal of International Financial Markets Institutions and Money
Journal of Economics and Finance
International Economics

Selected recent papers authored by Caporale include:

"Cyber-attacks, spillovers and contagion in the cryptocurrency markets" (2021), Journal of International Financial Markets Institutions and Money
"Connectedness between fossil and renewable energy stock indices: The impact of the COP policies" (2023), Economic Modelling
"Stock Market Linkages between the Asean Countries, China and the US: A Fractional Integration/cointegration Approach" (2021), Emerging Markets Finance and Trade
"Analysing the relationship between CO2 emissions and GDP in China: a fractional integration and cointegration approach" (2021), Journal of Innovation and Entrepreneurship
"Persistence in ESG and conventional stock market indices" (2022), Journal of Economics and Finance

Frequent collaborators in research activities include:

Luis A. Gil-Alana
Christina Anderl
Nicola Spagnolo
Alex Plastun
Anamaria Sova

Best Publications

Stock market development and economic growth: The causal linkage

Guglielmo Maria Caporale;Peter Howells;Alaa M. Soliman

489
Citations
Real exchange rate effects on the balance of trade: cointegration and the Marshall–Lerner condition

Derick Boyd;Gugielmo Maria Caporale;Ron Smith

397
Citations
Financial Development and Economic Growth: Evidence from 10 New European Union Members

Guglielmo Maria Caporale;Guglielmo Maria Caporale;Christophe Rault;Christophe Rault;Anamaria Diana Sova;Robert Sova

394
Citations
Income and happiness across Europe: do reference values matter?

Guglielmo Maria Caporale;Yannis Georgellis;Nicholas Tsitsianis;Ya Ping Yin

381
Citations
Persistence in the cryptocurrency market

Guglielmo Maria Caporale;Guglielmo Maria Caporale;Luis A. Gil-Alaña;Alex Plastun

345
Citations
Testing for contagion: a conditional correlation analysis

Guglielmo Maria Caporale;Andrea Cipollini;Nicola Spagnolo

338
Citations
Volatility spillovers and contagion from mature to emerging stock markets

John Beirne;Guiglielmo Maria Caporale;Guiglielmo Maria Caporale;Marianne Schulze-Ghattas;Marianne Schulze-Ghattas;Nicola Spagnolo

286
Citations
Global and regional spillovers in emerging stock markets : a multivariate GARCH-in-mean analysis

John Beirne;Guglielmo Maria Caporale;Marianne Schulze-Ghattas;Nicola Spagnolo

254
Citations
On the linkages between stock prices and exchange rates: Evidence from the banking crisis of 2007-2010

Guglielmo Maria Caporale;John Hunter;Faek Menla Ali

221
Citations
Modelling volatility of cryptocurrencies using Markov-Switching GARCH models

Guglielmo Maria Caporale;Timur Zekokh

189
Citations
Volatility transmission and financial crises

Guglielmo Maria Caporale;Nikitas Pittis;Nicola Spagnolo

188
Citations
Endogenous Growth Models and Stock Market Development: Evidence from Four Countries

Guglielmo Maria Caporale;Peter Howells;Alaa M. Soliman

187
Citations
Oil price uncertainty and sectoral stock returns in China: A time-varying approach

Guglielmo Maria Caporale;Guglielmo Maria Caporale;Faek Menla Ali;Nicola Spagnolo

187
Citations
Volatility Spillovers and Contagion from Mature to Emerging Stock Markets

John Beirne;Guglielmo Maria Caporale;Guglielmo Maria Caporale;Marianne Schulze-Ghattas;Nicola Spagnolo

180
Citations
The day of the week effect in the cryptocurrency market

Guglielmo Maria Caporale;Alex Plastun

177
Citations
Testing for causality-in-variance: an application to the East Asian markets

Guglielmo Maria Caporale;Nikitas Pittis;Nicola Spagnolo

167
Citations
Estimating Income and Price Elasticities of Trade in a Cointegration Framework

Guglielmo Maria Caporale;Michael K. F. Chui

157
Citations
THE EURO AND INFLATION UNCERTAINTY IN THE EUROPEAN MONETARY UNION

Guglielmo Maria Caporale;Guglielmo Maria Caporale;Guglielmo Maria Caporale;Alexandros Kontonikas

153
Citations
Trade flows and trade specialisation: The case of China

Guglielmo Maria Caporale;Anamaria Sova;Robert Sova

141
Citations
Revisiting the effect of food aid on conflict : a methodological caution

Paul J. Christian;Christopher B. Barrett

139
Citations
Causality and forecasting in incomplete systems

Guglielmo Maria Caporale;Nikitas Pittis

99
Citations

Frequent Co-Authors

Luis A. Gil-Alana University of Navarra

Christophe Rault University of Orléans

Carlos Pestana Barros University of Lisbon

Ricardo M. Sousa University of Minho

Stephen G. Hall University of Leicester

Juncal Cunado University of Navarra

Roman Matousek Hang Seng University of Hong Kong

Philip Arestis University of Cambridge

Panicos O. Demetriades University of Leicester

Marco Ventura University of Parma

External Links

Personal website of Guglielmo Maria Caporale

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