Items where Author is "Caporale, Guglielmo Maria"

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Number of items: 50.

ASEAN currencies

Caporale, Guglielmo Maria, Gil-Alana, Luis A. and You, Kefei ORCID: https://orcid.org/0000-0001-7253-5838 (2017) Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB. Research in International Business and Finance, 44. pp. 227-238. ISSN 0275-5319 (doi:10.1016/j.ribaf.2017.07.091)

Caporale, Guglielmo Maria, Gil-Alana, Luis A. and You, Kefei ORCID: https://orcid.org/0000-0001-7253-5838 (2016) Exchange Rate Linkages Between the ASEAN Currencies, the US Dollar and the Chinese RMB. [Working Paper] (Unpublished)

Asian stock markets

Caporale, Guglielmo Maria, Gil-Alana, Luis A. and You, Kefei ORCID: https://orcid.org/0000-0001-7253-5838 (2021) Global and regional financial integration in emerging Asia: evidence from stock markets. Journal of Economic Integration, 36 (2). pp. 185-202. ISSN 1225-651X (Print), 1976-5525 (Online) (doi:10.11130/jei.2021.36.2.185)

Caporale, Guglielmo Maria, Gil-Alana, Luis A. and You, Kefei ORCID: https://orcid.org/0000-0001-7253-5838 (2021) Stock market linkages between the ASEAN countries, China and the US: a fractional integration/cointegration approach. Emerging Markets Finance and Trade, 58 (5). pp. 1502-1514. ISSN 1540-496X (Print), 1558-0938 (Online) (doi:10.1080/1540496X.2021.1898366)

Caporale, Guglielmo Maria, You, Kefei ORCID: https://orcid.org/0000-0001-7253-5838 and Chen, Lei (2019) Global and regional stock market integration in Asia: a panel convergence approach. International Review of Financial Analysis, 65:101381. ISSN 1057-5219 (doi:10.1016/j.irfa.2019.101381)

Caporale, Guglielmo Maria, Gil-Alana, Luis A. and You, Kefei ORCID: https://orcid.org/0000-0001-7253-5838 (2017) Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets. [Working Paper] (Unpublished)

Caporale, Guglielmo Maria and You, Kefei ORCID: https://orcid.org/0000-0001-7253-5838 (2017) Stock Market Integration in Asia: Global or Regional? Evidence from Industry Level Panel Convergence Tests. [Working Paper] (Unpublished)

Breaks

Caporale, Guglielmo Maria, Gil-Alana, Luis A. and You, Kefei ORCID: https://orcid.org/0000-0001-7253-5838 (2017) Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB. Research in International Business and Finance, 44. pp. 227-238. ISSN 0275-5319 (doi:10.1016/j.ribaf.2017.07.091)

Caporale, Guglielmo Maria, Gil-Alana, Luis A. and You, Kefei ORCID: https://orcid.org/0000-0001-7253-5838 (2016) Exchange Rate Linkages Between the ASEAN Currencies, the US Dollar and the Chinese RMB. [Working Paper] (Unpublished)

buyers and sellers

Caporale, Guglielmo Maria and Kang, Woo-Young ORCID: https://orcid.org/0000-0001-6615-721X (2021) On the preferences of CoCo bond buyers and sellers. Journal of International Financial Markets, Institutions and Money, 72:101314. ISSN 1042-4431 (Print), 1873-0612 (Online) (doi:10.1016/j.intfin.2021.101314)

China

Caporale, Guglielmo Maria and You, Kefei ORCID: https://orcid.org/0000-0001-7253-5838 (2015) China after 35 years of economic transition. China Economic Review, 34. pp. 180-181. ISSN 1043-951X (doi:10.1016/j.chieco.2015.05.008)

Chinese RMB

Caporale, Guglielmo Maria, Gil-Alana, Luis A. and You, Kefei ORCID: https://orcid.org/0000-0001-7253-5838 (2017) Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB. Research in International Business and Finance, 44. pp. 227-238. ISSN 0275-5319 (doi:10.1016/j.ribaf.2017.07.091)

Caporale, Guglielmo Maria, Gil-Alana, Luis A. and You, Kefei ORCID: https://orcid.org/0000-0001-7253-5838 (2016) Exchange Rate Linkages Between the ASEAN Currencies, the US Dollar and the Chinese RMB. [Working Paper] (Unpublished)

CoCo bonds

Caporale, Guglielmo Maria and Kang, Woo-Young ORCID: https://orcid.org/0000-0001-6615-721X (2021) On the preferences of CoCo bond buyers and sellers. Journal of International Financial Markets, Institutions and Money, 72:101314. ISSN 1042-4431 (Print), 1873-0612 (Online) (doi:10.1016/j.intfin.2021.101314)

contagion

Caporale, Guglielmo Maria, Kang, Woo-Young ORCID: https://orcid.org/0000-0001-6615-721X, Spagnolo, Fabio and Spagnolo, Nicola (2021) Cyber-attacks, spillovers and contagion in the cryptocurrency markets. Journal of International Financial Markets, Institutions and Money, 74:101298. ISSN 1042-4431 (Print), 1873-0612 (Online) (doi:10.1016/j.intfin.2021.101298)

Covid-19 index

Caporale, Guglielmo Maria, Kang, Woo-Young ORCID: https://orcid.org/0000-0001-6615-721X, Spagnolo, Fabio and Spagnolo, Nicola (2022) The COVID-19 pandemic, policy responses and stock markets in the G20. International Economics, 172. pp. 77-90. ISSN 2110-7017 (Print), 2542-6869 (Online) (doi:10.1016/j.inteco.2022.09.001)

Covid-19 pandemic

Caporale, Guglielmo Maria, Kang, Woo-Young ORCID: https://orcid.org/0000-0001-6615-721X, Spagnolo, Fabio and Spagnolo, Nicola (2022) The COVID-19 pandemic, policy responses and stock markets in the G20. International Economics, 172. pp. 77-90. ISSN 2110-7017 (Print), 2542-6869 (Online) (doi:10.1016/j.inteco.2022.09.001)

crypto currencies

Caporale, Guglielmo Maria, Kang, Woo-Young ORCID: https://orcid.org/0000-0001-6615-721X, Spagnolo, Fabio and Spagnolo, Nicola (2021) Cyber-attacks, spillovers and contagion in the cryptocurrency markets. Journal of International Financial Markets, Institutions and Money, 74:101298. ISSN 1042-4431 (Print), 1873-0612 (Online) (doi:10.1016/j.intfin.2021.101298)

cryptocurrencies

Caporale, Guglielmo Maria, Kang, Woo-Young ORCID: https://orcid.org/0000-0001-6615-721X, Spagnolo, Fabio and Spagnolo, Nicola (2023) Cyber-attacks, cryptocurrencies, and cyber-security. In: Achim, Monica Violeta, (ed.) Economic and Financial Crime, Sustainability and Good Governance. Contributions to Finance and Accounting (CFA) . Springer, Cham, Switzerland, pp. 347-381. ISBN 978-3031340819 (doi:10.1007/978-3-031-34082-6_14)

cyber security

Caporale, Guglielmo Maria, Kang, Woo-Young ORCID: https://orcid.org/0000-0001-6615-721X, Spagnolo, Fabio and Spagnolo, Nicola (2023) Cyber-attacks, cryptocurrencies, and cyber-security. In: Achim, Monica Violeta, (ed.) Economic and Financial Crime, Sustainability and Good Governance. Contributions to Finance and Accounting (CFA) . Springer, Cham, Switzerland, pp. 347-381. ISBN 978-3031340819 (doi:10.1007/978-3-031-34082-6_14)

cyber-attacks

Caporale, Guglielmo Maria, Kang, Woo-Young ORCID: https://orcid.org/0000-0001-6615-721X, Spagnolo, Fabio and Spagnolo, Nicola (2023) Cyber-attacks, cryptocurrencies, and cyber-security. In: Achim, Monica Violeta, (ed.) Economic and Financial Crime, Sustainability and Good Governance. Contributions to Finance and Accounting (CFA) . Springer, Cham, Switzerland, pp. 347-381. ISBN 978-3031340819 (doi:10.1007/978-3-031-34082-6_14)

Caporale, Guglielmo Maria, Kang, Woo-Young ORCID: https://orcid.org/0000-0001-6615-721X, Spagnolo, Fabio and Spagnolo, Nicola (2021) Cyber-attacks, spillovers and contagion in the cryptocurrency markets. Journal of International Financial Markets, Institutions and Money, 74:101298. ISSN 1042-4431 (Print), 1873-0612 (Online) (doi:10.1016/j.intfin.2021.101298)

Development

Caporale, Guglielmo Maria and You, Kefei ORCID: https://orcid.org/0000-0001-7253-5838 (2015) China after 35 years of economic transition. China Economic Review, 34. pp. 180-181. ISSN 1043-951X (doi:10.1016/j.chieco.2015.05.008)

financial integration

Caporale, Guglielmo Maria, Gil-Alana, Luis A. and You, Kefei ORCID: https://orcid.org/0000-0001-7253-5838 (2021) Stock market linkages between the ASEAN countries, China and the US: a fractional integration/cointegration approach. Emerging Markets Finance and Trade, 58 (5). pp. 1502-1514. ISSN 1540-496X (Print), 1558-0938 (Online) (doi:10.1080/1540496X.2021.1898366)

fiscal policy

Caporale, Guglielmo Maria, Kang, Woo-Young ORCID: https://orcid.org/0000-0001-6615-721X, Spagnolo, Fabio and Spagnolo, Nicola (2022) The COVID-19 pandemic, policy responses and stock markets in the G20. International Economics, 172. pp. 77-90. ISSN 2110-7017 (Print), 2542-6869 (Online) (doi:10.1016/j.inteco.2022.09.001)

fractional cointegration

Caporale, Guglielmo Maria, Gil-Alana, Luis A. and You, Kefei ORCID: https://orcid.org/0000-0001-7253-5838 (2021) Stock market linkages between the ASEAN countries, China and the US: a fractional integration/cointegration approach. Emerging Markets Finance and Trade, 58 (5). pp. 1502-1514. ISSN 1540-496X (Print), 1558-0938 (Online) (doi:10.1080/1540496X.2021.1898366)

fractional integration

Caporale, Guglielmo Maria, Gil-Alana, Luis A. and You, Kefei ORCID: https://orcid.org/0000-0001-7253-5838 (2021) Global and regional financial integration in emerging Asia: evidence from stock markets. Journal of Economic Integration, 36 (2). pp. 185-202. ISSN 1225-651X (Print), 1976-5525 (Online) (doi:10.11130/jei.2021.36.2.185)

Caporale, Guglielmo Maria, Gil-Alana, Luis A. and You, Kefei ORCID: https://orcid.org/0000-0001-7253-5838 (2021) Stock market linkages between the ASEAN countries, China and the US: a fractional integration/cointegration approach. Emerging Markets Finance and Trade, 58 (5). pp. 1502-1514. ISSN 1540-496X (Print), 1558-0938 (Online) (doi:10.1080/1540496X.2021.1898366)

Caporale, Guglielmo Maria, Gil-Alana, Luis A. and You, Kefei ORCID: https://orcid.org/0000-0001-7253-5838 (2017) Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB. Research in International Business and Finance, 44. pp. 227-238. ISSN 0275-5319 (doi:10.1016/j.ribaf.2017.07.091)

Caporale, Guglielmo Maria, Gil-Alana, Luis A. and You, Kefei ORCID: https://orcid.org/0000-0001-7253-5838 (2017) Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets. [Working Paper] (Unpublished)

Caporale, Guglielmo Maria, Gil-Alana, Luis A. and You, Kefei ORCID: https://orcid.org/0000-0001-7253-5838 (2016) Exchange Rate Linkages Between the ASEAN Currencies, the US Dollar and the Chinese RMB. [Working Paper] (Unpublished)

global and regional integration

Caporale, Guglielmo Maria, Gil-Alana, Luis A. and You, Kefei ORCID: https://orcid.org/0000-0001-7253-5838 (2021) Global and regional financial integration in emerging Asia: evidence from stock markets. Journal of Economic Integration, 36 (2). pp. 185-202. ISSN 1225-651X (Print), 1976-5525 (Online) (doi:10.11130/jei.2021.36.2.185)

Caporale, Guglielmo Maria, You, Kefei ORCID: https://orcid.org/0000-0001-7253-5838 and Chen, Lei (2019) Global and regional stock market integration in Asia: a panel convergence approach. International Review of Financial Analysis, 65:101381. ISSN 1057-5219 (doi:10.1016/j.irfa.2019.101381)

Caporale, Guglielmo Maria, Gil-Alana, Luis A. and You, Kefei ORCID: https://orcid.org/0000-0001-7253-5838 (2017) Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets. [Working Paper] (Unpublished)

Caporale, Guglielmo Maria and You, Kefei ORCID: https://orcid.org/0000-0001-7253-5838 (2017) Stock Market Integration in Asia: Global or Regional? Evidence from Industry Level Panel Convergence Tests. [Working Paper] (Unpublished)

global financial crisis

Caporale, Guglielmo Maria, Gil-Alana, Luis A. and You, Kefei ORCID: https://orcid.org/0000-0001-7253-5838 (2021) Global and regional financial integration in emerging Asia: evidence from stock markets. Journal of Economic Integration, 36 (2). pp. 185-202. ISSN 1225-651X (Print), 1976-5525 (Online) (doi:10.11130/jei.2021.36.2.185)

Caporale, Guglielmo Maria, Gil-Alana, Luis A. and You, Kefei ORCID: https://orcid.org/0000-0001-7253-5838 (2017) Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets. [Working Paper] (Unpublished)

mean and volatility spillovers

Caporale, Guglielmo Maria, Kang, Woo-Young ORCID: https://orcid.org/0000-0001-6615-721X, Spagnolo, Fabio and Spagnolo, Nicola (2021) Cyber-attacks, spillovers and contagion in the cryptocurrency markets. Journal of International Financial Markets, Institutions and Money, 74:101298. ISSN 1042-4431 (Print), 1873-0612 (Online) (doi:10.1016/j.intfin.2021.101298)

multinomial logistic regressions

Caporale, Guglielmo Maria and Kang, Woo-Young ORCID: https://orcid.org/0000-0001-6615-721X (2021) On the preferences of CoCo bond buyers and sellers. Journal of International Financial Markets, Institutions and Money, 72:101314. ISSN 1042-4431 (Print), 1873-0612 (Online) (doi:10.1016/j.intfin.2021.101314)

panel and club convergence

Caporale, Guglielmo Maria, You, Kefei ORCID: https://orcid.org/0000-0001-7253-5838 and Chen, Lei (2019) Global and regional stock market integration in Asia: a panel convergence approach. International Review of Financial Analysis, 65:101381. ISSN 1057-5219 (doi:10.1016/j.irfa.2019.101381)

Caporale, Guglielmo Maria and You, Kefei ORCID: https://orcid.org/0000-0001-7253-5838 (2017) Stock Market Integration in Asia: Global or Regional? Evidence from Industry Level Panel Convergence Tests. [Working Paper] (Unpublished)

Phillips-Sul tests

Caporale, Guglielmo Maria, You, Kefei ORCID: https://orcid.org/0000-0001-7253-5838 and Chen, Lei (2019) Global and regional stock market integration in Asia: a panel convergence approach. International Review of Financial Analysis, 65:101381. ISSN 1057-5219 (doi:10.1016/j.irfa.2019.101381)

Caporale, Guglielmo Maria and You, Kefei ORCID: https://orcid.org/0000-0001-7253-5838 (2017) Stock Market Integration in Asia: Global or Regional? Evidence from Industry Level Panel Convergence Tests. [Working Paper] (Unpublished)

preference scores

Caporale, Guglielmo Maria and Kang, Woo-Young ORCID: https://orcid.org/0000-0001-6615-721X (2021) On the preferences of CoCo bond buyers and sellers. Journal of International Financial Markets, Institutions and Money, 72:101314. ISSN 1042-4431 (Print), 1873-0612 (Online) (doi:10.1016/j.intfin.2021.101314)

shadow rates

Caporale, Guglielmo Maria, Kang, Woo-Young ORCID: https://orcid.org/0000-0001-6615-721X, Spagnolo, Fabio and Spagnolo, Nicola (2022) The COVID-19 pandemic, policy responses and stock markets in the G20. International Economics, 172. pp. 77-90. ISSN 2110-7017 (Print), 2542-6869 (Online) (doi:10.1016/j.inteco.2022.09.001)

stock markets

Caporale, Guglielmo Maria, Kang, Woo-Young ORCID: https://orcid.org/0000-0001-6615-721X, Spagnolo, Fabio and Spagnolo, Nicola (2022) The COVID-19 pandemic, policy responses and stock markets in the G20. International Economics, 172. pp. 77-90. ISSN 2110-7017 (Print), 2542-6869 (Online) (doi:10.1016/j.inteco.2022.09.001)

stringency index

Caporale, Guglielmo Maria, Kang, Woo-Young ORCID: https://orcid.org/0000-0001-6615-721X, Spagnolo, Fabio and Spagnolo, Nicola (2022) The COVID-19 pandemic, policy responses and stock markets in the G20. International Economics, 172. pp. 77-90. ISSN 2110-7017 (Print), 2542-6869 (Online) (doi:10.1016/j.inteco.2022.09.001)

Transition

Caporale, Guglielmo Maria and You, Kefei ORCID: https://orcid.org/0000-0001-7253-5838 (2015) China after 35 years of economic transition. China Economic Review, 34. pp. 180-181. ISSN 1043-951X (doi:10.1016/j.chieco.2015.05.008)

US dollar peg

Caporale, Guglielmo Maria, Gil-Alana, Luis A. and You, Kefei ORCID: https://orcid.org/0000-0001-7253-5838 (2017) Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB. Research in International Business and Finance, 44. pp. 227-238. ISSN 0275-5319 (doi:10.1016/j.ribaf.2017.07.091)

Caporale, Guglielmo Maria, Gil-Alana, Luis A. and You, Kefei ORCID: https://orcid.org/0000-0001-7253-5838 (2016) Exchange Rate Linkages Between the ASEAN Currencies, the US Dollar and the Chinese RMB. [Working Paper] (Unpublished)

This list was generated on Thu Jan 1 02:39:29 2026 UTC.