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Professor Guglielmo Maria Caporale

Professor Guglielmo Maria Caporale
Divisional Lead / Professor - Economics & Econometrics


Guglielmo Maria Caporale is Professor of Economics and Finance, Divisional Lead for Economics and Econometrics, and Director of the Centre for Empirical Finance at Brunel University London. He is also a CESifo Research Network Fellow and an Associate Researcher at the International College of Economics and Finance (ICEF), Higher School of Economics (HSE), Moscow. Prior to taking up his current position, he was a Research Officer at the National Institute of Economic and Social Research in London; a Research Fellow and then a Senior Research Fellow at the Centre for Economic Forecasting at London Business School; Professor of Economics at the University of East London; Professor of Economics and Finance and Director of the Centre for Monetary and Financial Economics at London South Bank University (LSBU). He has also been Visiting Professor at both London Metropolitan University and LSBU, Research Professor at DIW Berlin and a NCID (Navarra Center for International Development) Non-Resident Fellow.


  • Phd Economics (LSE)
  • MSc Economics (LSE)
  • Laurea (Politics, LUISS, Rome)


Divisional Lead, Economics and Econometrics

Director, Centre for Empirical Finance

Newest selected publications

Anderl, C. and Caporale, GM. (2021) 'Testing for UIP-type relationships: nonlinearities, monetary announcements and interest rate expectations'. Open Economies Review, 0 (in press). ISSN: 0923-7992 Open Access Link

Journal article

Caporale, GM., Claudio-Quiroga, G. and Gil-Alaña, L. (2021) 'Analysing the relationship between CO2 emissions and GDP in China: a fractional integration and cointegration approach'. Journal of Innovation and Entrepreneurship, 10 (1). ISSN: 2192-5372 Open Access Link

Journal article

Caporale, GM., Plastun, A. and Oliinyk, V. (2021) 'The frequency of one-day abnormal returns and price fluctuations in the Forex'. Journal of Applied Economics, 24 (1). pp. 401 - 415. ISSN: 1514-0326 Open Access Link

Journal article

Caporale, GM. and Plastun, A. (2021) 'Gold and oil prices: abnormal returns, momentum and contrarian effects'. Financial Markets and Portfolio Management, 35 (in press). pp. 353 - 368. ISSN: 1934-4554 Open Access Link

Journal article

Caporale, GM., Gil-Alana, LA. and Carmona-González, N. (2021) 'Particulate Matter 10 (PM10): persistence and trends in eight European capitals'. Air Quality, Atmosphere and Health, 14 (7). pp. 1097 - 1102. ISSN: 1873-9318 Open Access Link

Journal article
More publications(298)