From Chapter 6, 'Capitals'

6.5   Compounds

Capitals should be retained after the prefix in hyphenated compound forms such as:

anti-Semitism, neo-Aristotelian, non-Christian, post-Darwinian, post-Impressionism, pre-Columbian

Both parts of the compound are capitalized in ‘Pre-Raphaelite’.

The following unhyphenated forms, uncapitalized or capitalized as shown, are preferred:

neoclassical, neocolonial, neorealism, neoscholastic

Neoplatonism, Nonconformism, Presocratic

Archaeologists and historians, when referring to prehistoric eras, usually write them as one word, capitalized when a noun but not when an adjective:

before the Neolithic, neolithic sites

In titles and headings, all parts of the compound are normally capitalized:

Anglo-Jewish Studies, Non-Christian Communities, Seventeenth-Century Music, Post-Classical Literature

However, only the prefix is capitalized if both parts are essentially one word in hyphenated compounds formed with re-:

Democracy Re-established

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