Emma M. Iglesias : Citation Profile


Are you Emma M. Iglesias?

Universidade da Coruña

8

H index

6

i10 index

196

Citations

RESEARCH PRODUCTION:

43

Articles

13

Papers

RESEARCH ACTIVITY:

   20 years (2001 - 2021). See details.
   Cites by year: 9
   Journals where Emma M. Iglesias has often published
   Relations with other researchers
   Recent citing documents: 11.    Total self citations: 12 (5.77 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pig10
   Updated: 2021-03-27    RAS profile: 2021-03-12    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Emma M. Iglesias.

Is cited by:

Demos, Antonis (18)

Kyriakopoulou, Dimitra (6)

Chkili, Walid (5)

Liu-Evans, Gareth (5)

Kiviet, Jan (4)

Belotti, Federico (4)

Nguyen, Duc Khuong (4)

Villamizar-Villegas, mauricio (4)

Melo-Velandia, Luis (4)

Phillips, Garry (4)

Ilardi, Giuseppe (4)

Cites to:

Engle, Robert (33)

Bollerslev, Tim (26)

Andrews, Donald (15)

Dufour, Jean-Marie (15)

Phillips, Garry (14)

Hausman, Jerry (13)

Reinhart, Carmen (12)

Hahn, Jinyong (11)

McAleer, Michael (11)

Jagannathan, Ravi (10)

LINTON, OLIVER (10)

Main data


Where Emma M. Iglesias has published?


Journals with more than one article published# docs
Economics Letters5
Applied Economics4
Economic Modelling4
Studies in Nonlinear Dynamics & Econometrics3
Applied Financial Economics3
Journal of Econometrics3
Econometric Reviews2
Journal of Time Series Analysis2

Working Papers Series with more than one paper published# docs
Staff General Research Papers Archive / Iowa State University, Department of Economics2

Recent works citing Emma M. Iglesias (2021 and 2020)


YearTitle of citing document
2020A Residual Bootstrap for Conditional Value-at-Risk. (2018). Smeekes, Stephan ; Heinemann, Alexander ; Beutner, Eric. In: Papers. RePEc:arx:papers:1808.09125.

Full description at Econpapers || Download paper

2020Nonparametric prediction with spatial data. (2020). Hidalgo, Javier ; Gupta, Abhimanyu. In: Papers. RePEc:arx:papers:2008.04269.

Full description at Econpapers || Download paper

2020Nonlinear interest rate-setting behaviour of German commercial banks. (2020). Martin, Missong ; Ludwig, Heinzelmann. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:3:p:28:n:1.

Full description at Econpapers || Download paper

2020Non-standard inference for augmented double autoregressive models with null volatility coefficients. (2020). Zhu, Ke ; Li, Dong ; Jiang, Feiyu. In: Journal of Econometrics. RePEc:eee:econom:v:215:y:2020:i:1:p:165-183.

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2020Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff. (2020). Linton, Oliver ; Hong, Seok Young . In: Journal of Econometrics. RePEc:eee:econom:v:219:y:2020:i:2:p:389-424.

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2021Renewable energy requirements on the ballot: An analysis of county-level voting results. (2021). Mills, Sarah ; Pritchard, Zachary D. In: Energy Policy. RePEc:eee:enepol:v:148:y:2021:i:pa:s0301421520306601.

Full description at Econpapers || Download paper

2020Price reaction, volatility timing and funds’ performance during Covid-19. (2020). Abbas, Syed Kumail ; Rahat, Birjees ; Naqvi, Bushra ; Mirza, Nawazish. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612320305316.

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2020Incorporating stochastic correlations into mining project evaluation using the Jacobi process. (2020). Kumral, Mustafa ; Ardian, Aldin. In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719306191.

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2021Robo advisors, algorithmic trading and investment management: Wonders of fourth industrial revolution in financial markets. (2021). Khalid, Fahad ; Dai, KE ; Xiao, Yidong ; Su, Chi-Wei ; Tao, Ran. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:163:y:2021:i:c:s0040162520312476.

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2020Monetary Policy, Risk Aversion and Uncertainty in an International Context. (2020). Deisting, Florent ; Sehgal, Sanjay ; Saini, Sakshi. In: Multinational Finance Journal. RePEc:mfj:journl:v:24:y:2020:i:3-4:p:211-266.

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2020Covid-19 and asset management in EU: a preliminary assessment of performance and investment styles. (2020). Rahat, Birjees ; Naqvi, Bushra ; Mirza, Nawazish ; Abbas, Syed Kumail. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:4:d:10.1057_s41260-020-00172-3.

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Works by Emma M. Iglesias:


YearTitleTypeCited
2008The limiting properties of the QMLE in a general class of asymmetric volatility models In: CREATES Research Papers.
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paper4
2008Semiparametric Inference in a GARCH-in-Mean Model In: CREATES Research Papers.
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paper13
2012Semiparametric inference in a GARCH-in-mean model.(2012) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 13
article
2009Modelling the Volatility-Return Trade-off when Volatility may be Nonstationary In: CREATES Research Papers.
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paper1
2011Modeling the Volatility-Return Trade-Off When Volatility May Be Nonstationary.(2011) In: Journal of Time Series Econometrics.
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This paper has another version. Agregated cites: 1
article
2010Asymptotic normality of the QMLE in the level-effect ARCH model In: CREATES Research Papers.
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paper0
2021Asymptotic normality of the MLE in the level-effect ARCH model.(2021) In: Statistical Papers.
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This paper has another version. Agregated cites: 0
article
2013Capital-Energy Relationships: An Analysis when Disaggregating by Industry and Different Types of Capital In: The Energy Journal.
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article13
2008Finite Sample Theory of QMLE in ARCH Models with Dynamics in the Mean Equation In: Journal of Time Series Analysis.
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article4
2020Further Results on Pseudo‐Maximum Likelihood Estimation and Testing in the Constant Elasticity of Variance Continuous Time Model In: Journal of Time Series Analysis.
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article0
2017The use of bias correction versus the Jackknife when testing the mean reversion and long term mean parameters in continuous time models In: Monte Carlo Methods and Applications.
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article0
2009Finite Sample Theory of QMLEs in ARCH Models with an Exogenous Variable in the Conditional Variance Equation In: Studies in Nonlinear Dynamics & Econometrics.
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article2
2010First and Second Order Asymptotic Bias Correction of Nonlinear Estimators in a Non-Parametric Setting and an Application to the Smoothed Maximum Score Estimator In: Studies in Nonlinear Dynamics & Econometrics.
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article1
2011Constrained k-class Estimators in the Presence of Weak Instruments In: Studies in Nonlinear Dynamics & Econometrics.
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article0
2011Almost Unbiased Estimation in Simultaneous Equations Models with Strong and / or Weak Instruments In: Cardiff Economics Working Papers.
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paper7
2012Almost Unbiased Estimation in Simultaneous Equation Models With Strong and/or Weak Instruments.(2012) In: Journal of Business & Economic Statistics.
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This paper has another version. Agregated cites: 7
article
2009Estimation of tail thickness parameters from GJR-GARCH models In: UC3M Working papers. Economics.
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paper3
2005BIVARIATE ARCH MODELS: FINITE-SAMPLE PROPERTIES OF QML ESTIMATORS AND AN APPLICATION TO AN LM-TYPE TEST In: Econometric Theory.
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article1
2007HIGHER ORDER ASYMPTOTIC THEORY WHEN A PARAMETER IS ON A BOUNDARY WITH AN APPLICATION TO GARCH MODELS In: Econometric Theory.
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article8
2011XV Applied Economics Meeting In: Economics Bulletin.
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article0
2004Simultaneous Equations and Weak Instruments under Conditionally Heteroscedastic Disturbances In: Econometric Society 2004 Far Eastern Meetings.
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paper3
2004The estimation of simultaneous equation models under conditional heteroscedasticity In: Econometric Society 2004 Latin American Meetings.
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paper0
2004Finite Sample and Optimal Inference in Possibly Nonstationary ARCH Models with Gaussian and Heavy-Tailed Errors In: Econometric Society 2004 North American Summer Meetings.
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paper2
2017Exchange Rate Movements, Stock Prices and Volatility in the Caribbean and Latin America In: International Journal of Economics and Financial Issues.
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article1
2003Another look about the evolution of the risk premium: a VAR-GARCH-M model In: Economic Modelling.
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article3
2009Volatility spill-overs in commodity spot prices: New empirical results In: Economic Modelling.
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article13
2012Interest rate volatility, asymmetric interest rate pass through and the monetary transmission mechanism in the Caribbean compared to US and Asia In: Economic Modelling.
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article7
2015Value at Risk and expected shortfall of firms in the main European Union stock market indexes: A detailed analysis by economic sectors and geographical situation In: Economic Modelling.
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article9
2010The bias to order T-Â 2 for the general k-class estimator in a simultaneous equation model In: Economics Letters.
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article4
2014Testing of the mean reversion parameter in continuous time models In: Economics Letters.
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article1
2001Reconsidering the gains in efficiency from ML estimation versus OLS in ARCH models In: Economics Letters.
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article0
2006Higher-order asymptotic properties of QML in [beta]-ARCH and [mu]-ARCH models In: Economics Letters.
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article0
2008Asymptotic bias of GMM and GEL under possible nonstationary spatial dependence In: Economics Letters.
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article3
2008Bootstrap refinements for QML estimators of the GARCH(1,1) parameters In: Journal of Econometrics.
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article25
2013Partial maximum likelihood estimation of spatial probit models In: Journal of Econometrics.
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article26
2012Voter decisions on eminent domain and police power reforms In: Journal of Housing Economics.
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article1
2009Domestic monetary transfers and the inland bill of exchange markets in Spain (1775-1885) In: Journal of International Money and Finance.
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article5
2015Value at Risk of the main stock market indexes in the European Union (2000–2012) In: Journal of Policy Modeling.
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article1
2006Testing for Breaks Using Alternating Observations In: Staff General Research Papers Archive.
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paper1
2008Extending the Use of the Block-Block Bootstrap to AR(∞) Processes In: Staff General Research Papers Archive.
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paper0
2004MULTIVARIATE ARCH MODELS: FINITE SAMPLE PROPERTIES OF ML ESTIMATORS AND AN APPLICATION TO AN LM-TYPE TEST In: Working Papers. Serie AD.
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paper0
2001Análisis de las relaciones entre el tipo de interés a corto plazo y su incertidumbre en Alemania, España y Suiza In: Estudios de Economia Aplicada.
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article0
2018Inversión privada, gasto publico e impuestos en la Unión Europea In: Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration.
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article0
2015Banking, Currency, Stock Market and Debt Crises: Revisiting Reinhart & Rogo? Debt Analysis in Spain, 1850-1995 In: MPRA Paper.
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paper0
2005Analysing one-month Euro-market interest rates by fractionally integrated models In: Applied Financial Economics.
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article7
2012Extreme movements of the main stocks traded in the Eurozone: an analysis by sectors in the 2000s decade In: Applied Financial Economics.
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article0
2013Interaction between monetary policy and stock prices: a comparison between the Caribbean and the US In: Applied Financial Economics.
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article8
2012An analysis of extreme movements of exchange rates of the main currencies traded in the Foreign Exchange market In: Applied Economics.
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article1
2013Editorial In: Applied Economics.
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article0
2013Evolution over time of the determinants of preferences for redistribution and the support for the welfare state In: Applied Economics.
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article1
2018Banking, currency, stock market and debt crises in Spain, 1850–1995 In: Applied Economics.
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article0
2011Small Sample Estimation Bias in GARCH Models with Any Number of Exogenous Variables in the Mean Equation In: Econometric Reviews.
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article4
2012Estimation, Testing, and Finite Sample Properties of Quasi-Maximum Likelihood Estimators in GARCH-M Models In: Econometric Reviews.
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article3
2017Inversión privada, gasto público y presión tributaria en América Latina In: Estudios de Economia.
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article0
2013ASSESSING LONG‐RUN MONEY NEUTRALITY IN MONETARY UNIONS In: International Journal of Finance & Economics.
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article0
2012Improved instrumental variables estimation of simultaneous equations under conditionally heteroskedastic disturbances In: Journal of Applied Econometrics.
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article10

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