10
H index
10
i10 index
242
Citations
Emma M. Iglesias : Citation Profile
Universidade da Coruña | RESEARCH PRODUCTION: 46 Articles 13 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
21 years (2001 - 2022). 
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:
| Cites to:
|
Main data
Where Emma M. Iglesias has published?
| Journals with more than one article published | # docs |
|---|---|
| Economics Letters | 5 |
| Applied Economics | 4 |
| Economic Modelling | 4 |
| Studies in Nonlinear Dynamics & Econometrics | 3 |
| Journal of Econometrics | 3 |
| Applied Financial Economics | 3 |
| Journal of Time Series Analysis | 2 |
| Journal of Policy Modeling | 2 |
| Econometric Reviews | 2 |
| Econometric Theory | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Staff General Research Papers Archive / Iowa State University, Department of Economics | 2 |
Recent works citing Emma M. Iglesias (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | A 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 |
| 2023 | Estimation of spatial sample selection models: A partial maximum likelihood approach. (2023). Iek, Pavel ; Rabovi, Renata. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:1:p:214-243. Full description at Econpapers || Download paper |
| 2023 | Bayesian Analysis of ARCH-M model with a dynamic latent variable. (2023). Li, Yuan ; Song, Xinyuan. In: Econometrics and Statistics. RePEc:eee:ecosta:v:28:y:2023:i:c:p:47-62. Full description at Econpapers || Download paper |
| 2023 | Factors Determining the Exchange Rate Exposure of Firms: Evidence from India. (2023). Gayathri, J ; Sayed, Zakiya Begum. In: Business Perspectives and Research. RePEc:sae:busper:v:11:y:2023:i:2:p:210-226. Full description at Econpapers || Download paper |
| 2023 | Retracted: Enriching the value?at?risk framework to ensemble empirical mode decomposition with an application to the European carbon market. (2023). Wei, Yiming ; Chevallier, Julien ; Wang, Ping ; Zhu, Bangzhu. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:2975-2988. Full description at Econpapers || Download paper |
Works by Emma M. Iglesias:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2008 | The limiting properties of the QMLE in a general class of asymmetric volatility models In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 4 |
| 2008 | Semiparametric Inference in a GARCH-in-Mean Model In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 16 |
| 2012 | Semiparametric inference in a GARCH-in-mean model.(2012) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | article | |
| 2009 | Modelling the Volatility-Return Trade-off when Volatility may be Nonstationary In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2011 | Modeling the Volatility-Return Trade-Off When Volatility May Be Nonstationary.(2011) In: Journal of Time Series Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2010 | Asymptotic normality of the QMLE in the level-effect ARCH model In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Asymptotic normality of the MLE in the level-effect ARCH model.(2021) In: Statistical Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2013 | Capital-Energy Relationships: An Analysis when Disaggregating by Industry and Different Types of Capital In: The Energy Journal. [Full Text][Citation analysis] | article | 14 |
| 2008 | Finite Sample Theory of QMLE in ARCH Models with Dynamics in the Mean Equation In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 6 |
| 2020 | Further Results on Pseudo?Maximum Likelihood Estimation and Testing in the Constant Elasticity of Variance Continuous Time Model In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 0 |
| 2017 | The 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. [Full Text][Citation analysis] | article | 1 |
| 2009 | Finite Sample Theory of QMLEs in ARCH Models with an Exogenous Variable in the Conditional Variance Equation In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2010 | First 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. [Full Text][Citation analysis] | article | 2 |
| 2011 | Constrained k-class Estimators in the Presence of Weak Instruments In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2011 | Almost Unbiased Estimation in Simultaneous Equations Models with Strong and / or Weak Instruments In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2012 | Almost Unbiased Estimation in Simultaneous Equation Models With Strong and/or Weak Instruments.(2012) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
| 2009 | Estimation of tail thickness parameters from GJR-GARCH models In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 3 |
| 2005 | BIVARIATE ARCH MODELS: FINITE-SAMPLE PROPERTIES OF QML ESTIMATORS AND AN APPLICATION TO AN LM-TYPE TEST In: Econometric Theory. [Full Text][Citation analysis] | article | 1 |
| 2007 | HIGHER ORDER ASYMPTOTIC THEORY WHEN A PARAMETER IS ON A BOUNDARY WITH AN APPLICATION TO GARCH MODELS In: Econometric Theory. [Full Text][Citation analysis] | article | 10 |
| 2011 | XV Applied Economics Meeting In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2004 | Simultaneous Equations and Weak Instruments under Conditionally Heteroscedastic Disturbances In: Econometric Society 2004 Far Eastern Meetings. [Full Text][Citation analysis] | paper | 3 |
| 2004 | The estimation of simultaneous equation models under conditional heteroscedasticity In: Econometric Society 2004 Latin American Meetings. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Finite Sample and Optimal Inference in Possibly Nonstationary ARCH Models with Gaussian and Heavy-Tailed Errors In: Econometric Society 2004 North American Summer Meetings. [Full Text][Citation analysis] | paper | 2 |
| 2017 | Exchange Rate Movements, Stock Prices and Volatility in the Caribbean and Latin America In: International Journal of Economics and Financial Issues. [Full Text][Citation analysis] | article | 2 |
| 2003 | Another look about the evolution of the risk premium: a VAR-GARCH-M model In: Economic Modelling. [Full Text][Citation analysis] | article | 4 |
| 2009 | Volatility spill-overs in commodity spot prices: New empirical results In: Economic Modelling. [Full Text][Citation analysis] | article | 15 |
| 2012 | Interest rate volatility, asymmetric interest rate pass through and the monetary transmission mechanism in the Caribbean compared to US and Asia In: Economic Modelling. [Full Text][Citation analysis] | article | 9 |
| 2015 | Value 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. [Full Text][Citation analysis] | article | 12 |
| 2010 | The bias to order T-Â 2 for the general k-class estimator in a simultaneous equation model In: Economics Letters. [Full Text][Citation analysis] | article | 5 |
| 2014 | Testing of the mean reversion parameter in continuous time models In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2001 | Reconsidering the gains in efficiency from ML estimation versus OLS in ARCH models In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2006 | Higher-order asymptotic properties of QML in [beta]-ARCH and [mu]-ARCH models In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2008 | Asymptotic bias of GMM and GEL under possible nonstationary spatial dependence In: Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 2008 | Bootstrap refinements for QML estimators of the GARCH(1,1) parameters In: Journal of Econometrics. [Full Text][Citation analysis] | article | 27 |
| 2013 | Partial maximum likelihood estimation of spatial probit models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 34 |
| 2012 | Voter decisions on eminent domain and police power reforms In: Journal of Housing Economics. [Full Text][Citation analysis] | article | 1 |
| 2009 | Domestic monetary transfers and the inland bill of exchange markets in Spain (1775-1885) In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 5 |
| 2015 | Value at Risk of the main stock market indexes in the European Union (2000–2012) In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 13 |
| 2022 | The influence of extreme events such as Brexit and Covid-19 on equity markets In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 0 |
| 2006 | Testing for Breaks Using Alternating Observations In: Staff General Research Papers Archive. [Full Text][Citation analysis] | paper | 1 |
| 2008 | Extending the Use of the Block-Block Bootstrap to AR(∞) Processes In: Staff General Research Papers Archive. [Citation analysis] | paper | 0 |
| 2004 | MULTIVARIATE ARCH MODELS: FINITE SAMPLE PROPERTIES OF ML ESTIMATORS AND AN APPLICATION TO AN LM-TYPE TEST In: Working Papers. Serie AD. [Full Text][Citation analysis] | paper | 0 |
| 2001 | Análisis de las relaciones entre el tipo de interés a corto plazo y su incertidumbre en Alemania, España y Suiza In: Estudios de Economia Aplicada. [Full Text][Citation analysis] | article | 0 |
| 2022 | The Tail Behavior due to the Presence of the Risk Premium in AR-GARCH-in-Mean, GARCH-AR, and Double-Autoregressive-in-Mean Models* In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2018 | Inversión 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. [Full Text][Citation analysis] | article | 0 |
| 2021 | Money Market Integration in Spain in the Ninetheen Century: The Role of the 1875-1885 Decade In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Inversión privada, gasto público y presión tributaria en Ecuador In: Revista de Estudios Regionales. [Full Text][Citation analysis] | article | 0 |
| 2005 | Analysing one-month Euro-market interest rates by fractionally integrated models In: Applied Financial Economics. [Full Text][Citation analysis] | article | 7 |
| 2012 | Extreme movements of the main stocks traded in the Eurozone: an analysis by sectors in the 2000s decade In: Applied Financial Economics. [Full Text][Citation analysis] | article | 0 |
| 2013 | Interaction between monetary policy and stock prices: a comparison between the Caribbean and the US In: Applied Financial Economics. [Full Text][Citation analysis] | article | 10 |
| 2012 | An analysis of extreme movements of exchange rates of the main currencies traded in the Foreign Exchange market In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
| 2013 | Editorial In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2013 | Evolution over time of the determinants of preferences for redistribution and the support for the welfare state In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
| 2018 | Banking, currency, stock market and debt crises in Spain, 1850–1995 In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2011 | Small Sample Estimation Bias in GARCH Models with Any Number of Exogenous Variables in the Mean Equation In: Econometric Reviews. [Full Text][Citation analysis] | article | 5 |
| 2012 | Estimation, Testing, and Finite Sample Properties of Quasi-Maximum Likelihood Estimators in GARCH-M Models In: Econometric Reviews. [Full Text][Citation analysis] | article | 4 |
| 2017 | Inversión privada, gasto público y presión tributaria en América Latina In: Estudios de Economia. [Full Text][Citation analysis] | article | 0 |
| 2013 | ASSESSING LONG?RUN MONEY NEUTRALITY IN MONETARY UNIONS In: International Journal of Finance & Economics. [Citation analysis] | article | 0 |
| 2012 | Improved instrumental variables estimation of simultaneous equations under conditionally heteroskedastic disturbances In: Journal of Applied Econometrics. [Citation analysis] | article | 10 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2024. Contact: CitEc Team