Emma M. Iglesias

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Affiliations

• Universidade da Coruña / Facultade de Economía e Empresa
  • EDIRC entry
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Research profile

author of:

• The limiting properties of the QMLE in a general class of asymmetric volatility models (RePEc:aah:create:2008-38)
  by Christian M. Dahl & Emma M. Iglesias
• Semiparametric Inference in a GARCH-in-Mean Model (RePEc:aah:create:2008-46)
  by Bent Jesper Christensen & Christian M. Dahl & Emma M. Iglesias
• Modelling the Volatility-Return Trade-off when Volatility may be Nonstationary (RePEc:aah:create:2009-59)
  by Christian M. Dahl & Emma M. Iglesias
• Asymptotic normality of the QMLE in the level-effect ARCH model (RePEc:aah:create:2010-48)
  by Christian M. Dahl & Emma M. Iglesias
• Capital-Energy Relationships: An Analysis when Disaggregating by Industry and Different Types of Capital (RePEc:aen:journl:ej34-4-07)
  by Miguel A. Tovar and Emma M. Iglesias
• Finite Sample Theory of QMLE in ARCH Models with Dynamics in the Mean Equation (RePEc:bla:jtsera:v:29:y:2008:i:4:p:719-737)
  by Emma M. Iglesias & Garry D. A. Phillips
• Further Results on Pseudo‐Maximum Likelihood Estimation and Testing in the Constant Elasticity of Variance Continuous Time Model (RePEc:bla:jtsera:v:41:y:2020:i:2:p:357-364)
  by Emma M. Iglesias & Garry D. A. Phillips
• Modeling the Volatility-Return Trade-Off When Volatility May Be Nonstationary (RePEc:bpj:jtsmet:v:3:y:2011:i:1:n:10)
  by Dahl Christian M & Iglesias Emma
• The use of bias correction versus the Jackknife when testing the mean reversion and long term mean parameters in continuous time models (RePEc:bpj:mcmeap:v:23:y:2017:i:3:p:159-164:n:2)
  by Iglesias Emma M. & Phillips Garry D. A.
• Finite Sample Theory of QMLEs in ARCH Models with an Exogenous Variable in the Conditional Variance Equation (RePEc:bpj:sndecm:v:13:y:2009:i:2:n:6)
  by Iglesias Emma M
• First and Second Order Asymptotic Bias Correction of Nonlinear Estimators in a Non-Parametric Setting and an Application to the Smoothed Maximum Score Estimator (RePEc:bpj:sndecm:v:14:y:2010:i:3:n:4)
  by Iglesias Emma M
• Constrained k-class Estimators in the Presence of Weak Instruments (RePEc:bpj:sndecm:v:15:y:2011:i:4:n:5)
  by Iglesias Emma M.
• Almost Unbiased Estimation in Simultaneous Equations Models with Strong and / or Weak Instruments (RePEc:cdf:wpaper:2011/19)
  by Iglesias, Emma M. & Phillips, Garry D.A.
• Estimation of tail thickness parameters from GJR-GARCH models (RePEc:cte:werepe:we094726)
  by Iglesias, Emma M. & Linton, Oliver
• Bivariate Arch Models: Finite-Sample Properties Of Qml Estimators And An Application To An Lm-Type Test (RePEc:cup:etheor:v:21:y:2005:i:06:p:1058-1086_05)
  by Iglesias, Emma M. & Phillips, Garry D.A.
• Higher Order Asymptotic Theory When A Parameter Is On A Boundary With An Application To Garch Models (RePEc:cup:etheor:v:23:y:2007:i:06:p:1136-1161_07)
  by Iglesias, Emma M. & Linton, Oliver B.
• XV Applied Economics Meeting (RePEc:ebl:ecbull:eb-11-00829)
  by Emma Iglesias & Emma Iglesias
• Simultaneous Equations and Weak Instruments under Conditionally Heteroscedastic Disturbances (RePEc:ecm:feam04:567)
  by Garry Phillips & Emma Iglesias
• The estimation of simultaneous equation models under conditional heteroscedasticity (RePEc:ecm:latm04:91)
  by Garry Phillips & Emma Iglesias
• Finite Sample and Optimal Inference in Possibly Nonstationary ARCH Models with Gaussian and Heavy-Tailed Errors (RePEc:ecm:nasm04:161)
  by Emma Iglesias & Jean Marie Dufour
• Exchange Rate Movements, Stock Prices and Volatility in the Caribbean and Latin America (RePEc:eco:journ1:2017-02-57)
  by Andre Yone Haughton & Emma M. Iglesias
• Another look about the evolution of the risk premium: a VAR-GARCH-M model (RePEc:eee:ecmode:v:20:y:2003:i:4:p:777-789)
  by Iglesias, Emma M. & Phillips, Garry D. A.
• Volatility spill-overs in commodity spot prices: New empirical results (RePEc:eee:ecmode:v:26:y:2009:i:3:p:601-607)
  by Dahl, Christian M. & Iglesias, Emma M.
• Interest rate volatility, asymmetric interest rate pass through and the monetary transmission mechanism in the Caribbean compared to US and Asia (RePEc:eee:ecmode:v:29:y:2012:i:6:p:2071-2089)
  by Haughton, Andre Yone & Iglesias, Emma M.
• 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 (RePEc:eee:ecmode:v:50:y:2015:i:c:p:1-8)
  by Iglesias, Emma M.
• The bias to order T-Â 2 for the general k-class estimator in a simultaneous equation model (RePEc:eee:ecolet:v:109:y:2010:i:1:p:42-45)
  by Iglesias, Emma M. & Phillips, Garry D.A.
• Testing of the mean reversion parameter in continuous time models (RePEc:eee:ecolet:v:122:y:2014:i:2:p:187-189)
  by Iglesias, Emma M.
• Reconsidering the gains in efficiency from ML estimation versus OLS in ARCH models (RePEc:eee:ecolet:v:74:y:2001:i:1:p:21-24)
  by Iglesias, Emma M. & Phillips, Garry D. A.
• Higher-order asymptotic properties of QML in [beta]-ARCH and [mu]-ARCH models (RePEc:eee:ecolet:v:93:y:2006:i:2:p:261-266)
  by Iglesias, Emma M.
• Asymptotic bias of GMM and GEL under possible nonstationary spatial dependence (RePEc:eee:ecolet:v:99:y:2008:i:2:p:393-397)
  by Iglesias, Emma M. & Phillips, Garry D.A.
• Bootstrap refinements for QML estimators of the GARCH(1,1) parameters (RePEc:eee:econom:v:144:y:2008:i:2:p:500-510)
  by Corradi, Valentina & Iglesias, Emma M.
• Semiparametric inference in a GARCH-in-mean model (RePEc:eee:econom:v:167:y:2012:i:2:p:458-472)
  by Christensen, Bent Jesper & Dahl, Christian M. & Iglesias, Emma M.
• Partial maximum likelihood estimation of spatial probit models (RePEc:eee:econom:v:172:y:2013:i:1:p:77-89)
  by Wang, Honglin & Iglesias, Emma M. & Wooldridge, Jeffrey M.
• Voter decisions on eminent domain and police power reforms (RePEc:eee:jhouse:v:21:y:2012:i:2:p:187-194)
  by Adanu, Kwami & Hoehn, John P. & Norris, Patricia & Iglesias, Emma
• Domestic monetary transfers and the inland bill of exchange markets in Spain (1775-1885) (RePEc:eee:jimfin:v:28:y:2009:i:3:p:496-521)
  by Maixé-Altés, J. Carles & Iglesias, Emma M.
• Value at Risk of the main stock market indexes in the European Union (2000–2012) (RePEc:eee:jpolmo:v:37:y:2015:i:1:p:1-13)
  by Iglesias, Emma M.
• The influence of extreme events such as Brexit and Covid-19 on equity markets (RePEc:eee:jpolmo:v:44:y:2022:i:2:p:418-430)
  by Iglesias, Emma M.
• Is the Chinese crude oil spot price a good hedging tool for other crude oil prices, and in special for the main Russian oil benchmarks and during international sanctions? (RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724001454)
  by Rivera-Alonso, David & Iglesias, Emma M.
• Testing for Breaks Using Alternating Observations (RePEc:isu:genres:12694)
  by Bunzel, Helle & Iglesias, Emma M.
• Extending the Use of the Block-Block Bootstrap to AR(∞) Processes (RePEc:isu:genres:12965)
  by Bunzel, Helle & Iglesias, Emma M.
• Multivariate Arch Models: Finite Sample Properties Of Ml Estimators And An Application To An Lm-Type Test (RePEc:ivi:wpasad:2004-09)
  by Emma M. Iglesias & Garry D.A. Phillips
• Unknown item RePEc:lrk:eeaart:19_3_11 (article)
• The Tail Behavior due to the Presence of the Risk Premium in AR-GARCH-in-Mean, GARCH-AR, and Double-Autoregressive-in-Mean Models
  [Stock Returns and Volatility] (RePEc:oup:jfinec:v:20:y:2022:i:1:p:139-159.)
  by Christian M Dahl & Emma M Iglesias
• Inversión privada, gasto publico e impuestos en la Unión Europea (RePEc:pab:rmcpee:v:26:y:2018:i:1:p:3-24)
  by Brito Gaona, Luis Felipe & Iglesias, Emma M.
• Money Market Integration in Spain in the Ninetheen Century: The Role of the 1875-1885 Decade (RePEc:pra:mprapa:109219)
  by Emma M., Iglesias & J. Carles, Maixé-Altés
• Banking, Currency, Stock Market and Debt Crises: Revisiting Reinhart & Rogoff Debt Analysis in Spain, 1850-1995 (RePEc:pra:mprapa:68199)
  by Maixé-Altés, J. Carles & Iglesias, Emma M.
• Inversión privada, gasto público y presión tributaria en Ecuador (RePEc:rer:articu:v:3:y:2021:p:81-118)
  by Luis Felipe Brito-Gaona & Emma M. Iglesias
• Capital-Energy Relationships: An Analysis when Disaggregating by Industry and Different Types of Capital (RePEc:sae:enejou:v:34:y:2013:i:4:p:129-150)
  by Miguel A. Tovar & Emma M. Iglesias
• Asymptotic normality of the MLE in the level-effect ARCH model (RePEc:spr:stpapr:v:62:y:2021:i:1:d:10.1007_s00362-019-01086-y)
  by Christian M. Dahl & Emma M. Iglesias
• Unknown item RePEc:taf:apfiec:v:15:y:2005:i:2:p:95-106 (article)
• Unknown item RePEc:taf:apfiec:v:22:y:2012:i:24:p:2085-2100 (article)
• Unknown item RePEc:taf:apfiec:v:23:y:2013:i:6:p:515-534 (article)
• An analysis of extreme movements of exchange rates of the main currencies traded in the Foreign Exchange market (RePEc:taf:applec:44:y:2012:i:35:p:4631-4637)
  by Emma M. Iglesias
• Editorial (RePEc:taf:applec:v:45:y:2013:i:30:p:4203-4203)
  by Josep Llu arrion-i-Silvestre & Emma M. Iglesias
• Evolution over time of the determinants of preferences for redistribution and the support for the welfare state (RePEc:taf:applec:v:45:y:2013:i:30:p:4260-4274)
  by Emma M. Iglesias & J. Atilano Pena L󰥺 & Jos頍anuel Sᮣhez S᮴os
• Banking, currency, stock market and debt crises in Spain, 1850–1995 (RePEc:taf:applec:v:50:y:2018:i:18:p:2056-2069)
  by J. Carles Maixé-Altés & Emma M. Iglesias
• Small Sample Estimation Bias in GARCH Models with Any Number of Exogenous Variables in the Mean Equation (RePEc:taf:emetrv:v:30:y:2011:i:3:p:303-336)
  by Emma Iglesias & Garry Phillips
• Estimation, Testing, and Finite Sample Properties of Quasi-Maximum Likelihood Estimators in GARCH-M Models (RePEc:taf:emetrv:v:31:y:2012:i:5:p:532-557)
  by Emma M. Iglesias & Garry D. A. Phillips
• Almost Unbiased Estimation in Simultaneous Equation Models With Strong and/or Weak Instruments (RePEc:taf:jnlbes:v:30:y:2012:i:4:p:505-520)
  by Emma M. Iglesias & Garry D. A. Phillips
• Inversión privada, gasto público y presión tributaria en América Latina (RePEc:udc:esteco:v:44:y:2017:i:2:p:131-156)
  by Luis Felipe Brito-Gaona & Emma M. Iglesias
• Assessing Long‐Run Money Neutrality In Monetary Unions (RePEc:wly:ijfiec:v:18:y:2013:i:1:p:25-50)
  by Andre Yone Haughton & Emma M. Iglesias
• Improved instrumental variables estimation of simultaneous equations under conditionally heteroskedastic disturbances (RePEc:wly:japmet:v:27:y:2012:i:3:p:474-499)
  by Emma M. Iglesias & Garry D. A. Phillips