Artículos académicos

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Title: 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?

Co-author: David Rivera-Alonso, Emma M. Iglesias

  • Year: 2024
  • Name: RESOURCES POLICY
  • Vol.: 90
  • Pag.: 1-13

Title: Identifying the impact of the business cycle on drug-related harms in European countries

Co-author: Bruno Casal, Emma Iglesias, Berta Rivera, Luis Currais, Claudia Costa Storti

  • Year: 2023
  • Name: International Journal of Drug Policy
  • Vol.: 122

Title: Price and income elasticity of natural gas demand in Europe and the effects of lockdowns due to Covid-19

Co-author: Antonio F. Erias, Emma M. Iglesias

  • Year: 2022
  • Name: Energy Strategy Reviews
  • Vol.: 44

Title: The influence of extreme events such as Brexit and Covid-19 on equity markets

Co-author: Emma M. Iglesias

  • Year: 2022
  • Name: JOURNAL OF POLICY MODELING
  • Vol.: 44
  • Pag.: 418-430

Title: Brent and WTI oil prices volatility during major crises and Covid-19

Co-author: Emma Iglesias, David Rivera-Alonso

  • Year: 2022
  • Name: JOURNAL OF PETROLEUM SCIENCE AND ENGINEERING
  • Vol.: 211
  • Pag.: 1-8

Title: The Tail Behavior due to the Presence of the Risk Premium in AR-GARCH-in-Mean, GARCH-AR, and Double-Autoregressive-in-Mean Models

Co-author: Christian M. Dahl, Emma M. Iglesias

  • Year: 2022
  • Name: Journal of Financial Econometrics
  • Vol.: 20
  • Pag.: 139-159

Title: The daily price and income elasticity of natural gas demand in Europe

Co-author: Antonio F. Erias, Iglesias, Emma M.

  • Year: 2022
  • Name: ENERGY REPORTS
  • Vol.: 8
  • Pag.: 14595-14605

Title: Inversión privada, gasto público y presión tributaria en Ecuador

Co-author: Luis Felipe Brito Gaona, Emma Iglesias

  • Year: 2021
  • Name: REVISTA DE ESTUDIOS REGIONALES
  • Vol.: 122
  • Pag.: 81-118

Title: Asymptotic normality of the MLE in the level-effect ARCH model

Co-author: Christian M. Dahl, Iglesias, E

  • Year: 2021
  • Name: STATISTICAL PAPERS
  • Vol.: 62
  • Pag.: 117-135

Title: Capital humano, desigualdad y crecimiento económico en América Latina

Co-author: Luis Felipe Brito Gaona, Emma M. Iglesias

  • Year: 2021
  • Name: REVISTA DE ECONOMÍA INSTITUCIONAL
  • Vol.: 23
  • Pag.: 265-283

Title: Further Results on Pseudo-Maximum Likelihood Estimation and Testing in the Constant Elasticity of Variance Continuous Time Model

Co-author: Emma M. Iglesias, Garry D.A. Phillips

  • Year: 2020
  • Name: JOURNAL OF TIME SERIES ANALYSIS
  • Vol.: 41
  • Pag.: 357-364

Title: Inversión privada, gasto público e impuestos en la Unión Europea

Co-author: Luis Felipe Brito Gaona, Iglesias, Emma M.

  • Year: 2018
  • Name: Revista de Métodos Cuantitativos para la Economía y la Empresa
  • Vol.: 26
  • Pag.: 3-24

Title: Banking, currency, stock market and debt crises in Spain, 1850-1995

Co-author: J. Carles Maixé-Altés, Emma Iglesias

  • Year: 2018
  • Name: APPLIED ECONOMICS
  • Vol.: 50
  • Pag.: 2056-2069

Title: Determinantes de la inversión privada en los países de la Alianza del Pacífico

Co-author: Luis Felipe Brito Gaona, Emma María Iglesias Vázquez

  • Year: 2018
  • Name: Revista Espacios. Revista arbitrada de gestión tecnológica
  • Vol.: 39
  • Pag.: 1-24

Title: Exchange Rate Movements, Stock Prices and Volatility in the Caribbean and Latin America

Co-author: Andre Yone Haughton, E. M. Iglesias

  • Year: 2017
  • Name: International Journal of Economics and Financial Issues
  • Vol.: 7
  • Pag.: 437-447

Title: The use of bias correction versus the Jackknife when testing the mean reversion and long term mean parameters in continuous time models

Co-author: E. M. Iglesias, Garry D.A. Phillips

  • Year: 2017
  • Name: Monte Carlo Methods and Applications
  • Pag.: 159-164

Title: Inversión privada, gasto publico y presión tributaria en América Latina

Co-author: Luis Felipe Brito Gaona, Emma M. Iglesias

  • Year: 2017
  • Name: ESTUDIOS DE ECONOMÍA
  • Vol.: 44
  • Pag.: 5-30

Title: Basel II And The Financing of R&D Investments in Malaysia

Co-author: Fathin Faizah Said, Emma M. Iglesias

  • Year: 2017
  • Name: International Journal of Economics and Management
  • Vol.: 11
  • Pag.: 127-152

Title: 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

Co-author: Emma M. Iglesias

  • Year: 2015
  • Name: ECONOMIC MODELLING
  • Vol.: 50
  • Pag.: 1-8

Title: Farmers' Preferences and Social Capital Regarding Agri¿environmental Schemes to Protect Birds

Co-author: Alló, Maria, Loureiro, ML, Iglesias, E

  • Year: 2015
  • Name: JOURNAL OF AGRICULTURAL ECONOMICS

Title: Value at Risk of the main stock market indexes in the European Union (2000-2012)

Co-author: Emma M. Iglesias

  • Year: 2015
  • Name: JOURNAL OF POLICY MODELING
  • Vol.: 37
  • Pag.: 1-13

Title: Testing of the Mean Reversion Parameter in Continuous Time Models

Co-author: Emma M. Iglesias

  • Year: 2014
  • Name: ECONOMICS LETTERS
  • Vol.: 122
  • Pag.: 187-189

Title: Recent Evolution of Long Term Interest Rates in Spain in relation to other European Union Countries

Co-author: Emma M. Iglesias, Angel M. Loureiro

  • Year: 2014
  • Name: The Empirical Economics Letters
  • Vol.: 13
  • Pag.: 227-236

Title: The Block-Block Bootstrap for Time Series

Co-author: Emma M. Iglesias

  • Year: 2013
  • Name: COMMUNICATIONS IN STATISTICS. THEORY AND METHODS
  • Vol.: 42
  • Pag.: 2584-2600

Title: Partial Maximum Likelihood Estimation of Spatial Probit Models

Co-author: Honglin Wang, Emma M. Iglesias, Jeffrey M. Wooldridge

  • Year: 2013
  • Name: JOURNAL OF ECONOMETRICS
  • Vol.: 172
  • Pag.: 77-89

Title: Bienestar Subjetivo, Renta y Bienes Relacionales: Los determinantes de la felicidad en España

Co-author: Emma Iglesias Vázquez, José Atilano Pena López, José Manuel Sánchez Santos

  • Year: 2013
  • Name: REVISTA INTERNACIONAL DE SOCIOLOGÍA (RIS)
  • Vol.: 71
  • Pag.: 567-592

Title: Effects of a Simulated Increase in Unemployment on the Income Distribution of Spanish Families

Co-author: María José Lodeiro, Matilde Arranz, Emma M. Iglesias

  • Year: 2013
  • Name: The Empirical Economics Letters
  • Vol.: 12
  • Pag.: 363-372

Title: Evolution over Time of the Determinants of Preferences for Redistribution and the Support for the Welfare State

Co-author: Emma M. Iglesias, José Atilano Pena López, José Manuel Sánchez Santos

  • Year: 2013
  • Name: APPLIED ECONOMICS
  • Vol.: 45
  • Pag.: 4260-4274

Title: New Trends in Welfare Analysis

Co-author: Josep Lluís Carrion-i-Silvestre, Emma M. Iglesias

  • Year: 2013
  • Name: APPLIED ECONOMICS
  • Vol.: 45
  • Pag.: 4203-4203

Title: Interaction between monetary policy and stock prices: A comparison between the Caribbean and the US

Co-author: Emma M. Iglesias, Andre Yone Haughton

  • Year: 2013
  • Name: Applied Financial Economics
  • Vol.: 23
  • Pag.: 515-534

Title: Assessing Long-Run Money Neutrality in Monetary Unions

Co-author: Andre Yone Haughton, Emma M. Iglesias

  • Year: 2013
  • Name: INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS
  • Vol.: 18
  • Pag.: 25-50

Title: Capital-energy relationships: An analysis when disaggregating by industry and different types of capital

Co-author: Miguel A. Tovar, Emma M. Iglesias

  • Year: 2013
  • Name: ENERGY JOURNAL
  • Vol.: 34
  • Pag.: 129-150

Title: An Analysis of Extreme Movements of Exchange Rates of the Main Currencies Traded in the Foreign Exchange Market

Co-author: Emma M. Iglesias

  • Year: 2012
  • Name: APPLIED ECONOMICS
  • Vol.: 44
  • Pag.: 4631-4637

Title: Improved Instrumental Variables Estimation of Simultaneous Equations under Conditionally Heteroskedastic Disturbances

Co-author: Emma M. Iglesias, Garry D.A. Phillips

  • Year: 2012
  • Name: JOURNAL OF APPLIED ECONOMETRICS
  • Vol.: 27
  • Pag.: 474-499

Title: Almost Unbiased Estimation in Simultaneous Equation Models with Strong and/or Weak Instruments

Co-author: Emma M. Iglesias, Garry D.A. Phillips

  • Year: 2012
  • Name: JOURNAL OF BUSINESS & ECONOMIC STATISTICS
  • Vol.: 30
  • Pag.: 505-520

Title: Semiparametric Inference in a GARCH-in-Mean Model

Co-author: Bent Jesper Christensen, Christian M. Dahl, Emma M. Iglesias

  • Year: 2012
  • Name: JOURNAL OF ECONOMETRICS
  • Vol.: 167
  • Pag.: 458-472

Title: Extreme movements of the main stocks traded in the Eurozone: an analysis by sectors in the 2000's decade

Co-author: Emma M. Iglesias, María Dolores Lagoa Varela

  • Year: 2012
  • Name: Applied Financial Economics
  • Vol.: 22
  • Pag.: 2085-2100

Title: Interest rate volatility, asymmetric interest rate pass through and the monetary transmission mechanism in the Caribbean compared to US and Asia

Co-author: Andre Yone Haughton, Emma M. Iglesias

  • Year: 2012
  • Name: ECONOMIC MODELLING
  • Vol.: 29
  • Pag.: 2071-2089

Title: Voter Decisions on Eminent Domain and Police Power Reforms

Co-author: Adanu.K, Hoehn, JP, Norris,P, Iglesias, E

  • Year: 2012
  • Name: JOURNAL OF HOUSING ECONOMICS
  • Vol.: 21
  • Pag.: 187-197

Title: Estimation, Testing and Finite Sample Properties of Quasi-Maximum Likelihood Estimators in GARCH-M Models

Co-author: Emma M. Iglesias, Garry D.A. Phillips

  • Year: 2012
  • Name: Econometric Reviews
  • Vol.: 31
  • Pag.: 532-557

Title: Constrained k-class estimators in the presence of Weak instruments

Co-author: Emma M. Iglesias

  • Year: 2011
  • Name: STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS
  • Vol.: 15
  • Pag.: 1-11

Title: Small Sample Estimation Bias in GARCH Models with Any Number of Exogenous Variables in the Mean Equation

Co-author: Emma M. Iglesias, Garry D.A. Phillips

  • Year: 2011
  • Name: Econometric Reviews
  • Vol.: 30
  • Pag.: 303-336

Title: Modelling the volatility-return trade-off when volatility may be nonstationary

Co-author: Christian M. Dahl, Emma Iglesias

  • Year: 2011
  • Name: Journal of Time Series Econometrics
  • Vol.: 3
  • Pag.: 1-30

Title: First and Second Order Asymptotic Bias Correction of Nonlinear Estimators in a Non-Parametric Setting and an Application to the Smoothed Maximum Score Estimator

Co-author: Emma María Iglesias Vázquez

  • Year: 2010
  • Name: STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS
  • Vol.: 14
  • Pag.: 1-30

Title: The bias to order T-2 for the general k-class estimator in a simultaneous equation model

Co-author: Emma María Iglesias Vázquez, Garry D.A. Phillips

  • Year: 2010
  • Name: ECONOMICS LETTERS
  • Vol.: 109
  • Pag.: 42-45

Title: Volatility Spill-overs in Commodity Spot Prices: New Empirical Results

Co-author: Emma María Iglesias Vázquez, Christian Dahl

  • Year: 2009
  • Name: ECONOMIC MODELLING
  • Vol.: 26
  • Pag.: 601-607

Title: Domestic monetary transfers and the inland bill of exchange markets in Spain, 1775-1885

Co-author: Joan Carles Maixe Altes, Emma María Iglesias Vázquez

  • Year: 2009
  • Name: JOURNAL OF INTERNATIONAL MONEY AND FINANCE
  • Vol.: 28
  • Pag.: 496-521

Title: Finite Sample Theory of QMLEs in ARCH Models with an Exogenous Variable in the Conditional Variance Equation

Co-author: Emma María Iglesias Vázquez

  • Year: 2009
  • Name: STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS
  • Vol.: 13
  • Pag.: 1-30

Title: Asymptotic Bias of GMM and GEL under Possible Nonstationary Spatial Dependence

Co-author: Emma María Iglesias Vázquez, Garry D.A. Phillips

  • Year: 2008
  • Name: ECONOMICS LETTERS
  • Vol.: 99
  • Pag.: 393-397

Title: Finite Sample Theory of QMLEs in ARCH Models with Dynamics in the Mean Equation

Co-author: Emma María Iglesias Vázquez, Garry Phillips

  • Year: 2008
  • Name: JOURNAL OF TIME SERIES ANALYSIS
  • Vol.: 29
  • Pag.: 719-737

Title: Review of: The Refinement of Econometric Estimation and Test Procedures: Finite Sample and Asymptotic Analysis

Co-author: Emma María Iglesias Vázquez

  • Year: 2008
  • Name: JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
  • Vol.: 103
  • Pag.: 1329-1329

Title: Bootstrap Refinements for QML Estimators of the GARCH(1,1) Parameters

Co-author: Emma María Iglesias Vázquez, Valentina Corradi

  • Year: 2008
  • Name: JOURNAL OF ECONOMETRICS
  • Vol.: 144
  • Pag.: 500-510

Title: A Switching Regime VAR Model for the Components of the Spanish GDP

Co-author: Matilde Arranz, Emma M. Iglesias

  • Year: 2007
  • Name: The Empirical Economics Letters
  • Vol.: 6
  • Pag.: 205-216

Title: Higher-order Asymptotic Theory When a Parameter is on a Boundary with an Application to GARCH Models

Co-author: Emma M. Iglesias, Oliver B. Linton

  • Year: 2007
  • Name: ECONOMETRIC THEORY
  • Vol.: 23
  • Pag.: 1136-1161

Title: Higher-order Asymptotic Properties of QML in ß-ARCH and ¿-ARCH Models

Co-author: Emma M. Iglesias

  • Year: 2006
  • Name: ECONOMICS LETTERS
  • Vol.: 93
  • Pag.: 261-266

Title: Análisis de los tipos de cambio en la economía mexicana y comparación con otros países: un enfoque de volatilidad estocástica

Co-author: Matilde Arranz, Emma M. Iglesias

  • Year: 2005
  • Name: INVESTIGACIÓN ECONÓMICA
  • Vol.: LXIV
  • Pag.: 159-169

Title: Analysing 1-month Euro-market interest rates by fractionally integrated models

Co-author: Emma M. Iglesias, Garry D.A. Phillips

  • Year: 2005
  • Name: Applied Financial Economics
  • Vol.: 15
  • Pag.: 95-106

Title: Bivariate ARCH models: finite-sample properties of QML estimators and an application to an LM-type test

Co-author: Emma M. Iglesias, Garry D.A. Phillips

  • Year: 2005
  • Name: ECONOMETRIC THEORY
  • Vol.: 21
  • Pag.: 1058-1086

Title: Another look about the evolution of the risk premium: a VAR-GARCH-M model

Co-author: Emma M. Iglesias, Garry D.A. Phillips

  • Year: 2002
  • Name: ECONOMIC MODELLING
  • Vol.: 20
  • Pag.: 777-789

Title: Reconsidering the gains in efficiency from ML estimation versus OLS in ARCH models

Co-author: Emma M. Iglesias, Garry D.A. Phillips

  • Year: 2001
  • Name: ECONOMICS LETTERS
  • Vol.: 74
  • Pag.: 21-24

Title: Analisis de las relaciones entre el tipo de interés a corto plazo y su incertidumbre en Alemania, España y Suiza.

Co-author: Emma María Iglesias Vázquez, Arranz, LI.

  • Year: 2001
  • Name: ESTUDIOS DE ECONOMIA APLICADA
  • Vol.: 19
  • Pag.: 37-47