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