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Emma M. Iglesias

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This is information that was supplied by Emma Iglesias in registering through RePEc. If you are Emma M. Iglesias , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Emma
Middle Name: M.
Last Name: Iglesias
Suffix:

RePEc Short-ID: pig10

Email:
Homepage: http://www.gcd.udc.es/emma
Postal Address:
Phone:

Affiliation

Facultade de Economía e Empresa
Universidad da Coruña
Location: A Coruña, Spain
Homepage: http://www.economicas.udc.es/
Email:
Phone: 981 16 70 00
Fax: 981 16 70 70
Postal:
Handle: RePEc:edi:fcudces (more details at EDIRC)

Works

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Working papers

  1. Iglesias, Emma M. & Phillips, Garry D.A., 2011. "Almost Unbiased Estimation in Simultaneous Equations Models with Strong and / or Weak Instruments," Cardiff Economics Working Papers E2011/19, Cardiff University, Cardiff Business School, Economics Section.
  2. Christian M. Dahl & Emma M. Iglesias, 2010. "Asymptotic normality of the QMLE in the level-effect ARCH model," CREATES Research Papers 2010-48, School of Economics and Management, University of Aarhus.
  3. Christian M. Dahl & Emma M. Iglesias, 2009. "Modelling the Volatility-Return Trade-off when Volatility may be Nonstationary," CREATES Research Papers 2009-59, School of Economics and Management, University of Aarhus.
  4. Emma M. Iglesias & Oliver Linton, 2009. "Estimation of tail thickness parameters from GJR-GARCH models," Economics Working Papers we094726, Universidad Carlos III, Departamento de Economía.
  5. Bunzel, Helle & Iglesias, Emma M., 2008. "Extending the Use of the Block-Block Bootstrap to AR(∞) Processes," Staff General Research Papers 12965, Iowa State University, Department of Economics.
  6. Christian M. Dahl & Emma M. Iglesias, 2008. "The limiting properties of the QMLE in a general class of asymmetric volatility models," CREATES Research Papers 2008-38, School of Economics and Management, University of Aarhus.
  7. Bent Jesper Christensen & Christian M. Dahl & Emma M. Iglesias, 2008. "Semiparametric Inference in a GARCH-in-Mean Model," CREATES Research Papers 2008-46, School of Economics and Management, University of Aarhus.
  8. Bunzel, Helle & Iglesias, Emma M., 2006. "Testing for Breaks Using Alternating Observations," Staff General Research Papers 12694, Iowa State University, Department of Economics.
  9. Emma Iglesias & Jean Marie Dufour, 2004. "Finite Sample and Optimal Inference in Possibly Nonstationary ARCH Models with Gaussian and Heavy-Tailed Errors," Econometric Society 2004 North American Summer Meetings 161, Econometric Society.
  10. Garry Phillips & Emma Iglesias, 2004. "The estimation of simultaneous equation models under conditional heteroscedasticity," Econometric Society 2004 Latin American Meetings 91, Econometric Society.
  11. Emma M. Iglesias & Garry D.A. Phillips, 2004. "Multivariate Arch Models: Finite Sample Properties Of Ml Estimators And An Application To An Lm-Type Test," Working Papers. Serie AD 2004-09, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  12. Garry Phillips & Emma Iglesias, 2004. "Simultaneous Equations and Weak Instruments under Conditionally Heteroscedastic Disturbances," Econometric Society 2004 Far Eastern Meetings 567, Econometric Society.

Articles

  1. Iglesias, Emma M., 2014. "Testing of the mean reversion parameter in continuous time models," Economics Letters, Elsevier, vol. 122(2), pages 187-189.
  2. Miguel A. Tovar and Emma M. Iglesias, 2013. "Capital-Energy Relationships: An Analysis when Disaggregating by Industry and Different Types of Capital," The Energy Journal, International Association for Energy Economics, vol. 0(Number 4).
  3. Andre Yone Haughton & Emma M. Iglesias, 2013. "Assessing Long‐Run Money Neutrality In Monetary Unions," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 18(1), pages 25-50, 01.
  4. Emma M. Iglesias & J. Atilano Pena López & José Manuel Sánchez Sántos, 2013. "Evolution over time of the determinants of preferences for redistribution and the support for the welfare state," Applied Economics, Taylor & Francis Journals, vol. 45(30), pages 4260-4274, October.
  5. Josep Lluís Carrion-i-Silvestre & Emma M. Iglesias, 2013. "Editorial," Applied Economics, Taylor & Francis Journals, vol. 45(30), pages 4203-4203, October.
  6. Emma M. Iglesias & Andre Yone Haughton, 2013. "Interaction between monetary policy and stock prices: a comparison between the Caribbean and the US," Applied Financial Economics, Taylor & Francis Journals, vol. 23(6), pages 515-534, March.
  7. Wang, Honglin & Iglesias, Emma M. & Wooldridge, Jeffrey M., 2013. "Partial maximum likelihood estimation of spatial probit models," Journal of Econometrics, Elsevier, vol. 172(1), pages 77-89.
  8. Emma M. Iglesias & Garry D. A. Phillips, 2012. "Estimation, Testing, and Finite Sample Properties of Quasi-Maximum Likelihood Estimators in GARCH-M Models," Econometric Reviews, Taylor & Francis Journals, vol. 31(5), pages 532-557, September.
  9. Emma M. Iglesias, 2012. "An analysis of extreme movements of exchange rates of the main currencies traded in the Foreign Exchange market," Applied Economics, Taylor & Francis Journals, vol. 44(35), pages 4631-4637, December.
  10. Haughton, Andre Yone & Iglesias, Emma M., 2012. "Interest rate volatility, asymmetric interest rate pass through and the monetary transmission mechanism in the Caribbean compared to US and Asia," Economic Modelling, Elsevier, vol. 29(6), pages 2071-2089.
  11. Christensen, Bent Jesper & Dahl, Christian M. & Iglesias, Emma M., 2012. "Semiparametric inference in a GARCH-in-mean model," Journal of Econometrics, Elsevier, vol. 167(2), pages 458-472.
  12. Emma M. Iglesias & Garry D. A. Phillips, 2012. "Almost Unbiased Estimation in Simultaneous Equation Models With Strong and/or Weak Instruments," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(4), pages 505-520, June.
  13. Emma M. Iglesias & Garry D. A. Phillips, 2012. "Improved instrumental variables estimation of simultaneous equations under conditionally heteroskedastic disturbances," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(3), pages 474-499, 04.
  14. Emma M. Iglesias & María Dolores Lagoa Varela, 2012. "Extreme movements of the main stocks traded in the Eurozone: an analysis by sectors in the 2000's decade," Applied Financial Economics, Taylor & Francis Journals, vol. 22(24), pages 2085-2100, December.
  15. Adanu, Kwami & Hoehn, John P. & Norris, Patricia & Iglesias, Emma, 2012. "Voter decisions on eminent domain and police power reforms," Journal of Housing Economics, Elsevier, vol. 21(2), pages 187-194.
  16. Emma Iglesias & Garry Phillips, 2011. "Small Sample Estimation Bias in GARCH Models with Any Number of Exogenous Variables in the Mean Equation," Econometric Reviews, Taylor & Francis Journals, vol. 30(3), pages 303-336.
  17. Emma Iglesias & Emma Iglesias, 2011. "XV Applied Economics Meeting," Economics Bulletin, AccessEcon, vol. 31(4), pages A52.
  18. Iglesias Emma M., 2011. "Constrained k-class Estimators in the Presence of Weak Instruments," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 15(4), pages 1-13, September.
  19. Dahl Christian M & Iglesias Emma, 2011. "Modeling the Volatility-Return Trade-Off When Volatility May Be Nonstationary," Journal of Time Series Econometrics, De Gruyter, vol. 3(1), pages 1-32, February.
  20. Iglesias, Emma M. & Phillips, Garry D.A., 2010. "The bias to order T-Â 2 for the general k-class estimator in a simultaneous equation model," Economics Letters, Elsevier, vol. 109(1), pages 42-45, October.
  21. Iglesias Emma M, 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," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 14(3), pages 1-30, May.
  22. Maixé-Altés, J. Carles & Iglesias, Emma M., 2009. "Domestic monetary transfers and the inland bill of exchange markets in Spain (1775-1885)," Journal of International Money and Finance, Elsevier, vol. 28(3), pages 496-521, April.
  23. Iglesias Emma M, 2009. "Finite Sample Theory of QMLEs in ARCH Models with an Exogenous Variable in the Conditional Variance Equation," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 13(2), pages 1-30, May.
  24. Dahl, Christian M. & Iglesias, Emma M., 2009. "Volatility spill-overs in commodity spot prices: New empirical results," Economic Modelling, Elsevier, vol. 26(3), pages 601-607, May.
  25. Emma M. Iglesias & Garry D. A. Phillips, 2008. "Finite Sample Theory of QMLE in ARCH Models with Dynamics in the Mean Equation," Journal of Time Series Analysis, Wiley Blackwell, vol. 29(4), pages 719-737, 07.
  26. Iglesias, Emma M. & Phillips, Garry D.A., 2008. "Asymptotic bias of GMM and GEL under possible nonstationary spatial dependence," Economics Letters, Elsevier, vol. 99(2), pages 393-397, May.
  27. Corradi, Valentina & Iglesias, Emma M., 2008. "Bootstrap refinements for QML estimators of the GARCH(1,1) parameters," Journal of Econometrics, Elsevier, vol. 144(2), pages 500-510, June.
  28. Iglesias, Emma M. & Linton, Oliver B., 2007. "Higher Order Asymptotic Theory When A Parameter Is On A Boundary With An Application To Garch Models," Econometric Theory, Cambridge University Press, vol. 23(06), pages 1136-1161, December.
  29. Iglesias, Emma M., 2006. "Higher-order asymptotic properties of QML in [beta]-ARCH and [mu]-ARCH models," Economics Letters, Elsevier, vol. 93(2), pages 261-266, November.
  30. Emma Iglesias & Garry Phillips, 2005. "Analysing one-month Euro-market interest rates by fractionally integrated models," Applied Financial Economics, Taylor & Francis Journals, vol. 15(2), pages 95-106.
  31. Iglesias, Emma M. & Phillips, Garry D.A., 2005. "Bivariate Arch Models: Finite-Sample Properties Of Qml Estimators And An Application To An Lm-Type Test," Econometric Theory, Cambridge University Press, vol. 21(06), pages 1058-1086, December.
  32. Iglesias, Emma M. & Phillips, Garry D. A., 2003. "Another look about the evolution of the risk premium: a VAR-GARCH-M model," Economic Modelling, Elsevier, vol. 20(4), pages 777-789, July.
  33. Iglesias Vázquez, E.M. & Arranz Pérez, M., 2001. "Análisis de las relaciones entre el tipo de interés a corto plazo y su incertidumbre en Alemania, España y Suiza," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 19, pages 37-47, Diciembre.
  34. Iglesias, Emma M. & Phillips, Garry D. A., 2001. "Reconsidering the gains in efficiency from ML estimation versus OLS in ARCH models," Economics Letters, Elsevier, vol. 74(1), pages 21-24, December.

NEP Fields

10 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (9) 2004-10-30 2004-10-30 2006-11-25 2008-07-14 2008-09-05 2009-08-16 2010-01-10 2010-09-03 2011-08-22. Author is listed
  2. NEP-ETS: Econometric Time Series (6) 2004-10-30 2008-07-14 2008-09-05 2009-08-16 2010-01-10 2010-09-03. Author is listed
  3. NEP-FIN: Finance (1) 2004-10-30
  4. NEP-FMK: Financial Markets (1) 2010-01-10
  5. NEP-ORE: Operations Research (2) 2010-01-10 2010-09-03
  6. NEP-RMG: Risk Management (2) 2009-08-16 2010-01-10

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