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51
Banking, currency, stock market and debt crises in Spain : 1850-1995
Maixé-Altés, J. Carles
;
Iglesias, Emma M.
- In:
Applied economics
50
(
2018
)
18
,
pp. 2056-2069
Persistent link: https://www.econbiz.de/10011849642
Saved in:
52
Exchange rate movements, stock prices and volatility in the Caribbean and Latin America
Haughton, Andre
;
Iglesias, Emma M.
- In:
International journal of economics and financial issues …
7
(
2017
)
2
,
pp. 437-447
Persistent link: https://www.econbiz.de/10011789299
Saved in:
53
Banking, currency, stock market and debt crises : revisiting Reinhart & Rogoff debt analysis in Spain, 1850-1995
Maixé-Altés, J. Carles
;
Iglesias, Emma M.
-
2016
Persistent link: https://www.econbiz.de/10011444625
Saved in:
54
Testing of the mean reversion parameter in continuous time models
Iglesias, Emma M.
- In:
Economics letters
122
(
2014
)
2
,
pp. 187-189
Persistent link: https://www.econbiz.de/10010395196
Saved in:
55
Another look about the evolution of the risk premium : a VAR-GARCH-M model
Iglesias, Emma M.
;
Phillips, Garry D. A.
- In:
Economic modelling
20
(
2003
)
4
,
pp. 777-789
Persistent link: https://www.econbiz.de/10001770437
Saved in:
56
Reconsidering the gains on efficiency from ML estimation versus OLS in ARCH models
Iglesias, Emma M.
;
Phillips, Garry D. A.
- In:
Economics letters
74
(
2001
)
1
,
pp. 21-24
Persistent link: https://www.econbiz.de/10001635125
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57
Multivariate ARCH models : finite sample properties of ML estimators and an application to a LM-type test
Iglesias, Emma M.
(
contributor
); …
-
2004
-
[Elektronische Ressource], 1. ed.
Persistent link: https://www.econbiz.de/10002201054
Saved in:
58
Analysing one-month Euro-market interest rates by fractionally integrated models
Iglesias, Emma M.
;
Phillips, Garry D. A.
- In:
Applied financial economics
15
(
2005
)
2
,
pp. 95-106
Persistent link: https://www.econbiz.de/10002537403
Saved in:
59
Bootstrap refinements for QML estimators of the GARCH(1,1) parameters
Corradi, Valentina
;
Iglesias, Emma M.
- In:
Journal of econometrics
144
(
2008
)
2
,
pp. 500-510
Persistent link: https://www.econbiz.de/10003774696
Saved in:
60
Semiparametric inference in a GARCH-in-Mean model
Christensen, Bent Jesper
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003774701
Saved in:
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