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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

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

Iglesias, Emma M.; Phillips, Garry D. A. - In: Econometric theory 21 (2005) 6, pp. 1058-1086

Persistent link: https://www.econbiz.de/10003193549

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

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

The tail behavior due to the presence of the risk premium in AR-GARCH-in-Mean, GARCH-AR, and Double-Autoregressive-in-Mean models

Dahl, Christian M.; Iglesias, Emma M. - In: Journal of financial econometrics 20 (2022) 1, pp. 139-159

Persistent link: https://www.econbiz.de/10012878189

Estimation, testing, and finite sample properties of quasi-maximum likelihood estimators in GARCH-M models

Iglesias, Emma M.; Phillips, Garry D. A. - In: Econometric reviews 31 (2012) 4/6, pp. 532-557

Persistent link: https://www.econbiz.de/10009539710

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

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

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

Erias, Antonio F.; Iglesias, Emma M. - In: Energy strategy reviews 44 (2022), pp. 1-10

We analyse a panel of 25 European-countries to provide novel estimates of monthly own-price, cross-price, and income elasticities of natural-gas-demand from 2005 to 2020. We find that: first, there is an European Standard Behaviour (ESB) with a strong-seasonal component. Second, we identify...

Persistent link: https://www.econbiz.de/10014513091

Inversión privada, gasto público y presión tributaria en América Latina

Brito-Gaona, Luis Felipe; Iglesias, Emma - In: Estudios de Economía 44 (2017) 2, pp. 131-156

This paper looks for empirical evidence to show if a very interventionist government stimulates or not private investment in Latin America. Using the same model as Caballero-Urdiales y López-Gallardo (2012), we extend their analysis from five Latin-American countries to all Latin America. The...

Persistent link: https://www.econbiz.de/10011985524