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Emma M. Iglesias

Global rank #5094 94%

Institution: Universidade da Coruña

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: https://pdi.udc.es/en/File/Pdi/636JF

First Publication: 2001

Most Recent: 2018

RePEc ID: pig10 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.00 0.00 0.00 0.00 0.50
All Time 0.00 3.35 5.03 0.00 20.11

Publication Statistics

Raw Publications 22
Coauthorship-Adjusted Count 25.24

Publications (22)

Year Article Journal Tier Authors
2018 Banking, currency, stock market and debt crises in Spain, 1850–1995 Applied Economics C 2
2015 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 Economic Modeling C 1
2014 Testing of the mean reversion parameter in continuous time models Economics Letters C 1
2013 Editorial Applied Economics C 2
2013 Partial maximum likelihood estimation of spatial probit models Journal of Econometrics A 3
2013 Capital-Energy Relationships: An Analysis when Disaggregating by Industry and Different Types of Capital The Energy Journal B 2
2013 Evolution over time of the determinants of preferences for redistribution and the support for the welfare state Applied Economics C 3
2012 Semiparametric inference in a GARCH-in-mean model Journal of Econometrics A 3
2012 Interest rate volatility, asymmetric interest rate pass through and the monetary transmission mechanism in the Caribbean compared to US and Asia Economic Modeling C 2
2012 An analysis of extreme movements of exchange rates of the main currencies traded in the Foreign Exchange market Applied Economics C 1
2012 Almost Unbiased Estimation in Simultaneous Equation Models With Strong and/or Weak Instruments Journal of Business & Economic Statistics A 2
2012 Improved instrumental variables estimation of simultaneous equations under conditionally heteroskedastic disturbances Journal of Applied Econometrics B 2
2010 The bias to order T- 2 for the general k-class estimator in a simultaneous equation model Economics Letters C 2
2009 Volatility spill-overs in commodity spot prices: New empirical results Economic Modeling C 2
2009 Domestic monetary transfers and the inland bill of exchange markets in Spain (1775-1885) Journal of International Money and Finance B 2
2008 Asymptotic bias of GMM and GEL under possible nonstationary spatial dependence Economics Letters C 2
2008 Bootstrap refinements for QML estimators of the GARCH(1,1) parameters Journal of Econometrics A 2
2007 HIGHER ORDER ASYMPTOTIC THEORY WHEN A PARAMETER IS ON A BOUNDARY WITH AN APPLICATION TO GARCH MODELS Econometric Theory B 2
2006 Higher-order asymptotic properties of QML in [beta]-ARCH and [mu]-ARCH models Economics Letters C 1
2005 BIVARIATE ARCH MODELS: FINITE-SAMPLE PROPERTIES OF QML ESTIMATORS AND AN APPLICATION TO AN LM-TYPE TEST Econometric Theory B 2
2003 Another look about the evolution of the risk premium: a VAR-GARCH-M model Economic Modeling C 2
2001 Reconsidering the gains in efficiency from ML estimation versus OLS in ARCH models Economics Letters C 2