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E

Emma M. Iglesias

economics

14H指数
89论文数
659被引数
收录论文 11
发表时间
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Working Capital Management and Firm Performance in the G-7 and E-7 Countries During Extreme Events Such as COVID-19营运资本管理与G-7和E-7国家在COVID-19等极端事件期间的 Firm Performance
errAsia-Pacific Financial Markets
IF2.6
err2026-03-17
err0
errOAAI
errJ. Luis Valiña-Sotelo; Emma M. Iglesias
err分享
err收藏
Price and income elasticity of natural gas demand in Europe and the effects of lockdowns due to Covid-19
errENERGY STRATEGY REVIEWS
IF9.9
err2022-11-01
err12
errOAAI
errErias, Antonio F.; Iglesias, Emma M.
err分享
err收藏
The influence of extreme events such as Brexit and Covid-19 on equity markets
errJOURNAL OF POLICY MODELING
IF3.1
err2022-03-01
err5
errOAAI
errIglesias, Emma M.
err分享
err收藏
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
errECONOMIC MODELLING
IF4.7
err2015-11-01
err15
PREAI
errIglesias, Emma M.
err分享
err收藏
Value at Risk of the main stock market indexes in the European Union (2000-2012)
errJOURNAL OF POLICY MODELING
IF3.1
err2015-01-01
err7
PREAI
errIglesias, Emma M
err分享
err收藏
Partial maximum likelihood estimation of spatial probit models空间probit模型的部分最大似然估计
errJOURNAL OF ECONOMETRICS
IF4
err2013-01-01
err37
PREAI
errWang, Honglin; Iglesias, Emma M.; Wooldridge, Jeffrey M.
err分享
err收藏
Interest rate volatility, asymmetric interest rate pass through and the monetary transmission mechanism in the Caribbean compared to US and Asia与美国和亚洲相比，加勒比地区的利率波动、不对称利率传递和货币传导机制
errECONOMIC MODELLING
IF4.7
err2012-11-01
err17
PREAI
errHaughton, Andre Yone; Iglesias, Emma M.
err分享
err收藏
Semiparametric inference in a GARCH-in-mean modelGARCH均值模型中的半参数推断
errJOURNAL OF ECONOMETRICS
IF4
err2012-04-01
err32
errOAAI
errChristensen, Bent Jesper; Dahl, Christian M.; Iglesias, Emma M.
err分享
err收藏
Volatility spill-overs in commodity spot prices: New empirical results
errECONOMIC MODELLING
IF4.7
err2009-05-01
err10
PREAI
errDahl, Christian M.; Iglesias, Emma M.
err分享
err收藏
Bootstrap refinements for QML estimators of the GARCH(1,1) parameters
errJOURNAL OF ECONOMETRICS
IF4
err2008-06-01
err20
errOAAI
errCorradi, Valentina; Iglesias, Emma M.
err分享
err收藏
Another look about the evolution of the risk premium: a VAR-GARCH-M model
errECONOMIC MODELLING
IF4.7
err2003-07-01
err6
PREAI
errIglesias, EM; Phillips, GDA
err分享
err收藏

研究方向

暂时未获取到该数据
合作学者
合作期刊
J
Jeffrey M. Wooldridge
H 指数: 64 · 论文数: 232
V
Valentina Corradi
H 指数: 33 · 论文数: 186
G
Garry D.A. Phillips
H 指数: 21 · 论文数: 127
C
Christian M. Dahl
H 指数: 15 · 论文数: 105
H
Honglin Wang
H 指数: 9 · 论文数: 30
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