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Details about Tihana Škrinjarić

E-mail:
Homepage:https://www.linkedin.com/in/tihana-%C5%A1krinjari%C4%87-3131a619b/
Workplace:Hrvatska Narodna Banka (National Bank of Croatia), (more information at EDIRC)

Access statistics for papers by Tihana Škrinjarić.

Last updated 2022-08-07. Update your information in the RePEc Author Service.

Short-id: pkr355


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Working Papers

2022

  1. Novi indikatori kreditnog jaza u Hrvatskoj: unapređenje kalibracije protucikličkog zaštitnog sloja kapitala
    Istraživanja, Hrvatska narodna banka, Hrvatska Downloads
  2. Uvođenje kompozitnog indikatora cikličkog sistemskog rizika u Hrvatskoj: mogućnosti i ograničenja
    Istraživanja, Hrvatska narodna banka, Hrvatska Downloads

Journal Articles

2022

  1. Did equity returns and volatilities change after the 2016 Trump election victory?
    International Journal of Finance & Economics, 2022, 27, (1), 1291-1308 Downloads
  2. Macroeconomic effects of systemic stress: a rolling spillover index approach
    Public Sector Economics, 2022, 46, (1), 109-140 Downloads

2021

  1. Does the Croatian Stock Market Have Seasonal Affective Disorder?
    JRFM, 2021, 14, (2), 1-16 Downloads
  2. Profiting on the Stock Market in Pandemic Times: Study of COVID-19 Effects on CESEE Stock Markets
    Mathematics, 2021, 9, (17), 1-20 Downloads
  3. RETURN, RISK AND MARKET INDEKS ONLINE VOLUME SEARCH INTERDEPENDENCE: SHOCK SPILLOVER APPROACH ON ZAGREB STOCK EXCHANGE
    Ekonomski pregled, 2021, 72, (1), 3-33 Downloads
  4. Ranking Environmental Aspects of Sustainable Tourism: Case of Selected European Countries
    Sustainability, 2021, 13, (10), 1-19 Downloads
  5. Return and Volatility Spillover between Stock Prices and Exchange Rates in Croatia: A Spillover Methodology Approach
    Journal for Economic Forecasting, 2021, (1), 93-108 Downloads
  6. Sharing is caring: Spillovers and synchronization of business cycles in the European Union
    Economic Modelling, 2021, 96, (C), 25-39 Downloads View citations (3)
  7. Transfer Entropy Approach for Portfolio Optimization: An Empirical Approach for CESEE Markets
    JRFM, 2021, 14, (8), 1-12 Downloads

2020

  1. Economic Policy Uncertainty and Stock Market Spillovers: Case of Selected CEE Markets
    Mathematics, 2020, 8, (7), 1-33 Downloads
  2. Empirical analysis of dynamic spillovers between exchange rate return, return volatility and investor sentiment
    Studies in Economics and Finance, 2020, 38, (1), 86-113 Downloads View citations (1)
  3. PHOEBUS DHRYMES I JOHN GUERARD „INTRODUCTORY ECONOMETRICS 2nd EDITION“
    Ekonomski pregled, 2020, 71, (3), 301-304 Downloads
  4. R&D in Europe: Sector Decomposition of Sources of (in)Efficiency
    Sustainability, 2020, 12, (4), 1-21 Downloads
  5. Stock market stability on selected CEE and SEE markets: a quantile regression approach
    Post-Communist Economies, 2020, 32, (3), 352-375 Downloads

2019

  1. A note on the turning point for the quadratic trend
    Croatian Review of Economic, Business and Social Statistics, 2019, 5, (2), 39-48 Downloads
  2. Applied Time Series Analysis - A Practical Guide to Modeling and Forecasting, United Kingdom: Academic Press, 339 str
    Notitia - journal for economic, business and social issues, 2019, 1, (5), 119-122 Downloads
  3. DYNAMIC TIMING OF INVESTMENT FUNDS MARKET IN CROATIA: ROLLING REGRESSION APPROACH
    Economic Thought and Practice, 2019, 28, (1), 127-155 Downloads
  4. Effects of Economic and Political Events on Stock Returns: Event Study of the Agrokor Case in Croatia
    Croatian Economic Survey, 2019, 21, (1), 47-86 Downloads
  5. Effects of Football Match Results of Croatian National Team on Stock Returns: Evidence from Zagreb Stock Exchange
    Zagreb International Review of Economics and Business, 2019, 22, (1), 13-45 Downloads View citations (1)
  6. Effects of changes in stock market index composition on stock returns: event study methodology on Zagreb Stock Exchange
    Croatian Review of Economic, Business and Social Statistics, 2019, 5, (1), 43-54 Downloads
  7. Examining the Causal Relationship between Tourism and Economic Growth: Spillover Index Approach for Selected CEE and SEE Countries
    Economies, 2019, 7, (1), 1-19 Downloads View citations (3)
  8. Marno Verbeek A GUIDE TO MODERN ECONOMETRICS, 5th edition, Wiley, New Jersey, 2017., str. 520
    Ekonomski pregled, 2019, 70, (1), 133-141 Downloads
  9. Performance Gauging of Portfolio: Luenberger Distance Function Approach on Sarajevo Stock Exchange
    South East European Journal of Economics and Business, 2019, 14, (1), 92-100 Downloads
  10. Risk connectedness of selected CESEE stock markets: a spillover index approach
    China Finance Review International, 2019, 10, (4), 447-472 Downloads View citations (2)
  11. Stock Market Reactions to Brexit: Case of Selected CEE and SEE Stock Markets
    IJFS, 2019, 7, (1), 1-14 Downloads View citations (1)
  12. Time Varying Spillovers between the Online Search Volume and Stock Returns: Case of CESEE Markets
    IJFS, 2019, 7, (4), 1-30 Downloads View citations (1)

2018

  1. QUANTITATIVE RESEARCH OF ZAGREB STOCK EXCHANGE - LITERATURE OVERVIEW FOR THE PERIOD FROM ESTABLISHMENT UNTIL 2018
    Ekonomski pregled, 2018, 69, (6), 655-743 Downloads
  2. ROLLING REGRESSION CAPM ON ZAGREB STOCK EXCHANGE - CAN INVESTORS PROFIT FROM IT?
    Economic Review: Journal of Economics and Business, 2018, 16, (2), 7-22 Downloads
  3. Revisiting Herding Investment Behavior on the Zagreb Stock Exchange: A Quantile Regression Approach
    Econometric Research in Finance, 2018, 3, (2), 119-162 Downloads View citations (1)
  4. Testing for Seasonal Affective Disorder on Selected CEE and SEE Stock Markets
    Risks, 2018, 6, (4), 1-26 Downloads View citations (1)
  5. Using Grey Incidence Analysis Approach in Portfolio Selection
    IJFS, 2018, 7, (1), 1-16 Downloads View citations (1)

2017

  1. NONOLINEAR EFFECT OF THE PUBLIC DEBT ON THE GROWTH OF GDP: THE CASE OF CROATIA
    Economic Thought and Practice, 2017, 26, (2), 517-538 Downloads

2016

  1. Dynamic Portfolio Selection on Croatian Financial Markets: MGARCH Approach
    Business Systems Research, 2016, 7, (2), 78-90 Downloads View citations (1)

2015

  1. Measuring Dynamics of Risk and Performance of Sector Indices on Zagreb Stock Exchange
    Croatian Review of Economic, Business and Social Statistics, 2015, 1, (1-2), 27-41 Downloads

2014

  1. Investment Strategy on the Zagreb Stock Exchange Based on Dynamic DEA
    Croatian Economic Survey, 2014, 16, (1), 129-160 Downloads View citations (3)
  2. Pre and Post Crisis Performance Measurement of Croatian Stock Market
    Zagreb International Review of Economics and Business, 2014, 17, (2), 97-116 Downloads
  3. THE COMPLEMENTARITY OF MARKOV CHAINS METHODOLOGY AND MARKOWITZ PORTFOLIO OPTIMIZATION MODEL
    Economic Thought and Practice, 2014, 23, (1), 353-370 Downloads

2013

  1. INVESTMENT STRATEGIES TAILORED TO DAILY SEASONALITY IN STOCK RETURNS
    Economic Thought and Practice, 2013, 22, (1), 97-120 Downloads
  2. Portfolio Selection with Higher Moments and Application on Zagreb Stock Exchange
    Zagreb International Review of Economics and Business, 2013, 16, (1), 65-78 Downloads

Chapters

2020

  1. Predicting Poverty Rates with Consumer Survey Results: A MIDAS Approach
    Chapter 5 in BUSINESS PRACTICES, GROWTH AND ECONOMIC POLICY IN EMERGING MARKETS, 2020, pp 69-88 Downloads
 
Page updated 2022-09-26