Details about Tihana Škrinjarić

Access statistics for papers by Tihana Škrinjarić.

Last updated 2025-01-06. Update your information in the RePEc Author Service.

Short-id: pkr355

Working Papers

2024

1. Growth-at-risk for macroprudential policy stance assessment: a survey
   Bank of England working papers, Bank of England

2023

2. Easier said than done: Predicting downside risks to house prices in Croatia
   Working Papers, The Croatian National Bank, Croatia
   See also Journal Article Easier Said than Done: Predicting Downside Risks to House Prices in Croatia, Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences (2024) (2024)
3. Macroprudential stance assessment: problems of measurement, literature review and some comments for the case of Croatia
   Working Papers, The Croatian National Bank, Croatia
4. What are the short-to-medium-term effects of extreme weather on the Croatian economy?
   Working Papers, The Croatian National Bank, Croatia
   See also Journal Article What Are the Short- to Medium-Term Effects of Extreme Weather on the Croatian Economy?, Croatian Economic Survey, The Institute of Economics, Zagreb (2023) (2023)

2022

5. Augmented credit-to-GDP gap as a more reliable indicator for macroprudential policy decision-making
   Working Papers, The Croatian National Bank, Croatia
6. Introduction of the composite indicator of cyclical systemic risk in Croatia: possibilities and limitations
   Working Papers, The Croatian National Bank, Croatia
7. New Indicators of Credit Gap in Croatia: Improving the Calibration of the Countercyclical Capital Buffer
   Working Papers, The Croatian National Bank, Croatia
8. Novi indikatori kreditnog jaza u Hrvatskoj: unapređenje kalibracije protucikličkog zaštitnog sloja kapitala
   Istraživanja, Hrvatska narodna banka, Hrvatska View citations (1)
9. Uvođenje kompozitnog indikatora cikličkog sistemskog rizika u Hrvatskoj: mogućnosti i ograničenja
   Istraživanja, Hrvatska narodna banka, Hrvatska

Journal Articles

2024

1. Easier Said than Done: Predicting Downside Risks to House Prices in Croatia
   Czech Journal of Economics and Finance (Finance a uver), 2024, 74, (1), 43-72
   See also Working Paper Easier said than done: Predicting downside risks to house prices in Croatia, Working Papers (2023) (2023)
2. Macroprudential policy stance assessment: the case of Croatia
   Public Sector Economics, 2024, 48, (4), 421-463
3. What Drives Property Insurance Demand in Croatia?
   Zagreb International Review of Economics and Business, 2024, 27, (1), 155-176

2023

4. Credit-to-GDP Gap Estimates in Real Time: A Stable Indicator for Macroprudential Policy Making in Croatia
   Comparative Economic Studies, 2023, 65, (3), 582-614
5. Introducing a composite indicator of cyclical systemic risk in Croatia: possibilities and limitations
   Public Sector Economics, 2023, 47, (1), 1-39
6. Leading indicators of financial stress in Croatia: a regime switching approach
   Public Sector Economics, 2023, 47, (2), 205-232
7. What Are the Short- to Medium-Term Effects of Extreme Weather on the Croatian Economy?
   Croatian Economic Survey, 2023, 25, (1), 33-78
   See also Working Paper What are the short-to-medium-term effects of extreme weather on the Croatian economy?, Working Papers (2023) (2023)

2022

8. Did equity returns and volatilities change after the 2016 Trump election victory?
   International Journal of Finance & Economics, 2022, 27, (1), 1291-1308
9. Higher Moments Actually Matter: Spillover Approach for Case of CESEE Stock Markets
   Mathematics, 2022, 10, (24), 1-34 View citations (1)
10. IMPROVING THE CALIBRATION OF COUNTERCYCLICAL CAPITAL BUFFER: NEW INDICATORS OF CREDIT GAP IN CROATIA
    Economic Thought and Practice, 2022, 31, (2), 541-568
11. Macroeconomic effects of systemic stress: a rolling spillover index approach
    Public Sector Economics, 2022, 46, (1), 109-140 View citations (1)

2021

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

2020

19. Economic Policy Uncertainty and Stock Market Spillovers: Case of Selected CEE Markets
    Mathematics, 2020, 8, (7), 1-33 View citations (5)
20. Empirical analysis of dynamic spillovers between exchange rate return, return volatility and investor sentiment
    Studies in Economics and Finance, 2020, 38, (1), 86-113 View citations (1)
21. PHOEBUS DHRYMES I JOHN GUERARD „INTRODUCTORY ECONOMETRICS 2nd EDITION“
    Ekonomski pregled, 2020, 71, (3), 301-304
22. Penny wise and pound foolish: capital gains tax and trading volume on the Zagreb Stock Exchange
    Public Sector Economics, 2020, 44, (3), 299-329 View citations (1)
23. R&D in Europe: Sector Decomposition of Sources of (in)Efficiency
    Sustainability, 2020, 12, (4), 1-21
24. Revisiting the CAPM model with quantile regression: creating investment strategies on the Zagreb Stock Exchange
    International Journal of Economics and Business Research, 2020, 19, (3), 266-289
25. Stock market stability on selected CEE and SEE markets: a quantile regression approach
    Post-Communist Economies, 2020, 32, (3), 352-375

2019

26. A note on the turning point for the quadratic trend
    Croatian Review of Economic, Business and Social Statistics, 2019, 5, (2), 39-48
27. 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
28. DYNAMIC TIMING OF INVESTMENT FUNDS MARKET IN CROATIA: ROLLING REGRESSION APPROACH
    Economic Thought and Practice, 2019, 28, (1), 127-155
29. 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
30. 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 View citations (1)
31. 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
32. Examining the Causal Relationship between Tourism and Economic Growth: Spillover Index Approach for Selected CEE and SEE Countries
    Economies, 2019, 7, (1), 1-19 View citations (4)
33. Marno Verbeek A GUIDE TO MODERN ECONOMETRICS, 5th edition, Wiley, New Jersey, 2017., str. 520
    Ekonomski pregled, 2019, 70, (1), 133-141
34. 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
35. Risk connectedness of selected CESEE stock markets: a spillover index approach
    China Finance Review International, 2019, 10, (4), 447-472 View citations (3)
36. Stock Market Reactions to Brexit: Case of Selected CEE and SEE Stock Markets
    IJFS, 2019, 7, (1), 1-14 View citations (1)
37. Time Varying Spillovers between the Online Search Volume and Stock Returns: Case of CESEE Markets
    IJFS, 2019, 7, (4), 1-30 View citations (3)

2018

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

2017

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

2016

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

2015

45. 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

2014

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

2013

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

Chapters

2024

1. Credit-to-GDP Gaps in Real Time: Correcting Indicators for More Reliability in Policy Decision-Making
   Chapter 12 in Banking Resilience and Global Financial Stability, 2024, pp 317-346

2020

2. 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