Tihana Škrinjarić
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Škrinjarić |
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author of:
- Investment Strategies Tailored To Daily Seasonality In Stock Returns (RePEc:avo:emipdu:v:22:y:2013:i:1:p:97-120)
by Tihana Skrinjaric - The Complementarity Of Markov Chains Methodology And Markowitz Portfolio Optimization Model (RePEc:avo:emipdu:v:23:y:2014:i:1:p:353-370)
by Tihana Skrinjaric & Nikola Sostaric - Nonolinear Effect Of The Public Debt On The Growth Of Gdp: The Case Of Croatia (RePEc:avo:emipdu:v:26:y:2017:i:2:p:517-538)
by Tihana Skrinjaric & Zrinka Orlovic - Dynamic Timing Of Investment Funds Market In Croatia: Rolling Regression Approach (RePEc:avo:emipdu:v:28:y:2019:i:1:p:127-155)
by Ana Skrlec & Tihana Skrinjaric - Improving The Calibration Of Countercyclical Capital Buffer: New Indicators Of Credit Gap In Croatia (RePEc:avo:emipdu:v:31:y:2022:i:2:p:541-568)
by Tihana Skrinjaric & Maja Bukovsak - Dynamic Portfolio Selection on Croatian Financial Markets: MGARCH Approach (RePEc:bit:bsrysr:v:7:y:2016:i:2:p:78-90)
by Škrinjarić Tihana & Šego Boško - Growth-at-risk for macroprudential policy stance assessment: a survey (RePEc:boe:boeewp:1075)
by Škrinjarić, Tihana - Sharing is caring: Spillovers and synchronization of business cycles in the European Union (RePEc:eee:ecmode:v:96:y:2021:i:c:p:25-39)
by Arčabić, Vladimir & Škrinjarić, Tihana - Risk connectedness of selected CESEE stock markets: a spillover index approach (RePEc:eme:cfripp:cfri-07-2019-0124)
by Tihana Škrinjarić & Boško Šego - Empirical analysis of dynamic spillovers between exchange rate return, return volatility and investor sentiment (RePEc:eme:sefpps:sef-07-2020-0247)
by Tihana Škrinjarić & Zrinka Lovretin Golubić & Zrinka Orlović - Easier Said than Done: Predicting Downside Risks to House Prices in Croatia (RePEc:fau:fauart:v:74:y:2024:i:1:p:43-72)
by Tihana Skrinjaric & Maja Sabol - Examining the Causal Relationship between Tourism and Economic Growth: Spillover Index Approach for Selected CEE and SEE Countries (RePEc:gam:jecomi:v:7:y:2019:i:1:p:19-:d:213304)
by Tihana Škrinjarić - Using Grey Incidence Analysis Approach in Portfolio Selection (RePEc:gam:jijfss:v:7:y:2018:i:1:p:1-:d:192789)
by Tihana Škrinjarić & Boško Šego - Stock Market Reactions to Brexit: Case of Selected CEE and SEE Stock Markets (RePEc:gam:jijfss:v:7:y:2019:i:1:p:7-:d:200912)
by Tihana Škrinjarić - Time Varying Spillovers between the Online Search Volume and Stock Returns: Case of CESEE Markets (RePEc:gam:jijfss:v:7:y:2019:i:4:p:59-:d:275379)
by Tihana Škrinjarić - Does the Croatian Stock Market Have Seasonal Affective Disorder? (RePEc:gam:jjrfmx:v:14:y:2021:i:2:p:89-:d:503333)
by Tihana Škrinjarić & Branka Marasović & Boško Šego - Transfer Entropy Approach for Portfolio Optimization: An Empirical Approach for CESEE Markets (RePEc:gam:jjrfmx:v:14:y:2021:i:8:p:369-:d:612874)
by Tihana Škrinjarić & Derick Quintino & Paulo Ferreira - Higher Moments Actually Matter: Spillover Approach for Case of CESEE Stock Markets (RePEc:gam:jmathe:v:10:y:2022:i:24:p:4811-:d:1007002)
by Tihana Škrinjarić - Economic Policy Uncertainty and Stock Market Spillovers: Case of Selected CEE Markets (RePEc:gam:jmathe:v:8:y:2020:i:7:p:1077-:d:379613)
by Tihana Škrinjarić & Zrinka Orlović - Profiting on the Stock Market in Pandemic Times: Study of COVID-19 Effects on CESEE Stock Markets (RePEc:gam:jmathe:v:9:y:2021:i:17:p:2077-:d:623479)
by Tihana Škrinjarić - Testing for Seasonal Affective Disorder on Selected CEE and SEE Stock Markets (RePEc:gam:jrisks:v:6:y:2018:i:4:p:140-:d:188230)
by Tihana Škrinjarić - R&D in Europe: Sector Decomposition of Sources of (in)Efficiency (RePEc:gam:jsusta:v:12:y:2020:i:4:p:1432-:d:320871)
by Tihana Škrinjarić - Ranking Environmental Aspects of Sustainable Tourism: Case of Selected European Countries (RePEc:gam:jsusta:v:13:y:2021:i:10:p:5701-:d:557781)
by Tihana Škrinjarić - Quantitative Research Of Zagreb Stock Exchange - Literature Overview For The Period From Establishment Until 2018 (RePEc:hde:epregl:v:69:y:2018:i:6:p:655-743)
by Boško Šego & Tihana Škrinjarić - Marno Verbeek A GUIDE TO MODERN ECONOMETRICS, 5th edition, Wiley, New Jersey, 2017., str. 520 (RePEc:hde:epregl:v:70:y:2019:i:1:p:133-141)
by Tihana Škrinjarić - PHOEBUS DHRYMES I JOHN GUERARD „INTRODUCTORY ECONOMETRICS 2nd EDITION“ (RePEc:hde:epregl:v:71:y:2020:i:3:p:301-304)
by Tihana Škrinjarić - Return, Risk And Market Indeks Online Volume Search Interdependence: Shock Spillover Approach On Zagreb Stock Exchange (RePEc:hde:epregl:v:72:y:2021:i:1:p:3-33)
by Tihana Škrinjarić - Novi indikatori kreditnog jaza u Hrvatskoj: unapređenje kalibracije protucikličkog zaštitnog sloja kapitala (RePEc:hnb:istraz:69)
by Tihana Škrinjarić & Maja Bukovšak - Uvođenje kompozitnog indikatora cikličkog sistemskog rizika u Hrvatskoj: mogućnosti i ograničenja (RePEc:hnb:istraz:70)
by Tihana Škrinjarić - Augmented credit-to-GDP gap as a more reliable indicator for macroprudential policy decision-making (RePEc:hnb:wpaper:65)
by Tihana Škrinjarić - Introduction of the composite indicator of cyclical systemic risk in Croatia: possibilities and limitations (RePEc:hnb:wpaper:68)
by Tihana Škrinjarić - New Indicators of Credit Gap in Croatia: Improving the Calibration of the Countercyclical Capital Buffer (RePEc:hnb:wpaper:69)
by Tihana Škrinjarić & Maja Bukovšak - What are the short-to-medium-term effects of extreme weather on the Croatian economy? (RePEc:hnb:wpaper:70)
by Tihana Škrinjarić - Macroprudential stance assessment: problems of measurement, literature review and some comments for the case of Croatia (RePEc:hnb:wpaper:72)
by Tihana Škrinjarić - Easier said than done: Predicting downside risks to house prices in Croatia (RePEc:hnb:wpaper:73)
by Tihana Škrinjarić & Maja Sabol - Revisiting the CAPM model with quantile regression: creating investment strategies on the Zagreb Stock Exchange (RePEc:ids:ijecbr:v:19:y:2020:i:3:p:266-289)
by Tihana Škrinjarić & Marina Slišković - Investment Strategy on the Zagreb Stock Exchange Based on Dynamic DEA (RePEc:iez:survey:ces-v16_04-2014_skrinjaric)
by Tihana Skrinjaric - Effects of Economic and Political Events on Stock Returns: Event Study of the Agrokor Case in Croatia (RePEc:iez:survey:ces-v21_1-2019_skrinjaric-orlovic)
by Tihana Skrinjaric & Zrinka Orlovic - What Are the Short- to Medium-Term Effects of Extreme Weather on the Croatian Economy? (RePEc:iez:survey:ces-v25_1-2023_skrinjaric)
by Tihana Skrinjaric - Penny wise and pound foolish: capital gains tax and trading volume on the Zagreb Stock Exchange (RePEc:ipf:psejou:v:44:y:2020:i:3:p:299-329)
by Tomislav Globan & Tihana Skrinjaric - Macroeconomic effects of systemic stress: a rolling spillover index approach (RePEc:ipf:psejou:v:46:y:2022:i:1:p:109-140)
by Tihana Skrinjaric - Introducing a composite indicator of cyclical systemic risk in Croatia: possibilities and limitations (RePEc:ipf:psejou:v:47:y:2023:i:1:p:1-39)
by Tihana Skrinjaric - Leading indicators of financial stress in Croatia: a regime switching approach (RePEc:ipf:psejou:v:47:y:2023:i:2:p:0-0)
by Tihana Skrinjaric - Applied Time Series Analysis - A Practical Guide to Modeling and Forecasting, United Kingdom: Academic Press, 339 str (RePEc:noa:journl:y:2019:i:5:p:119-122)
by Tihana Škrinjarić - Credit-to-GDP Gap Estimates in Real Time: A Stable Indicator for Macroprudential Policy Making in Croatia (RePEc:pal:compes:v:65:y:2023:i:3:d:10.1057_s41294-023-00220-y)
by Tihana Škrinjarić - Return and Volatility Spillover between Stock Prices and Exchange Rates in Croatia: A Spillover Methodology Approach (RePEc:rjr:romjef:v::y:2021:i:1:p:93-108)
by Tihana ŠKRINJARIĆ & Lidija DEDI & Boško ŠEGO - Revisiting Herding Investment Behavior on the Zagreb Stock Exchange: A Quantile Regression Approach (RePEc:sgh:erfinj:v:3:y:2018:i:2:p:119-162)
by Tihana Škrinjarić - Stock market stability on selected CEE and SEE markets: a quantile regression approach (RePEc:taf:pocoec:v:32:y:2020:i:3:p:352-375)
by Tihana Škrinjarić - Rolling Regression Capm On Zagreb Stock Exchange - Can Investors Profit From It? (RePEc:tuz:journl:v:16:y:2018:i:2:p:7-22)
by Tihana Skrinjaric - Measuring Dynamics of Risk and Performance of Sector Indices on Zagreb Stock Exchange (RePEc:vrs:crebss:v:1:y:2015:i:1-2:p:27-41:n:3)
by Škrinjarić Tihana - Effects of changes in stock market index composition on stock returns: event study methodology on Zagreb Stock Exchange (RePEc:vrs:crebss:v:5:y:2019:i:1:p:43-54:n:5)
by Škrinjarić Tihana - A note on the turning point for the quadratic trend (RePEc:vrs:crebss:v:5:y:2019:i:2:p:39-48:n:4)
by Kojić Vedran & Škrinjarić Tihana - Performance Gauging of Portfolio: Luenberger Distance Function Approach on Sarajevo Stock Exchange (RePEc:vrs:seejeb:v:14:y:2019:i:1:p:92-100:n:7)
by Škrinjarić Tihana - What Drives Property Insurance Demand in Croatia? (RePEc:vrs:zirebs:v:27:y:2024:i:1:p:155-176:n:1008)
by Krišto Jakša & Kedžo Margareta Gardijan & Škrinjarić Tihana - Did equity returns and volatilities change after the 2016 Trump election victory? (RePEc:wly:ijfiec:v:27:y:2022:i:1:p:1291-1308)
by Burhan F. Yavas & Lidija Dedi & Tihana Škrinjarić - Credit-to-GDP Gaps in Real Time: Correcting Indicators for More Reliability in Policy Decision-Making (RePEc:wsi:wschap:9781800614321_0012)
by Tihana Škrinjarić - Predicting Poverty Rates with Consumer Survey Results: A MIDAS Approach (RePEc:wsi:wschap:9789811221750_0005)
by Mirjana Čižmešija & Tihana Škrinjarić - Portfolio Selection with Higher Moments and Application on Zagreb Stock Exchange (RePEc:zag:zirebs:v:16:y:2013:i:1:p:65-78)
by Tihana Škrinjariæ - Pre and Post Crisis Performance Measurement of Croatian Stock Market (RePEc:zag:zirebs:v:17:y:2014:i:2:p:97-116)
by Tihana Škrinjarić Bruno Besek - Effects of Football Match Results of Croatian National Team on Stock Returns: Evidence from Zagreb Stock Exchange (RePEc:zag:zirebs:v:22:y:2019:i:1:p:13-45)
by Tihana Škrinjarić Patrik Barišić