Petra Posedel Šimović : Citation Profile


Are you Petra Posedel Šimović?

5

H index

2

i10 index

68

Citations

RESEARCH PRODUCTION:

12

Articles

10

Papers

RESEARCH ACTIVITY:

   15 years (2006 - 2021). See details.
   Cites by year: 4
   Journals where Petra Posedel Šimović has often published
   Relations with other researchers
   Recent citing documents: 9.    Total self citations: 6 (8.11 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppo310
   Updated: 2022-11-19    RAS profile: 2022-06-20    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Petra Posedel Šimović.

Is cited by:

Vizek, Maruška (9)

Sirucek, Martin (5)

Ahec Å onje, Amina (4)

Piljak, Vanja (3)

GUPTA, RANGAN (2)

Nguyen, Duc Khuong (2)

Boubaker, Sabri (2)

Gil-Alana, Luis (2)

Palić, Irena (2)

Dumicic, Ksenija (2)

Ponomarenko, Alexey (1)

Cites to:

Bollerslev, Tim (11)

Harvey, Campbell (9)

Vizek, Maruška (7)

Engle, Robert (7)

Campbell, John (6)

Newey, Whitney (6)

Bekaert, Geert (5)

Shephard, Neil (5)

Edwards, Sebastian (4)

Hamao, Yasushi (4)

Malone, Samuel (4)

Main data


Where Petra Posedel Šimović has published?


Journals with more than one article published# docs
Financial Theory and Practice2
Mathematics2

Working Papers Series with more than one paper published# docs
Working Papers / The Institute of Economics, Zagreb4
Papers / arXiv.org3
EFZG Working Papers Series / Faculty of Economics and Business, University of Zagreb2

Recent works citing Petra Posedel Šimović (2022 and 2021)


YearTitle of citing document
2022Modeling dynamic volatility under uncertain environment with fuzziness and randomness. (2022). Zhou, Yan ; Sun, Baiqing ; Hui, Xianfei. In: Papers. RePEc:arx:papers:2204.12657.

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2021Oil price volatility and the logistics industry: Dynamic connectedness with portfolio implications. (2021). Kang, Sanghoon ; Dash, Saumya Ranjan ; Ur, Mobeen ; Maitra, Debasish. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003844.

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2021The structure and degree of dependence in government bond markets. (2021). Vulanovic, Milos ; Swinkels, Laurens ; Piljak, Vanja ; Dimic, Nebojsa. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001049.

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2022Effects of digitalization on financialization: Empirical evidence from European countries. (2022). Ha, Le Thanh. In: Technology in Society. RePEc:eee:teinso:v:68:y:2022:i:c:s0160791x21003262.

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2022.

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2021.

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2021Determinants of country risk premium revisit: Evidence for emerging market and developing economies. (2021). Taguchi, Hiroyuki. In: MPRA Paper. RePEc:pra:mprapa:107078.

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2022Asymmetries in Exchange Rate Pass-through in Turkey: A Threshold VAR Analysis. (2022). Orhan, Ayhan ; Turel, Meryem. In: Prague Economic Papers. RePEc:prg:jnlpep:v:2022:y:2022:i:3-4:id:806:p:276-295.

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2021A Bayesian piecewise linear model for the detection of breakpoints in housing prices. (2021). Rahman, Hafizur ; Tomal, Jabed H. In: METRON. RePEc:spr:metron:v:79:y:2021:i:3:d:10.1007_s40300-021-00223-8.

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Works by Petra Posedel Šimović:


YearTitleTypeCited
2010The Risk-Return Tradeoff and Leverage Effect in a Stochastic Volatility-in-Mean Model In: CREATES Research Papers.
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2008Joint analysis and estimation of stock prices and trading volume in Barndorff-Nielsen and Shephard stochastic volatility models In: Papers.
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paper4
2011Joint analysis and estimation of stock prices and trading volume in Barndorff-Nielsen and Shephard stochastic volatility models.(2011) In: Quantitative Finance.
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This paper has another version. Agregated cites: 4
article
2008Asymptotic analysis for a simple explicit estimator in Barndorff-Nielsen and Shephard stochastic volatility models In: Papers.
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paper1
2021Classifying variety of customers online engagement for churn prediction with mixed-penalty logistic regression In: Papers.
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paper0
2010Do macroeconomic factors matter for stock returns? Evidence from estimating a multifactor model on the Croatian market In: Business Systems Research.
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article17
2010Do macroeconomic factors matter for stock returns? Evidence from estimating a multifactor model on the Croatian market.(2010) In: EFZG Working Papers Series.
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This paper has another version. Agregated cites: 17
paper
2016Time-varying integration of the sovereign bond markets in European post-transition economies In: Journal of Empirical Finance.
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article8
2011Are House Prices Characterized by Threshold Effects? Evidence from Developed and Post-Transition Countries In: Czech Journal of Economics and Finance (Finance a uver).
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article17
2010The Nonlinear House Price Adjustment Process in Developed and Transition Countries.(2010) In: Working Papers.
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article1
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article1
2017The Determinants of Country Risk Premium Volatility: Evidence from a Panel VAR Model In: Croatian Economic Survey.
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article1
2015Time-varying integration in European post-transition sovereign bond market In: Working Papers.
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paper0
2015The Determinants of Country´s Risk Premium Volatility: Evidence from Panel VAR Model In: Working Papers.
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paper0
2016Searching high and low: Extremal dependence of international sovereign bond markets In: Working Papers.
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paper1
2006Analysis of the Exchange Rate and Pricing Foreign Currency Options on the Croatian Market: the NGARCH Model as an Alternative to the Black-Scholes Model In: Financial Theory and Practice.
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article1
2012Modelling local government unit credit risk in the Republic of Croatia In: Financial Theory and Practice.
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article0
2009Threshold Model of the Exchange Rate Pass-Through Effect In: Eastern European Economics.
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article5
2016Regime Switching Behaviour of Real Estate and Equity Prices in Emerging Countries In: Prague Economic Papers.
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article0
2009House price determinants in transition and EU-15 countries In: Post-Communist Economies.
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article9
2007Threshold Autoregressive Model of Exchange Rate Pass through Effect: The Case of Croatia In: EFZG Working Papers Series.
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paper2

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