Petra Posedel Šimović : Citation Profile


Are you Petra Posedel Šimović?

4

H index

2

i10 index

55

Citations

RESEARCH PRODUCTION:

9

Articles

10

Papers

RESEARCH ACTIVITY:

   15 years (2006 - 2021). See details.
   Cites by year: 3
   Journals where Petra Posedel Šimović has often published
   Relations with other researchers
   Recent citing documents: 8.    Total self citations: 4 (6.78 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppo310
   Updated: 2021-10-16    RAS profile: 2021-06-29    
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Relations with other researchers


Works with:

Vizek, Maruška (4)

Tkalec, Marina (2)

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 (7)

Sirucek, Martin (4)

Ahec Å onje, Amina (4)

Gil-Alana, Luis (2)

GUPTA, RANGAN (2)

Nguyen, Duc Khuong (2)

Piljak, Vanja (2)

Boubaker, Sabri (2)

Palić, Irena (2)

Wróbel, Ewa (1)

Arčabić, Vladimir (1)

Cites to:

Coulibaly, Dramane (8)

Rault, Christophe (8)

Bollerslev, Tim (8)

Boubtane, Ekrame (8)

Vizek, Maruška (7)

Campbell, John (6)

Harvey, Campbell (6)

Bekaert, Geert (5)

Hamao, Yasushi (4)

Edwards, Sebastian (4)

Engle, Robert (4)

Main data


Where Petra Posedel Šimović has published?


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 (2021 and 2020)


YearTitle of citing document
2020The drivers of financial development: Global evidence from internet and mobile usage. (2020). Nguyen, Canh ; Doytch, Nadia ; Su, Thanh Dinh. In: Information Economics and Policy. RePEc:eee:iepoli:v:53:y:2020:i:c:s0167624520301360.

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2020Uncertainty in Euro area and the bond spreads. (2020). Siriopoulos, Costas ; Svingou, Argyro ; Tsagkanos, Athanasios ; Gkillas, Konstantinos. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:537:y:2020:i:c:s0378437119315109.

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2020The Effect of Macroeconomics on Stock Price Index in the Republic of China. (2020). Mahpudin, Endang. In: International Journal of Economics & Business Administration (IJEBA). RePEc:ers:ijebaa:v:viii:y:2020:i:3:p:228-236.

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2020Balkan Stock Exchanges – Consideration of the Length of the Estimation Window in Similar Markets. (2020). Potrykus, Marcin ; Kubiszewska, Katarzyna. In: European Research Studies Journal. RePEc:ers:journl:v:xxiii:y:2020:i:4:p:1047-1067.

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2020Application of iterated filtering to stochastic volatility models based on non-Gaussian Ornstein-Uhlenbeck process. (2020). Szczepocki, Piotr. In: Statistics in Transition New Series. RePEc:exl:29stat:v:21:y:2020:i:2:p:173-187.

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2020HOW LONG DO HOUSING CYCLES LAST? A DURATION ANALYSIS FOR EMERGING ECONOMIES. (2020). Nasiri, Maryam Akbari. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:23:y:2020:i:2b:p:179-200.

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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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2020Equity Fund Performance and Sector Diversification. (2020). Valenti, Livija ; Anelinovi, Mihovil ; Pavkovi, Ana . In: International Journal of Economic Sciences. RePEc:sek:jijoes:v:9:y:2020:i:1:p:25-43.

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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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article14
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: 14
paper
2016Time-varying integration of the sovereign bond markets in European post-transition economies In: Journal of Empirical Finance.
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article5
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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article15
2010The Nonlinear House Price Adjustment Process in Developed and Transition Countries.(2010) In: Working Papers.
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This paper has another version. Agregated cites: 15
paper
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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paper0
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
2009Threshold Model of the Exchange Rate Pass-Through Effect In: Eastern European Economics.
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article3
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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