Tihana Škrinjarić : Citation Profile


Are you Tihana Škrinjarić?

Bank of England

3

H index

0

i10 index

34

Citations

RESEARCH PRODUCTION:

49

Articles

9

Papers

2

Chapters

RESEARCH ACTIVITY:

   11 years (2013 - 2024). See details.
   Cites by year: 3
   Journals where Tihana Škrinjarić has often published
   Relations with other researchers
   Recent citing documents: 15.    Total self citations: 6 (15 %)

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   Permalink: http://citec.repec.org/pkr355
   Updated: 2024-11-04    RAS profile: 2024-10-09    
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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 Tihana Škrinjarić.

Is cited by:

Zélity, Balázs (2)

Gabauer, David (1)

Lolić, Ivana (1)

Kim, Yun Jung (1)

Ślepaczuk, Robert (1)

Okhrin, Ostap (1)

Maiti, Moinak (1)

Sorić, Petar (1)

Kumar, Ronald (1)

André, Christophe (1)

Otamurodov, Shavkat (1)

Cites to:

Yilmaz, Kamil (33)

Diebold, Francis (28)

Drehmann, Mathias (23)

BORIO, Claudio (20)

Shleifer, Andrei (19)

Taylor, Alan (15)

Pesaran, Mohammad (15)

Manganelli, Simone (14)

Fama, Eugene (14)

Summers, Lawrence (12)

Hurlin, Christophe (12)

Main data


Where Tihana Škrinjarić has published?


Journals with more than one article published# docs
Economic Thought and Practice5
Ekonomski pregled4
Public Sector Economics4
Croatian Economic Survey3
Croatian Review of Economic, Business and Social Statistics3
Mathematics3
IJFS3
Zagreb International Review of Economics and Business3
Sustainability2
JRFM2

Working Papers Series with more than one paper published# docs
Working Papers / The Croatian National Bank, Croatia6
Istraživanja / Hrvatska narodna banka, Hrvatska2

Recent works citing Tihana Škrinjarić (2024 and 2023)


YearTitle of citing document
2024Risk contagion of global stock markets under COVID?19:A network connectedness method. (2021). Zhao, Xuezhou ; DING, Yuang ; Chu, Wangyu ; Yu, Honghai. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:4:p:5745-5782.

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2024Seasonality and consumer confidence. (2024). Zelity, Balazs. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:76:y:2024:i:3:p:813-821.

Full description at Econpapers || Download paper

2023GVC trade and business cycle synchronization between China and belt-road countries. (2023). Cheng, Shixiong ; Zhao, Jiaqi ; Yu, Chunjiao. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002298.

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2024Financial connectedness in BRICS: Quantile effects and BRICS SUMMIT impacts. (2024). Chen, Meixia ; Su, Xianfang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000792.

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2023Do commodity markets catch a cold from stock markets? Modelling uncertainty spillovers using Google search trends and wavelet coherence. (2023). Obojska, Lidia ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521922002587.

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2024Time-varying spillovers between housing sentiment and housing market in the United States?. (2021). GUPTA, RANGAN ; André, Christophe ; Gabauer, David ; Andre, Christophe. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612321000064.

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2023Time-varying characteristics of information flow networks in the Chinese market: An analysis based on sector indices. (2023). Nie, Chun-Xiao. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001447.

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2023Business cycle synchronization and African monetary union: A wavelet analysis. (2023). Fouda, Lucien Cedric ; Gandjon, Gislain Stephane. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:77:y:2023:i:c:s0164070423000277.

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2023Dynamic spillovers across global stock markets during the COVID-19 pandemic: Evidence from jumps and higher moments. (2023). Du, Xinyu ; Yuan, Ying. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:628:y:2023:i:c:s0378437123007215.

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2023.

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2023Diverse Models of Capitalism and Synchronization of Business Cycles. (2023). Czerniak, Adam ; Borowski, Jakub ; Farkas, Beata. In: Comparative Economic Studies. RePEc:pal:compes:v:65:y:2023:i:4:d:10.1057_s41294-022-00199-y.

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2023Examining the asymmetric information flow between pairs of gold, silver, and oil: a transfer entropy approach. (2023). Maiti, Moinak ; Kayal, Parthajit. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:10:d:10.1007_s43546-023-00572-8.

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2023Contemporaneous and noncontemporaneous idiosyncratic risk spillovers in commodity futures markets: A novel network topology approach. (2023). Hao, Jun ; Li, Jianping ; Yang, Xian ; Zhang, XU. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:6:p:705-733.

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Works by Tihana Škrinjarić:


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2016Dynamic Portfolio Selection on Croatian Financial Markets: MGARCH Approach In: Business Systems Research.
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2024Growth-at-risk for macroprudential policy stance assessment: a survey In: Bank of England working papers.
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2021Sharing is caring: Spillovers and synchronization of business cycles in the European Union In: Economic Modelling.
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2019Risk connectedness of selected CESEE stock markets: a spillover index approach In: China Finance Review International.
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2020Empirical analysis of dynamic spillovers between exchange rate return, return volatility and investor sentiment In: Studies in Economics and Finance.
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2024Easier Said than Done: Predicting Downside Risks to House Prices in Croatia In: Czech Journal of Economics and Finance (Finance a uver).
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2023Easier said than done: Predicting downside risks to house prices in Croatia.(2023) In: Working Papers.
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2019Examining the Causal Relationship between Tourism and Economic Growth: Spillover Index Approach for Selected CEE and SEE Countries In: Economies.
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article4
2018Using Grey Incidence Analysis Approach in Portfolio Selection In: IJFS.
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article1
2019Stock Market Reactions to Brexit: Case of Selected CEE and SEE Stock Markets In: IJFS.
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2019Time Varying Spillovers between the Online Search Volume and Stock Returns: Case of CESEE Markets In: IJFS.
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article2
2021Does the Croatian Stock Market Have Seasonal Affective Disorder? In: JRFM.
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2021Transfer Entropy Approach for Portfolio Optimization: An Empirical Approach for CESEE Markets In: JRFM.
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2018Testing for Seasonal Affective Disorder on Selected CEE and SEE Stock Markets In: Risks.
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2020R&D in Europe: Sector Decomposition of Sources of (in)Efficiency In: Sustainability.
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2021Ranking Environmental Aspects of Sustainable Tourism: Case of Selected European Countries In: Sustainability.
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2018QUANTITATIVE RESEARCH OF ZAGREB STOCK EXCHANGE - LITERATURE OVERVIEW FOR THE PERIOD FROM ESTABLISHMENT UNTIL 2018 In: Ekonomski pregled.
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2019Marno Verbeek A GUIDE TO MODERN ECONOMETRICS, 5th edition, Wiley, New Jersey, 2017., str. 520 In: Ekonomski pregled.
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2020PHOEBUS DHRYMES I JOHN GUERARD „INTRODUCTORY ECONOMETRICS 2nd EDITION“ In: Ekonomski pregled.
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2021RETURN, RISK AND MARKET INDEKS ONLINE VOLUME SEARCH INTERDEPENDENCE: SHOCK SPILLOVER APPROACH ON ZAGREB STOCK EXCHANGE In: Ekonomski pregled.
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2022Augmented credit-to-GDP gap as a more reliable indicator for macroprudential policy decision-making In: Working Papers.
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2022Introduction of the composite indicator of cyclical systemic risk in Croatia: possibilities and limitations In: Working Papers.
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2022New Indicators of Credit Gap in Croatia: Improving the Calibration of the Countercyclical Capital Buffer In: Working Papers.
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2023What are the short-to-medium-term effects of extreme weather on the Croatian economy? In: Working Papers.
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2023What Are the Short- to Medium-Term Effects of Extreme Weather on the Croatian Economy?.(2023) In: Croatian Economic Survey.
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2023Macroprudential stance assessment: problems of measurement, literature review and some comments for the case of Croatia In: Working Papers.
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2020Revisiting the CAPM model with quantile regression: creating investment strategies on the Zagreb Stock Exchange In: International Journal of Economics and Business Research.
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2014Investment Strategy on the Zagreb Stock Exchange Based on Dynamic DEA In: Croatian Economic Survey.
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2019Effects of Economic and Political Events on Stock Returns: Event Study of the Agrokor Case in Croatia In: Croatian Economic Survey.
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2020Penny wise and pound foolish: capital gains tax and trading volume on the Zagreb Stock Exchange In: Public Sector Economics.
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2022Macroeconomic effects of systemic stress: a rolling spillover index approach In: Public Sector Economics.
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2023Introducing a composite indicator of cyclical systemic risk in Croatia: possibilities and limitations In: Public Sector Economics.
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2023Leading indicators of financial stress in Croatia: a regime switching approach In: Public Sector Economics.
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2019Applied Time Series Analysis - A Practical Guide to Modeling and Forecasting, United Kingdom: Academic Press, 339 str. In: Notitia - journal for economic, business and social issues.
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2023Credit-to-GDP Gap Estimates in Real Time: A Stable Indicator for Macroprudential Policy Making in Croatia In: Comparative Economic Studies.
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2021Return and Volatility Spillover between Stock Prices and Exchange Rates in Croatia: A Spillover Methodology Approach In: Journal for Economic Forecasting.
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2018Revisiting Herding Investment Behavior on the Zagreb Stock Exchange: A Quantile Regression Approach In: Econometric Research in Finance.
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2020Stock market stability on selected CEE and SEE markets: a quantile regression approach In: Post-Communist Economies.
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2018ROLLING REGRESSION CAPM ON ZAGREB STOCK EXCHANGE - CAN INVESTORS PROFIT FROM IT? In: Economic Review: Journal of Economics and Business.
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2015Measuring Dynamics of Risk and Performance of Sector Indices on Zagreb Stock Exchange In: Croatian Review of Economic, Business and Social Statistics.
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2019Effects of changes in stock market index composition on stock returns: event study methodology on Zagreb Stock Exchange In: Croatian Review of Economic, Business and Social Statistics.
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2019A note on the turning point for the quadratic trend In: Croatian Review of Economic, Business and Social Statistics.
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2019Performance Gauging of Portfolio: Luenberger Distance Function Approach on Sarajevo Stock Exchange In: South East European Journal of Economics and Business.
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2022Did equity returns and volatilities change after the 2016 Trump election victory? In: International Journal of Finance & Economics.
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2024Credit-to-GDP Gaps in Real Time: Correcting Indicators for More Reliability in Policy Decision-Making In: World Scientific Book Chapters.
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2020Predicting Poverty Rates with Consumer Survey Results: A MIDAS Approach In: World Scientific Book Chapters.
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2013Portfolio Selection with Higher Moments and Application on Zagreb Stock Exchange In: Zagreb International Review of Economics and Business.
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2014Pre and Post Crisis Performance Measurement of Croatian Stock Market In: Zagreb International Review of Economics and Business.
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2019Effects of Football Match Results of Croatian National Team on Stock Returns: Evidence from Zagreb Stock Exchange In: Zagreb International Review of Economics and Business.
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