3
H index
0
i10 index
34
Citations
Tihana Škrinjarić : Citation Profile
Bank of England | RESEARCH PRODUCTION: 49 Articles 9 Papers 2 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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11 years (2013 - 2024). 
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:
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Main data
Where Tihana Škrinjarić has published?
| Journals with more than one article published | # docs |
|---|---|
| Economic Thought and Practice | 5 |
| Public Sector Economics | 4 |
| Ekonomski pregled | 4 |
| Croatian Economic Survey | 3 |
| Zagreb International Review of Economics and Business | 3 |
| IJFS | 3 |
| Croatian Review of Economic, Business and Social Statistics | 3 |
| Mathematics | 3 |
| JRFM | 2 |
| Sustainability | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / The Croatian National Bank, Croatia | 6 |
| Istraživanja / Hrvatska narodna banka, Hrvatska | 2 |
Recent works citing Tihana Škrinjarić (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2024 | Seasonality 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 |
| 2023 | GVC 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. Full description at Econpapers || Download paper |
| 2024 | Financial 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. Full description at Econpapers || Download paper |
| 2023 | Do 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. Full description at Econpapers || Download paper |
| 2024 | Time-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. Full description at Econpapers || Download paper |
| 2023 | Time-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. Full description at Econpapers || Download paper |
| 2023 | Business 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. Full description at Econpapers || Download paper |
| 2023 | Dynamic 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. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Diverse 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. Full description at Econpapers || Download paper |
| 2023 | Examining 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. Full description at Econpapers || Download paper |
| 2023 | Contemporaneous 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. Full description at Econpapers || Download paper |
Works by Tihana Škrinjarić:
| Year | Title | Type | Cited |
|---|---|---|---|
| In: . [Full Text][Citation analysis] | article | 0 | |
| In: . [Full Text][Citation analysis] | article | 0 | |
| In: . [Full Text][Citation analysis] | article | 0 | |
| In: . [Full Text][Citation analysis] | article | 0 | |
| In: . [Full Text][Citation analysis] | article | 0 | |
| 2016 | Dynamic Portfolio Selection on Croatian Financial Markets: MGARCH Approach In: Business Systems Research. [Full Text][Citation analysis] | article | 1 |
| 2024 | Growth-at-risk for macroprudential policy stance assessment: a survey In: Bank of England working papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Sharing is caring: Spillovers and synchronization of business cycles in the European Union In: Economic Modelling. [Full Text][Citation analysis] | article | 7 |
| 2019 | Risk connectedness of selected CESEE stock markets: a spillover index approach In: China Finance Review International. [Full Text][Citation analysis] | article | 2 |
| 2020 | Empirical analysis of dynamic spillovers between exchange rate return, return volatility and investor sentiment In: Studies in Economics and Finance. [Full Text][Citation analysis] | article | 1 |
| 2024 | Easier Said than Done: Predicting Downside Risks to House Prices in Croatia In: Czech Journal of Economics and Finance (Finance a uver). [Full Text][Citation analysis] | article | 0 |
| 2023 | Easier said than done: Predicting downside risks to house prices in Croatia.(2023) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2019 | Examining the Causal Relationship between Tourism and Economic Growth: Spillover Index Approach for Selected CEE and SEE Countries In: Economies. [Full Text][Citation analysis] | article | 4 |
| 2018 | Using Grey Incidence Analysis Approach in Portfolio Selection In: IJFS. [Full Text][Citation analysis] | article | 1 |
| 2019 | Stock Market Reactions to Brexit: Case of Selected CEE and SEE Stock Markets In: IJFS. [Full Text][Citation analysis] | article | 1 |
| 2019 | Time Varying Spillovers between the Online Search Volume and Stock Returns: Case of CESEE Markets In: IJFS. [Full Text][Citation analysis] | article | 2 |
| 2021 | Does the Croatian Stock Market Have Seasonal Affective Disorder? In: JRFM. [Full Text][Citation analysis] | article | 0 |
| 2021 | Transfer Entropy Approach for Portfolio Optimization: An Empirical Approach for CESEE Markets In: JRFM. [Full Text][Citation analysis] | article | 4 |
| In: . [Full Text][Citation analysis] | article | 1 | |
| In: . [Full Text][Citation analysis] | article | 2 | |
| In: . [Full Text][Citation analysis] | article | 1 | |
| 2018 | Testing for Seasonal Affective Disorder on Selected CEE and SEE Stock Markets In: Risks. [Full Text][Citation analysis] | article | 2 |
| 2020 | R&D in Europe: Sector Decomposition of Sources of (in)Efficiency In: Sustainability. [Full Text][Citation analysis] | article | 0 |
| 2021 | Ranking Environmental Aspects of Sustainable Tourism: Case of Selected European Countries In: Sustainability. [Full Text][Citation analysis] | article | 0 |
| 2018 | QUANTITATIVE RESEARCH OF ZAGREB STOCK EXCHANGE - LITERATURE OVERVIEW FOR THE PERIOD FROM ESTABLISHMENT UNTIL 2018 In: Ekonomski pregled. [Full Text][Citation analysis] | article | 0 |
| 2019 | Marno Verbeek A GUIDE TO MODERN ECONOMETRICS, 5th edition, Wiley, New Jersey, 2017., str. 520 In: Ekonomski pregled. [Full Text][Citation analysis] | article | 0 |
| 2020 | PHOEBUS DHRYMES I JOHN GUERARD âINTRODUCTORY ECONOMETRICS 2nd EDITIONâ In: Ekonomski pregled. [Full Text][Citation analysis] | article | 0 |
| 2021 | RETURN, RISK AND MARKET INDEKS ONLINE VOLUME SEARCH INTERDEPENDENCE: SHOCK SPILLOVER APPROACH ON ZAGREB STOCK EXCHANGE In: Ekonomski pregled. [Full Text][Citation analysis] | article | 0 |
| In: . [Full Text][Citation analysis] | paper | 0 | |
| In: . [Full Text][Citation analysis] | paper | 0 | |
| 2022 | Augmented credit-to-GDP gap as a more reliable indicator for macroprudential policy decision-making In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Introduction of the composite indicator of cyclical systemic risk in Croatia: possibilities and limitations In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2022 | New Indicators of Credit Gap in Croatia: Improving the Calibration of the Countercyclical Capital Buffer In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | What are the short-to-medium-term effects of extreme weather on the Croatian economy? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | What Are the Short- to Medium-Term Effects of Extreme Weather on the Croatian Economy?.(2023) In: Croatian Economic Survey. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2023 | Macroprudential stance assessment: problems of measurement, literature review and some comments for the case of Croatia In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Revisiting the CAPM model with quantile regression: creating investment strategies on the Zagreb Stock Exchange In: International Journal of Economics and Business Research. [Full Text][Citation analysis] | article | 0 |
| 2014 | Investment Strategy on the Zagreb Stock Exchange Based on Dynamic DEA In: Croatian Economic Survey. [Full Text][Citation analysis] | article | 3 |
| 2019 | Effects of Economic and Political Events on Stock Returns: Event Study of the Agrokor Case in Croatia In: Croatian Economic Survey. [Full Text][Citation analysis] | article | 0 |
| 2020 | Penny wise and pound foolish: capital gains tax and trading volume on the Zagreb Stock Exchange In: Public Sector Economics. [Full Text][Citation analysis] | article | 1 |
| 2022 | Macroeconomic effects of systemic stress: a rolling spillover index approach In: Public Sector Economics. [Full Text][Citation analysis] | article | 0 |
| 2023 | Introducing a composite indicator of cyclical systemic risk in Croatia: possibilities and limitations In: Public Sector Economics. [Full Text][Citation analysis] | article | 0 |
| 2023 | Leading indicators of financial stress in Croatia: a regime switching approach In: Public Sector Economics. [Full Text][Citation analysis] | article | 0 |
| 2019 | Applied 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. [Full Text][Citation analysis] | article | 0 |
| 2023 | Credit-to-GDP Gap Estimates in Real Time: A Stable Indicator for Macroprudential Policy Making in Croatia In: Comparative Economic Studies. [Full Text][Citation analysis] | article | 0 |
| 2021 | Return and Volatility Spillover between Stock Prices and Exchange Rates in Croatia: A Spillover Methodology Approach In: Journal for Economic Forecasting. [Full Text][Citation analysis] | article | 0 |
| 2018 | Revisiting Herding Investment Behavior on the Zagreb Stock Exchange: A Quantile Regression Approach In: Econometric Research in Finance. [Full Text][Citation analysis] | article | 0 |
| 2020 | Stock market stability on selected CEE and SEE markets: a quantile regression approach In: Post-Communist Economies. [Full Text][Citation analysis] | article | 0 |
| 2018 | ROLLING REGRESSION CAPM ON ZAGREB STOCK EXCHANGE - CAN INVESTORS PROFIT FROM IT? In: Economic Review: Journal of Economics and Business. [Full Text][Citation analysis] | article | 0 |
| 2015 | Measuring Dynamics of Risk and Performance of Sector Indices on Zagreb Stock Exchange In: Croatian Review of Economic, Business and Social Statistics. [Full Text][Citation analysis] | article | 0 |
| 2019 | Effects 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. [Full Text][Citation analysis] | article | 0 |
| 2019 | A note on the turning point for the quadratic trend In: Croatian Review of Economic, Business and Social Statistics. [Full Text][Citation analysis] | article | 0 |
| 2019 | Performance Gauging of Portfolio: Luenberger Distance Function Approach on Sarajevo Stock Exchange In: South East European Journal of Economics and Business. [Full Text][Citation analysis] | article | 0 |
| In: . [Full Text][Citation analysis] | article | 0 | |
| 2022 | Did equity returns and volatilities change after the 2016 Trump election victory? In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 0 |
| 2024 | Credit-to-GDP Gaps in Real Time: Correcting Indicators for More Reliability in Policy Decision-Making In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2020 | Predicting Poverty Rates with Consumer Survey Results: A MIDAS Approach In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2013 | Portfolio Selection with Higher Moments and Application on Zagreb Stock Exchange In: Zagreb International Review of Economics and Business. [Full Text][Citation analysis] | article | 0 |
| 2014 | Pre and Post Crisis Performance Measurement of Croatian Stock Market In: Zagreb International Review of Economics and Business. [Full Text][Citation analysis] | article | 0 |
| 2019 | Effects of Football Match Results of Croatian National Team on Stock Returns: Evidence from Zagreb Stock Exchange In: Zagreb International Review of Economics and Business. [Full Text][Citation analysis] | article | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team