Access Statistics for Tihana Škrinjarić

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Augmented credit-to-GDP gap as a more reliable indicator for macroprudential policy decision-making 0 0 0 17 0 2 10 46
Developing a house price-at-risk framework for the UK 0 0 0 0 0 0 0 0
Easier said than done: Predicting downside risks to house prices in Croatia 1 1 3 12 1 1 16 47
Growth-at-risk for macroprudential policy stance assessment: a survey 0 1 3 14 2 4 19 40
Introduction of the composite indicator of cyclical systemic risk in Croatia: possibilities and limitations 0 1 1 8 0 1 11 28
Macroprudential stance assessment: problems of measurement, literature review and some comments for the case of Croatia 0 0 2 17 0 0 17 42
Measuring the stability of the banking system: capital and liquidity at risk with solvency-liquidity interactions 0 0 0 0 2 2 2 2
New Indicators of Credit Gap in Croatia: Improving the Calibration of the Countercyclical Capital Buffer 0 0 0 12 1 3 9 27
Novi indikatori kreditnog jaza u Hrvatskoj: unapređenje kalibracije protucikličkog zaštitnog sloja kapitala 0 0 0 5 0 1 8 14
Uvođenje kompozitnog indikatora cikličkog sistemskog rizika u Hrvatskoj: mogućnosti i ograničenja 0 0 1 3 0 0 9 27
What are the short-to-medium-term effects of extreme weather on the Croatian economy? 0 0 0 48 1 1 7 54
Total Working Papers 1 3 10 136 7 15 108 327


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A note on the turning point for the quadratic trend 0 0 2 4 0 2 15 53
Applied Time Series Analysis - A Practical Guide to Modeling and Forecasting, United Kingdom: Academic Press, 339 str 0 0 0 21 0 2 15 97
Credit-to-GDP Gap Estimates in Real Time: A Stable Indicator for Macroprudential Policy Making in Croatia 0 0 2 15 3 7 30 58
DYNAMIC TIMING OF INVESTMENT FUNDS MARKET IN CROATIA: ROLLING REGRESSION APPROACH 0 0 0 1 0 0 5 12
Did equity returns and volatilities change after the 2016 Trump election victory? 0 0 0 6 1 1 6 26
Does the Croatian Stock Market Have Seasonal Affective Disorder? 0 0 0 5 0 0 17 50
Dynamic Portfolio Selection on Croatian Financial Markets: MGARCH Approach 0 0 0 6 1 1 8 56
Easier Said than Done: Predicting Downside Risks to House Prices in Croatia 0 0 2 13 0 0 12 38
Economic Policy Uncertainty and Stock Market Spillovers: Case of Selected CEE Markets 0 0 0 2 2 3 11 26
Effects of Economic and Political Events on Stock Returns: Event Study of the Agrokor Case in Croatia 0 0 0 13 0 1 11 59
Effects of Football Match Results of Croatian National Team on Stock Returns: Evidence from Zagreb Stock Exchange 0 0 0 6 0 1 8 56
Effects of changes in stock market index composition on stock returns: event study methodology on Zagreb Stock Exchange 0 0 1 14 1 2 22 75
Empirical analysis of dynamic spillovers between exchange rate return, return volatility and investor sentiment 0 0 2 7 2 3 23 52
Examining the Causal Relationship between Tourism and Economic Growth: Spillover Index Approach for Selected CEE and SEE Countries 0 0 0 9 0 1 5 69
Higher Moments Actually Matter: Spillover Approach for Case of CESEE Stock Markets 0 0 0 1 0 0 6 11
IMPROVING THE CALIBRATION OF COUNTERCYCLICAL CAPITAL BUFFER: NEW INDICATORS OF CREDIT GAP IN CROATIA 0 0 0 0 0 1 11 16
INVESTMENT STRATEGIES TAILORED TO DAILY SEASONALITY IN STOCK RETURNS 0 0 0 1 1 1 7 14
Impact of Macroprudential Policy on Economic Growth: A Survey on Growth‐at‐Risk Approach 0 0 0 0 1 3 3 3
Introducing a composite indicator of cyclical systemic risk in Croatia: possibilities and limitations 0 0 0 3 1 1 11 22
Investment Strategy on the Zagreb Stock Exchange Based on Dynamic DEA 0 0 0 11 0 0 7 88
Leading indicators of financial stress in Croatia: a regime switching approach 0 0 0 6 2 3 10 32
Macroeconomic effects of systemic stress: a rolling spillover index approach 0 0 0 4 0 1 12 37
Macroprudential policy stance assessment: the case of Croatia 0 0 0 1 0 0 10 14
Marno Verbeek A GUIDE TO MODERN ECONOMETRICS, 5th edition, Wiley, New Jersey, 2017., str. 520 3 10 46 395 7 20 102 896
Measuring Dynamics of Risk and Performance of Sector Indices on Zagreb Stock Exchange 0 0 0 3 0 2 14 56
NONOLINEAR EFFECT OF THE PUBLIC DEBT ON THE GROWTH OF GDP: THE CASE OF CROATIA 0 0 0 1 0 0 4 8
PHOEBUS DHRYMES I JOHN GUERARD „INTRODUCTORY ECONOMETRICS 2nd EDITION“ 0 0 0 3 0 0 6 20
Penny wise and pound foolish: capital gains tax and trading volume on the Zagreb Stock Exchange 0 0 2 5 0 0 21 41
Performance Gauging of Portfolio: Luenberger Distance Function Approach on Sarajevo Stock Exchange 0 0 0 0 0 0 5 18
Portfolio Selection with Higher Moments and Application on Zagreb Stock Exchange 0 0 0 9 0 1 6 51
Pre and Post Crisis Performance Measurement of Croatian Stock Market 0 0 0 8 1 2 7 54
Profiting on the Stock Market in Pandemic Times: Study of COVID-19 Effects on CESEE Stock Markets 0 0 0 1 0 1 16 34
QUANTITATIVE RESEARCH OF ZAGREB STOCK EXCHANGE - LITERATURE OVERVIEW FOR THE PERIOD FROM ESTABLISHMENT UNTIL 2018 0 0 0 0 0 0 8 18
R&D in Europe: Sector Decomposition of Sources of (in)Efficiency 0 0 0 9 1 1 23 64
RETURN, RISK AND MARKET INDEKS ONLINE VOLUME SEARCH INTERDEPENDENCE: SHOCK SPILLOVER APPROACH ON ZAGREB STOCK EXCHANGE 0 0 0 3 1 1 3 19
ROLLING REGRESSION CAPM ON ZAGREB STOCK EXCHANGE - CAN INVESTORS PROFIT FROM IT? 0 0 0 28 0 0 10 112
Ranking Environmental Aspects of Sustainable Tourism: Case of Selected European Countries 0 0 0 4 0 0 15 27
Return and Volatility Spillover between Stock Prices and Exchange Rates in Croatia: A Spillover Methodology Approach 0 0 1 12 1 2 20 83
Revisiting Herding Investment Behavior on the Zagreb Stock Exchange: A Quantile Regression Approach 0 0 0 18 0 0 19 95
Revisiting the CAPM model with quantile regression: creating investment strategies on the Zagreb Stock Exchange 0 0 0 9 0 0 6 35
Risk connectedness of selected CESEE stock markets: a spillover index approach 0 0 1 4 0 0 6 17
Sharing is caring: Spillovers and synchronization of business cycles in the European Union 0 0 1 22 1 1 13 71
Stock Market Reactions to Brexit: Case of Selected CEE and SEE Stock Markets 0 0 0 35 1 2 11 146
Stock market stability on selected CEE and SEE markets: a quantile regression approach 0 0 0 4 0 0 2 14
THE COMPLEMENTARITY OF MARKOV CHAINS METHODOLOGY AND MARKOWITZ PORTFOLIO OPTIMIZATION MODEL 0 0 0 5 0 1 11 71
Testing for Seasonal Affective Disorder on Selected CEE and SEE Stock Markets 0 0 0 1 3 3 17 49
Time Varying Spillovers between the Online Search Volume and Stock Returns: Case of CESEE Markets 0 0 0 3 0 0 11 42
Transfer Entropy Approach for Portfolio Optimization: An Empirical Approach for CESEE Markets 0 0 0 3 1 2 12 27
Using Grey Incidence Analysis Approach in Portfolio Selection 0 0 0 10 0 2 8 63
What Are the Short- to Medium-Term Effects of Extreme Weather on the Croatian Economy? 0 0 0 2 1 1 19 27
What Drives Property Insurance Demand in Croatia? 0 0 1 1 1 2 12 15
Total Journal Articles 3 10 61 747 34 78 672 3,137


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Credit-to-GDP Gaps in Real Time: Correcting Indicators for More Reliability in Policy Decision-Making 0 0 0 1 1 2 6 11
Financial Cycle, Stress, and Policy Roles in Small Open Economy: Spillover Index Approach 0 0 1 1 0 0 5 5
Predicting Poverty Rates with Consumer Survey Results: A MIDAS Approach 0 0 0 4 0 0 9 18
Total Chapters 0 0 1 6 1 2 20 34


Statistics updated 2026-09-10