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Petra Posedel

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Personal Details

First Name: Petra
Middle Name:
Last Name: Posedel
Suffix:

RePEc Short-ID: ppo310

Email:
Homepage: http://edu.zsem.hr/~pposedel/
Postal Address:
Phone:

Affiliation

Zagrebačka Škola Ekonomije i Managementa (ZSEM)
Location: Zagreb, Croatia
Homepage: http://www.zsem.hr/
Email:
Phone: +385 1 2354 010
Fax: +385 1 2354 155
Postal:
Handle: RePEc:edi:zsemzhr (more details at EDIRC)

Works

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Working papers

  1. Dubravka Benaković & Petra Posedel, 2010. "Do macroeconomic factors matter for stock returns? Evidence from estimating a multifactor model on the Croatian market," EFZG Working Papers Series 1012, Faculty of Economics and Business, University of Zagreb.
  2. Petra Posedel & Maruska Vizek, 2010. "The Nonlinear House Price Adjustment Process in Developed and Transition Countries," Working Papers, The Institute of Economics, Zagreb 1001, The Institute of Economics, Zagreb.
  3. Bent Jesper Christensen & Petra Posedel, 2010. "The Risk-Return Tradeoff and Leverage Effect in a Stochastic Volatility-in-Mean Model," CREATES Research Papers 2010-50, School of Economics and Management, University of Aarhus.
  4. Friedrich Hubalek & Petra Posedel, 2008. "Asymptotic analysis for a simple explicit estimator in Barndorff-Nielsen and Shephard stochastic volatility models," Papers 0807.3479, arXiv.org.
  5. Friedrich Hubalek & Petra Posedel, 2008. "Joint analysis and estimation of stock prices and trading volume in Barndorff-Nielsen and Shephard stochastic volatility models," Papers 0807.3464, arXiv.org, revised Oct 2008.
  6. Petra Posedel & Josip Tica, 2007. "Threshold Autoregressive Model of Exchange Rate Pass through Effect: The Case of Croatia," EFZG Working Papers Series 0715, Faculty of Economics and Business, University of Zagreb.

Articles

  1. Friedrich Hubalek & Petra Posedel, 2011. "Joint analysis and estimation of stock prices and trading volume in Barndorff-Nielsen and Shephard stochastic volatility models," Quantitative Finance, Taylor & Francis Journals, Taylor & Francis Journals, vol. 11(6), pages 917-932.
  2. Petra Posedel & Maruška Vizek, 2011. "Are House Prices Characterized by Threshold Effects? Evidence from Developed and Post-Transition Countries," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, Charles University Prague, Faculty of Social Sciences, vol. 61(6), pages 584-600, December.
  3. Dubravka Benakovic & Petra Posedel, 2010. "Do macroeconomic factors matter for stock returns? Evidence from estimating a multifactor model on the Croatian market," Business Systems Research, Society for Promotion of Business Information Technology (BIT), vol. 1(1-2), pages 39-46.
  4. Josip Tica & Petra Posedel, 2009. "Threshold Model of the Exchange Rate Pass-Through Effect," Eastern European Economics, M.E. Sharpe, Inc., M.E. Sharpe, Inc., vol. 47(6), pages 43-59, November.
  5. Petra Posedel & Maruska Vizek, 2009. "House price determinants in transition and EU-15 countries," Post-Communist Economies, Taylor & Francis Journals, Taylor & Francis Journals, vol. 21(3), pages 327-343.
  6. Petra Posedel, 2006. "Analysis of the Exchange Rate and Pricing Foreign Currency Options on the Croatian Market: the NGARCH Model as an Alternative to the Black-Scholes Model," Financial Theory and Practice, Institute of Public Finance, Institute of Public Finance, vol. 30(4), pages 347-368.

NEP Fields

4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (1) 2010-09-11. Author is listed
  2. NEP-CBA: Central Banking (1) 2007-10-13. Author is listed
  3. NEP-CFN: Corporate Finance (1) 2010-09-11. Author is listed
  4. NEP-FMK: Financial Markets (1) 2010-09-11. Author is listed
  5. NEP-IFN: International Finance (1) 2007-10-13. Author is listed
  6. NEP-MAC: Macroeconomics (1) 2007-10-13. Author is listed
  7. NEP-MON: Monetary Economics (1) 2007-10-13. Author is listed
  8. NEP-RMG: Risk Management (2) 2010-09-11 2011-01-23. Author is listed
  9. NEP-TRA: Transition Economics (3) 2007-10-13 2010-05-02 2011-01-23. Author is listed
  10. NEP-URE: Urban & Real Estate Economics (1) 2010-05-02. Author is listed

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