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Tihana Škrinjarić
(Tihana Skrinjaric)

Personal Details

First Name:Tihana
Middle Name:
Last Name:Skrinjaric
Suffix:
RePEc Short-ID:pkr355
https://www.linkedin.com/in/tihana-%C5%A1krinjari%C4%87-3131a619b/

Affiliation

Hrvatska Narodna Banka

Zagreb, Croatia
http://www.hnb.hr/
RePEc:edi:nbhgvhr (more details at EDIRC)

Research output

as
Jump to: Articles Chapters

Articles

  1. Burhan F. Yavas & Lidija Dedi & Tihana Škrinjarić, 2022. "Did equity returns and volatilities change after the 2016 Trump election victory?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 1291-1308, January.
  2. Tihana Skrinjaric, 2022. "Macroeconomic effects of systemic stress: a rolling spillover index approach," Public Sector Economics, Institute of Public Finance, vol. 46(1), pages 109-140.
  3. Tihana ŠKRINJARIĆ & Lidija DEDI & Boško ŠEGO, 2021. "Return and Volatility Spillover between Stock Prices and Exchange Rates in Croatia: A Spillover Methodology Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 93-108, December.
  4. Arčabić, Vladimir & Škrinjarić, Tihana, 2021. "Sharing is caring: Spillovers and synchronization of business cycles in the European Union," Economic Modelling, Elsevier, vol. 96(C), pages 25-39.
  5. Tihana Škrinjarić & Derick Quintino & Paulo Ferreira, 2021. "Transfer Entropy Approach for Portfolio Optimization: An Empirical Approach for CESEE Markets," JRFM, MDPI, vol. 14(8), pages 1-12, August.
  6. Tihana Škrinjarić, 2021. "Profiting on the Stock Market in Pandemic Times: Study of COVID-19 Effects on CESEE Stock Markets," Mathematics, MDPI, vol. 9(17), pages 1-20, August.
  7. Tihana Škrinjarić & Branka Marasović & Boško Šego, 2021. "Does the Croatian Stock Market Have Seasonal Affective Disorder?," JRFM, MDPI, vol. 14(2), pages 1-16, February.
  8. Tihana Škrinjarić, 2021. "Ranking Environmental Aspects of Sustainable Tourism: Case of Selected European Countries," Sustainability, MDPI, vol. 13(10), pages 1-19, May.
  9. Tihana Škrinjarić, 2021. "Return, Risk And Market Indeks Online Volume Search Interdependence: Shock Spillover Approach On Zagreb Stock Exchange," Ekonomski pregled, Hrvatsko društvo ekonomista (Croatian Society of Economists), vol. 72(1), pages 3-33.
  10. Tihana Škrinjarić, 2020. "R&D in Europe: Sector Decomposition of Sources of (in)Efficiency," Sustainability, MDPI, vol. 12(4), pages 1-21, February.
  11. Tihana Škrinjaric & Zrinka Lovretin Golubic & Zrinka Orlovic, 2020. "Empirical analysis of dynamic spillovers between exchange rate return, return volatility and investor sentiment," Studies in Economics and Finance, Emerald Group Publishing, vol. 38(1), pages 86-113, November.
  12. Tihana Škrinjarić, 2020. "Stock market stability on selected CEE and SEE markets: a quantile regression approach," Post-Communist Economies, Taylor & Francis Journals, vol. 32(3), pages 352-375, April.
  13. Tihana Škrinjarić, 2020. "PHOEBUS DHRYMES I JOHN GUERARD „INTRODUCTORY ECONOMETRICS 2nd EDITION“," Ekonomski pregled, Hrvatsko društvo ekonomista (Croatian Society of Economists), vol. 71(3), pages 301-304.
  14. Tihana Škrinjarić & Zrinka Orlović, 2020. "Economic Policy Uncertainty and Stock Market Spillovers: Case of Selected CEE Markets," Mathematics, MDPI, vol. 8(7), pages 1-33, July.
  15. Tihana Škrinjarić, 2019. "Stock Market Reactions to Brexit: Case of Selected CEE and SEE Stock Markets," IJFS, MDPI, vol. 7(1), pages 1-14, January.
  16. Škrinjarić Tihana, 2019. "Effects of changes in stock market index composition on stock returns: event study methodology on Zagreb Stock Exchange," Croatian Review of Economic, Business and Social Statistics, Sciendo, vol. 5(1), pages 43-54, May.
  17. Tihana Škrinjarić, 2019. "Time Varying Spillovers between the Online Search Volume and Stock Returns: Case of CESEE Markets," IJFS, MDPI, vol. 7(4), pages 1-30, October.
  18. Ana Skrlec & Tihana Skrinjaric, 2019. "Dynamic Timing Of Investment Funds Market In Croatia: Rolling Regression Approach," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, vol. 28(1), pages 127-155, june.
  19. Tihana Škrinjarić, 2019. "Marno Verbeek A GUIDE TO MODERN ECONOMETRICS, 5th edition, Wiley, New Jersey, 2017., str. 520," Ekonomski pregled, Hrvatsko društvo ekonomista (Croatian Society of Economists), vol. 70(1), pages 133-141.
  20. Škrinjarić Tihana, 2019. "Performance Gauging of Portfolio: Luenberger Distance Function Approach on Sarajevo Stock Exchange," South East European Journal of Economics and Business, Sciendo, vol. 14(1), pages 92-100, June.
  21. Tihana Škrinjarić, 2019. "Examining the Causal Relationship between Tourism and Economic Growth: Spillover Index Approach for Selected CEE and SEE Countries," Economies, MDPI, vol. 7(1), pages 1-19, March.
  22. Kojić Vedran & Škrinjarić Tihana, 2019. "A note on the turning point for the quadratic trend," Croatian Review of Economic, Business and Social Statistics, Sciendo, vol. 5(2), pages 39-48, December.
  23. Tihana Škrinjarić Patrik Barišić, 2019. "Effects of Football Match Results of Croatian National Team on Stock Returns: Evidence from Zagreb Stock Exchange," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, vol. 22(1), pages 13-45, May.
  24. Tihana Skrinjaric & Zrinka Orlovic, 2019. "Effects of Economic and Political Events on Stock Returns: Event Study of the Agrokor Case in Croatia," Croatian Economic Survey, The Institute of Economics, Zagreb, vol. 21(1), pages 47-86, June.
  25. Tihana Škrinjarić, 2019. "Applied Time Series Analysis - A Practical Guide to Modeling and Forecasting, United Kingdom: Academic Press, 339 str," Notitia - journal for economic, business and social issues, Notitia Ltd., vol. 1(5), pages 119-122, December.
  26. Tihana Škrinjaric & Boško Šego, 2019. "Risk connectedness of selected CESEE stock markets: a spillover index approach," China Finance Review International, Emerald Group Publishing, vol. 10(4), pages 447-472, November.
  27. Tihana Škrinjarić & Boško Šego, 2018. "Using Grey Incidence Analysis Approach in Portfolio Selection," IJFS, MDPI, vol. 7(1), pages 1-16, December.
  28. Boško Šego & Tihana Škrinjarić, 2018. "Quantitative Research Of Zagreb Stock Exchange - Literature Overview For The Period From Establishment Until 2018," Ekonomski pregled, Hrvatsko društvo ekonomista (Croatian Society of Economists), vol. 69(6), pages 655-743.
  29. Tihana Skrinjaric, 2018. "Rolling Regression Capm On Zagreb Stock Exchange - Can Investors Profit From It?," Economic Review: Journal of Economics and Business, University of Tuzla, Faculty of Economics, vol. 16(2), pages 7-22, November.
  30. Tihana Škrinjarić, 2018. "Revisiting Herding Investment Behavior on the Zagreb Stock Exchange: A Quantile Regression Approach," Econometric Research in Finance, SGH Warsaw School of Economics, Collegium of Economic Analysis, vol. 3(2), pages 119-162, December.
  31. Tihana Škrinjarić, 2018. "Testing for Seasonal Affective Disorder on Selected CEE and SEE Stock Markets," Risks, MDPI, vol. 6(4), pages 1-26, December.
  32. Tihana Skrinjaric & Zrinka Orlovic, 2017. "Nonolinear Effect Of The Public Debt On The Growth Of Gdp: The Case Of Croatia," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, vol. 26(2), pages 517-538, december.
  33. Škrinjarić Tihana & Šego Boško, 2016. "Dynamic Portfolio Selection on Croatian Financial Markets: MGARCH Approach," Business Systems Research, Sciendo, vol. 7(2), pages 78-90, September.
  34. Škrinjarić Tihana, 2015. "Measuring Dynamics of Risk and Performance of Sector Indices on Zagreb Stock Exchange," Croatian Review of Economic, Business and Social Statistics, Sciendo, vol. 1(1-2), pages 27-41, December.
  35. Tihana Škrinjarić Bruno Besek, 2014. "Pre and Post Crisis Performance Measurement of Croatian Stock Market," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, vol. 17(2), pages 97-116, November.
  36. Tihana Skrinjaric, 2014. "Investment Strategy on the Zagreb Stock Exchange Based on Dynamic DEA," Croatian Economic Survey, The Institute of Economics, Zagreb, vol. 16(1), pages 129-160, April.
  37. Tihana Skrinjaric & Nikola Sostaric, 2014. "The Complementarity Of Markov Chains Methodology And Markowitz Portfolio Optimization Model," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, vol. 23(1), pages 353-370, june.
  38. Tihana Škrinjariæ, 2013. "Portfolio Selection with Higher Moments and Application on Zagreb Stock Exchange," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, vol. 16(1), pages 65-78, May.
  39. Tihana Skrinjaric, 2013. "Investment Strategies Tailored To Daily Seasonality In Stock Returns," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, vol. 22(1), pages 97-120, june.

Chapters

  1. Mirjana Čižmešija & Tihana Škrinjarić, 2020. "Predicting Poverty Rates with Consumer Survey Results: A MIDAS Approach," World Scientific Book Chapters, in: Luis Camacho & Satyendra Singh (ed.), BUSINESS PRACTICES, GROWTH AND ECONOMIC POLICY IN EMERGING MARKETS, chapter 5, pages 69-88, World Scientific Publishing Co. Pte. Ltd..

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Articles

  1. Arčabić, Vladimir & Škrinjarić, Tihana, 2021. "Sharing is caring: Spillovers and synchronization of business cycles in the European Union," Economic Modelling, Elsevier, vol. 96(C), pages 25-39.

    Cited by:

    1. Patrik Barišić & Tibor Kovač & Vladimir Arčabić, 2022. "Identifying aggregate supply and demand shocks in small open economies," EFZG Working Papers Series 2202, Faculty of Economics and Business, University of Zagreb.
    2. Petar Sorić & Ivana Lolić & Marija Logarušić, 2022. "Economic Sentiment and Aggregate Activity: A Tale of Two European Cycles," Journal of Common Market Studies, Wiley Blackwell, vol. 60(2), pages 445-462, March.
    3. Hwang, Sun Ho & Kim, Yun Jung, 2021. "International output synchronization at different frequencies," Economic Modelling, Elsevier, vol. 104(C).

  2. Tihana Škrinjaric & Zrinka Lovretin Golubic & Zrinka Orlovic, 2020. "Empirical analysis of dynamic spillovers between exchange rate return, return volatility and investor sentiment," Studies in Economics and Finance, Emerald Group Publishing, vol. 38(1), pages 86-113, November.

    Cited by:

    1. André, Christophe & Gabauer, David & Gupta, Rangan, 2021. "Time-varying spillovers between housing sentiment and housing market in the United States☆," Finance Research Letters, Elsevier, vol. 42(C).

  3. Tihana Škrinjarić, 2019. "Stock Market Reactions to Brexit: Case of Selected CEE and SEE Stock Markets," IJFS, MDPI, vol. 7(1), pages 1-14, January.

    Cited by:

    1. Galán-Gutiérrez, Juan Antonio & Martín-García, Rodrigo, 2021. "Cointegration between the structure of copper futures prices and Brexit," Resources Policy, Elsevier, vol. 71(C).

  4. Tihana Škrinjarić, 2019. "Time Varying Spillovers between the Online Search Volume and Stock Returns: Case of CESEE Markets," IJFS, MDPI, vol. 7(4), pages 1-30, October.

    Cited by:

    1. Nepp, Alexander & Okhrin, Ostap & Egorova, Julia & Dzhuraeva, Zarnigor & Zykov, Alexander, 2022. "What threatens stock markets more - The coronavirus or the hype around it?," International Review of Economics & Finance, Elsevier, vol. 78(C), pages 519-539.

  5. Tihana Škrinjarić, 2019. "Examining the Causal Relationship between Tourism and Economic Growth: Spillover Index Approach for Selected CEE and SEE Countries," Economies, MDPI, vol. 7(1), pages 1-19, March.

    Cited by:

    1. Naradda Gamage, Sisira Kumara & Kumudumali, S. H. T. & Otamurodov, Shavkat, 2020. "The Nexus between Tourism and Economic Growth: A Systematic Literature Review and Future Research Directions," MPRA Paper 104086, University Library of Munich, Germany.
    2. Guillermo Vázquez Vicente & Victor Martín Barroso & Francisco José Blanco Jiménez, 2021. "Sustainable Tourism, Economic Growth and Employment—The Case of the Wine Routes of Spain," Sustainability, MDPI, vol. 13(13), pages 1-17, June.
    3. Choudhary, Sheraz Ahmad & Khan, Muhammad Azhar & Sheikh, Abdullah Zafar & Jabor, Mohd Khata & Nordin, Mohd Safarin bin & Nassani, Abdelmohsen A. & Alotaibi, Saad M. & Abro, Muhammad Moinuddin Qazi & V, 2020. "Role of information and communication technologies on the war against terrorism and on the development of tourism: Evidence from a panel of 28 countries," Technology in Society, Elsevier, vol. 62(C).

  6. Tihana Škrinjarić Patrik Barišić, 2019. "Effects of Football Match Results of Croatian National Team on Stock Returns: Evidence from Zagreb Stock Exchange," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, vol. 22(1), pages 13-45, May.

    Cited by:

    1. Robert Ślepaczuk & Igor Wabik, 2020. "The impact of the results of football matches on the stock prices of soccer clubs," Working Papers 2020-35, Faculty of Economic Sciences, University of Warsaw.

  7. Tihana Škrinjaric & Boško Šego, 2019. "Risk connectedness of selected CESEE stock markets: a spillover index approach," China Finance Review International, Emerald Group Publishing, vol. 10(4), pages 447-472, November.

    Cited by:

    1. Honghai Yu & Wangyu Chu & Yu’ang Ding & Xuezhou Zhao, 2021. "Risk contagion of global stock markets under COVID‐19:A network connectedness method," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 61(4), pages 5745-5782, December.
    2. Tihana Skrinjaric, 2022. "Macroeconomic effects of systemic stress: a rolling spillover index approach," Public Sector Economics, Institute of Public Finance, vol. 46(1), pages 109-140.

  8. Tihana Škrinjarić & Boško Šego, 2018. "Using Grey Incidence Analysis Approach in Portfolio Selection," IJFS, MDPI, vol. 7(1), pages 1-16, December.

    Cited by:

    1. Shivani Guru & D. K. Mahalik, 2019. "A comparative study on performance measurement of Indian public sector banks using AHP-TOPSIS and AHP-grey relational analysis," OPSEARCH, Springer;Operational Research Society of India, vol. 56(4), pages 1213-1239, December.

  9. Tihana Škrinjarić, 2018. "Revisiting Herding Investment Behavior on the Zagreb Stock Exchange: A Quantile Regression Approach," Econometric Research in Finance, SGH Warsaw School of Economics, Collegium of Economic Analysis, vol. 3(2), pages 119-162, December.

    Cited by:

    1. Tomislav Globan & Tihana Skrinjaric, 2020. "Penny wise and pound foolish: capital gains tax and trading volume on the Zagreb Stock Exchange," Public Sector Economics, Institute of Public Finance, vol. 44(3), pages 299-329.

  10. Tihana Škrinjarić, 2018. "Testing for Seasonal Affective Disorder on Selected CEE and SEE Stock Markets," Risks, MDPI, vol. 6(4), pages 1-26, December.

    Cited by:

    1. Tihana Škrinjarić & Branka Marasović & Boško Šego, 2021. "Does the Croatian Stock Market Have Seasonal Affective Disorder?," JRFM, MDPI, vol. 14(2), pages 1-16, February.

  11. Škrinjarić Tihana & Šego Boško, 2016. "Dynamic Portfolio Selection on Croatian Financial Markets: MGARCH Approach," Business Systems Research, Sciendo, vol. 7(2), pages 78-90, September.

    Cited by:

    1. Dolinar Denis & Zoričić Davor & Golubić Zrinka Lovretin, 2019. "Application of semi-deviation as a proxy for the expected return estimation in the Croatian equity market," Croatian Review of Economic, Business and Social Statistics, Sciendo, vol. 5(1), pages 9-20, May.

  12. Tihana Skrinjaric, 2014. "Investment Strategy on the Zagreb Stock Exchange Based on Dynamic DEA," Croatian Economic Survey, The Institute of Economics, Zagreb, vol. 16(1), pages 129-160, April.

    Cited by:

    1. Wei-Kang Wang & Irene Wei Kiong Ting & Kuo-Cheng Kuo & Qian Long Kweh & Yan-Heng Lin, 2018. "Corporate diversification and efficiency: evidence from Taiwanese top 100 manufacturing firms," Operational Research, Springer, vol. 18(1), pages 187-203, April.
    2. Zhou, Zhongbao & Gao, Meng & Xiao, Helu & Wang, Rui & Liu, Wenbin, 2021. "Big data and portfolio optimization: A novel approach integrating DEA with multiple data sources," Omega, Elsevier, vol. 104(C).
    3. Ivanovski, Zoran & Stojanovski, Toni & Narasanov, Zoran, 2015. "Volatility And Kurtosis Of Daily Stock Returns At Mse," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, vol. 6(2), pages 209-221.

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