PUBLICATIONS

  1. (with P. Palić and M. Vizek), The Determinants of Country Risk Premium Volatility: Evidence from a Panel VAR Model, Croatian Economic Survey, 19(1), 2017, 37–66
  2. (with B. Posedel), Tehno-ekonomska kompenzacija jalove snage distributivnih transformatora SN/NN (Techno-economic Reactive Power Compensation of MV/LV Distribution Transformers), Bosanskohercegovačka elektrotehnika, 10, 2016, 21-27
  3. (with M. Tkalec, M. Vizek, and J. Lee), Time-Varying Integration of the Sovereign Bond Markets In European Post-transition Economies, Journal of Empirical Finance, 36, 2016, 30–40
  4. (with M. Njavro and M. Vizek), Regime Switching Behaviour of Real Estate and Equity Prices in Emerging Countries, Prague Economic Papers, 25 (4), 2016, 396-410
  5. (with M. Tkalec and M. Vizek), Are there nonlinearities in the interaction of equity and real estate markets?, The Empirical Economics Letters,13(10), 2014, 333-351
  6. (with D. Brborovic) The Relation between Performance and Flows of Mutual Funds: Case of the Croatian Fund Market, Applied Mathematics, 5, 2014, 3067-3078
  7. (with F. Hubalek): Asymptotic analysis and explicit estimation of a class of stochastic volatility models with jumps using the martingale estimating function approach, Glasnik Matematicki, 48 (1), 2013, 185-210
  8. (with M. Primorac): Modelling local government unit credit risk in the Republic of Croatia, Financial Theory and Practice, 36(4), 2012, 330-354
  9. (with M. Vizek): Are House Prices Characterized by Threshold Effects? Evidence from Developed and Post-Transition Countries, Czech Journal of Economics and Finance, 61(6), 2011, 584-600.
  10. (with F. Hubalek): Joint analysis and estimation of stock prices and trading volume in Barndorff-Nielsen and Shephard stochastic volatility models, Quantitative Finance, 2011, 11(6), 917-932
  11. Martingale Central Limit Theorem. In: Lovric M. (eds) International Encyclopedia of Statistical Science, Springer, Berlin, Heidelberg , 2011, 777-779
  12. (with D. Benaković): Do macroeconomic factors matter for stock returns? Evidence from estimating a multifactor model on the Croatian market, Business Systems Research, 2010, 1(1-2), 39-46
  13. (with M. Vizek): House Price Determinants in Transition and EU-15 Countries, Post-Communist Economies, 2009, 21(3), 327-343
  14. (with J. Tica): Threshold Model of the Exchange Rate Pass-through Effect: The Case of Croatia, Eastern European Economics, 2009, 47(6), 43-59
  15. (with M. Pejić Bach i A. Stojanović): Determinante profitabilnosti banaka u Hrvatskoj, (in Croatian), Zbornik Ekonomskog fakulteta u Zagrebu, 2009, 1, 81-92
  16. (with F. Hubalek): Asymptotic analysis for a simple explicit estimator in Barndorff-Nielsen and Shephard stochastic volatility models, Thiele Research Report 2007-05, 2007.
  17. 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, 4/2006, 345-367
  18. Properties and Estimation of GARCH(1,1) Model, Metodološki zvezki-Advances in Methodology and Statistics, 2005, 2(2), 243-257

Preprints:

  1. (with P. Palić and M. Vizek): The Determinants of Country's Risk Premium Volatility: Evidence from Panel VAR Model, 2015, EIZ-WP-1505
  2. (with M. Tkalec and M. Vizek): Time‐varying integration in European post‐transition sovereign bond market, 2015, EIZ-WP-1501
  3. (with B. J. Christensen): The risk-return tradeoff and leverage effect in a stochastic volatility-in-mean model, CREATES Research Paper 2010-50, 2010, School of Economics and Management, Aarhus University
  4. (with M. Vizek): The nonlinear house price adjustment process in developed and transition countries, 2010, EIZ-WP-1001