PUBLICATIONS
- (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
- (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
- (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
- (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
- (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
- (with D. Brborovic) The Relation between Performance and Flows of Mutual Funds: Case of the Croatian Fund Market, Applied Mathematics, 5, 2014, 3067-3078
- (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
- (with M. Primorac): Modelling local government unit credit risk in the Republic of Croatia, Financial Theory and Practice, 36(4), 2012, 330-354
- (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.
- (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
- Martingale Central Limit Theorem. In: Lovric M. (eds) International Encyclopedia of Statistical Science, Springer, Berlin, Heidelberg , 2011, 777-779
- (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
- (with M. Vizek): House Price Determinants in Transition and EU-15 Countries, Post-Communist Economies, 2009, 21(3), 327-343
- (with J. Tica): Threshold Model of the Exchange Rate Pass-through Effect: The Case of Croatia, Eastern European Economics, 2009, 47(6), 43-59
- (with M. Pejić Bach i A. Stojanović): Determinante profitabilnosti banaka u Hrvatskoj, (in Croatian), Zbornik Ekonomskog fakulteta u Zagrebu, 2009, 1, 81-92
- (with F. Hubalek): Asymptotic analysis for a simple explicit estimator in Barndorff-Nielsen and Shephard stochastic volatility models, Thiele Research Report 2007-05, 2007.
- 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
- Properties and Estimation of GARCH(1,1) Model, Metodološki zvezki-Advances in Methodology and Statistics, 2005, 2(2), 243-257
Preprints:
- (with P. Palić and M. Vizek): The Determinants of Country's Risk Premium Volatility: Evidence from Panel VAR Model, 2015, EIZ-WP-1505
- (with M. Tkalec and M. Vizek): Time‐varying integration in European post‐transition sovereign bond market, 2015, EIZ-WP-1501
- (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
- (with M. Vizek): The nonlinear house price adjustment process in developed and transition countries, 2010, EIZ-WP-1001