Silvo Dajčman

University of Maribor

2000 Maribor

Slovenia

SCHOLARLY PAPERS

3

DOWNLOADS

101

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.

Dependence between Croatian and European Stock Markets – A Copula GARCH Approach

Zbornik radova Ekonomskog fakulteta u Rijeci, časopis za ekonomsku teoriju i praksu - Proceedings of Rijeka Faculty of Economics, Journal of Economics and Business, Vol. 31, No. 2, 2013, pp. 209-232
Number of pages: 24 Posted: 21 Dec 2013
Silvo Dajčman
University of Maribor
Downloads 51 (459,667)
Citation 1

Abstract:

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stock market, dependence, copula GARCH

2.

Long Memory in the Croatian and Hungarian Stock Market Returns

Zbornik radova Ekonomskog fakulteta u Rijeci, časopis za ekonomsku teoriju i praksu - Proceedings of Rijeka Faculty of Economics, Journal of Economics and Business, Vol. 30, No. 1, 2012, pp. 115-139
Number of pages: 25 Posted: 11 May 2013
Mejra Festic, Alenka Kavkler and Silvo Dajčman
National Bank of Slovakia, University of Maribor and University of Maribor
Downloads 34 (535,888)

Abstract:

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stock market, long memory, efficient-market hypothesis

3.

The Broad Credit and Bank Capital Channels of Monetary Policy Transmission in the Core and Peripheral Euro Area

Zbornik radova Ekonomskog fakulteta u Rijeci, časopis za ekonomsku teoriju i praksu - Proceedings of Rijeka Faculty of Economics, Journal of Economics and Business, Vol. 35, No. 2, 2017, pp. 249-275
Number of pages: 27 Posted: 25 Jan 2018
Silvo Dajčman and Josip Tica
University of Maribor and University of Zagreb
Downloads 16 (648,949)

Abstract:

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monetary policy, transmission channels, bank credit standards, nonstandard monetary policy