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1by Silvo Dajčman Published in Ekonomický časopis (20.04.2020)“...This paper studies the transmission of German industrial confidence shocks to industrial confidence, industrial production, and price and interest rate level...”
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2by Silvo Dajcman Published in Finance a úvěr (01.01.2020)“...Drawing upon data from the European Commission's consumer survey, this paper examines how four types of household expectations affect household financial...”
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4by Dajcman, Silvo Published in Ekonomický časopis (2018)“...This paper examines the long-run (cointegrating) relationship between real consumption, real disposable income, real net financial wealth, real housing wealth,...”
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5by Silvo Dajcman Published in Economics & sociology (01.09.2018)“...Following recent advances in the panel time-series data analysis, this paper estimates the aggregate production function for Slovenia using industry-level...”
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6by Dajcman, Silvo Published in Economics & sociology (20.05.2015)“...This paper examines nonlinear spillover effects between sovereign bond markets of six euro area countries (France, Ireland, Italy, Germany, Portugal, and...”
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7by Dajcman, Silvo Published in Applied economics letters (01.11.2012)“...This article examines the comovement between stock market returns and the dynamics (i.e. changes) of sovereign bond yields for the Eurozone countries affected...”
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8“...In this article we investigate comovement of the three Central and Eastern European (CEE) stock markets (Slovenia, the Czech Republic and Hungary) with certain...”
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9by Dajcman, Silvo Published in Applied economics letters (01.07.2012)“...The long-range dependence (or long memory) in stock market returns has many implications for modern financial economics. The existent empirical studies on...”
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10by Silvo Dajcman Published in Finance a úvěr (01.07.2012)“...The paper examines the comovement and spillover dynamics between the returns of the Czech and some major European stock markets (namely, the Austrian, French,...”
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11by Dajcman, Silvo Published in Applied economics letters (01.11.2013)“...This article analyses dynamic tail dependence between the returns of the three largest Central and Eastern European (CEE) stock markets (Hungary, Czech...”
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12by Dajcman, Silvo Published in Eastern European economics (01.11.2013)“...This paper investigates the (a)symmetry between stock market returns in Central and Eastern European (CEE) countries (Croatia, Czech Republic, Estonia,...”
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15by Dajcman, Silvo Published in Panoeconomicus (2017-00-00)“...The financial crisis has provoked economic policy interest and academic research on the functioning and empirical verification of the risktaking channel of...”
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17by Dajcman, Silvo Published in Panoeconomicus (2013-00-00)“...This paper examines the symmetry of correlation of sovereign bond yield dynamics between eight Eurozone countries (Austria, Belgium, France, Germany, Ireland,...”
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18by Silvo Dajčman Published in Journal of advanced research in law and economics (01.04.2018)“...In bank-based financial systems, bank loans are the primary external source of funding for enterprises. During a period of subdued economic and credit activity...”
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19by Dajčman, Silvo Published in Ekonomska istraživanja (01.01.2014)“...This article examines extreme returns co-movement and contagion between the Croatian and 10 European stock markets during major financial market distress...”
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20by Silvo Dajčman Published in Zbornik radova Ekonomskog fakulteta u Rijeci (01.12.2013)“...The objective of this paper is to analyze dependence structure between the returns of Croatian and five European stock markets (Austrian, French, German,...”