Showing results 1 to 20 of 25
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Issue Date | Title | Author(s) | Type | М-cat. |
2022 | Assessing volatility transmission between Brent and stocks in the major global oil producers and consumers – the multiscale robust quantile regression (✓) | Živkov, Dejan; Manić, Slavica ; Kovačević, Jelena; Trbović, Željana | Article | |
2024 | Challenges in Protecting Green Energy Entrepreneurs in Wheat Industry Against Financial Risk: The Portfolio Optimization Approach (✓) | Kuzman, Boris ; Živkov, Dejan | Book parts | |
2015 | Dynamic correlation between stock returns and exchange rate and its dependence on the conditional volatilities - the case of several Eastern European countries | Živkov, Dejan; Njegić, Jovan; Đurašković, Jasmina | Article | |
2024 | Dynamic interdependence between ethanol and biofuel-related agricultural commodities – cDCC-FIAPARCH approach | Živkov, Dejan; Kuzman, Boris ; Blagojević Papić, Nataša | Article | |
2016 | Dynamic Nexus between Exchange Rate and Stock Prices in the Major East European Economies | Živkov, Dejan; Njegić, Jovan; Mirović, Vera | Article | |
2016 | Efekti prelivanja finansijskih šokova na tržišta akcija i deviznog kursa u odabranim zemljama u usponu | Živkov, Dejan | Doctoral theses | |
2016 | Exchange Rate Volatility and Uncovered Interest Rate Parity in the European Emerging Economies | Živkov, Dejan; Njegić, Jovan; Momčilović, Mirela; Milenković, Ivan | Article | |
2024 | Hedging gas in a multi-frequency semiparametric CVaR portfolio (✓) | Živkov, Dejan; Balaban, Suzana ; Simić, Milica | Article | |
2019 | How do oil price changes affect inflation in Central and Eastern European countries? A wavelet-based Markov switching approach (✓) | Živkov, Dejan; Đurašković, Jasmina ; Manić, Slavica | Article | |
2019 | How do oil price changes impact the major agricultural commodities in different market conditions and in different time-horizons? (✓) | Živkov, Dejan; Kuzman, Boris ; Subić, Jonel | Article | |
2023 | How to hedge extreme risk of natural gasin multivariate semiparametric value-at-risk portfolio? (✓) | Živkov, Dejan; Kuzman, Boris ; Subić, Jonel | Article | |
2018 | Interrelationship and Spillover Effect between Stock and Exchange Rate Markets in the Major Emerging Economies | Njegić, Jovan; Živkov, Dejan; Janković, Irena | Article | |
2013 | Linkage between external and internalimbalance – the case of Serbia (✓) | Živkov, Dejan; Njegić, Jovan; Ljumović, Isidora | Article | |
2011 | Macroeconomic performance and political business cycles in Serbia (2000-2009) | Đurašković, Jasmina ; Živkov, Dejan; Kolar, Suzana | Conference Paper | |
2021 | Measuring Downside Risk in Portfolios with Bitcoin (✓) | Živkov, Dejan; Manić, Slavica ; Đurašković, Jasmina ; Viduka, Dejan | Article | |
2022 | Measuring the risk-adjusted performance of selected soft agricultural commodities (✓) | Živkov, Dejan; Kuzman, Boris ; Subić, Jonel | Article | |
2019 | Multiscale Volatility Transmission and Portfolio Construction Between the Baltic Stock Markets* (✓) | Živkov, Dejan; Manić, Slavica ; Đurašković, Jasmina | Article | |
2021 | Nonlinear bidirectional multiscale volatility transmission effect between stocks and exchange rate markets in the selected African countries | Živkov, Dejan; Kuzman, Boris ; Andrejević Panić, Andrea | Article | |
2022 | Nonlinear examination of the ‘Heat Wave’ and ‘Meteor Shower’ effects between spot and futures markets of the precious metals (✓) | Živkov, Dejan; Manić, Slavica ; Pavkov, Ivan | Article | |
2023 | Оцена утицаја екстерних шокова на волатилност водећих светских валута применом GARCH модела | Pavićević, Vladimir V. | Doctoral theses | |