Živkov, Dejan

Type

Date issued

93 2000 - 2027

Mp-cat.

27 M22
25 M23
21 M21
3 M21a
3 M21a+
3 M24
3 М30/М60
3 M51
2 M52
1 M13
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Results 41-60 of 93 Results/Page

Issue Date	Title	Author(s)	Type	Мp-cat.
2022	Assessing Permanent and Transitory Volatility Spillover Effect from Oil to Stocks in Baltic and Visegrad Countries	Zivkov, Dejan M ; Gajic-Glamoclija, Marina; Djuraskovic, Jasmina ; Momcilovic, Mirela S	Article	22M22
2022	Making a Markowitz portfolio with agricultural commodity futures	Živkov, Dejan ; Balaban, Suzana ; Joksimović, Marijana	Article	21M21
2021	Measuring Downside Risk in Portfolios with Bitcoin	Živkov, Dejan ; Manić, Slavica ; Đurašković, Jasmina ; Viduka, Dejan	Article	23M23
2021	Measuring parametric and semiparametric downside risks of selected agricultural commodities	Živkov, Dejan ; Joksimović, Marijana ; Balaban, Suzana	Article	21M21
2021	Validity of Wagner’s Law in Transition Economies: A Multivariate Approach	Suzana Balaban ; Dejan Živkov	Article	23M23
2021	The Effect of Money Growth on Inflation and GDP in the Selected Asia-Pacific Markets - Wavelet-Based Bayesian Quantile Estimates	Zivkov, Dejan M ; Djuraskovic, Jasmina ; Kovacevic, Jelena Lj	Article	22M22
2021	How to combine precious metals with corn in a risk-minimizing two-asset portfolio?	Živkov, Dejan ; Balaban, Petra ; Kuzman, Boris	Article	21M21
2021	Assessing the multiscale “meteor shower” effect from oil to the central and eastern European stock indices	Živkov, Dejan ; Balaban, Suzana ; Pećanac, Marko	Article	21M21
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	21M21
2020	Empirical analysis of oil risk-minimizing portfolios: the DCC-GARCH-MODWT approach	Zivkov, Dejan ; Njegić, Jovan; Zakić, Vladimir	Article	23M23
2020	Is Inflation a Monetary Phenomenon in the East European Economies? - Multifrequency Bayesian Quantile Inference	Zivkov, Dejan M ; Kovacevic, Jelena Lj; Loncar, Sanja	Article	22M22
2020	The 'Meteor Shower' Effect Between Precious Metals in Spot and Futures Markets the Markov Switching Processes in the Variance and Mean	Zivkov, Dejan M ; Obradovic, Gordana; Grujic, Milica	Article	22M22
2020	The effect of macro factors on bank credit activity in the Republic of Serbia	Živkov, Dejan ; Poparić, Simo; Ilić, Miloš	Article	51M51
2020	The Effect of Oil Price Uncertainty on Industrial Production in the Major European Economies - Methodologies Based on the Bayesian Approach	Zivkov, Dejan M ; Damnjanovic, Jelena M; Djuraskovic, Jasmina	Article	23M23
2020	Inflation Uncertainty and Output Growth - Evidence from the Asia-Pacific Countries Based on the Multiscale Bayesian Quantile Inference	Zivkov, Dejan M ; Gajic-Glamoclija, Marina; Kovacevic, Jelena Lj; Loncar, Sanja	Article	23M23
2020	Measuring the effects of inflation and inflation uncertainty on output growth in the central and eastern European countries	Zivkov, Dejan M ; Kovacevic, Jelena Lj; Papic-Blagojevic, Natasa	Article	21M21
2020	Short and long-term volatility transmission from oil to agricultural commodities – The robust quantile regression approach	Živkov, Dejan ; Manić, Slavica ; Đurašković, Jasmina	Article	21aM21a
2020	Multiscale oil-stocks dynamics: the case of Visegrad group and Russia	Zivkov, Dejan M ; Djuraskovic, Jasmina ; Papic-Blagojevic, Natasa	Article	21M21
2020	What Bayesian quantiles can tell about volatility transmission between the major agricultural futures?	Živkov, Dejan ; Kuzman, Boris ; Subić, Jonel	Article	21M21
2019	Multiscale Volatility Transmission and Portfolio Construction Between the Baltic stock Markets	Zivkov Dejan ; Manić, Slavica N. ; Djuraskovic Jasmina	Article	23M23