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Резултати

Hedging Extreme Risk of Wheat in Semiparametric CVaR Portfolios with Commodities   [2024]

Živkov, Dejan  ; Lončar, Sanja; Stankov, Biljana

Measuring Downside Risk in Portfolios with Bitcoin   [2021]

Živkov, Dejan  ; Manić, Slavica  ; Đurašković, Jasmina  ; Viduka, Dejan  

Multiscale Volatility Transmission and Portfolio Construction Between the Baltic stock Markets   [2019]

Zivkov Dejan  ; Manić, Slavica N.  ; Djuraskovic Jasmina  

Is There an Asymmetric Effect Between the Exchange Rate and the Gross Domestic Product of Southeastern European Countries?   [2023]

Kurtovic, Safet; Maxhuni, Nehat; Halili, Blerim; Shala, Flakron

What Wavelet-Based Quantiles Can Suggest about the Stocks-Bond Interaction in the Emerging East Asian Economies?   [2019]

Zivkov, Dejan M  ; Njegic, Jovan; Stankovic, Milica

Construction of Commodity Portfolio and Its Hedge Effectiveness Gauging - Revisiting DCC Models   [2017]

Mirovic, Vera; Zivkov, Dejan M  ; Njegic, Jovan

Multiscale Tail Risk Interdependence between Precious Metals   [2023]

Živkov, Dejan  ; Gajić-Glamočlija, Marina; Ercegovac, Dajana; Lavrnić, Igor

What Multiscale Approach Can Tell About the Nexus Between Exchange Rate and Stocks in the Major Emerging Markets?   [2018]

Zivkov, Dejan M  ; Balaban, Suzana  ; Djuraskovic, Jasmina  

The Effect of Oil Price Uncertainty on Industrial Production in the Major European Economies - Methodologies Based on the Bayesian Approach   [2020]

Zivkov, Dejan M  ; Damnjanovic, Jelena M; Djuraskovic, Jasmina  

Bidirectional Volatility Spillover Effect between the Exchange Rate and Stocks in the Presence of Structural Breaks in Selected Eastern European Economies   [2015]

Živkov,Dejan  ; Njegić, Jovan; Milenković, Ivan  

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