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Research outputs
Bidirectional Nexus between Inflation and Inflation Uncertainty in the Asian Emerging Markets - The GARCH-in-Mean Approach
[2019]
Zivkov Dejan 
; Manić, Slavica N. ; Duraskovic Jasmina ; Kovacevic Jelena
How to Reduce Extreme Risk of the US Tourism Indices?- Minimum-CVaR Portfolio Approach
[2023]
Živkov, Dejan ; Kovačevic-Berleković, Bojana; Kicović, Dušan; Đurašković, Jasmina
Energy Commodity Price Risk Minimization with Precious Metals in a Multivariate Portfolio [2022]
Zivkov, Dejan M ; Damnjanovic, Jelena M; Papic-Blagojevic, Natasa
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
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
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
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
Hedging Extreme Risk of Wheat in Semiparametric CVaR Portfolios with Commodities
[2024]
Živkov, Dejan ; Lončar, Sanja; Stankov, Biljana
Voters’ Awareness as a Determinant of Political Budget Cycles: Evidence from Selected European Economies
[2023]
Ješić, Milutin ; Praščević, Aleksandra
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