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Business cycles synchronisation between the EU-15 and selected Eastern European Countries : the wavelet coherence approach

Njegić, Jovan; Živkov, Dejan; Damnjanović, Jelena - In: Acta oeconomica : periodical of the Hungarian Academy … 67 (2017) 4, pp. 539-556

Persistent link: https://www.econbiz.de/10011794300

Interrelationship and spillover effect between stock and exchange rate markets in the major emerging economies

Njegić, Jovan; Živkov, Dejan; Janković, Irena - In: Prague economic papers : a bimonthly journal of … 27 (2018) 3, pp. 270-292

Persistent link: https://www.econbiz.de/10011895332

Bidirectional linkage between inflation and inflation uncertainty – the case of Eastern European countries

Živkov, Dejan; Njegic, Jovan; Pecanac, Marko - In: Baltic Journal of Economics 14 (2014) 1-2, pp. 124-139

This paper explores bidirectional linkage between inflation and its uncertainty by observing monthly data of 11 Eastern European countries. The methodological approach comprises two steps. First, inflation uncertainty series have been created by choosing an optimal Generalized Autoregressive...

Persistent link: https://www.econbiz.de/10011246184

Impact of an unexplained component of real exchange rate volatility on FDI: evidence from transition countries

Balaban, Suzana; Živkov, Dejan; Milenković, Ivan - In: Economic systems 43 (2019) 3/4, pp. 1-14

Persistent link: https://www.econbiz.de/10012314710

How do precious and industrial metals hedge oil in a multi-frequency semiparametric CVaR portfolio?

Živkov, Dejan; Manić, Slavica; Gajić-Glamočlija, Marina - In: The North American journal of economics and finance : a … 72 (2024), pp. 1-13

Persistent link: https://www.econbiz.de/10014534825

How to reduce extreme risk of the US tourism indices? : minimum-CVaR portfolio approach

Živkov, Dejan; Kovačevič-Berlekovič, Bojana; … - In: Finance a úvěr 73 (2023) 1, pp. 81-103

Persistent link: https://www.econbiz.de/10014249185

How does oil price uncertainty affect output in the Central and Eastern European economies? : the Bayesian-based approaches

Živkov, Dejan; Đurašković, Jasmina - In: Applied economic analysis : AEA 31 (2023) 91, pp. 39-54

Persistent link: https://www.econbiz.de/10014249456

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 - In: Empirical economics : a quarterly journal of the … 63 (2022) 2, pp. 1109-1134

Persistent link: https://www.econbiz.de/10013440356

Assessing permanent and transitory volatility spillover effect from oil to stocks in Baltic and Visegrad countries

Živkov, Dejan; Gajić-Glamočlija, Marina; … - In: Ekonomický časopis : časopis pre ekonomickú … 70 (2022) 6, pp. 523-543

Persistent link: https://www.econbiz.de/10013539201

Interdependence between stocks and exchange rate in East Asia : a wavelet-based approach

Živkov, Dejan; Pecanac, Marko; Ercegovac, Dajana - In: The Singapore economic review 68 (2023) 3, pp. 917-939

Persistent link: https://www.econbiz.de/10014365883