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  • Search: person:"Njegic, Jovan"
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Year of publication
Subject
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Eastern Europe 7 Osteuropa 7 Structural break 5 Strukturbruch 5 Börsenkurs 4 Eastern European countries 4 Exchange rate 4 Share price 4 Spillover effect 4 Spillover-Effekt 4 Volatility 4 Volatilität 4 Wechselkurs 4 quantile regression 4 stocks 4 structural breaks 4 ARCH model 3 ARCH-Modell 3 Aktienmarkt 3 EU countries 3 EU-Staaten 3 GARCH 3 State space model 3 Stock market 3 Zustandsraummodell 3 exchange rate 3 inflation 3 inflation uncertainty 3 wavelet coherence 3 Aktienindex 2 Anleihe 2 BEKK-GARCH 2 Bond 2 Capital income 2 East European countries 2 Emerging economies 2 Estimation 2 Kapitaleinkommen 2 Schwellenländer 2 Schätzung 2
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Online availability
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Undetermined 8 Free 6
Type of publication
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Article 16 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 11 Aufsatz in Zeitschrift 11 Article 1 Aufsatz im Buch 1 Book section 1
Language
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English 16 Undetermined 1
Author
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Živkov, Dejan 14 Njegić, Jovan 13 Njegic, Jovan 4 Pecanac, Marko 4 Milenković, Ivan 3 Momčilović, Mirela 3 Damnjanović, Jelena 2 Balaban, Suzana 1 Damnjanovic, Jelena 1 Janković, Irena 1 Jovanovic, Miroslav N. 1 Jovanović, Miroslav N. 1 Mirović, Vera 1 Stanković, Milica 1 Zakic, Vladimir 1 Zivkov, Dejan 1
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Published in...
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Prague economic papers : a bimonthly journal of economic theory and policy 3 Baltic Journal of Economics 2 Finance a úvěr 2 Acta oeconomica : periodical of the Hungarian Academy of Sciences 1 Baltic journal of economics 1 Bulletin of Economic Research 1 Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie 1 Handbook of international trade and transportation 1 International Journal of Finance & Economics 1 Journal of risk 1 Romanian journal of economic forecasting 1 Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu 1
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Source
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ECONIS (ZBW) 13 Other ZBW resources 2 EconStor 1 RePEc 1
Showing 1 - 10 of 17
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Wavelet analysis of the interdependence between stocks and bonds in the selected east European and Eurasian emerging markets
Živkov, Dejan; Njegić, Jovan; Pecanac, Marko - In: Ekonomický časopis : časopis pre ekonomickú … 67 (2019) 2, pp. 175-194
Persistent link: https://www.econbiz.de/10012149898
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Interrelationship between DAX index and four largest Eastern European stock markets
Živkov, Dejan; Njegić, Jovan; Milenković, Ivan - In: Romanian journal of economic forecasting 21 (2018) 3, pp. 88-103
Persistent link: https://www.econbiz.de/10012021813
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Bidirectional spillover effect between Russian stock index and the selected commodities
Živkov, Dejan; Njegić, Jovan; Momčilović, Mirela - In: Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis … 36 (2018) 1, pp. 29-53
Persistent link: https://www.econbiz.de/10012212090
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Among the Central and Eastern European Countries of the European Union, Who Gained and Who Lost?
Jovanovic, Miroslav N. - 2018
The continuous enlargement of the European Union (EU) has been one of its greatest achievements and judging by the increasing number of EU member countries, one of its most successful policies. This primer considers the economic side of enlargement for the ‘new' EU members, and provides data...
Persistent link: https://www.econbiz.de/10012913488
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Empirical analysis of oil risk-minimizing portfolios : the DCC-GARCH-MODWT approach
Zivkov, Dejan; Njegic, Jovan; Zakic, Vladimir - In: Journal of risk 22 (2019/2020) 3, pp. 65-91
Persistent link: https://www.econbiz.de/10013177146
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What wavelet-based quantiles can suggest about the stocks-bond interaction in the emerging East Asian economies?
Živkov, Dejan; Njegić, Jovan; Stanković, Milica - In: Finance a úvěr 69 (2019) 1, pp. 95-119
Persistent link: https://www.econbiz.de/10012002158
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PORTFOLIO SELECTION BETWEEN A MATURE MARKET AND SELECTED EMERGING MARKETS INDICES IN THE PRESENCE OF STRUCTURAL BREAKS
Njegić, Jovan; Živkov, Dejan; Momčilović, Mirela - In: Bulletin of Economic Research 71 (2019) 3, pp. 439-465
Persistent link: https://www.econbiz.de/10012088323
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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/10011868490
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Cover Image
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/10011890489
Saved in:
Cover Image
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
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