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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/10011246184

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

Revealing the nexus between oil and exchange rate in the major emerging markets—The timescale analysis

Živkov, Dejan; Njegić, Jovan; Balaban, Suzana - In: International Journal of Finance & Economics 24 (2018) 2, pp. 685-697

Persistent link: https://www.econbiz.de/10012082689

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

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

Dynamic nexus between exchange rate and stock prices in the major east European economies

Živkov, Dejan; Njegić, Jovan; Mirović, Vera - In: Prague economic papers : a bimonthly journal of … 25 (2016) 6, pp. 686-705

Persistent link: https://www.econbiz.de/10011643707

Exchange rate volatility and uncovered interest rate parity in the European emerging economies

Živkov, Dejan; Njegić, Jovan; Momčilović, Mirela; … - In: Prague economic papers : a bimonthly journal of … 25 (2016) 3, pp. 253-270

Persistent link: https://www.econbiz.de/10011535459

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

Assessing the multiscale “meteor shower” effect from oil to the central and eastern European stock indices

Živkov, Dejan; Balaban, Suzana; Pećanac, Marko - In: International Journal of Finance & Economics 26 (2020) 2, pp. 1855-1870

Persistent link: https://www.econbiz.de/10012406929

Multiscale interdependence between economic policy uncertainty and industrial production of Central and Eastern European countries

Živkov, Dejan; Manić, Slavica; Đurašković, Jasmina; … - In: Acta oeconomica : periodical of the Hungarian Academy … 73 (2023) 3, pp. 365-381

Persistent link: https://www.econbiz.de/10014430799