Similar Search Results

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

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

Bidirectional volatility spillover effect between the exchange rate and stocks in the presence of structural breaks in selected Eastern European economies

Živkov, Dejan; Njegić, Jovan; Milenković, Ivan - In: Finance a úvěr 65 (2015) 6, pp. 477-498

Persistent link: https://www.econbiz.de/10011415785

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

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

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

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