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Volatility
Volatilität
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Živkov, Dejan
15
Đurašković, Jasmina
5
Gajić-Glamočlija, Marina
4
Manić, Slavica
4
Milenković, Ivan
3
Momčilović, Mirela
3
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3
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2
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Damnjanović, Jelena
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Finance a úvěr
4
Prague economic papers : a bimonthly journal of economic theory and policy
2
Applied economic analysis : AEA
1
Borsa Istanbul Review
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Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie
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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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
Assessing volatility transmission between Brent and stocks in the major global oil producers and consumers : the multiscale robust quantile regression
Živkov, Dejan
;
Manić, Slavica
;
Kovačević, Jelena
; …
- In:
Portuguese economic journal
21
(
2022
)
1
,
pp. 67-93
Persistent link: https://www.econbiz.de/10012819575
Saved in:
5
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
Saved in:
6
Multiscale volatility transmission and portfolio construction between the baltic stock markets
Živkov, Dejan
;
Manić, Slavica
;
Đurašković, Jasmina
- In:
Finance a úvěr
69
(
2019
)
2
,
pp. 211-235
Persistent link: https://www.econbiz.de/10012137383
Saved in:
7
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
Saved in:
8
Volatility spillover analysis between stocks and exchange rate markets in short and long terms in East European and Eurasian countries
Živkov, Dejan
;
Gajić-Glamočlija, Marina
; …
- In:
International journal of emerging markets
18
(
2023
)
11
,
pp. 5068-5086
Persistent link: https://www.econbiz.de/10014458484
Saved in:
9
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
Saved in:
10
Bidirectional volatility transmission between stocks and bond in East Asia : the quantile estimates based on wavelets
Živkov, Dejan
;
Kovačević, Jelena
;
Stankov, Biljana
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 49-65
Persistent link: https://www.econbiz.de/10014288820
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