@ARTICLE{
author={Zivkov Dejan M,Loncar Sanja,Djuraskovic Jasmina,Balaban Suzana},
year={2025},
title={How do non-normal parametric VaR models perform in risk-minimizing portfolios?},
journal={QUARTERLY REVIEW OF ECONOMICS AND FINANCE},
volume={102},
number={},
pages={-},
document_type={Article},
} 

@ARTICLE{
author={Zivkov Dejan M,Manic Slavica,Djuraskovic Jasmina,Momcilovic Mirela S},
year={2023},
title={Multiscale interdependence between economic policy uncertainty and industrial production of Central and Eastern European countries},
journal={ACTA OECONOMICA},
volume={73},
number={3},
pages={365-381},
document_type={Article},
} 

@ARTICLE{
author={Zivkov Dejan M,Djuraskovic Jasmina,Ljubenovic Sanja},
year={2023},
title={Multiscale Interdependence Between Consumer and Producer Prices in Emerging Eastern European Countries},
journal={POLITICKA EKONOMIE},
volume={71},
number={3},
pages={319-341},
document_type={Article},
} 

@ARTICLE{
author={Zivkov Dejan M,Kovacevic-Berlekovic Bojana M,Kicovic Dusan,Djuraskovic Jasmina},
year={2023},
title={How to Reduce Extreme Risk of the US Tourism Indices?- Minimum-CVaR Portfolio Approach},
journal={FINANCE A UVER-CZECH JOURNAL OF ECONOMICS AND FINANCE},
volume={73},
number={1},
pages={81-103},
document_type={Article},
} 

@ARTICLE{
author={Zivkov Dejan M,Djuraskovic Jasmina},
year={2023},
title={How does oil price uncertainty affect output in the Central and Eastern European economies? - the Bayesian-based approaches},
journal={APPLIED ECONOMIC ANALYSIS},
volume={31},
number={91},
pages={39-54},
document_type={Article},
} 

@ARTICLE{
author={Zivkov Dejan M,Gajic-Glamoclija Marina,Djuraskovic Jasmina},
year={2023},
title={Volatility spillover analysis between stocks and exchange rate markets in short and long terms in East European and Eurasian countries},
journal={INTERNATIONAL JOURNAL OF EMERGING MARKETS},
volume={18},
number={11},
pages={5068-5086},
document_type={Article},
} 

@ARTICLE{
author={Zivkov Dejan M,Gajic-Glamoclija Marina,Djuraskovic Jasmina,Momcilovic Mirela S},
year={2022},
title={Assessing Permanent and Transitory Volatility Spillover Effect from Oil to Stocks in Baltic and Visegrad Countries},
journal={EKONOMICKY CASOPIS},
volume={70},
number={6},
pages={523-543},
document_type={Article},
} 

@ARTICLE{
author={Zivkov Dejan M,Manic Slavica,Djuraskovic Jasmina,Gajic-Glamoclija Marina},
year={2022},
title={Oil hedging with a multivariate semiparametric value-at-risk portfolio},
journal={BORSA ISTANBUL REVIEW},
volume={22},
number={6},
pages={1118-1131},
document_type={Article},
} 

@ARTICLE{
author={Zivkov Dejan M,Djuraskovic Jasmina,Gajic-Glamoclija Marina},
year={2022},
title={Multiscale downside risk interdependence between the major agricultural commodities},
journal={AGRIBUSINESS},
volume={38},
number={4},
pages={990-1011},
document_type={Article},
} 

@ARTICLE{
author={Zivkov Dejan M,Djuraskovic Jasmina,Kovacevic Jelena Lj},
year={2021},
title={The Effect of Money Growth on Inflation and GDP in the Selected Asia-Pacific Markets - Wavelet-Based Bayesian Quantile Estimates},
journal={ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH},
volume={55},
number={4},
pages={259-275},
document_type={Article},
} 

@ARTICLE{
author={Zivkov Dejan M,Manic Slavica,Djuraskovic Jasmina,Viduka Dejan},
year={2021},
title={Measuring Downside Risk in Portfolios with Bitcoin},
journal={FINANCE A UVER-CZECH JOURNAL OF ECONOMICS AND FINANCE},
volume={71},
number={2},
pages={178-200},
document_type={Article},
} 

@ARTICLE{
author={Djuraskovic Jasmina,Viduka Dejan,Gajic-Glamoclija Marina},
year={2021},
title={The Use of E-government from the Perspective of Biggest Business Entities in Serbia},
journal={JOURNAL OF INFORMATION AND ORGANIZATIONAL SCIENCES},
volume={45},
number={1},
pages={39-53},
document_type={Article},
} 

@ARTICLE{
author={Viduka Dejan,Kraguljac Vladimir M,Djuraskovic Jasmina},
year={2021},
title={Analysis of the Use Value of Old Hardware Using Open Source Software},
journal={ZBORNIK VELEUCILISTA U RIJECI-JOURNAL OF THE POLYTECHNICS OF RIJEKA},
volume={9},
number={1},
pages={315-328},
document_type={Review},
} 

@ARTICLE{
author={Zivkov Dejan M,Damnjanovic Jelena M,Djuraskovic Jasmina},
year={2020},
title={The Effect of Oil Price Uncertainty on Industrial Production in the Major European Economies - Methodologies Based on the Bayesian Approach},
journal={FINANCE A UVER-CZECH JOURNAL OF ECONOMICS AND FINANCE},
volume={70},
number={6},
pages={566-588},
document_type={Article},
} 

@ARTICLE{
author={Zivkov Dejan M,Manic Slavica,Djuraskovic Jasmina},
year={2020},
title={Short and long-term volatility transmission from oil to agricultural commodities - The robust quantile regression approach},
journal={BORSA ISTANBUL REVIEW},
volume={20},
number={},
pages={S11-S25},
document_type={Article},
} 

@ARTICLE{
author={Zivkov Dejan M,Djuraskovic Jasmina,Papic-Blagojevic Natasa},
year={2020},
title={Multiscale oil-stocks dynamics: the case of Visegrad group and Russia},
journal={ECONOMIC RESEARCH-EKONOMSKA ISTRAZIVANJA},
volume={33},
number={1},
pages={87-106},
document_type={Article},
} 

@ARTICLE{
author={Zivkov Dejan M,Manic Slavica,Djuraskovic Jasmina,Kovacevic Jelena Lj},
year={2019},
title={Bidirectional Nexus between Inflation and Inflation Uncertainty in the Asian Emerging Markets - The GARCH-in-Mean Approach},
journal={FINANCE A UVER-CZECH JOURNAL OF ECONOMICS AND FINANCE},
volume={69},
number={6},
pages={580-599},
document_type={Article},
} 

@ARTICLE{
author={Zivkov Dejan M,Manic Slavica,Djuraskovic Jasmina},
year={2019},
title={Multiscale Volatility Transmission and Portfolio Construction Between the Baltic Stock Markets},
journal={FINANCE A UVER-CZECH JOURNAL OF ECONOMICS AND FINANCE},
volume={69},
number={2},
pages={211-236},
document_type={Article},
} 

@ARTICLE{
author={Zivkov Dejan M,Djuraskovic Jasmina,Manic Slavica},
year={2019},
title={How do oil price changes affect inflation in Central and Eastern European countries? A wavelet-based Markov switching approach},
journal={BALTIC JOURNAL OF ECONOMICS},
volume={19},
number={1},
pages={84-104},
document_type={Article},
} 

@ARTICLE{
author={Zivkov Dejan M,Balaban Suzana,Djuraskovic Jasmina},
year={2018},
title={What Multiscale Approach Can Tell About the Nexus Between Exchange Rate and Stocks in the Major Emerging Markets?},
journal={FINANCE A UVER-CZECH JOURNAL OF ECONOMICS AND FINANCE},
volume={68},
number={5},
pages={491-512},
document_type={Article},
}