@ARTICLE{
author={Zivkov Dejan M,Manic Slavica,Gajic-Glamoclija Marina},
year={2026},
title={Interdependence between stock and exchange rate markets in former communist economies},
journal={POST-COMMUNIST ECONOMIES},
volume={38},
number={5},
pages={566-593},
document_type={Article},
} 

@ARTICLE{
author={Zivkov Dejan M,Loncar Sanja},
year={2026},
title={International diversification with parametric value-at-risk portfolios beyond normality},
journal={RISK MANAGEMENT-AN INTERNATIONAL JOURNAL},
volume={28},
number={2},
pages={-},
document_type={Article},
} 

@ARTICLE{
author={Zivkov Dejan M},
year={2026},
title={Incorporating regret aversion into emerging market portfolios},
journal={SPANISH JOURNAL OF FINANCE AND ACCOUNTING-REVISTA ESPANOLA DE FINANCIACION Y CONTABILIDAD},
volume={55},
number={2},
pages={228-254},
document_type={Article},
} 

@ARTICLE{
author={Zivkov Dejan M,Kuzman Boris,Subic Jonel V},
year={2025},
title={Mahalanobis distance and Stutzer ratio modelling in emerging markets portfolios},
journal={E & M EKONOMIE A MANAGEMENT},
volume={28},
number={4},
pages={148-162},
document_type={Article},
} 

@ARTICLE{
author={Zivkov Dejan M},
year={2025},
title={Investing in Portfolio With Grains or Softs?-Extreme Risk Analysis With Non-Normal VaR Models and Omega Ratio},
journal={AGRIBUSINESS},
volume={},
number={},
pages={-},
document_type={Article; Early Access},
} 

@ARTICLE{
author={Zivkov Dejan M,Kuzman Boris,Radosavljevic Katica},
year={2025},
title={Risk-Adjusted Performance of American and European Clean-Energy Portfolios},
journal={PRAGUE ECONOMIC PAPERS},
volume={34},
number={2},
pages={137-164},
document_type={Article},
} 

@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,Gajic-Glamoclija Marina},
year={2025},
title={Using the Omega Ratio for Optimal Asset Allocation in Commodities},
journal={ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH},
volume={59},
number={1},
pages={293-307},
document_type={Article},
} 

@ARTICLE{
author={Zivkov Dejan M,Kuzman Boris,Papic-Blagojevic Natasa},
year={2024},
title={Multiscale non-linear tale risk spillover effect from oil to stocks - The case of East European emerging markets},
journal={E & M EKONOMIE A MANAGEMENT},
volume={27},
number={3},
pages={186-200},
document_type={Article},
} 

@ARTICLE{
author={Zivkov Dejan M,Kuzman Boris,Papic-Blagojevic Natasa},
year={2024},
title={Volatility Spillover Effect from Energy Markets to Foreign Exchange Markets: The Case of Central and Eastern European and Eurasian Countries},
journal={PRAGUE ECONOMIC PAPERS},
volume={33},
number={4},
pages={478-503},
document_type={Article},
} 

@ARTICLE{
author={Zivkov Dejan M,Loncar Sanja,Stankov Biljana M},
year={2024},
title={Hedging Extreme Risk of Wheat in Semiparametric CVaR Portfolios with Commodities},
journal={FINANCE A UVER-CZECH JOURNAL OF ECONOMICS AND FINANCE},
volume={74},
number={3},
pages={342-365},
document_type={Article},
} 

@ARTICLE{
author={Zivkov Dejan M,Kuzman Boris,Papic-Blagojevic Natasa},
year={2024},
title={Dynamic interdependence between ethanol and biofuel-related agricultural commodities-cDCC-FIAPARCH approach},
journal={AGRIBUSINESS},
volume={},
number={},
pages={-},
document_type={Article; Early Access},
} 

@ARTICLE{
author={Zivkov Dejan M,Manic Slavica,Gajic-Glamoclija Marina},
year={2024},
title={How do precious and industrial metals hedge oil in a multi-frequency semiparametric CVaR portfolio?},
journal={NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE},
volume={72},
number={},
pages={-},
document_type={Article},
} 

@ARTICLE{
author={Zivkov Dejan M,Manic Slavica,Gajic-Glamoclija Marina},
year={2024},
title={Downside Risk and Risk-Adjusted Performances of Industrial Metals},
journal={ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH},
volume={58},
number={1},
pages={138-152},
document_type={Article},
} 

@ARTICLE{
author={Zivkov Dejan M,Balaban Suzana,Simic Milica},
year={2024},
title={Hedging gas in a multi-frequency semiparametric CVaR portfolio},
journal={RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE},
volume={67},
number={},
pages={-},
document_type={Article},
} 

@ARTICLE{
author={Zivkov Dejan M,Jancev Nikola,Alavuk Djordje M,Bolesnikov Dragana},
year={2023},
title={Risk Evaluation of Livestock Commodities - Value-At- Risk Approach},
journal={EKONOMIKA POLJOPRIVREDA-ECONOMICS OF AGRICULTURE},
volume={70},
number={4},
pages={967-980},
document_type={Article},
} 

@ARTICLE{
author={Zivkov Dejan M,Gajic-Glamoclija Marina,Ercegovac Dajana,Lavrnic Igor},
year={2023},
title={Multiscale Tail Risk Interdependence between Precious Metals},
journal={FINANCE A UVER-CZECH JOURNAL OF ECONOMICS AND FINANCE},
volume={73},
number={4},
pages={392-412},
document_type={Article},
} 

@ARTICLE{
author={Zivkov Dejan M,Kuzman Boris,Subic Jonel V},
year={2023},
title={How to hedge extreme risk of natural gas in multivariate semiparametric value-at-risk portfolio?},
journal={E & M EKONOMIE A MANAGEMENT},
volume={26},
number={3},
pages={128-144},
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,Kuzman Boris,Subic Jonel V},
year={2023},
title={Multifrequency downside risk interconnectedness between soft agricultural commodities},
journal={AGRICULTURAL ECONOMICS-ZEMEDELSKA EKONOMIKA},
volume={69},
number={8},
pages={332-342},
document_type={Article},
} 

@ARTICLE{
author={Zivkov Dejan M,Pecanac Marko,Ercegovac Dajana},
year={2023},
title={Interdependence Between Stocks and Exchange Rate in East Asia - a Wavelet-Based Approach},
journal={SINGAPORE ECONOMIC REVIEW},
volume={68},
number={03},
pages={917-939},
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,Loncar Sanja,Stankov Biljana M},
year={2023},
title={Idiosyncratic Volatility Transmission Between Visegrad Stock Markets-The Robust Quantile Estimates},
journal={ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH},
volume={57},
number={1},
pages={251-266},
document_type={Article},
} 

@ARTICLE{
author={Zivkov Dejan M,Stankov Biljana M,Papic-Blagojevic Natasa,Damnjanovic Jelena M,Racic Zeljko S},
year={2023},
title={How to reduce the extreme risk of losses in corn and soybean markets? Construction of a portfolio with European stock indices},
journal={AGRICULTURAL ECONOMICS-ZEMEDELSKA EKONOMIKA},
volume={69},
number={3},
pages={109-118},
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,Kovacevic Jelena Lj,Stankov Biljana M,Stefanovic Zoran D},
year={2023},
title={Bidirectional volatility transmission between stocks and bond in East Asia - The quantile estimates based on wavelets},
journal={STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS},
volume={27},
number={1},
pages={49-65},
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,Stankov Biljana D,Roganovic Milijana,Momcilovic Mirela S},
year={2022},
title={Dynamic Correlation Between Selected Cereals Traded in Commodity Exchange Market in Ap Vojvodina},
journal={EKONOMIKA POLJOPRIVREDA-ECONOMICS OF AGRICULTURE},
volume={69},
number={2},
pages={395-410},
document_type={Article},
} 

@ARTICLE{
author={Zivkov Dejan M,Balaban Suzana,Joksimovic Marijana},
year={2022},
title={Making a Markowitz portfolio with agricultural commodity futures},
journal={AGRICULTURAL ECONOMICS-ZEMEDELSKA EKONOMIKA},
volume={68},
number={6},
pages={219-229},
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,Damnjanovic Jelena M,Papic-Blagojevic Natasa},
year={2022},
title={Energy Commodity Price Risk Minimization with Precious Metals in a Multivariate Portfolio},
journal={FINANCE A UVER-CZECH JOURNAL OF ECONOMICS AND FINANCE},
volume={72},
number={1},
pages={50-70},
document_type={Article},
} 

@ARTICLE{
author={Zivkov Dejan M,Kuzman Boris,Subic Jonel V},
year={2022},
title={Measuring the risk-adjusted performance of selected soft agricultural commodities},
journal={AGRICULTURAL ECONOMICS-ZEMEDELSKA EKONOMIKA},
volume={68},
number={3},
pages={87-96},
document_type={Article},
} 

@ARTICLE{
author={Zivkov Dejan M,Manic Slavica,Pavkov Ivan},
year={2022},
title={Nonlinear examination of the 'Heat Wave' and 'Meteor Shower' effects between spot and futures markets of the precious metals},
journal={EMPIRICAL ECONOMICS},
volume={63},
number={2},
pages={1109-1134},
document_type={Article; Early Access},
} 

@ARTICLE{
author={Zivkov Dejan M,Manic Slavica,Kovacevic Jelena Lj,Trbovic Zeljana},
year={2022},
title={Assessing volatility transmission between Brent and stocks in the major global oil producers and consumers - the multiscale robust quantile regression},
journal={PORTUGUESE ECONOMIC JOURNAL},
volume={21},
number={1},
pages={67-93},
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={Zivkov Dejan M,Joksimovic Marijana,Balaban Suzana},
year={2021},
title={Measuring parametric and semiparametric downside risks of selected agricultural commodities},
journal={AGRICULTURAL ECONOMICS-ZEMEDELSKA EKONOMIKA},
volume={67},
number={8},
pages={305-315},
document_type={Article},
} 

@ARTICLE{
author={Balaban Suzana,Zivkov Dejan M},
year={2021},
title={Validity of Wagner's Law in Transition Economies: A Multivariate Approach},
journal={HACIENDA PUBLICA ESPANOLA-REVIEW OF PUBLIC ECONOMICS},
volume={},
number={236},
pages={105-131},
document_type={Article},
} 

@ARTICLE{
author={Zivkov Dejan M,Balaban Petra V,Kuzman Boris},
year={2021},
title={How to combine precious metals with corn in a risk-minimizing two-asset portfolio?},
journal={AGRICULTURAL ECONOMICS-ZEMEDELSKA EKONOMIKA},
volume={67},
number={2},
pages={60-69},
document_type={Article},
} 

@ARTICLE{
author={Zivkov Dejan M,Kuzman Boris,Andrejevic-Panic Andrea},
year={2021},
title={Nonlinear bidirectional multiscale volatility transmission effect between stocks and exchange rate markets in the selected African countries},
journal={ECONOMIC RESEARCH-EKONOMSKA ISTRAZIVANJA},
volume={34},
number={1},
pages={1623-1650},
document_type={Article},
} 

@ARTICLE{
author={Zivkov Dejan M,Balaban Suzana,Pecanac Marko},
year={2021},
title={Assessing the multiscale "meteor shower" effect from oil to the central and eastern European stock indices},
journal={INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS},
volume={26},
number={2},
pages={1855-1870},
document_type={Article},
} 

@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,Gajic-Glamoclija Marina,Kovacevic Jelena Lj,Loncar Sanja},
year={2020},
title={Inflation Uncertainty and Output Growth - Evidence from the Asia-Pacific Countries Based on the Multiscale Bayesian Quantile Inference},
journal={FINANCE A UVER-CZECH JOURNAL OF ECONOMICS AND FINANCE},
volume={70},
number={5},
pages={461-486},
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,Obradovic Gordana,Grujic Milica},
year={2020},
title={The 'Meteor Shower' Effect Between Precious Metals in Spot and Futures Markets the Markov Switching Processes in the Variance and Mean},
journal={ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH},
volume={54},
number={4},
pages={265-282},
document_type={Article},
} 

@ARTICLE{
author={Zivkov Dejan M,Kovacevic Jelena Lj,Loncar Sanja},
year={2020},
title={Is Inflation a Monetary Phenomenon in the East European Economies? - Multifrequency Bayesian Quantile Inference},
journal={EKONOMICKY CASOPIS},
volume={68},
number={8},
pages={787-810},
document_type={Article},
} 

@ARTICLE{
author={Zivkov Dejan M,Kovacevic Jelena Lj,Papic-Blagojevic Natasa},
year={2020},
title={Measuring the effects of inflation and inflation uncertainty on output growth in the central and eastern European countries},
journal={BALTIC JOURNAL OF ECONOMICS},
volume={20},
number={2},
pages={218-242},
document_type={Article},
} 

@ARTICLE{
author={Zivkov Dejan M,Kuzman Boris,Subic Jonel V},
year={2020},
title={What Bayesian quantiles can tell about volatility transmission between the major agricultural futures?},
journal={AGRICULTURAL ECONOMICS-ZEMEDELSKA EKONOMIKA},
volume={66},
number={5},
pages={215-225},
document_type={Article},
} 

@ARTICLE{
author={Zivkov Dejan M,Njegic Jovan,Zakic Vladimir Z},
year={2020},
title={Empirical analysis of oil risk-minimizing portfolios: the DCC-GARCH-MODWT approach},
journal={JOURNAL OF RISK},
volume={22},
number={3},
pages={65-91},
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,Papic-Blagojevic Natasa,Loncar Sanja},
year={2019},
title={The Effect of Agricultural Futures Price Changes on the Agricultural Production in Ap Vojvodina},
journal={EKONOMIKA POLJOPRIVREDA-ECONOMICS OF AGRICULTURE},
volume={66},
number={3},
pages={755-770},
document_type={Article},
} 

@ARTICLE{
author={Balaban Suzana,Zivkov Dejan M,Milenkovic Ivan T},
year={2019},
title={Impact of an unexplained component of real exchange rate volatility on FDI: Evidence from transition countries},
journal={ECONOMIC SYSTEMS},
volume={43},
number={3-4},
pages={-},
document_type={Article},
} 

@ARTICLE{
author={Zivkov Dejan M,Kuzman Boris,Subic Jonel V},
year={2019},
title={How Do Oil Price Changes Impact the Major Agricultural Commodities in Different Market Conditions and in Different Time-Horizons?},
journal={ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH},
volume={53},
number={4},
pages={159-175},
document_type={Article},
} 

@ARTICLE{
author={Njegic Jovan,Zivkov Dejan M,Momcilovic Mirela S},
year={2019},
title={Portfolio Selection Between a Mature Market and Selected Emerging Markets Indices in the Presence of Structural Breaks},
journal={BULLETIN OF ECONOMIC RESEARCH},
volume={71},
number={3},
pages={439-465},
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,Njegic Jovan,Balaban Suzana},
year={2019},
title={Revealing the nexus between oil and exchange rate in the major emerging markets-The timescale analysis},
journal={INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS},
volume={24},
number={2},
pages={685-697},
document_type={Article},
} 

@ARTICLE{
author={Zivkov Dejan M,Njegic Jovan,Pecanac Marko},
year={2019},
title={Multiscale interdependence between the major agricultural commodities},
journal={AGRICULTURAL ECONOMICS-ZEMEDELSKA EKONOMIKA},
volume={65},
number={2},
pages={82-92},
document_type={Article},
} 

@ARTICLE{
author={Zivkov Dejan M,Njegic Jovan,Stankovic Milica},
year={2019},
title={What Wavelet-Based Quantiles Can Suggest about the Stocks-Bond Interaction in the Emerging East Asian Economies?},
journal={FINANCE A UVER-CZECH JOURNAL OF ECONOMICS AND FINANCE},
volume={69},
number={1},
pages={95-119},
document_type={Article},
} 

@ARTICLE{
author={Zivkov Dejan M,Njegic Jovan,Pecanac Marko},
year={2019},
title={Wavelet Analysis of the Interdependence between Stocks and Bonds in the Selected East European and Eurasian Emerging Markets},
journal={EKONOMICKY CASOPIS},
volume={67},
number={2},
pages={175-194},
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,Njegic Jovan,Milenkovic Ivan T},
year={2018},
title={Interrelationship Between Dax Index and Four Largest Eastern European Stock Markets},
journal={ROMANIAN JOURNAL OF ECONOMIC FORECASTING},
volume={21},
number={3},
pages={88-103},
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},
} 

@ARTICLE{
author={Njegic Jovan,Zivkov Dejan M,Jankovic Irena M},
year={2018},
title={Interrelationship and Spillover Effect Between Stock and Exchange Rate Markets in the Major Emerging Economies},
journal={PRAGUE ECONOMIC PAPERS},
volume={27},
number={3},
pages={270-292},
document_type={Article},
} 

@ARTICLE{
author={Zivkov Dejan M,Njegic Jovan,Momcilovic Mirela S},
year={2018},
title={Bidirectional spillover effect between Russian stock index and the selected commodities},
journal={ZBORNIK RADOVA EKONOMSKOG FAKULTETA U RIJECI-PROCEEDINGS OF RIJEKA FACULTY OF ECONOMICS},
volume={36},
number={1},
pages={29-53},
document_type={Article},
} 

@ARTICLE{
author={Njegic Jovan,Zivkov Dejan M,Damnjanovic Jelena M},
year={2017},
title={Business Cycles Synchronisation Between the EU-15 and Selected Eastern European Countries - the Wavelet Coherence Approach},
journal={ACTA OECONOMICA},
volume={67},
number={4},
pages={539-556},
document_type={Article},
} 

@ARTICLE{
author={Momcilovic Mirela S,Zivkov Dejan M,Vlaovic-Begovic Sanja},
year={2017},
title={THE DOWNSIDE RISK APPROACH TO COST OF EQUITY DETERMINATION FOR SLOVENIAN, CROATIAN AND SERBIAN CAPITAL MARKETS},
journal={E & M EKONOMIE A MANAGEMENT},
volume={20},
number={3},
pages={147-158},
document_type={Article},
} 

@ARTICLE{
author={Mirovic Vera,Zivkov Dejan M,Njegic Jovan},
year={2017},
title={Construction of Commodity Portfolio and Its Hedge Effectiveness Gauging - Revisiting DCC Models},
journal={FINANCE A UVER-CZECH JOURNAL OF ECONOMICS AND FINANCE},
volume={67},
number={5},
pages={396-422},
document_type={Article},
} 

@ARTICLE{
author={Zivkov Dejan M,Njegic Jovan,Pavlovic Jasmina},
year={2016},
title={Dynamic Correlation Between Stock Returns and Exchange Rate and Its Dependence on the Conditional Volatilities - the Case of Several Eastern European Countries},
journal={BULLETIN OF ECONOMIC RESEARCH},
volume={68},
number={},
pages={S28-S41},
document_type={Article},
} 

@ARTICLE{
author={Zivkov Dejan M,Njegic Jovan,Mirovic Vera},
year={2016},
title={Dynamic Nexus Between Exchange Rate and Stock Prices in the Major East European Economies},
journal={PRAGUE ECONOMIC PAPERS},
volume={25},
number={6},
pages={686-705},
document_type={Article},
} 

@ARTICLE{
author={Zivkov Dejan M,Njegic Jovan,Papic-Blagojevic Natasa,Petronijevic Jovan},
year={2016},
title={Monetary Effectiveness in Small Transition Economy - the Case of the Republic of Serbia},
journal={ROMANIAN JOURNAL OF ECONOMIC FORECASTING},
volume={19},
number={3},
pages={5-18},
document_type={Article},
} 

@ARTICLE{
author={Zivkov Dejan M,Njegic Jovan,Momcilovic Mirela S,Milenkovic Ivan T},
year={2016},
title={Exchange Rate Volatility and Uncovered Interest Rate Parity in the European Emerging Economies},
journal={PRAGUE ECONOMIC PAPERS},
volume={25},
number={3},
pages={253-270},
document_type={Article},
} 

@ARTICLE{
author={Zivkov Dejan M,Njegic Jovan,Milenkovic Ivan T},
year={2015},
title={Bidirectional Volatility Spillover Effect between the Exchange Rate and Stocks in the Presence of Structural Breaks in Selected Eastern European Economies},
journal={FINANCE A UVER-CZECH JOURNAL OF ECONOMICS AND FINANCE},
volume={65},
number={6},
pages={477-498},
document_type={Article},
} 

@ARTICLE{
author={Momcilovic Mirela S,Vlaovic-Begovic Sanja,Zivkov Dejan M},
year={2015},
title={Cost of equity: the case of Serbian food industry},
journal={CUSTOS E AGRONEGOCIO ON LINE},
volume={11},
number={1},
pages={184-197},
document_type={Article},
} 

@ARTICLE{
author={Zivkov Dejan M,Njegic Jovan,Pecanac Marko},
year={2014},
title={Bidirectional linkage between inflation and inflation uncertainty the case of Eastern European countries},
journal={BALTIC JOURNAL OF ECONOMICS},
volume={14},
number={1-2},
pages={124-139},
document_type={Article},
}