Zivkov Dejan M,Manic Slavica,Gajic-Glamoclija Marina (2026) Interdependence between stock and exchange rate markets in former communist economies, POST-COMMUNIST ECONOMIES, vol. 38, br. 5, str. 566-593 (Article) Zivkov Dejan M,Loncar Sanja (2026) International diversification with parametric value-at-risk portfolios beyond normality, RISK MANAGEMENT-AN INTERNATIONAL JOURNAL, vol. 28, br. 2, str. - (Article) Zivkov Dejan M (2026) Incorporating regret aversion into emerging market portfolios, SPANISH JOURNAL OF FINANCE AND ACCOUNTING-REVISTA ESPANOLA DE FINANCIACION Y CONTABILIDAD, vol. 55, br. 2, str. 228-254 (Article) Zivkov Dejan M,Kuzman Boris,Subic Jonel V (2025) Mahalanobis distance and Stutzer ratio modelling in emerging markets portfolios, E & M EKONOMIE A MANAGEMENT, vol. 28, br. 4, str. 148-162 (Article) Zivkov Dejan M (2025) Investing in Portfolio With Grains or Softs?-Extreme Risk Analysis With Non-Normal VaR Models and Omega Ratio, AGRIBUSINESS, vol. , br. , str. - (Article; Early Access) Zivkov Dejan M,Kuzman Boris,Radosavljevic Katica (2025) Risk-Adjusted Performance of American and European Clean-Energy Portfolios, PRAGUE ECONOMIC PAPERS, vol. 34, br. 2, str. 137-164 (Article) Zivkov Dejan M,Loncar Sanja,Djuraskovic Jasmina,Balaban Suzana (2025) How do non-normal parametric VaR models perform in risk-minimizing portfolios?, QUARTERLY REVIEW OF ECONOMICS AND FINANCE, vol. 102, br. , str. - (Article) Zivkov Dejan M,Manic Slavica,Gajic-Glamoclija Marina (2025) Using the Omega Ratio for Optimal Asset Allocation in Commodities, ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, vol. 59, br. 1, str. 293-307 (Article) Zivkov Dejan M,Kuzman Boris,Papic-Blagojevic Natasa (2024) Multiscale non-linear tale risk spillover effect from oil to stocks - The case of East European emerging markets, E & M EKONOMIE A MANAGEMENT, vol. 27, br. 3, str. 186-200 (Article) Zivkov Dejan M,Kuzman Boris,Papic-Blagojevic Natasa (2024) Volatility Spillover Effect from Energy Markets to Foreign Exchange Markets: The Case of Central and Eastern European and Eurasian Countries, PRAGUE ECONOMIC PAPERS, vol. 33, br. 4, str. 478-503 (Article) Zivkov Dejan M,Loncar Sanja,Stankov Biljana M (2024) Hedging Extreme Risk of Wheat in Semiparametric CVaR Portfolios with Commodities, FINANCE A UVER-CZECH JOURNAL OF ECONOMICS AND FINANCE, vol. 74, br. 3, str. 342-365 (Article) Zivkov Dejan M,Kuzman Boris,Papic-Blagojevic Natasa (2024) Dynamic interdependence between ethanol and biofuel-related agricultural commodities-cDCC-FIAPARCH approach, AGRIBUSINESS, vol. , br. , str. - (Article; Early Access) Zivkov Dejan M,Manic Slavica,Gajic-Glamoclija Marina (2024) How do precious and industrial metals hedge oil in a multi-frequency semiparametric CVaR portfolio?, NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, vol. 72, br. , str. - (Article) Zivkov Dejan M,Manic Slavica,Gajic-Glamoclija Marina (2024) Downside Risk and Risk-Adjusted Performances of Industrial Metals, ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, vol. 58, br. 1, str. 138-152 (Article) Zivkov Dejan M,Balaban Suzana,Simic Milica (2024) Hedging gas in a multi-frequency semiparametric CVaR portfolio, RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE, vol. 67, br. , str. - (Article) Zivkov Dejan M,Jancev Nikola,Alavuk Djordje M,Bolesnikov Dragana (2023) Risk Evaluation of Livestock Commodities - Value-At- Risk Approach, EKONOMIKA POLJOPRIVREDA-ECONOMICS OF AGRICULTURE, vol. 70, br. 4, str. 967-980 (Article) Zivkov Dejan M,Gajic-Glamoclija Marina,Ercegovac Dajana,Lavrnic Igor (2023) Multiscale Tail Risk Interdependence between Precious Metals, FINANCE A UVER-CZECH JOURNAL OF ECONOMICS AND FINANCE, vol. 73, br. 4, str. 392-412 (Article) Zivkov Dejan M,Kuzman Boris,Subic Jonel V (2023) How to hedge extreme risk of natural gas in multivariate semiparametric value-at-risk portfolio?, E & M EKONOMIE A MANAGEMENT, vol. 26, br. 3, str. 128-144 (Article) Zivkov Dejan M,Manic Slavica,Djuraskovic Jasmina,Momcilovic Mirela S (2023) Multiscale interdependence between economic policy uncertainty and industrial production of Central and Eastern European countries, ACTA OECONOMICA, vol. 73, br. 3, str. 365-381 (Article) Zivkov Dejan M,Kuzman Boris,Subic Jonel V (2023) Multifrequency downside risk interconnectedness between soft agricultural commodities, AGRICULTURAL ECONOMICS-ZEMEDELSKA EKONOMIKA, vol. 69, br. 8, str. 332-342 (Article) Zivkov Dejan M,Pecanac Marko,Ercegovac Dajana (2023) Interdependence Between Stocks and Exchange Rate in East Asia - a Wavelet-Based Approach, SINGAPORE ECONOMIC REVIEW, vol. 68, br. 03, str. 917-939 (Article) Zivkov Dejan M,Djuraskovic Jasmina,Ljubenovic Sanja (2023) Multiscale Interdependence Between Consumer and Producer Prices in Emerging Eastern European Countries, POLITICKA EKONOMIE, vol. 71, br. 3, str. 319-341 (Article) Zivkov Dejan M,Kovacevic-Berlekovic Bojana M,Kicovic Dusan,Djuraskovic Jasmina (2023) How to Reduce Extreme Risk of the US Tourism Indices?- Minimum-CVaR Portfolio Approach, FINANCE A UVER-CZECH JOURNAL OF ECONOMICS AND FINANCE, vol. 73, br. 1, str. 81-103 (Article) Zivkov Dejan M,Loncar Sanja,Stankov Biljana M (2023) Idiosyncratic Volatility Transmission Between Visegrad Stock Markets-The Robust Quantile Estimates, ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, vol. 57, br. 1, str. 251-266 (Article) Zivkov Dejan M,Stankov Biljana M,Papic-Blagojevic Natasa,Damnjanovic Jelena M,Racic Zeljko S (2023) How to reduce the extreme risk of losses in corn and soybean markets? Construction of a portfolio with European stock indices, AGRICULTURAL ECONOMICS-ZEMEDELSKA EKONOMIKA, vol. 69, br. 3, str. 109-118 (Article) Zivkov Dejan M,Djuraskovic Jasmina (2023) How does oil price uncertainty affect output in the Central and Eastern European economies? - the Bayesian-based approaches, APPLIED ECONOMIC ANALYSIS, vol. 31, br. 91, str. 39-54 (Article) Zivkov Dejan M,Gajic-Glamoclija Marina,Djuraskovic Jasmina (2023) Volatility spillover analysis between stocks and exchange rate markets in short and long terms in East European and Eurasian countries, INTERNATIONAL JOURNAL OF EMERGING MARKETS, vol. 18, br. 11, str. 5068-5086 (Article) Zivkov Dejan M,Kovacevic Jelena Lj,Stankov Biljana M,Stefanovic Zoran D (2023) Bidirectional volatility transmission between stocks and bond in East Asia - The quantile estimates based on wavelets, STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS, vol. 27, br. 1, str. 49-65 (Article) Zivkov Dejan M,Gajic-Glamoclija Marina,Djuraskovic Jasmina,Momcilovic Mirela S (2022) Assessing Permanent and Transitory Volatility Spillover Effect from Oil to Stocks in Baltic and Visegrad Countries, EKONOMICKY CASOPIS, vol. 70, br. 6, str. 523-543 (Article) Zivkov Dejan M,Manic Slavica,Djuraskovic Jasmina,Gajic-Glamoclija Marina (2022) Oil hedging with a multivariate semiparametric value-at-risk portfolio, BORSA ISTANBUL REVIEW, vol. 22, br. 6, str. 1118-1131 (Article) Zivkov Dejan M,Stankov Biljana D,Roganovic Milijana,Momcilovic Mirela S (2022) Dynamic Correlation Between Selected Cereals Traded in Commodity Exchange Market in Ap Vojvodina, EKONOMIKA POLJOPRIVREDA-ECONOMICS OF AGRICULTURE, vol. 69, br. 2, str. 395-410 (Article) Zivkov Dejan M,Balaban Suzana,Joksimovic Marijana (2022) Making a Markowitz portfolio with agricultural commodity futures, AGRICULTURAL ECONOMICS-ZEMEDELSKA EKONOMIKA, vol. 68, br. 6, str. 219-229 (Article) Zivkov Dejan M,Djuraskovic Jasmina,Gajic-Glamoclija Marina (2022) Multiscale downside risk interdependence between the major agricultural commodities, AGRIBUSINESS, vol. 38, br. 4, str. 990-1011 (Article) Zivkov Dejan M,Damnjanovic Jelena M,Papic-Blagojevic Natasa (2022) Energy Commodity Price Risk Minimization with Precious Metals in a Multivariate Portfolio, FINANCE A UVER-CZECH JOURNAL OF ECONOMICS AND FINANCE, vol. 72, br. 1, str. 50-70 (Article) Zivkov Dejan M,Kuzman Boris,Subic Jonel V (2022) Measuring the risk-adjusted performance of selected soft agricultural commodities, AGRICULTURAL ECONOMICS-ZEMEDELSKA EKONOMIKA, vol. 68, br. 3, str. 87-96 (Article) Zivkov Dejan M,Manic Slavica,Pavkov Ivan (2022) Nonlinear examination of the 'Heat Wave' and 'Meteor Shower' effects between spot and futures markets of the precious metals, EMPIRICAL ECONOMICS, vol. 63, br. 2, str. 1109-1134 (Article; Early Access) Zivkov Dejan M,Manic Slavica,Kovacevic Jelena Lj,Trbovic Zeljana (2022) Assessing volatility transmission between Brent and stocks in the major global oil producers and consumers - the multiscale robust quantile regression, PORTUGUESE ECONOMIC JOURNAL, vol. 21, br. 1, str. 67-93 (Article) Zivkov Dejan M,Djuraskovic Jasmina,Kovacevic Jelena Lj (2021) The Effect of Money Growth on Inflation and GDP in the Selected Asia-Pacific Markets - Wavelet-Based Bayesian Quantile Estimates, ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, vol. 55, br. 4, str. 259-275 (Article) Zivkov Dejan M,Manic Slavica,Djuraskovic Jasmina,Viduka Dejan (2021) Measuring Downside Risk in Portfolios with Bitcoin, FINANCE A UVER-CZECH JOURNAL OF ECONOMICS AND FINANCE, vol. 71, br. 2, str. 178-200 (Article) Zivkov Dejan M,Joksimovic Marijana,Balaban Suzana (2021) Measuring parametric and semiparametric downside risks of selected agricultural commodities, AGRICULTURAL ECONOMICS-ZEMEDELSKA EKONOMIKA, vol. 67, br. 8, str. 305-315 (Article) Balaban Suzana,Zivkov Dejan M (2021) Validity of Wagner's Law in Transition Economies: A Multivariate Approach, HACIENDA PUBLICA ESPANOLA-REVIEW OF PUBLIC ECONOMICS, vol. , br. 236, str. 105-131 (Article) Zivkov Dejan M,Balaban Petra V,Kuzman Boris (2021) How to combine precious metals with corn in a risk-minimizing two-asset portfolio?, AGRICULTURAL ECONOMICS-ZEMEDELSKA EKONOMIKA, vol. 67, br. 2, str. 60-69 (Article) Zivkov Dejan M,Kuzman Boris,Andrejevic-Panic Andrea (2021) Nonlinear bidirectional multiscale volatility transmission effect between stocks and exchange rate markets in the selected African countries, ECONOMIC RESEARCH-EKONOMSKA ISTRAZIVANJA, vol. 34, br. 1, str. 1623-1650 (Article) Zivkov Dejan M,Balaban Suzana,Pecanac Marko (2021) Assessing the multiscale "meteor shower" effect from oil to the central and eastern European stock indices, INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS, vol. 26, br. 2, str. 1855-1870 (Article) Zivkov Dejan M,Damnjanovic Jelena M,Djuraskovic Jasmina (2020) The Effect of Oil Price Uncertainty on Industrial Production in the Major European Economies - Methodologies Based on the Bayesian Approach, FINANCE A UVER-CZECH JOURNAL OF ECONOMICS AND FINANCE, vol. 70, br. 6, str. 566-588 (Article) Zivkov Dejan M,Gajic-Glamoclija Marina,Kovacevic Jelena Lj,Loncar Sanja (2020) Inflation Uncertainty and Output Growth - Evidence from the Asia-Pacific Countries Based on the Multiscale Bayesian Quantile Inference, FINANCE A UVER-CZECH JOURNAL OF ECONOMICS AND FINANCE, vol. 70, br. 5, str. 461-486 (Article) Zivkov Dejan M,Manic Slavica,Djuraskovic Jasmina (2020) Short and long-term volatility transmission from oil to agricultural commodities - The robust quantile regression approach, BORSA ISTANBUL REVIEW, vol. 20, br. , str. S11-S25 (Article) Zivkov Dejan M,Obradovic Gordana,Grujic Milica (2020) The 'Meteor Shower' Effect Between Precious Metals in Spot and Futures Markets the Markov Switching Processes in the Variance and Mean, ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, vol. 54, br. 4, str. 265-282 (Article) Zivkov Dejan M,Kovacevic Jelena Lj,Loncar Sanja (2020) Is Inflation a Monetary Phenomenon in the East European Economies? - Multifrequency Bayesian Quantile Inference, EKONOMICKY CASOPIS, vol. 68, br. 8, str. 787-810 (Article) Zivkov Dejan M,Kovacevic Jelena Lj,Papic-Blagojevic Natasa (2020) Measuring the effects of inflation and inflation uncertainty on output growth in the central and eastern European countries, BALTIC JOURNAL OF ECONOMICS, vol. 20, br. 2, str. 218-242 (Article) Zivkov Dejan M,Kuzman Boris,Subic Jonel V (2020) What Bayesian quantiles can tell about volatility transmission between the major agricultural futures?, AGRICULTURAL ECONOMICS-ZEMEDELSKA EKONOMIKA, vol. 66, br. 5, str. 215-225 (Article) Zivkov Dejan M,Njegic Jovan,Zakic Vladimir Z (2020) Empirical analysis of oil risk-minimizing portfolios: the DCC-GARCH-MODWT approach, JOURNAL OF RISK, vol. 22, br. 3, str. 65-91 (Article) Zivkov Dejan M,Djuraskovic Jasmina,Papic-Blagojevic Natasa (2020) Multiscale oil-stocks dynamics: the case of Visegrad group and Russia, ECONOMIC RESEARCH-EKONOMSKA ISTRAZIVANJA, vol. 33, br. 1, str. 87-106 (Article) Zivkov Dejan M,Manic Slavica,Djuraskovic Jasmina,Kovacevic Jelena Lj (2019) Bidirectional Nexus between Inflation and Inflation Uncertainty in the Asian Emerging Markets - The GARCH-in-Mean Approach, FINANCE A UVER-CZECH JOURNAL OF ECONOMICS AND FINANCE, vol. 69, br. 6, str. 580-599 (Article) Zivkov Dejan M,Papic-Blagojevic Natasa,Loncar Sanja (2019) The Effect of Agricultural Futures Price Changes on the Agricultural Production in Ap Vojvodina, EKONOMIKA POLJOPRIVREDA-ECONOMICS OF AGRICULTURE, vol. 66, br. 3, str. 755-770 (Article) Balaban Suzana,Zivkov Dejan M,Milenkovic Ivan T (2019) Impact of an unexplained component of real exchange rate volatility on FDI: Evidence from transition countries, ECONOMIC SYSTEMS, vol. 43, br. 3-4, str. - (Article) Zivkov Dejan M,Kuzman Boris,Subic Jonel V (2019) How Do Oil Price Changes Impact the Major Agricultural Commodities in Different Market Conditions and in Different Time-Horizons?, ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, vol. 53, br. 4, str. 159-175 (Article) Njegic Jovan,Zivkov Dejan M,Momcilovic Mirela S (2019) Portfolio Selection Between a Mature Market and Selected Emerging Markets Indices in the Presence of Structural Breaks, BULLETIN OF ECONOMIC RESEARCH, vol. 71, br. 3, str. 439-465 (Article) Zivkov Dejan M,Manic Slavica,Djuraskovic Jasmina (2019) Multiscale Volatility Transmission and Portfolio Construction Between the Baltic Stock Markets, FINANCE A UVER-CZECH JOURNAL OF ECONOMICS AND FINANCE, vol. 69, br. 2, str. 211-236 (Article) Zivkov Dejan M,Njegic Jovan,Balaban Suzana (2019) Revealing the nexus between oil and exchange rate in the major emerging markets-The timescale analysis, INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS, vol. 24, br. 2, str. 685-697 (Article) Zivkov Dejan M,Njegic Jovan,Pecanac Marko (2019) Multiscale interdependence between the major agricultural commodities, AGRICULTURAL ECONOMICS-ZEMEDELSKA EKONOMIKA, vol. 65, br. 2, str. 82-92 (Article) Zivkov Dejan M,Njegic Jovan,Stankovic Milica (2019) What Wavelet-Based Quantiles Can Suggest about the Stocks-Bond Interaction in the Emerging East Asian Economies?, FINANCE A UVER-CZECH JOURNAL OF ECONOMICS AND FINANCE, vol. 69, br. 1, str. 95-119 (Article) Zivkov Dejan M,Njegic Jovan,Pecanac Marko (2019) Wavelet Analysis of the Interdependence between Stocks and Bonds in the Selected East European and Eurasian Emerging Markets, EKONOMICKY CASOPIS, vol. 67, br. 2, str. 175-194 (Article) Zivkov Dejan M,Djuraskovic Jasmina,Manic Slavica (2019) How do oil price changes affect inflation in Central and Eastern European countries? A wavelet-based Markov switching approach, BALTIC JOURNAL OF ECONOMICS, vol. 19, br. 1, str. 84-104 (Article) Zivkov Dejan M,Njegic Jovan,Milenkovic Ivan T (2018) Interrelationship Between Dax Index and Four Largest Eastern European Stock Markets, ROMANIAN JOURNAL OF ECONOMIC FORECASTING, vol. 21, br. 3, str. 88-103 (Article) Zivkov Dejan M,Balaban Suzana,Djuraskovic Jasmina (2018) What Multiscale Approach Can Tell About the Nexus Between Exchange Rate and Stocks in the Major Emerging Markets?, FINANCE A UVER-CZECH JOURNAL OF ECONOMICS AND FINANCE, vol. 68, br. 5, str. 491-512 (Article) Njegic Jovan,Zivkov Dejan M,Jankovic Irena M (2018) Interrelationship and Spillover Effect Between Stock and Exchange Rate Markets in the Major Emerging Economies, PRAGUE ECONOMIC PAPERS, vol. 27, br. 3, str. 270-292 (Article) Zivkov Dejan M,Njegic Jovan,Momcilovic Mirela S (2018) Bidirectional spillover effect between Russian stock index and the selected commodities, ZBORNIK RADOVA EKONOMSKOG FAKULTETA U RIJECI-PROCEEDINGS OF RIJEKA FACULTY OF ECONOMICS, vol. 36, br. 1, str. 29-53 (Article) Njegic Jovan,Zivkov Dejan M,Damnjanovic Jelena M (2017) Business Cycles Synchronisation Between the EU-15 and Selected Eastern European Countries - the Wavelet Coherence Approach, ACTA OECONOMICA, vol. 67, br. 4, str. 539-556 (Article) Momcilovic Mirela S,Zivkov Dejan M,Vlaovic-Begovic Sanja (2017) THE DOWNSIDE RISK APPROACH TO COST OF EQUITY DETERMINATION FOR SLOVENIAN, CROATIAN AND SERBIAN CAPITAL MARKETS, E & M EKONOMIE A MANAGEMENT, vol. 20, br. 3, str. 147-158 (Article) Mirovic Vera,Zivkov Dejan M,Njegic Jovan (2017) Construction of Commodity Portfolio and Its Hedge Effectiveness Gauging - Revisiting DCC Models, FINANCE A UVER-CZECH JOURNAL OF ECONOMICS AND FINANCE, vol. 67, br. 5, str. 396-422 (Article) Zivkov Dejan M,Njegic Jovan,Pavlovic Jasmina (2016) Dynamic Correlation Between Stock Returns and Exchange Rate and Its Dependence on the Conditional Volatilities - the Case of Several Eastern European Countries, BULLETIN OF ECONOMIC RESEARCH, vol. 68, br. , str. S28-S41 (Article) Zivkov Dejan M,Njegic Jovan,Mirovic Vera (2016) Dynamic Nexus Between Exchange Rate and Stock Prices in the Major East European Economies, PRAGUE ECONOMIC PAPERS, vol. 25, br. 6, str. 686-705 (Article) Zivkov Dejan M,Njegic Jovan,Papic-Blagojevic Natasa,Petronijevic Jovan (2016) Monetary Effectiveness in Small Transition Economy - the Case of the Republic of Serbia, ROMANIAN JOURNAL OF ECONOMIC FORECASTING, vol. 19, br. 3, str. 5-18 (Article) Zivkov Dejan M,Njegic Jovan,Momcilovic Mirela S,Milenkovic Ivan T (2016) Exchange Rate Volatility and Uncovered Interest Rate Parity in the European Emerging Economies, PRAGUE ECONOMIC PAPERS, vol. 25, br. 3, str. 253-270 (Article) Zivkov Dejan M,Njegic Jovan,Milenkovic Ivan T (2015) Bidirectional Volatility Spillover Effect between the Exchange Rate and Stocks in the Presence of Structural Breaks in Selected Eastern European Economies, FINANCE A UVER-CZECH JOURNAL OF ECONOMICS AND FINANCE, vol. 65, br. 6, str. 477-498 (Article) Momcilovic Mirela S,Vlaovic-Begovic Sanja,Zivkov Dejan M (2015) Cost of equity: the case of Serbian food industry, CUSTOS E AGRONEGOCIO ON LINE, vol. 11, br. 1, str. 184-197 (Article) Zivkov Dejan M,Njegic Jovan,Pecanac Marko (2014) Bidirectional linkage between inflation and inflation uncertainty the case of Eastern European countries, BALTIC JOURNAL OF ECONOMICS, vol. 14, br. 1-2, str. 124-139 (Article)