Autori: Zivkov Dejan M
| Naslov | Are business cycles in Latin America synchronized? - New evidence from wavelet coherence and smooth transition regression (Article; Early Access) |
| Autori | Zivkov Dejan M Manic Slavica Gajic-Glamoclija Marina |
| Info | PORTUGUESE ECONOMIC JOURNAL, (2026), vol. br. , str. - |
| Ispravka | ISI/Web of Science Članak Elečas Rang časopisa Citati: |
| Naslov | Bidirectional Extreme Risk Spillover Effect Between Ethanol and Agricultural Commodities - Robust Linear Quantile Regression Approach (Article) |
| Autori | Zivkov Dejan M Stankovic Milica |
| Info | STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS, (2026), vol. 30 br. 3, str. 393-408 |
| Ispravka | ISI/Web of Science Članak Elečas Rang časopisa Citati: |
| Naslov | Interdependence between stock and exchange rate markets in former communist economies (Article) |
| Autori | Zivkov Dejan M Manic Slavica Gajic-Glamoclija Marina |
| Info | POST-COMMUNIST ECONOMIES, (2026), vol. 38 br. 5, str. 566-593 |
| Projekat | MSTDI RS [451-03-33/2026-03/200009] |
| Ispravka | ISI/Web of Science Članak Elečas Rang časopisa Citati: |
| Naslov | International diversification with parametric value-at-risk portfolios beyond normality (Article) |
| Autori | Zivkov Dejan M Loncar Sanja |
| Info | RISK MANAGEMENT-AN INTERNATIONAL JOURNAL, (2026), vol. 28 br. 2, str. - |
| Ispravka | ISI/Web of Science Članak Elečas Rang časopisa |
| Naslov | Incorporating regret aversion into emerging market portfolios (Article) |
| Autori | Zivkov Dejan M |
| Info | SPANISH JOURNAL OF FINANCE AND ACCOUNTING-REVISTA ESPANOLA DE FINANCIACION Y CONTABILIDAD, (2026), vol. 55 br. 2, str. 228-254 |
| Ispravka | ISI/Web of Science Članak Elečas Rang časopisa Citati: |
| Naslov | Dynamic interdependence between ethanol and biofuel-related agricultural commodities-cDCC-FIAPARCH approach (Article) |
| Autori | Zivkov Dejan M Kuzman Boris Papic-Blagojevic Natasa |
| Info | AGRIBUSINESS, (2026), vol. 42 br. 3, str. 886-902 |
| Ispravka | ISI/Web of Science Članak Elečas Rang časopisa Citati: |
| Naslov | Mahalanobis distance and Stutzer ratio modelling in emerging markets portfolios (Article) |
| Autori | Zivkov Dejan M Kuzman Boris Subic Jonel V |
| Info | E & M EKONOMIE A MANAGEMENT, (2025), vol. 28 br. 4, str. 148-162 |
| Projekat | MSTDI RS [451-03-136/2025-03/200009] |
| Ispravka | ISI/Web of Science Članak Elečas Rang časopisa |
| Naslov | Investing in Portfolio With Grains or Softs?-Extreme Risk Analysis With Non-Normal VaR Models and Omega Ratio (Article; Early Access) |
| Autori | Zivkov Dejan M |
| Info | AGRIBUSINESS, (2025), vol. br. , str. - |
| Ispravka | ISI/Web of Science Članak Elečas Rang časopisa Citati: |
| Naslov | Risk-Adjusted Performance of American and European Clean-Energy Portfolios (Article) |
| Autori | Zivkov Dejan M Kuzman Boris Radosavljevic Katica |
| Info | PRAGUE ECONOMIC PAPERS, (2025), vol. 34 br. 2, str. 137-164 |
| Ispravka | ISI/Web of Science Članak Elečas Rang časopisa |
| Naslov | How do non-normal parametric VaR models perform in risk-minimizing portfolios? (Article) |
| Autori | Zivkov Dejan M Loncar Sanja Djuraskovic Jasmina Balaban Suzana |
| Info | QUARTERLY REVIEW OF ECONOMICS AND FINANCE, (2025), vol. 102 br. , str. - |
| Ispravka | ISI/Web of Science Članak Elečas Rang časopisa |
