Autori: Gajic-Glamoclija Marina
Naslov | How do precious and industrial metals hedge oil in a multi-frequency semiparametric CVaR portfolio? (Article) |
Autori | Zivkov Dejan M Manic Slavica Gajic-Glamoclija Marina |
Info | NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, (2024), vol. 72 br. , str. - |
Ispravka | Web of Science Članak Elečas Rang časopisa |
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Naslov | Downside Risk and Risk-Adjusted Performances of Industrial Metals (Article) |
Autori | Zivkov Dejan M Manic Slavica Gajic-Glamoclija Marina |
Info | ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, (2024), vol. 58 br. 1, str. 138-152 |
Ispravka | Web of Science Članak Elečas Rang časopisa |
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Naslov | Multiscale Tail Risk Interdependence between Precious Metals (Article) |
Autori | Zivkov Dejan M Gajic-Glamoclija Marina Ercegovac Dajana Lavrnic Igor |
Info | FINANCE A UVER-CZECH JOURNAL OF ECONOMICS AND FINANCE, (2023), vol. 73 br. 4, str. 392-412 |
Ispravka | Web of Science Članak Elečas Rang časopisa |
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Naslov | Volatility spillover analysis between stocks and exchange rate markets in short and long terms in East European and Eurasian countries (Article) |
Autori | Zivkov Dejan M Gajic-Glamoclija Marina Djuraskovic Jasmina |
Info | INTERNATIONAL JOURNAL OF EMERGING MARKETS, (2023), vol. 18 br. 11, str. 5068-5086 |
Ispravka | Web of Science Članak Elečas Rang časopisa Citati: Web of Science Scopus |
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Naslov | Assessing Permanent and Transitory Volatility Spillover Effect from Oil to Stocks in Baltic and Visegrad Countries (Article) |
Autori | Zivkov Dejan M Gajic-Glamoclija Marina Djuraskovic Jasmina Momcilovic Mirela S |
Info | EKONOMICKY CASOPIS, (2022), vol. 70 br. 6, str. 523-543 |
Ispravka | Web of Science Članak Elečas Rang časopisa |
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Naslov | Oil hedging with a multivariate semiparametric value-at-risk portfolio (Article) |
Autori | Zivkov Dejan M Manic Slavica Djuraskovic Jasmina Gajic-Glamoclija Marina |
Info | BORSA ISTANBUL REVIEW, (2022), vol. 22 br. 6, str. 1118-1131 |
Ispravka | Web of Science Članak Elečas Rang časopisa |
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Naslov | Multiscale downside risk interdependence between the major agricultural commodities (Article) |
Autori | Zivkov Dejan M Djuraskovic Jasmina Gajic-Glamoclija Marina |
Info | AGRIBUSINESS, (2022), vol. 38 br. 4, str. 990-1011 |
Ispravka | Web of Science Članak Elečas Rang časopisa Citati: Web of Science Scopus |
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Naslov | Inflation Uncertainty and Output Growth - Evidence from the Asia-Pacific Countries Based on the Multiscale Bayesian Quantile Inference (Article) |
Autori | Zivkov Dejan M Gajic-Glamoclija Marina Kovacevic Jelena Lj Loncar Sanja |
Info | FINANCE A UVER-CZECH JOURNAL OF ECONOMICS AND FINANCE, (2020), vol. 70 br. 5, str. 461-486 |
Ispravka | Web of Science Elečas Rang časopisa Citati: Web of Science Scopus |
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