Jovan Njegić

Novi Sad Business School

Vladimira Perica-Valtera 4

Bulevar kralja Petra I 38

Novi Sad, 21000

Serbia

SCHOLARLY PAPERS

4

DOWNLOADS

185

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Scholarly Papers (4)

1.

Among the Central and Eastern European Countries of the European Union, Who Gained and Who Lost?

Jovanovic, M., J. Damnjanovic and J. Njegic (2018). ‘Among the Central and Eastern European countries of the European Union, who gained and who lost?’, Economia Internazionale/International Economics, pp. 317-370.
Number of pages: 54 Posted: 16 Aug 2018
University of Geneva, Global Studies Institute, Novi Sad Business School and Novi Sad Business School
Downloads 182 (198,619)
Citation 1

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European Union, Eastern Enlargement, Central and Eastern Europe, Sanctions, Economic Transition, European Perspective, Eurozone

2.

Empirical Analysis of Oil Risk-Minimizing Portfolios: The DCC–GARCH–MODWT Approach

Journal of Operational Risk, Forthcoming
Number of pages: 27 Posted: 28 Jan 2020
Dejan Živkov, Jovan Njegić and Vladimir Zakic
Novi Sad Business School, Novi Sad Business School and University of Belgrade - Faculty of Agriculture
Downloads 2 (752,090)
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oil hedging, portfolio, risk-minimizing metrics, heterogeneous assets, wavelet, rolling DCC–GARCH model

3.

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, Issue S1, pp. 28-41, 2016
Number of pages: 14 Posted: 28 Dec 2016
Dejan Živkov, Jovan Njegić and Jasmina Pavlović
Novi Sad Business School, Novi Sad Business School and Novi Sad Business School
Downloads 1 (764,215)
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Dynamic Conditional Correlation; East European markets; exchange rate; stocks; rolling regression

4.

Portfolio Selection between a Mature Market and Selected Emerging Markets Indices in the Presence of Structural Breaks

Bulletin of Economic Research, Vol. 71, Issue 3, pp. 439-465, 2019
Number of pages: 27 Posted: 05 May 2020
Jovan Njegić, Dejan Živkov and Mirela Momcilovic
Novi Sad Business School, Novi Sad Business School and affiliation not provided to SSRN
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emerging markets, portfolio optimization, structural breaks