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Živkov, Dejan

	Hedging Extreme Risk of Wheat in Semiparametric CVaR Portfolios with Commodities Year 2024 - Volume 74 - Issue 3 Pages: 342-365
	Multiscale Tail Risk Interdependence between Precious Metal Year 2023 - Volume 73 - Issue 4 Pages: 392-412
	How to Reduce Extreme Risk of the U.S. Tourism Indices? - Minimum-CVaR Portfolio Approach Year 2023 - Volume 73 - Issue 1 Pages: 81-103
	Energy Commodity Price Risk Minimization with Precious Metals in a Multivariate Portfolio Year 2022 - Volume 72 - Issue 1 Pages: 50-70
	Measuring Downside Risk in Portfolios with Bitcoin Year 2021 - Volume 71 - Issue 2 Pages: 178-200
	Bidirectional Nexus between Inflation and Inflation Uncertainty in the Asian Emerging Markets – The GARCH-in-Mean Approach Year 2019 - Volume 69 - Issue 6 Pages: 580-599
	Multiscale Volatility Transmission and Portfolio Construction Between the Baltic Stock Markets Year 2019 - Volume 69 - Issue 2 Pages: 211-235
	What Wavelet-Based Quantiles Can Suggest about the Stocks-Bond Interaction in the Emerging East Asian Economies? Year 2019 - Volume 69 - Issue 1 Pages: 95-119
	What Multiscale Approach Can Tell About the Nexus Between Exchange Rate and Stocks in the Major Emerging Markets? Year 2018 - Volume 68 - Issue 5 Pages: 491-512
	Construction of Commodity Portfolio and Its Hedge Effectiveness Gauging – Revisiting DCC Models Year 2017 - Volume 67 - Issue 5 Pages: 396-422
	Bidirectional Volatility Spillover Effect between the Exchange Rate and Stocks in the Presence of Structural Breaks in Selected Eastern European Economies Year 2015 - Volume 65 - Issue 6 Pages: 477-498