Personal Details
First Name: Nikola
Middle Name:
Last Name: Gradojevic
Suffix:
RePEc Short-ID: pgr194
Email: [This author has chosen not to make the email address public]
Homepage:
http://foba.lakeheadu.ca/gradojevic/
Postal Address:
Phone:
Affiliation
(in no particular order)
Lakehead University - Faculty of Business Administration
Homepage: http://foba.lakeheadu.ca
Location: Canada, Thunder Bay
Works
| Working papers | Articles | Access
and download statistics | Citations (if
any)| NEP Fields |
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Working papers
- Nikola Gradojevic & Christopher J. Neely, 2008.
"The dynamic interaction of order flows and the CAD/USD exchange rate,"
Working Papers
2008-006, Federal Reserve Bank of St. Louis.
[Downloadable!]
- Nikola Gradojevic & Jing Yang, 2000.
"The Application of Artificial Neural Networks to Exchange Rate Forecasting: The Role of Market Microstructure Variables,"
Working Papers
00-23, Bank of Canada.
[Downloadable!]
Articles
- Gradojevic, Nikola, 2007.
"The microstructure of the Canada/U.S. dollar exchange rate: A robustness test,"
Economics Letters,
Elsevier, vol. 94(3), pages 426-432, March.
[Downloadable!] (restricted)
- Gradojevic, Nikola, 2007.
"Non-linear, hybrid exchange rate modeling and trading profitability in the foreign exchange market,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 31(2), pages 557-574, February.
[Downloadable!] (restricted)
- Nikola Gradojevic, 2007.
"A market microstructure analysis of the Canadian dollar depreciation episodes in the 1990s,"
Applied Financial Economics,
Taylor and Francis Journals, vol. 17(17), pages 1377-1387.
[Downloadable!] (restricted)
- Jing Yang & Nikola Gradojevic, 2006.
"Non-linear, non-parametric, non-fundamental exchange rate forecasting,"
Journal of Forecasting,
John Wiley & Sons, Ltd., vol. 25(4), pages 227-245.
[Downloadable!]
NEP Fields
2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
- NEP-CBA: Central Banking (1) 2008-02-16 Author is listed
- NEP-ECM: Econometrics (1) 2001-02-08 Author is listed
- NEP-ETS: Econometric Time Series (1) 2001-02-08 Author is listed
- NEP-FMK: Financial Markets (1) 2001-02-08 Author is listed
- NEP-IFN: International Finance (2) 2001-02-08 2008-02-16 Author is listed
- NEP-MST: Market Microstructure (1) 2008-02-16 Author is listed
- NEP-NET: Network Economics (1) 2001-02-08 Author is listed
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