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Nikola Gradojevic

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This is information that was supplied by Nikola Gradojevic in registering through RePEc. If you are Nikola Gradojevic , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Nikola
Middle Name:
Last Name: Gradojevic
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RePEc Short-ID: pgr194

Email: [This author has chosen not to make the email address public]
Homepage: http://goo.gl/2mUIP
Postal Address:
Phone:

Affiliation

IÉSEG School of Management
Université Catholique de Lille
Location: Lille, France
Homepage: http://www.ieseg.fr/
Email:
Phone: +33/320545892
Fax: +33/320574855
Postal: 3, rue de la Digue, FR-59000 Lille
Handle: RePEc:edi:iesegfr (more details at EDIRC)

Works

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Working papers

  1. Dragan Kukolj & Nikola Gradojevic & Camillo Lento, 2012. "Improving Non-Parametric Option Pricing during the Financial Crisis," Working Paper Series 35_12, The Rimini Centre for Economic Analysis.
  2. Nikola Gradojevic & Camillo Lento, 2012. "Multiscale Analysis of Foreign Exchange Order Flows and Technical Trading Profitability," Working Paper Series 31_12, The Rimini Centre for Economic Analysis.
  3. Ramazan Gencay & Nikola Gradojevic & Faruk Selcuk, 2009. "Profitability in an Electronic Foreign Exchange Market: Informed Trading or Differences in Valuation?," Working Paper Series 25_09, The Rimini Centre for Economic Analysis, revised Jan 2009.
  4. Ramazan Gencay & Nikola Gradojevic, 2009. "Informed Trading in an Electronic Foreign Exchange Market," Working Paper Series 24_09, The Rimini Centre for Economic Analysis, revised Jan 2009.
  5. Nikola Gradojevic & Ramazan Gençay, 2009. "Overnight Interest Rates and Aggregate Market Expectations," Working Paper Series 26_09, The Rimini Centre for Economic Analysis.
  6. Nikola Gradojevic & Ramazan Gencay & Dragan Kukolj, 2009. "Option Pricing with Modular Neural Networks," Working Paper Series 32_09, The Rimini Centre for Economic Analysis, revised Jan 2009.
  7. Ramazan Gencay & Nikola Gradojevic & Faruk Selcuk & Brandon Whitcher, 2009. "Asymmetry of Information Flow Between Volatilities Across Time Scales," Working Paper Series 27_09, The Rimini Centre for Economic Analysis, revised Jan 2009.
  8. Ramazan Gencay & Nikola Gradojevic, 2009. "Crash of ’87 - Was it Expected? Aggregate Market Fears and Long Range Dependence," Working Paper Series 28_09, The Rimini Centre for Economic Analysis, revised Jan 2009.
  9. Ramazan Gencay & Nikola Gradojevic, 2009. "Errors-in-Variables Estimation with No Instruments," Working Paper Series 30_09, The Rimini Centre for Economic Analysis, revised Jan 2009.
  10. 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.
  11. 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.

Articles

  1. Nikola Gradojević & Eldin Dobardžić, 2013. "Causality between Regional Stock Markets: A Frequency Domain Approach," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 60(5), pages 633-647, September.
  2. Gradojevic, Nikola & Gençay, Ramazan, 2013. "Fuzzy logic, trading uncertainty and technical trading," Journal of Banking & Finance, Elsevier, vol. 37(2), pages 578-586.
  3. Gradojevic, Nikola, 2012. "Frequency domain analysis of foreign exchange order flows," Economics Letters, Elsevier, vol. 115(1), pages 73-76.
  4. Nikola Gradojevic & Dragan Kukolj & Ramazan Gencay, 2011. "Clustering and Classification in Option Pricing," Review of Economic Analysis, Rimini Centre for Economic Analysis, vol. 3(2), pages 109-128, October.
  5. Nikola Gradojević & Vladimir Djaković & Goran Andjelić, 2010. "Random Walk Theory and Exchange Rate Dynamics in Transition Economies," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 57(3), pages 303-320, September.
  6. Gençay, Ramazan & Gradojevic, Nikola, 2010. "Crash of '87 -- Was it expected?: Aggregate market fears and long-range dependence," Journal of Empirical Finance, Elsevier, vol. 17(2), pages 270-282, March.
  7. Ramazan Gencay & Nikola Gradojevic & Faruk Selcuk & Brandon Whitcher, 2010. "Asymmetry of information flow between volatilities across time scales," Quantitative Finance, Taylor & Francis Journals, vol. 10(8), pages 895-915.
  8. Gradojevic, Nikola & Gencay, Ramazan, 2008. "Overnight interest rates and aggregate market expectations," Economics Letters, Elsevier, vol. 100(1), pages 27-30, July.
  9. 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.
  10. Nikola Gradojevic, 2007. "A market microstructure analysis of the Canadian dollar depreciation episodes in the 1990s," Applied Financial Economics, Taylor & Francis Journals, vol. 17(17), pages 1377-1387.
  11. C. Lento & N. Gradojevic & C. S. Wright, 2007. "Investment information content in Bollinger Bands?," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 3(4), pages 263-267.
  12. 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.
  13. 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.

NEP Fields

4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (1) 2008-02-16. Author is listed
  2. NEP-ECM: Econometrics (1) 2001-02-08. Author is listed
  3. NEP-ETS: Econometric Time Series (1) 2001-02-08. Author is listed
  4. NEP-FMK: Financial Markets (1) 2001-02-08. Author is listed
  5. NEP-IFN: International Finance (2) 2001-02-08 2008-02-16. Author is listed
  6. NEP-MST: Market Microstructure (2) 2008-02-16 2012-06-25. Author is listed
  7. NEP-NET: Network Economics (1) 2001-02-08. Author is listed

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