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Information about:
Nikola Gradojevic

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

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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://foba.lakeheadu.ca/gradojevic/
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Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Ramazan Gencay & Nikola Gradojevic, 2009. "Crash of ’87 - Was it Expected? Aggregate Market Fears and Long Range Dependence," Working Paper Series wp28_09, Rimini Centre for Economic Analysis, revised Jan 2009. [Downloadable!]

  2. Nikola Gradojevic & Ramazan Gencay & Dragan Kukolj, 2009. "Option Pricing with Modular Neural Networks," Working Paper Series wp32_09, Rimini Centre for Economic Analysis, revised Jan 2009. [Downloadable!]

  3. Ramazan Gencay & Nikola Gradojevic, 2009. "Errors-in-Variables Estimation with No Instruments," Working Paper Series wp30_09, Rimini Centre for Economic Analysis, revised Jan 2009. [Downloadable!]

  4. Ramazan Gencay & Nikola Gradojevic, 2009. "Informed trading in an electronic foreign exchange market," Working Paper Series wp24_09, Rimini Centre for Economic Analysis, revised Jan 2009. [Downloadable!]

  5. Ramazan Gencay & Nikola Gradojevic & Faruk Selcuk, 2009. "Profitability in an electronic foreign exchange market: informed trading or differences in valuation?," Working Paper Series wp25_09, Rimini Centre for Economic Analysis, revised Jan 2009. [Downloadable!]

  6. Ramazan Gencay & Nikola Gradojevic & Faruk Selcuk & Brandon Whitcher, 2009. "Asymmetry of Information Flow Between Volatilities Across Time Scales," Working Paper Series wp27_09, Rimini Centre for Economic Analysis, revised Jan 2009. [Downloadable!]
    Other versions:

  7. 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!]

  8. 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

  1. Gradojevic, Nikola & Gencay, Ramazan, 2008. "Overnight interest rates and aggregate market expectations," Economics Letters, Elsevier, vol. 100(1), pages 27-30, July. [Downloadable!] (restricted)

  2. 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)

  3. 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)

  4. 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)

  5. 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. [Downloadable!] (restricted)

  6. 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

8 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
  2. NEP-CMP: Computational Economics (1) 2009-07-28
  3. NEP-CTA: Contract Theory & Applications (1) 2009-07-28
  4. NEP-ECM: Econometrics (3) 2001-02-08 2009-07-28 2009-07-28 Author is listed
  5. NEP-ETS: Econometric Time Series (1) 2001-02-08
  6. NEP-FMK: Financial Markets (1) 2001-02-08
  7. NEP-HIS: Business, Economic & Financial History (1) 2009-07-28
  8. NEP-IFN: International Finance (4) 2001-02-08 2008-02-16 2009-07-28 2009-07-28 Author is listed
  9. NEP-MST: Market Microstructure (3) 2008-02-16 2009-07-28 2009-07-28 Author is listed
  10. NEP-NET: Network Economics (1) 2001-02-08
  11. NEP-ORE: Operations Research (1) 2009-07-28
  12. NEP-UPT: Utility Models & Prospect Theory (1) 2009-07-28
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This page was last updated on 2009-12-6.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.