by members of
Univerza v Mariboru
(Faculty of Economics and Business, University of Maribor))These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institutions, not those affilated at the time of publication. List of registered members. Register yourself. This page is updated in the first days of each month.
| Journal articles |
- Silvo Dajčman, 2013. "Interdependence Between Some Major European Stock Markets - A Wavelet Lead/Lag Analysis," Prague Economic Papers, University of Economics, Prague, vol. 2013(1), pages 28-49.
- Silvo Dajčman & Mejra Festić & Alenka Kavkler, 2013. "Multiscale test of CAPM for three Central and Eastern European stock markets," Journal of Business Economics and Management, Taylor & Francis Journals, vol. 14(1), pages 54-76, February.
- Silvo Dajcman, 2013. "Asymmetric Correlation of Sovereign Bond Yield Dynamics in the Eurozone," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 60(6), pages 775-789, December.
- Silvo Dajcman, 2013. "Tail dependence between Central and Eastern European and major European stock markets: a copula approach," Applied Economics Letters, Taylor & Francis Journals, vol. 20(17), pages 1567-1573, November.
- Silvo Dajcman, 2013. "Dependence between Croatian and European stock markets – A copula GARCH approach," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics, vol. 31(2), pages 209-232.
- Silvo Dajcman, 2013. "Are Stock Market Returns in the CEE Countries and in the Eurozone, Russia, and the United States Asymmetric?," Eastern European Economics, M.E. Sharpe, Inc., vol. 51(6), pages 34-53, November.
- Silvo Dajcman, 2012. "Time-varying long-range dependence in stock market returns and financial market disruptions -- a case of eight European countries," Applied Economics Letters, Taylor & Francis Journals, vol. 19(10), pages 953-957, July.
- Dajcman, Silvio & Festic, Mejra, 2012. "The Interdependence of the Stock Markets of Slovenia, The Czech Republic and Hungary with Some Developed European Stock Markets – The Effects of Joining the European Union and the Global Financial Cri," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 163-180, December.
- Silvo Dajcman, 2012. "The Dynamics of Return Comovement and Spillovers Between the Czech and European Stock Markets in the Period 1997–2010," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 62(4), pages 368-390, August.
- Silvo Dajcman & Mejra Festic & Alenka Kavkler, 2012. "European stock market comovement dynamics during some major financial market turmoils in the period 1997 to 2010 -- a comparative DCC-GARCH and wavelet correlation analysis," Applied Economics Letters, Taylor & Francis Journals, vol. 19(13), pages 1249-1256, September.
- Mejra Festic & Alenka Kavkler & Silvo Dajcman, 2012. "Long memory in the Croatian and Hungarian stock market returns," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics, vol. 30(1), pages 115-139.
- Krusec, Dejan, 2010. "The "price puzzle" in the monetary transmission VARs with long-run restrictions," Economics Letters, Elsevier, vol. 106(3), pages 147-150, March.
- Dejan Krusec, 2009. "The monetary transmission in the euro area: post-1999 data assessment," Applied Economics Letters, Taylor & Francis Journals, vol. 16(10), pages 983-988.
- Anton Ogorelc, 2009. "Residents' perceptions of tourism impacts and sustainable tourism development," International Journal of Sustainable Economy, Inderscience Enterprises Ltd, vol. 1(4), pages 373-387.
- Dejan ROMIH, & Jan OPLOTNIK & Silvo DAJCMAN, 2008. "Financing Of Railway Infrastructure In Slovenia," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 3(1(3)_Spri).