Research
Research Interests: Applied Linear Programming; Robust Bayesian Inference; Stochastic Volatility; Parametric and Nonparametric Copula Analysis; Spectral Analysis.
Research Interests: Applied Linear Programming; Robust Bayesian Inference; Stochastic Volatility; Parametric and Nonparametric Copula Analysis; Spectral Analysis.
From Pandemic To Financial Contagion: High-Frequency Risk Metrics and Bayesian Volatility Analysis, Finance Research Letters, Forthcoming. DOI: https://doi.org/10.1016/j.frl.2020.101913.
Legal framework, political environment and economic freedom in Central and Eastern Europe: Do they matter for economic growth? Post-Communist Economies, Vol. 32(6): 695-725.
[with Uzelac Ozren & Mijatovic-Dukic Marijana]
Efficiency dynamics of the Croatian banking industry: DEA investigation, Economic Research-Ekonomska Istraživanja, Vol. 32(1): 33-49.
[with Uzelac Ozren & Zelenovic Vera]
What does affect profitability of banks in Croatia? Competitiveness Review: An International Business Journal, Vol. 28(4): 338-367.
[with Fidanovski Filip, Choudhry Moorad & Sergi Bruno]
Determinants of Currency Substitution/Dollarization - The Case of the Republic of Serbia, Journal of Central Banking Theory and Practice, Vol. 1(2013): 139-155.
[with Milenkovic Ivan]
Currency substitution and bank profitability: Panel evidence from Serbia, Actual Economic Problems, Vol. 12(2013): 381-392.
[with Milenkovic Ivan & Furtula Srdjan]
A Nonparametric NBA Efficiency Analysis: Do Experience and Competition Matter? [Abstract]
Robust Determinants of Economic Growth in Advanced Economies: High-Dimensional Bayesian Inference. [Abstract]
Financial Markets Under COVID-19 Influenza: High-Frequency Risk Metrics, Conditional Copula Dependency, and Spectral Co-Movements. [Abstract]
Profitability of Banks in South-Eastern European Countries. [Abstract]
[Description: This is an integrated (five-chapter) version of my European thesis that combines theoretical research with empirical studies of my novel panel data set.]
Robust Determinants of Happiness: High-Dimensional Bayesian Treatment of Model Uncertainty [Abstract]
Modeling The U.S. Housing Market Dynamics. [Abstract]
[Description: This is the MS.c thesis on banking & finance that I completed at the University of Novi Sad, Serbia]
Does the NBA Pay Structure Favor the Superstar Players? A Non-Parametric Investigation. [with Alex Garivaltis] [Abstract]
Financial Development, Stability and Economic Dynamics: Panel Evidence from Latin America. [Abstract]
The Efficiency of the US Banking Industry: Do Size, Risk Appetite and Competition Matter? [with Moorad Choudhry] [Abstract]
Do Institutions Matter for Financial Development? Panel Evidence from the Asia-Pacific Region. [Abstract]
Optimization and Risk Metrics on the Cryptocurrency Market. [Abstract]
Financial Development, Stability and Economic Growth: Panel Evidence from Africa. [Abstract]
Who Is The Most Efficient NBA Hall of Fame Inductee? A Robust Analysis Across Different Nonparametric Specifications. [Abstract]
A Productivity Analysis of U.S. Air Freight Carriers. [Abstract]
The Stock and Cryptocurrency Markets Copula Dependence: Parametric and Nonparametric Investigation Using High-Frequency Returns. [Abstract]
The Covid-19 Pandemic and Market Risks: High-Frequency Evidence from Stock, Commodity, and Crypto Markets. [Abstract]
Exotic Option Pricing Using Fourier Transforms and Lévy Jump-Diffusion Models. [Abstract]
Robust Economic and Institutional Determinants of Happiness: High-Dimensional Panel Data Bayesian Investigation . The Virginia C. Shingleton Memorial Economics Colloquium Series, Valparaiso University, Department of Economics, February 26, 2021. [Official Invitation]
Institutional Setting and Economic Development in Central and Eastern European Countries. 9th ASECU Youth International Conference And Summer School: Enhancing and Managing Competitive Economics and Business Environment: Challenges for The South and Eastern European Countries and The Black Sea Region, September 14, 2020. [Presentation Slides]
The Efficiency Analysis of NBA Teams & Players: Do Experience and Competition Matter? Western Illinois University, Department of Economics and Statistics Research Colloquium, September 11, 2020. [Official Invitation]
A Nonparametric Efficiency NBA Game of Thrones: Do Experience and Competition Matter? Northern Illinois University, Department of Economics Brown Bag Seminar Series, Wednesday, February 19, 2020.
The Effectiveness of Croatian Monetary Policy: Empirical investigation. Monetary Policy After The Global Crisis, How Important are Economic (Divisia) Monetary Aggregates for Economic Policy? The WEA International Web Conference In Honor of William A. Barnett, February 19-20, 2018.
Cost Efficiency of Agricultural Companies in Vojvodina: DEA Approach, Interdisciplinary Management Research X, International Research Conference, 16-18 May, 2014, Opatia, Croatia.
Modeling Competition of The Banking Sector of Serbia, Strategic Management (SM) 2014, International Scientific Conference, May 14 2014, Palic, Serbia.
[Drafts of all Papers are Available Upon Request.]