Zobrazeno 1 - 10
of 10
pro vyhledávání: '"Boško Živković"'
Autor:
Boško Živković, Irena Janković
Publikováno v:
Ekonomika preduzeća (2019) 67(3-4):237-247
The aim of the paper is to analyze the possibilities of FX risk management for Serbian corporations. The importance of FX risk management emerges from significant borrowing in foreign currencies and FX-indexed loans. In addition, import and export ac
Autor:
Jelena Minović, Boško Živković
Publikováno v:
Economic research-Ekonomska istraživanja
Volume 27
Issue 1
Volume 27
Issue 1
This article examines the following models: Capital Asset Pricing Model (CAPM) (Sharpe, 1964), and Liquidity CAPM (Hearn, Piesse and Strange, 2009) in the Croatian stock market. We used daily data for the period 2005–2009. The goal of this article
Autor:
Jelena Minović, Boško Živković
Publikováno v:
Economic Annals. 57(195):43-78
The goal of this paper is to examine the impact of an overall market factor, the factor related to the firm size, the factor related to the ratio of book to market value of companies, and the factor of liquidity risk on expected asset returns in the
Autor:
Jelena Minović, Boško Živković
Publikováno v:
Ekonomski Anali, Vol 57, Iss 195, Pp 43-78 (2012)
The goal of this paper is to examine the impact of an overall market factor, the factor related to the firm size, the factor related to the ratio of book to market value of companies, and the factor of liquidity risk on expected asset returns in the
Autor:
Jelena Minović, Boško Živković
Publikováno v:
Panoeconomicus, Vol 57, Iss 3, Pp 349-367 (2010)
The paper explores illiquidity of the Serbian financial market for the period of 2005-2009. The financial market in Serbia is, by its type, a frontier market. We used daily data from the BELEXline index, as well as all stocks within this index in exa
Autor:
Jelena Minović, Boško Živković
Publikováno v:
Ekonomski Anali, Vol 55, Iss 185, Pp 33-62 (2010)
This paper examines the impact of illiquidity and liquidity risk on expected asset returns in the Serbian stock market. For this market we estimate the conditional Liquidity-adjusted Capital Asset Pricing Model (LCAPM) of Acharya and Pedersen (2005).
Publikováno v:
Economic Annals. 54(183):32-55
In order to reduce the exchange-rate risk, banks in emerging markets are typically denominating their loans in foreign currencies. However, in the event of a substantial depreciation of the local currency, the payment ability of a foreign-currency bo
Publikováno v:
Global Housing Markets: Crises, Policies, and Institutions
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d0c69c010e8c7cf6203e61f6a519d944
https://doi.org/10.1002/9781119200505.ch11
https://doi.org/10.1002/9781119200505.ch11
Publikováno v:
Panoeconomicus (2011) 58(2):219-227
Panoeconomicus, Vol 58, Iss 2, Pp 219-227 (2011)
Panoeconomicus, Vol 58, Iss 2, Pp 219-227 (2011)
The failure of credit rating agencies to properly assess risks of complex financial securities was instrumental in setting off the global financial crisis. This paper studies the incentives of companies and rating agencies and argues that the way the
Autor:
Boško Živković, Minović, Jelena
Publikováno v:
Panoeconomicus; Sep2010, Vol. 57 Issue 3, p349-367, 19p