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PUBLICATIONS:



Teaching materials:

  1. Žiković Saša: BANKS AND BANKING, Faculty of Economics, University of Rijeka, 2009
  2. Žiković Saša: BANK CREDIT ANALYSIS, Faculty of Economics, University of Rijeka, 2009
  3. Žiković Saša: PAYMENT SYSTEM INSTRUMENTS, Faculty of Economics, University of Rijeka, 2009
  4. Žiković Saša: INSTRUMENTS OF INSURANCE IN THE PAYMENT SYSTEM, Faculty of Economics, University of Rijeka, 2009
  5. Žiković Saša: MANAGING FOREIGN EXCHANGE RATES, Faculty of Economics, University of Rijeka, 2009
  6. Žiković Saša: BANK MANAGEMENT, Faculty of Economics, University of Rijeka, 2009
  7. Žiković Saša: RISK MANAGEMENT, Faculty of Economics, University of Rijeka, 2009

Glossary:

Scientific advisor for Croatian-English economic glossary – HEKON, Editors: Karanikić I., Bačić M., Fabijanić N., Prolingua, Rijeka, ISBN: 978-953-7594-00-8, 2008.

Books:

Žiković Saša: MARKET RISK IN TRANSITION COUNTRIES - VALUE AT RISK APPROACH, University of Rijeka, 2009, 394 p.

Textbooks in preparation:

  1. Žiković Saša: VALUING FINANCIAL COMPANIES, University of Rijeka
  2. Pečarić Mario, Žiković Saša: MEASUREMENT AND MANAGEMENT OF FOREIGN EXCHANGE RISK, University of Split

Scientific papers:

2010.

  1. Žiković Saša, Filer K. Randall: HYBRID HISTORICAL SIMULATION VaR AND ES: PERFORMANCE IN DEVELOPED AND EMERGING MARKETS. Journal of Empirical Finance - http://ssrn.com/abstract=1491418
  2. Žiković Saša, Pečarić Mario: MODELLING EXTREME EVENTS: APPLICATION TO ZAGREB STOCK EXCHANGE. Economic review, 2010, Vol. 61, No. 1-2., p. 19-37.
  3. Aktan Bora, Weng Jia, Žiković Saša: MARKET PORTFOLIO IMPACT ON TEXTILE, WEARING APPAREL AND LEATHER INDUSTRIES IN TURKEY: SHARPE DIAGONAL MODEL APPROACH. Actual Problems of Economics, 2(104), 268-282.
  4. Žiković Saša, Pečarić Mario: INTERACTION OF VALUE AT RISK AND EXPECTED SHORTFALL: APPLICATION TO ZAGREB STOCK EXCHANGE, – upcoming: Business Odyssey
  5. Periša Ivanović, Žiković Saša: TRILEMMA – FOREIGN EXCHANGE RATES, INTEREST RATES AND REAL-ESTATE PRICES. – upcoming: Pan Economicus
  6. Aktan Bora, Žiković Saša: COINTEGRATION OF BALTIC STOCK MARKETS IN THE FINANCIAL TSUNAMI: EMPIRICAL EVIDENCE. – upcoming: Journal of Applied Finance
  7. Žiković Saša, Fatur Tanja: REAL OPTION APPROACH IN VALUING NATURAL GAS INFRASTRUCTURAL PROJECTS. – upcoming: Oil
  8. Fatur Tanja, Žiković Saša: REAL OPTION APPROACH TO VALUING INVESTMENT OPPORTUNITIES (1). – upcoming: Accounting and Finance
  9. Žiković Saša, Fatur Tanja: REAL OPTION APPROACH TO VALUING INVESTMENT OPPORTUNITIES (2). – upcoming: Accounting and Finance
  10. Žiković Saša, Aktan Bora: WHAT CAN VOLATILITY TELL US ABOUT THE MARKET CHARACTERISTICS?: APPLICATION TO BALTIC STATES. ). – upcoming: Baltic Journal of Management
  11. Žiković Saša, Aktan Bora: TOUGH JOB BUT SOMEBODY HAS TO DO IT: MEASURING MARKET RISK IN BALTIC STATES. ). – upcoming: Baltic Journal of Management
  12. Žiković Saša, Prohaska Zdenko: OPTIMISATION OF DECAY FACTOR IN TIME WEIGHTED (BRW) SIMULATION: IMPLICATIONS FOR VaR PERFORMANCE IN MEDITERRANEAN COUNTRIES – Economic research, Vol. 23. No. 1., 2010, p. 73-85.
  13. Dropulić Iva, Žiković Saša: DEVELOPMENT OF DERIVATIVES MARKET ON ZAGREB STOCK EXCHANGE – upcoming: Financial theory and practice
  14. Evrim Mandaci Pinar, Aktan Bora, Žiković Saša, Cagli Efe Çaglar: ARE REIT INDICES LINKED?: EVIDENCE FROM EUROMED MAKETS. – upcoming: Journal of Real Estate
  15. Žiković Saša, Aktan Bora: EXTREME MOVEMENTS AND MEASURING RISK IN OIL PRICES. - under review for publication in: Journal of Risk
  16. Žiković Saša, Vlahinić-Dizdarević Nela: OIL CONSUMPTION AND ECONOMIC GROWTH INTERDEPENDENCE IN SMALL EUROPEAN COUNTRIES.
  17. Vlahinić-Dizdarević Nela, Žiković Saša: THE ROLE OF ENERGY IN ECONOMIC GROWTH: THE CASE OF CROATIA. – upcoming: Journal of Economics and Business, Proceedings of Rijeka Faculty of Economics
  18. Žiković Saša, Pečarić Mario: EXTREME MEASURES FOR EXTREME TIMES: IS THERE A SAFE HARBOUR?. – upcoming: Czech Journal of Finance
  19. Žiković Saša, Aktan Bora, Prohaska Zdenko: DECAY FACTOR OPTIMISATION IN TIME WEIGHTED SIMULATION - EVALUATING VaR PERFORMANCE. – upcoming: International Journal of Forecasting
  20. Žiković Saša: PARAMETRIC APPROACHES TO CALCULATING VALUE-AT-RISK, New Economic Frontiers (2), Split,
  21. Vlahinić-Dizdarević Nela, Žiković Saša: RELEVANCE OF THE FORM OF ENERGY AND ITS INFLUENCE ON THE ECONOMIC GROWTH, ICCI, Istanbul, Turkey
  22. 2009

  23. Žiković Saša, Aktan Bora: GLOBAL FINANCIAL CRISIS AND VaR PERFORMANCE IN EMERGING MARKETS: A CASE OF EU CANDIDATE STATES - TURKEY AND CROATIA. Journal of Economics and Business, Proceedings of Rijeka Faculty of Economics, Vol.27. No.1., University of Rijeka, Faculty of Economics, 2009, p. 149-170.
  24. Žiković Saša, Fatur Tanja: REAL-ESTATE TAXATION – FACTS AND MYTH. Accounting, auditing and finance, 11, 2009, 112-120
  25. Sever Ivo, Žiković Saša et. al.: THE STARTING POINTS OF NEW ECONOMIC POLICY IN THE CONDITIONS OF RECESSION, Journal of Economics and Business, Proceedings of Rijeka Faculty of Economics, Vol.27. No.2., Faculty of Economics Rijeka, 2009, p. 217-262.
  26. Žiković Saša, Prohaska Zdenko: OPTIMISATION OF DECAY FACTOR IN TIME WEIGHTED (BRW) SIMULATION: VaR PERFORMANCE IN MEDITERRANEAN COUNTRIES. 5th International Finance Conference (IFC5), University of Cergy and ISC Paris, Hammamet, Tunisia, 12-14 March 2009.
  27. Žiković Saša: MEASURING AND MANAGING MARKET RISKS IN TIMES OF CRISIS. 8th International seminar for bankers and financial experts: “Bank management”, organized by CISEF, Faculty of Economics Ljubljana, Miločer, Montenegro, May 25-28, 2009.
  28. 2008

  29. Žiković Saša: CALCULATING VAR IN EU CANDIDATE STATES, South East European Journal of Economics and Business (SEE Journal), Vol. 3. No. 1. School of Economics and Business, University of Sarajevo, April 2008, p. 23-33.
  30. Žiković Saša: QUANTIFYING EXTREME RISKS IN STOCK MARKETS: A STUDY OF FORMER YUGOSLAVIA STATES. Journal of Economics and Business, Proceedings of Rijeka Faculty of Economics, Vol. 26. No. 1., University of Rijeka, Faculty of Economics, 2008, p. 41-68.
  31. Žiković Saša: MEASURING MARKET RISK IN CEE COUNTRIES. In Šević Ž. „Accounting and Finance in Transition, Vol. 5.“, Greenwich University Press, London, Great Britain, ISBN: 1-86166-252-1, p. 77-102.
  32. Žiković Saša: WORKING TOGETHER, ETL AND VAR, to appear in Global Business and Technology Association, Madrid, Spain, July, 2008, 8 p.
  33. Žiković Saša: FRIENDS OR FOES: A STORY OF VALUE AT RISK AND EXPECTED TAIL LOSS. 14th Dubrovnik Economic Conference, Croatian National Bank, Dubrovnik, Croatia, June 26-27, 2008, 29 p.
  34. Drezgić Saša, Gašparović Vito, Žiković Saša: THEORY OF DYNAMIC ECONOMIC DEVELOPMENT AND CURRENT DEVELPMENT PROBLEMS OF CROATIAN ECONOMY, Review on plenary session, Journal of Economics and Business, Proceedings of Rijeka Faculty of Economics, Vol.26. No.1., University of Rijeka, Faculty of Economics, 2008, p. 177-186.
  35. Žiković Saša: MANAGING BANKING RISKS IN UNSTABLE FINANCIAL MARKETS. 7th International seminar for bankers and financial experts: “Bank management”, organized by CISEF, Faculty of Economics Ljubljana, Miločer, Montenegro, June 02-06, 2008.
  36. 2007

  37. Žiković Saša: MEASURING MARKET RISK IN EU NEW MEMBER STATES, 13th Dubrovnik Economic Conference, Croatian National Bank, Dubrovnik, Croatia, June 26-27, 2007, 39 p.
  38. Žiković Saša, Fatur Tanja: MEASURING OIL PRICE VOLATILITY AS A MEANS TO MANAGING COMMODITY RISK, Oil, Croatian National Committee World Petroleum Council and Croatian Academy of Science and Arts, Vol. 58., No. 3., 2007, p. 133-145.
  39. Žiković Saša, Fatur Tanja: A DIFFERENT MEASURE OF RISK – STANDARD SEMIDEVIATION, Accounting and Finance, No. 5., 2007, p. 50-56.
  40. Žiković Saša: FOREIGN DIRECT INVESTMENTS AND THE USUAL ILLUSIONS. „Dynamic economic development”, Scientific Society of Economists, Zagreb, Croatia, December 07, 2007.
  41. Bezić Heri, Žiković Saša: INVESTMENT INCENTIVES IN EU ACCESSION NEGOTIATIONS: THE CASE OF CROATIA, In Kumar A., Kandžija V. ed. «Economic integration: prospects and dilemmas», University of Ljubljana, Faculty of Economics, 2007, p. 21-36.
  42. Žiković Saša: CHARACTERISTICS OF THE CROATIAN AND AUSTRIAN BANKING SECTORS: A COMPARATIVE APPROACH, In Kumar A., Kandžija V. ed. «Economic integration: prospects and dilemmas», University of Ljubljana, Faculty of Economics, 2007, p. 240-255.
  43. Žiković Saša: TESTING POPULAR VaR MODELS IN EU NEW MEMBER AND CANDIDATE STATES, Journal of Economics and Business, Proceedings of Rijeka Faculty of Economics, Vol. 25. No. 2., University of Rijeka, Faculty of Economics, 2007, p. 325-346.
  44. Žiković Saša, Bezić Heri: CALCULATING CAPITAL REQUIREMENTS VIA HISTORICAL SIMULATION IN EU CANDIDATE STATES, Ekonomski vjesnik, Proceedings of Osijek Faculty of Economics, Vol. 20. No. 1-2., University of Osijek, Faculty of Economics, 2007, p. 23-38.
  45. Žiković Saša: USING GARCH VOLATILITY FORECASTING IN MEASURING COMMODITY RISK, Proceedings of Osijek Faculty of Economics, University of Osijek, Faculty of Economics, 2007, p. 147-155.
  46. Žiković Saša: CAN POPULAR VAR MODELS BE TRUSTED?: A CASE OF EU NEW MEMBER STATES, In Delener N., Fuxman L. et al ed. “Achieving Competitive Advantage Through Managing Global Resources”, Global Business and Technology Association, Taipei, Taiwan, July, 2007, p. 825-831.
  47. Žiković Saša: MEASURING MARKET RISK IN CEE COUNTRIES, Proceedings of 5th International Conference on Accounting and Finance in Transition: European and Asian Experiences and Public Policy Considerations, ICAFT, Greenwich University Press, London, Great Britain, ISBN: 1-86166-255-6
  48. 2006

  49. Žiković Saša: IMPLICATIONS OF MEASURING VAR USING HISTORICAL SIMULATION; AN EXAMPLE OF ZAGREB STOCK EXCHANGE INDEX – CROBEX, In Roufagalas, J. ed. «Resource Allocation and Institutions: Explorations in Economics, Finance and Law», Athens: Athens Institute for Education and Research, 2006, p. 367-389.
  50. Žiković Saša, Bezić Heri: IS HISTORICAL SIMULATION APPROPRIATE FOR MEASURING MARKET RISK? : A CASE OF COUNTRIES CANDIDATES FOR EU ACCESSION, CEDIMES conference paper, 23-27 March, Ohrid, FYR Macedonia, 2006, 20 p.
  51. Žiković Saša: FINANCIAL RISKS IN BANKING, Accounting, auditing and finance, May 2006, p. 116-122.
  52. Žiković Saša: APPLYING HYBRID APPROACH TO CALCULATING VAR IN CROATIA In: Proceedings of the International Conference of the Faculty of Economics in Sarajevo «From Transition to Sustainable Development: The Path to European Integration», 12–13 August, Sarajevo, Bosnia and Herzegovina, Faculty of Economics Sarajevo, 2006, 21 p.
  53. 2005

  54. Žiković Saša: VTWHS (VOLATILITY AND TIME WEIGHTED HISTORICAL SIMULATION) MODEL METHODOLOGY FOR MEASURING MARKET RISKS, A Bank Vipa, Risk management department, 2005, 10 p.
  55. Žiković Saša: IMPLICATIONS OF ACTIVELY MANAGING MARKET RISK VIA VALUE AT RISK METHODOLOGY IN COMMERCIAL BANKS, In: Proceedings of the 24th International scientific conference on organizational science development «Synergy of Methodologies», University of Maribor, Faculty of Organizational Sciences, Portorož, Slovenia, 16-18 March, 2005, p. 1446-1454.
  56. Žiković Saša: CHARACTERISTICS OF CROATIAN AND AUSTRIAN BANKING INDUSTRY: A COMPARATIVE APPROACH, In: Proceedings of the 5th International conference «Economic integration, competition and cooperation», Faculty of Economics Rijeka and Faculty of Economics Ljubljana, Lovran, Croatia, 22- 23 May 2005, 15 p.
  57. Bezić Heri, Žiković Saša: INVESTMENT INCENTIVES IN THE NEGOTIATION PROCESS TOWARD CROATIA’S JOINING INTO EU, In: Proceedings of the 5th International conference «Economic integration, competition and cooperation», Faculty of Economics Rijeka and Faculty of Economics Ljubljana, Lovran, Croatia, 22-23 May 2005, 18 p.
  58. 2004

  59. Žiković Saša, Rupčić Nataša: BUSINESS OUTSOURCING CONTEXT: IMPLICATIONS AND CONSEQUENCES FOR COMPETITIVE ADVANTAGES, In: Proceedings of the 23rd International scientific conference on organizational science development «Management, Knowledge and EU», University of Maribor, Faculty of Organizational Sciences, Portorož, Slovenia, 24-26 March 2004, p. 240-249.
  60. Žiković Saša, Rupčić Nataša: BUSINESS RESOURCE PLANNING MODEL – A FRAMEWORK FOR THE OPTIMAL SOURCING DECISION, In: Proceedings of the 2nd International Conference «An Enterprise Odyssey: Building Competitive Advantage», University of Zagreb, Faculty of Economics, Zagreb, Croatia, 17-19 June 2004, p. 1575-1592.
  61. Žiković Saša: OPTIMAL TRADING QUANTITY INTEGRATION AS A BASIS FOR OPTIMAL PORTFOLIO MANAGEMENT, Journal of Economics and Business, Proceedings of Rijeka Faculty of Economics, Vol. 22, No. 2, University of Rijeka, Faculty of Economics, 2004, p. 117-139.