Silvo Dajčman

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

Silvo Dajčman, Mejra Festić, Alenka Kavkler · Applied Economics Letters · 2012 · 77 citations

Business, Economics, Finance +17

Interdependence Between Some Major European Stock Markets - A Wavelet Lead/Lag Analysis

Silvo Dajčman · Prague Economic Papers · 2013 · 55 citations · Full text

Business, Economics, Finance +17

Comovement Dynamics between Central and Eastern European and Developed European Stock Markets during European Integration and Amid Financial Crises – A Wavelet Analysis

Silvo Dajčman, Mejra Festić, Alenka Kavkler · Engineering Economics · 2012 · 40 citations · Full text

Business, Economics, Finance +17

Comovement between stock and bond markets and the ‘flight-to-quality’ during financial market turmoil – a case of the Eurozone countries most affected by the sovereign debt crisis of 2010–2011

Silvo Dajčman · Applied Economics Letters · 2012 · 29 citations

Business, Economics, Finance +16

Interdependence between the Slovenian and European Stock Markets – A DCC-Garch Analysis

Silvo Dajčman, Mejra Festić · Economic Research-Ekonomska Istraživanja · 2012 · 26 citations · Full text

Social Sciences, Economics, Finance +13