Concepedia

Biljana Nikolova

BN

Statistics

Publications

4

Citations

366

H-Index

4

Active since

2007

Affiliations

UNSW Sydney(Current)

Biljana Nikolova is an author at UNSW Sydney specializing in volatility modeling, economics, and asset pricing.

Top concepts

FinanceBusinessEconomicsAsset PricingVolatility ModelingGlobal FinanceEconomic AnalysisFinancial EconomicsEconometricsEmpirical Finance

Publications per year

2007–2010

4

Publications

4

Return, volatility spillovers and dynamic correlation in the BRIC equity markets: An analysis using a bivariate EGARCH framework

Ramaprasad Bhar, Biljana Nikolova · Global Finance Journal · 2008 · 170 citations

Empirical Finance, Volatility Modeling, Economics +9

Oil Prices and Equity Returns in the BRIC Countries

Ramaprasad Bhar, Biljana Nikolova · World Economy · 2009 · 80 citations

Volatility Modeling, International Economics, Time Series Econometrics +16

GLOBAL OIL PRICES, OIL INDUSTRY AND EQUITY RETURNS: RUSSIAN EXPERIENCE

Ramaprasad Bhar, Biljana Nikolova · Scottish Journal of Political Economy · 2010 · 65 citations

Economics, Volatility Modeling, Financial Economics +15

Analysis of Mean and Volatility Spillovers Using BRIC Countries, Regional and World Equity Index Returns

Ramaprasad Bhar, Biljana Nikolova · Journal of Economic Integration · 2007 · 51 citations

Economic Diversification, Emerging Market, Economics +15

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