| Predmet | Literatura | E-vir |
|---|---|---|
| Mikroekonomija 3 | Jehle, G. A., & Reny, P. J. (2001). Advanced microeconomic theory (2nd ed., str. XIV, 543). Addison-Wesley. | |
| Kreps, D. M. (1990). A course in microeconomic theory (Reprinted, str. XVIII, 850). Harvester Wheatsheaf/Prentice Hall. | ||
| Makroekonomija 3 | Acemoglu, D. (2009). Acemoglu, D. (2009). Introduction to modern economic growth (str. XVIII, 990). Princeton University Press. (str. XVIII, 990). Princeton University Press. | |
| Cochrane, J. H. (2005). Asset pricing (Rev. ed., str. XVII, 533). Princeton University Press. | ||
| Optimizacijske metode v ekonomiji | Simon, C. P., & Blume, L. (1994). Mathematics for economists (1st ed., str. XXIV, 930). Norton. | |
| Todorova, T. (2011). Problems book to accompany mathematics for economists (str. IX, 614). John Wiley & Sons. |  |
|
| Intriligator, M. D. (2002). Mathematical optimization and economic theory (Let. 39, str. XIX, 508). Society for Industrial and Applied Mathematics. | ||
| Hvalica, D. (2010). Optimizacijske metode v ekonomiji: statična optimizacija (1. natis, str. 232). Ekonomska fakulteta. | ||
| Hvalica, D. (2002). Matematika 2, Diferencialne in diferenčne enačbe (1. izd., str. 117). Ekonomska fakulteta. | ||
| Finančna ekonomija | Fabozzi, F. J., Neave, E. H., & Zhou, G. (2012). Financial economics (str. XVII, 652). J. Wiley. | |
| Ekonometrija 2 | Greene, W. H. (2020). Econometric analysis (8th ed., global ed., str. 1166). Pearson. | |
| Wooldridge, J. M. (2010). Econometric analysis of cross section and panel data (2nd ed., str. XXVII, 1064). The MIT Press. | ||
| Maddala, G. S. (1999). Limited-dependent and qualitative variables in econometrics (1st paperback ed., Let. 3, str. XI, 401). Cambridge University Press. | ||
| Hsiao, C. (1999). Analysis of panel data (1st paperback ed., Let. 11, str. X, 246). Cambridge University Press. | ||
| Javne finance 2 | Atkinson, A. B., & Stiglitz, J. E. (1980). Lectures on Public Economics. London ; Montréal : McGraw-Hill Book Company. | |
| Ulbrich, H. H. (2011). Public finance in theory and practice (2nd ed., str. XVIII, 365). Routledge. | ||
| Musgrave, R. A., & Musgrave, P. B. (1989). Public finance in theory and practice (5th ed.). McGraw-Hill. | ||
| Stiglitz, J. E. (2000). Economics of the public sector (3rd ed., str. XXIII, 823). W.W. Norton. | ||
| Adam, S. (2011). Tax by design: the Mirrlees review (str. XVII, 533). Oxford University Press. | ||
| Schenk, A., & Oldman, O. (2007). Value added tax: a comparative approach ([Rev. ed.]., str. XXXIII, 532). Cambridge University Press. | ||
| Ekonomske politike EU |
Temeljna: Baldwin, R. E., & Wyplosz, C. (2020). The economics of European integration (6th ed., str. XXII, 520). McGraw-Hill. |
|
| Dodatna: | ||
| Nugent, N. (2022). The government and politics of the European Union (8th ed., str. XXII, 501). Bloomsbury Academic. | ||
| Senior Nello, S. (2012). The European Union: economics, policies and history (3rd ed., str. XXVII, 472). McGraw-Hill Higher Education. | ||
| Razvoj spretnosti 1 | V okviru vsake teme bodo slušatelji napoteni na literaturo in vire za poglabljanje pridobljenih kompetenc. | |
| Splošni izbirni predmet | ||
| Predmet | Literatura | E-vir |
|---|---|---|
| Monetarna ekonomija 2 | Galí, J. (2015). Monetary policy, infaltion and the business cycle: an introduction to the new Keynesian framework and its applications (2nd ed., str. XII, 279). Princeton University Press. | |
| H. Luetkepohl and M. Kratzig: Applied Time Series Econometrics, Cambridge University Press, 2004. | ||
| Woodford, M. (2003). Interest and prices: foundations of a theory of monetary policy (str. XV, 785). Princeton University Press. | ||
| Favero, C. A. (20012008, cop.). Applied macroeconometrics (Reprinted, str. XI, 282). Oxford University Press. | ||
| Krugman, P. R., Obstfeld, M., & Melitz, M. J. (2015). International economics: theory and policy (10th ed., str. XXXII, 753). Pearson. | ||
| *Obvladovanje tveganj | 1) Jorion, P. (2007). Value at risk: the new benchmark for managing financial risk (3. izd., str. XVII, 602). McGraw-Hill. | |
| 2) Dowd, K. (2005). Measuring market risk (2nd ed., str. XVIII, 390). John Wiley & Sons. | ||
| 3) Principles for Sound Stress Testing Practices and Supervision” (Basel Committee on Banking Supervision Publication, May 2009). | |
|
| 4) Brooks, C. (2014). Introductory econometrics for finance (3rd ed., str. XXIV, 716). Cambridge University Press. | ||
| 5) GARP Code of Conduct. | |
|
| 6) René Stulz, “Risk Management Failures: What Are They and When Do They Happen?” Fisher College of Business Working Paper Series, October 2008. | |
|
| 7) Allen, S. (2003). Financial risk management: a practitioner’s guide to managing market and credit risk (with CD-ROM) (str. xxi, 393). J. Wiley & Sons. | ||
| 8) Crouhy, M., Galai, D., & Mark, R. (2023). The essentials of risk management (3rd ed., str. XXVII, 609). McGraw-Hill. | ||
| 9) René Stulz, “Risk-Taking and Risk Management by Banks,” Journal of Applied Corporate Finance 27, No. 1 (2015): 8-18. | |
|
| 10) RiskMetrics Technical Document. Risk Metrics Group. | |
|
| 11) Principles for sound stresstesting practices and supervision, Basel Comittee on Banking Supervision, 2009. | |
|
| 12) Golin, J. L., & Delhaise, P. (2013). The bank credit analysis handbook: a guide for analysts, bankers and investors (2nd ed., str. X, 923). Wiley. | ||
| 13) Duffie, D., & Singleton, K. J. (2003). Credit risk: pricing, measurement, and management (str. XVI, 396). Princeton University Press. | ||
| 14) Jorion, P., Financial Risk Manager Handbook, GARP. | ||
| 16) Servigny, A. de, & Renault, O. (2004). Measuring and managing credit risk (str. XI, 466). McGraw Hill. | ||
| 17) Stulz, R. M. (2003). Risk management & derivatives (str. XXII, 676). Thomson/South-Western. | ||
| 18) Gregory, J. (2020). The xVA challenge: counterparty risk, funding, collateral, capital and initial margin (4th ed., str. XX, 678). Wiley. | ||
| 19) Malz, A. M. (2011). Financial risk management: models, history, and institutions (str. XXIII, 722). John Wiley & Sons. | ||
| 20) Choudhry, M. (2010). Structured credit products: credit derivatives and synthetic securitisation (2. ed., str. XXI, 601). Wiley. | ||
| 21) Adam Ashcraft and Til Schuermann, “Understanding the Securitization of Subprime Mortgage Credit,” Federal Reserve Bank of New York Staff Reports, No. 318 (March 2008). | |
|
| 22) Tuckman, B. (2002). Fixed income securities: tools for today’s markets (2nd ed., str. XV, 512). J. Wiley. | ||
| 23) Litterman, R. B. (2003). Modern investment management: an equilibrium approach (str. XVIII, 628). J. Wiley & Sons. | ||
| Ang, A. (2014). Asset management: a systematic approach to factor investing (str. XII, 704). Oxford University Press. | ||
| *Davki in davčna harmonizacija v EU |
Directive 2006/112/EC on the common system of VAT (consolidated version) |
|
| Directive 2008/9/EC on the refund procedure for VAT | |
|
| Council Implementing Regulation 282/2011 (consolidated version) | |
|
| Terra, B. J. M., & Kajus, J. (2014). A guide to the European VAT directives, 2014 (str. 2 zv.). IBFD. | ||
| Schenk, A., & Oldman, O. (2007). Value added tax: a comparative approach ([Rev. ed.]., str. XXXIII, 532). Cambridge University Press. | ||
| **Empirično vrednotenje naložb | Campbell, J. Y., Lo, A. W.-C., & MacKinlay, A. C. (1997). The econometrics of financial markets (str. XVIII, 611). Princeton University Press. | |
| Cochrane, J. H. (2005). Asset pricing (Rev. ed., str. XVII, 533). Princeton University Press. | ||
| Hamilton, J. D. (1994). Time series analysis (str. XIV, 799). Princeton university press. | ||
| **Mednarodne finance 2 | Eiteman, D. K., Stonehill, A. I., & Moffett, M. H. (2024). Multinational business finance (16th ed., global ed., str. 594, 40). Pearson Education. | |
| Calvo, Guilermo and Mishkin, Frederic. The Mirage of Exchange Rate Regimes for Emerging Markets. NBER Working Paper No. 9808 | |
|
| Raschen, Martin. The Case of Balance of Payment Imbalances, 2014 | |
|
| Reinhart, Carmen and Rogoff, Kenneth. This Time is Different: A Panoramic View of Eight Centuries of Financial Crises. April 2008 | |
|
| Allard, Celine and others. Towards a fiscal union of the Euro area. IMF staff discussion note, September 2013 | |
|
| Shapiro, A. C. (1999). Multinational financial management (6th ed., str. XIX, 824). Wiley. | ||
| Capital flows to emerging markets: looking past the turbolence. IIF, October 2018 (on international financial flows to emerging economies) | |
|
| Clark, Ephraim and Levasseur, Michel and Rousseau, Patrick. International Finance. Chapman Hill, 1993, Chapter 16 and 17. | ||
| Razvoj spretnosti 2 | V okviru vsake teme bodo slušatelji napoteni na literaturo in vire za poglabljanje pridobljenih kompetenc. | |
| Splošni izbirni predmeti | ||
