Dejan Živkov : Citation Profile

Are you Dejan Živkov?

4

H index

0

i10 index

45

Citations

RESEARCH PRODUCTION:

27

Articles

RESEARCH ACTIVITY:

   11 years (2011 - 2022). See details.
   Cites by year: 4
   Journals where Dejan Živkov has often published
   Relations with other researchers
   Recent citing documents: 28.    Total self citations: 8 (15.09 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/piv91
   Updated: 2023-08-19    RAS profile: 2021-11-06    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Dejan Živkov.

Is cited by:

Salisu, Afees (4)

Tiwari, Aviral (3)

Albulescu, Claudiu (2)

Miller, Stephen (2)

ALAGIDEDE, IMHOTEP (2)

GUPTA, RANGAN (2)

Ndako, Umar (2)

Giri, Federico (1)

Isah, Kazeem (1)

Eita, Joel (1)

Salim, Ruhul (1)

Cites to:

Baruník, Jozef (19)

Vacha, Lukas (19)

Nguyen, Duc Khuong (16)

Fountas, Stilianos (12)

Chang, Tsangyao (9)

Aloui, Chaker (8)

Tiwari, Aviral (7)

AROURI, Mohamed (7)

Horvath, Roman (7)

Pesaran, Mohammad (7)

Chkili, Walid (7)

Main data

Where Dejan Živkov has published?

Journals with more than one article published# docs
Czech Journal of Economics and Finance (Finance a uver)10
Baltic Journal of Economics3
Prague Economic Papers3
Journal for Economic Forecasting2
International Journal of Finance & Economics2
Bulletin of Economic Research2

Recent works citing Dejan Živkov (2022 and 2021)

YearTitle of citing document
2021Time-varying volatility spillover of foreign exchange rate in three Asian markets: Based on DCC-GARCH approach. (2021). Sahoo, Malayaranjan ; Mishra, Amritkant ; Srivastava, Purwa ; Gupta, Mohini. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(629):y:2021:i:4(629):p:105-120.

Full description at Econpapers || Download paper

2023WHERE DID ALL THE PAPERS GO? A BIBLIOMETRIC OVERVIEW OF PUBLICATIONS IN ECONOMICS FROM SERBIA. (2023). Stamenkovi, Mladen. In: Economic Annals. RePEc:beo:journl:v:68:y:2023:i:236:p:29-50.

Full description at Econpapers || Download paper

2022Exchange rate uncertainty and foreign direct investment in Africa: Does financial development matter?. (2022). Adu, Frank ; Alagidede, Imhotep Paul ; Asamoah, Michael Effah. In: Review of Development Economics. RePEc:bla:rdevec:v:26:y:2022:i:2:p:878-898.

Full description at Econpapers || Download paper

2021The Relationship between Gold and Brent Crude Oil Prices: An Unrestricted Vector Autoregression Approach. (2021). Pruchnicka-Grabias, Izabela. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-04-34.

Full description at Econpapers || Download paper

2021The effects of exchange rate fluctuations on the stock market and the affecting mechanisms: Evidence from BRICS countries. (2021). Zhang, Shuguang ; Wang, Xiangning ; Huang, Qian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302254.

Full description at Econpapers || Download paper

2022Revisiting the safe haven role of Gold across time and frequencies during the COVID-19 pandemic. (2022). Jareño, Francisco ; Umar, Zaghum ; Jareo, Francisco ; Esparcia, Carlos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000328.

Full description at Econpapers || Download paper

2022The role of economic development for the effect of oil market shocks on oil-exporting countries. Evidence from the interacted panel VAR model. (2022). Rubaszek, Michał ; Śmiech, Sławomir ; Dąbrowski, Marek ; Papie, Monika ; Dbrowski, Marek A. In: Energy Economics. RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322001876.

Full description at Econpapers || Download paper

2023Oil price shocks and exchange rate dynamics: Evidence from decomposed and partial connectedness measures for oil importing and exporting economies. (2023). Gözgör, Giray ; Elsayed, Ahmed ; Gozgor, Giray ; Gabauer, David ; Chatziantoniou, Ioannis. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001251.

Full description at Econpapers || Download paper

2021Oil price shocks, exchange rate and macroeconomic fluctuations in a small oil-exporting economy. (2021). Arifli, Arif ; Yildirim, Zekeriya. In: Energy. RePEc:eee:energy:v:219:y:2021:i:c:s0360544220326347.

Full description at Econpapers || Download paper

2023Not a short-run noise! The low-frequency volatility of energy inflation. (2023). Giri, Federico ; Andreani, Michele. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006535.

Full description at Econpapers || Download paper

2023Can Green Economy stocks hedge natural gas market risk? Evidence during Russia-Ukraine conflict and other crisis periods. (2023). Zhang, Jiahao ; Bai, Lan ; Wei, YU ; Chen, Yongfei. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000065.

Full description at Econpapers || Download paper

2023The nonlinear and negative tail dependence and risk spillovers between foreign exchange and stock markets in emerging economies. (2023). Alshater, Muneer M ; el Khoury, Rim ; Tian, Maoxi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001846.

Full description at Econpapers || Download paper

2022The time-varying spillover effect of China’s stock market during the COVID-19 pandemic. (2022). Yao, Yinhong ; Chen, Zhensong ; Liu, Xueyong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:603:y:2022:i:c:s0378437122005362.

Full description at Econpapers || Download paper

2021The behavior of exchange rate and stock returns in high and low interest rate environments. (2021). Salisu, Afees ; Vo, Xuan Vinh. In: International Review of Economics & Finance. RePEc:eee:reveco:v:74:y:2021:i:c:p:138-149.

Full description at Econpapers || Download paper

2022Unveiling the effect of transport infrastructure and technological innovation on economic growth, energy consumption and CO2 emissions. (2022). Salim, Ruhul ; Dzator, Michael ; Acheampong, Alex O. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:182:y:2022:i:c:s0040162522003675.

Full description at Econpapers || Download paper

2022Quantifying Foreign Exchange Risk in the Selected Listed Sectors of the Johannesburg Stock Exchange: An SV-EVT Pairwise Copula Approach. (2022). Eita, Joel ; Tchuinkam, Charles Raoul. In: IJFS. RePEc:gam:jijfss:v:10:y:2022:i:2:p:24-:d:784927.

Full description at Econpapers || Download paper

2022Shadow economy and the efficiency of FDI inflow: the case of ASEAN economies. (2022). Promnart, Rapipong ; Uttama, Nathapornpan Piyaareekul. In: International Journal of Economics and Business Research. RePEc:ids:ijecbr:v:23:y:2022:i:2:p:136-155.

Full description at Econpapers || Download paper

2021Modeling the Asymmetric Relationship between the Covid-19 and the U.S Dollar Exchange Rate: an Empirical Analysis via the NARDL Approach. (2021). Bakari, Sayef ; Benzid, Lamia. In: MPRA Paper. RePEc:pra:mprapa:105566.

Full description at Econpapers || Download paper

2021Return and Volatility Spillover between Stock Prices and Exchange Rates in Croatia: A Spillover Methodology Approach. (2021). Škrinjarić, Tihana ; Ego, Boko ; Dedi, Lidija. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2021:i:1:p:93-108.

Full description at Econpapers || Download paper

2022Assessing Permanent and Transitory Volatility Spillover Effect from Oil to Stocks in Baltic and Visegrad Countries. (2022). Momcilovic, Mirela ; Duraskovic, Jasmina ; Gajic-Glamoclija, Marina ; Ivkov, Dejan. In: Journal of Economics / Ekonomicky casopis. RePEc:sav:journl:v:70:y:2022:i:6:p:523-542.

Full description at Econpapers || Download paper

2022Assessing volatility transmission between Brent and stocks in the major global oil producers and consumers – the multiscale robust quantile regression. (2022). Trbovi, Eljana ; Kovaevi, Jelena ; Mani, Slavica ; Ivkov, Dejan. In: Portuguese Economic Journal. RePEc:spr:portec:v:21:y:2022:i:1:d:10.1007_s10258-020-00189-x.

Full description at Econpapers || Download paper

2022Relationship between Kenya’s economic growth and inflation. (2022). Kiptum, George Kosgei. In: SN Business & Economics. RePEc:spr:snbeco:v:2:y:2022:i:12:d:10.1007_s43546-022-00376-2.

Full description at Econpapers || Download paper

2022Inflation, Inflation Uncertainty and the Economic Growth Nexus: A Review of the Literature. (2022). Sin-Yu, HO ; Shelton, Mandeya. In: Folia Oeconomica Stetinensia. RePEc:vrs:foeste:v:22:y:2022:i:1:p:172-190:n:11.

Full description at Econpapers || Download paper

2021Time?dependent intrinsic correlation analysis of crude oil and the US dollar based on CEEMDAN. (2021). Wen, Fenghua ; Peng, Qing ; Gong, XU. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:834-848.

Full description at Econpapers || Download paper

2021Analysing spillover between returns and volatility series of oil across major stock markets. (2021). Shahbaz, Muhammad ; Ullah, Subhan ; Nasreen, Samia ; Tiwari, Aviral Kumar. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2458-2490.

Full description at Econpapers || Download paper

2022A firm level analysis of asymmetric response of U.S. stock returns to exchange rate movements. (2022). Salisu, Afees ; Ogbonnayaorji, Nnenna ; Isah, Kazeem. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:1220-1239.

Full description at Econpapers || Download paper

2022The role of intermediary capital risk in predicting oil volatility. (2022). Yin, Libo. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:401-416.

Full description at Econpapers || Download paper

2021Chinas quest for economic dominance and energy consumption: Can Asian economies provide natural resources for the success of One Belt One Road?. (2021). Ruan, Qiangjia ; Liu, Biao ; Shahzad, Luqman ; Ma, Benjiang ; Bashir, Muhammad Farhan. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:42:y:2021:i:3:p:570-587.

Full description at Econpapers || Download paper

Works by Dejan Živkov:

YearTitleTypeCited
2011FISCAL PROBLEMS IMBALANCES AND POSSIBLE RISKS WHICH ARISE FROM THEM IN POST CRISIS PERIOD In: Economics of Agriculture.
[Full Text][Citation analysis]		article0
2017Business Cycles Synchronisation between EU-15 and Selected Eastern European Countries – The Wavelet Coherence Approach In: Acta Oeconomica.
[Full Text][Citation analysis]		article0
2014Bidirectional linkage between inflation and inflation uncertainty – the case of Eastern European countries In: Baltic Journal of Economics.
[Full Text][Citation analysis]		article6
2019How do oil price changes affect inflation in Central and Eastern European countries? A wavelet-based Markov switching approach In: Baltic Journal of Economics.
[Full Text][Citation analysis]		article2
2020Measuring the effects of inflation and inflation uncertainty on output growth in the central and eastern European countries In: Baltic Journal of Economics.
[Full Text][Citation analysis]		article3
2016DYNAMIC CORRELATION BETWEEN STOCK RETURNS AND EXCHANGE RATE AND ITS DEPENDENCE ON THE CONDITIONAL VOLATILITIES – THE CASE OF SEVERAL EASTERN EUROPEAN COUNTRIES In: Bulletin of Economic Research.
[Full Text][Citation analysis]		article2
2019PORTFOLIO SELECTION BETWEEN A MATURE MARKET AND SELECTED EMERGING MARKETS INDICES IN THE PRESENCE OF STRUCTURAL BREAKS In: Bulletin of Economic Research.
[Full Text][Citation analysis]		article0
2019Impact of an unexplained component of real exchange rate volatility on FDI: Evidence from transition countries In: Economic Systems.
[Full Text][Citation analysis]		article4
2015Bidirectional Volatility Spillover Effect between the Exchange Rate and Stocks in the Presence of Structural Breaks in Selected Eastern European Economies In: Czech Journal of Economics and Finance (Finance a uver).
[Full Text][Citation analysis]		article1
2017Construction of Commodity Portfolio and Its Hedge Effectiveness Gauging – Revisiting DCC Models In: Czech Journal of Economics and Finance (Finance a uver).
[Full Text][Citation analysis]		article1
2018What Multiscale Approach Can Tell About the Nexus Between Exchange Rate and Stocks in the Major Emerging Markets? In: Czech Journal of Economics and Finance (Finance a uver).
[Full Text][Citation analysis]		article3
2019What Wavelet-Based Quantiles Can Suggest about the Stocks-Bond Interaction in the Emerging East Asian Economies? In: Czech Journal of Economics and Finance (Finance a uver).
[Full Text][Citation analysis]		article0
2019Multiscale Volatility Transmission and Portfolio Construction Between the Baltic Stock Markets In: Czech Journal of Economics and Finance (Finance a uver).
[Full Text][Citation analysis]		article0
2019Bidirectional Nexus between Inflation and Inflation Uncertainty in the Asian Emerging Markets – The GARCH-in-Mean Approach In: Czech Journal of Economics and Finance (Finance a uver).
[Full Text][Citation analysis]		article0
2020Inflation Uncertainty and Output Growth - Evidence from the Asia-Pacific Countries Based on the Multiscale Bayesian Quantile Inference In: Czech Journal of Economics and Finance (Finance a uver).
[Full Text][Citation analysis]		article1
2020The Effect of Oil Price Uncertainty on Industrial Production in the Major European Economies - Methodologies Based on the Bayesian Approach In: Czech Journal of Economics and Finance (Finance a uver).
[Full Text][Citation analysis]		article2
2021Measuring Downside Risk in Portfolios with Bitcoin In: Czech Journal of Economics and Finance (Finance a uver).
[Full Text][Citation analysis]		article0
2022Energy Commodity Price Risk Minimization with Precious Metals in a Multivariate Portfolio In: Czech Journal of Economics and Finance (Finance a uver).
[Full Text][Citation analysis]		article1
2021Validity of Wagner’s Law in Transition Economies: A Multivariate Approach In: Hacienda Pública Española / Review of Public Economics.
[Full Text][Citation analysis]		article0
2016Exchange Rate Volatility and Uncovered Interest Rate Parity in the European Emerging Economies In: Prague Economic Papers.
[Full Text][Citation analysis]		article1
2016Dynamic Nexus between Exchange Rate and Stock Prices in the Major East European Economies In: Prague Economic Papers.
[Full Text][Citation analysis]		article7
2018Interrelationship and Spillover Effect between Stock and Exchange Rate Markets in the Major Emerging Economies In: Prague Economic Papers.
[Full Text][Citation analysis]		article3
2018Bidirectional spillover effect between Russian stock index and the selected commodities In: Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics.
[Full Text][Citation analysis]		article1
2016Monetary Effectiveness in Small Transition Economy – The Case of the Republic of Serbia In: Journal for Economic Forecasting.
[Full Text][Citation analysis]		article0
2018Interrelationship between DAX Index and Four Largest Eastern European Stock Markets In: Journal for Economic Forecasting.
[Full Text][Citation analysis]		article0
2019Revealing the nexus between oil and exchange rate in the major emerging markets—The timescale analysis In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article7
2021Assessing the multiscale “meteor shower” effect from oil to the central and eastern European stock indices In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 3 2023. Contact: CitEc Team