Details about Dejan Živkov

Access statistics for papers by Dejan Živkov.

Last updated 2021-11-06. Update your information in the RePEc Author Service.

Short-id: piv91

Journal Articles

2022

1. Energy Commodity Price Risk Minimization with Precious Metals in a Multivariate Portfolio
   Czech Journal of Economics and Finance (Finance a uver), 2022, 72, (1), 50-70 View citations (1)

2021

2. Assessing the multiscale “meteor shower” effect from oil to the central and eastern European stock indices
   International Journal of Finance & Economics, 2021, 26, (2), 1855-1870
3. Measuring Downside Risk in Portfolios with Bitcoin
   Czech Journal of Economics and Finance (Finance a uver), 2021, 71, (2), 178-200
4. Validity of Wagner’s Law in Transition Economies: A Multivariate Approach
   Hacienda Pública Española / Review of Public Economics, 2021, 236, (1), 105-131

2020

5. Inflation Uncertainty and Output Growth - Evidence from the Asia-Pacific Countries Based on the Multiscale Bayesian Quantile Inference
   Czech Journal of Economics and Finance (Finance a uver), 2020, 70, (5), 461-486 View citations (2)
6. Measuring the effects of inflation and inflation uncertainty on output growth in the central and eastern European countries
   Baltic Journal of Economics, 2020, 20, (2), 218-242 View citations (3)
7. The Effect of Oil Price Uncertainty on Industrial Production in the Major European Economies - Methodologies Based on the Bayesian Approach
   Czech Journal of Economics and Finance (Finance a uver), 2020, 70, (6), 566-588 View citations (2)

2019

8. Bidirectional Nexus between Inflation and Inflation Uncertainty in the Asian Emerging Markets – The GARCH-in-Mean Approach
   Czech Journal of Economics and Finance (Finance a uver), 2019, 69, (6), 580-599
9. How do oil price changes affect inflation in Central and Eastern European countries? A wavelet-based Markov switching approach
   Baltic Journal of Economics, 2019, 19, (1), 84-104 View citations (6)
10. Impact of an unexplained component of real exchange rate volatility on FDI: Evidence from transition countries
    Economic Systems, 2019, 43, (3) View citations (7)
11. Multiscale Volatility Transmission and Portfolio Construction Between the Baltic Stock Markets
    Czech Journal of Economics and Finance (Finance a uver), 2019, 69, (2), 211-235
12. PORTFOLIO SELECTION BETWEEN A MATURE MARKET AND SELECTED EMERGING MARKETS INDICES IN THE PRESENCE OF STRUCTURAL BREAKS
    Bulletin of Economic Research, 2019, 71, (3), 439-465
13. Revealing the nexus between oil and exchange rate in the major emerging markets—The timescale analysis
    International Journal of Finance & Economics, 2019, 24, (2), 685-697 View citations (10)
14. What Wavelet-Based Quantiles Can Suggest about the Stocks-Bond Interaction in the Emerging East Asian Economies?
    Czech Journal of Economics and Finance (Finance a uver), 2019, 69, (1), 95-119 View citations (1)

2018

15. Bidirectional spillover effect between Russian stock index and the selected commodities
    Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, 2018, 36, (1), 29-53 View citations (1)
16. Interrelationship and Spillover Effect between Stock and Exchange Rate Markets in the Major Emerging Economies
    Prague Economic Papers, 2018, 2018, (3), 270-292 View citations (5)
17. Interrelationship between DAX Index and Four Largest Eastern European Stock Markets
    Journal for Economic Forecasting, 2018, (3), 88-103
18. What Multiscale Approach Can Tell About the Nexus Between Exchange Rate and Stocks in the Major Emerging Markets?
    Czech Journal of Economics and Finance (Finance a uver), 2018, 68, (5), 491-512 View citations (9)

2017

19. Business Cycles Synchronisation between EU-15 and Selected Eastern European Countries – The Wavelet Coherence Approach
    Acta Oeconomica, 2017, 67, (4), 539-556
20. Construction of Commodity Portfolio and Its Hedge Effectiveness Gauging – Revisiting DCC Models
    Czech Journal of Economics and Finance (Finance a uver), 2017, 67, (5), 396-422 View citations (5)

2016

21. DYNAMIC CORRELATION BETWEEN STOCK RETURNS AND EXCHANGE RATE AND ITS DEPENDENCE ON THE CONDITIONAL VOLATILITIES – THE CASE OF SEVERAL EASTERN EUROPEAN COUNTRIES
    Bulletin of Economic Research, 2016, 68, (S1), 28-41 View citations (4)
22. Dynamic Nexus between Exchange Rate and Stock Prices in the Major East European Economies
    Prague Economic Papers, 2016, 2016, (6), 686-705 View citations (9)
23. Exchange Rate Volatility and Uncovered Interest Rate Parity in the European Emerging Economies
    Prague Economic Papers, 2016, 2016, (3), 253-270 View citations (1)
24. Monetary Effectiveness in Small Transition Economy – The Case of the Republic of Serbia
    Journal for Economic Forecasting, 2016, (3), 5-18

2015

25. Bidirectional Volatility Spillover Effect between the Exchange Rate and Stocks in the Presence of Structural Breaks in Selected Eastern European Economies
    Czech Journal of Economics and Finance (Finance a uver), 2015, 65, (6), 477-498 View citations (3)

2014

26. Bidirectional linkage between inflation and inflation uncertainty – the case of Eastern European countries
    Baltic Journal of Economics, 2014, 14, (1-2), 124-139 View citations (11)

2011

27. FISCAL PROBLEMS IMBALANCES AND POSSIBLE RISKS WHICH ARISE FROM THEM IN POST CRISIS PERIOD
    Economics of Agriculture, 2011, 58, (2)