Dejan Živkov

415 total citations
61 papers, 293 citations indexed

About

Dejan Živkov is a scholar working on Economics and Econometrics, Finance and General Economics, Econometrics and Finance. According to data from OpenAlex, Dejan Živkov has authored 61 papers receiving a total of 293 indexed citations (citations by other indexed papers that have themselves been cited), including 54 papers in Economics and Econometrics, 34 papers in Finance and 29 papers in General Economics, Econometrics and Finance. Recurrent topics in Dejan Živkov's work include Market Dynamics and Volatility (52 papers), Monetary Policy and Economic Impact (29 papers) and Financial Risk and Volatility Modeling (23 papers). Dejan Živkov is often cited by papers focused on Market Dynamics and Volatility (52 papers), Monetary Policy and Economic Impact (29 papers) and Financial Risk and Volatility Modeling (23 papers). Dejan Živkov collaborates with scholars based in Serbia, Czechia and Kosovo. Dejan Živkov's co-authors include Boris Kuzman, J. Subić and Jelena Kovačević and has published in prestigious journals such as SHILAP Revista de lepidopterología, Resources Policy and Research in International Business and Finance.

In The Last Decade

Dejan Živkov

53 papers receiving 276 citations

Peers

Dejan Živkov

GEEF

FINAN

RESE

Munehisa Kasuya Japan

Pierangelo De Pace United States

Aleksei Netšunajev Germany

Bhavesh Garg India

Mampho P. Modise South Africa

Ziwei Wang China

Giulio Cifarelli Italy

Domenico Ferraro United States

Lumengo Bonga‐Bonga South Africa

Juan Manuel Figueres Germany

Munehisa Kasuya Japan

Dejan Živkov

201 ×0.8

94 ×0.8

GEEF

69 ×0.6

FINAN

55 ×0.9

RESE

8 ×0.5

Citations per year, relative to Dejan Živkov Dejan Živkov (= 1×) peers Munehisa Kasuya

Countries citing papers authored by Dejan Živkov

Since Specialization

Citations

This map shows the geographic impact of Dejan Živkov's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Dejan Živkov with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Dejan Živkov more than expected).

Fields of papers citing papers by Dejan Živkov

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Dejan Živkov. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Dejan Živkov. The network helps show where Dejan Živkov may publish in the future.

Co-authorship network of co-authors of Dejan Živkov

This figure shows the co-authorship network connecting the top 25 collaborators of Dejan Živkov. A scholar is included among the top collaborators of Dejan Živkov based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Dejan Živkov. Dejan Živkov is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Živkov, Dejan, et al.. (2025). How do non-normal parametric VaR models perform in risk-minimizing portfolios?. The Quarterly Review of Economics and Finance. 102. 102016–102016.

Živkov, Dejan, et al.. (2024). Multiscale non-linear tale risk spillover effect from oil to stocks – The case of East European emerging markets. E+M Ekonomie a Management. 27(3). 186–200. 1 indexed citations

Živkov, Dejan, et al.. (2024). Dynamic interdependence between ethanol and biofuel‐related agricultural commodities—cDCC‐FIAPARCH approach. Agribusiness. 1 indexed citations

Živkov, Dejan, et al.. (2024). Using metals to hedge carbon emission allowances – Tail-risk and Omega ratio analysis. Resources Policy. 100. 105447–105447. 1 indexed citations

Živkov, Dejan, et al.. (2023). How to reduce the extreme risk of losses in corn and soybean markets? Construction of a portfolio with European stock indices. Agricultural Economics (Zemědělská ekonomika). 69(3). 109–118. 1 indexed citations

Živkov, Dejan, Boris Kuzman, & J. Subić. (2023). How to hedge extreme risk of natural gas in multivariate semiparametric value-at-risk portfolio?. E+M Ekonomie a Management. 26(3). 128–144.

Živkov, Dejan, Boris Kuzman, & J. Subić. (2023). Multi-frequency downside risk interconnectedness between soft agricultural commodities. Agricultural Economics (Zemědělská ekonomika). 69(8). 332–342. 2 indexed citations

Živkov, Dejan, et al.. (2023). Multiscale Interdependence Between Consumer and Producer Prices in Emerging Eastern European Countries. Politická ekonomie. 71(3). 319–341. 2 indexed citations

Živkov, Dejan, et al.. (2022). Bidirectional volatility transmission between stocks and bond in East Asia – The quantile estimates based on wavelets. Studies in Nonlinear Dynamics and Econometrics. 27(1). 49–65.

10.

Živkov, Dejan, et al.. (2021). Validity of Wagner’s Law in Transition Economies: A Multivariate Approach. Revista Hacienda Pública Española. 236(1). 105–131. 3 indexed citations

11.

Živkov, Dejan, et al.. (2021). Measuring Downside Risk in Portfolios with Bitcoin. Czech Journal of Economics and Finance. 71(2). 178–200. 1 indexed citations

12.

Živkov, Dejan, et al.. (2020). Inflation Uncertainty and Output Growth - Evidence from the Asia-Pacific Countries Based on the Multiscale Bayesian Quantile Inference. Czech Journal of Economics and Finance. 70(5). 461–486. 2 indexed citations

13.

Živkov, Dejan, et al.. (2019). What Wavelet-Based Quantiles Can Suggest about the Stocks-Bond Interaction in the Emerging East Asian Economies?. Czech Journal of Economics and Finance. 69(1). 95–119. 2 indexed citations

14.

Živkov, Dejan, et al.. (2019). Bidirectional Nexus between Inflation and Inflation Uncertainty in the Asian Emerging Markets – The GARCH-in-Mean Approach. Czech Journal of Economics and Finance. 69(6). 580–599. 1 indexed citations

15.

Živkov, Dejan, et al.. (2019). Multiscale Volatility Transmission and Portfolio Construction Between the Baltic Stock Markets. Czech Journal of Economics and Finance. 69(2). 211–235. 1 indexed citations

16.

Živkov, Dejan, et al.. (2018). What Multiscale Approach Can Tell About the Nexus Between Exchange Rate and Stocks in the Major Emerging Markets. Czech Journal of Economics and Finance. 68(5). 491–512. 11 indexed citations

17.

Živkov, Dejan, et al.. (2018). Interrelationship between DAX Index and Four Largest Eastern European Stock Markets. Romanian Journal of Economic Forecasting. 88–103. 4 indexed citations

18.

Živkov, Dejan, et al.. (2017). Construction of Commodity Portfolio and Its Hedge Effectiveness Gauging – Revisiting DCC Models. Czech Journal of Economics and Finance. 67(5). 396–422. 4 indexed citations

19.

Živkov, Dejan, et al.. (2016). Monetary Effectiveness in Small Transition Economy – The Case of the Republic of Serbia. Romanian Journal of Economic Forecasting. 5–18. 2 indexed citations

20.

Živkov, Dejan, et al.. (2015). 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. 65(6). 477–498. 10 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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