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Paraskevi Katsiampa
Paraskevi Katsiampa
Sheffield University Management School, The University of Sheffield
Verified email at sheffield.ac.uk
Title
Cited by
Cited by
Year
Volatility estimation for Bitcoin: A comparison of GARCH models
P Katsiampa
Economics letters 158, 3-6, 2017
8732017
An application of extreme value theory to cryptocurrencies
K Gkillas, P Katsiampa
Economics Letters 164, 109-111, 2018
2032018
Volatility spillover effects in leading cryptocurrencies: A BEKK-MGARCH analysis
P Katsiampa, S Corbet, B Lucey
Finance Research Letters 29, 68-74, 2019
1882019
Volatility co-movement between Bitcoin and Ether
P Katsiampa
Finance Research Letters 30, 221-227, 2019
1572019
High frequency volatility co-movements in cryptocurrency markets
P Katsiampa, S Corbet, B Lucey
Journal of International Financial Markets, Institutions and Money 62, 35-52, 2019
1512019
An empirical investigation of volatility dynamics in the cryptocurrency market
P Katsiampa
Research in International Business and Finance 50, 322-335, 2019
1022019
The development of bitcoin futures: Exploring the interactions between cryptocurrency derivatives
E Akyildirim, S Corbet, P Katsiampa, N Kellard, A Sensoy
Finance Research Letters 34, 101234, 2020
782020
Asymmetric mean reversion of Bitcoin price returns
S Corbet, P Katsiampa
International Review of Financial Analysis 71, 101267, 2020
532020
Measuring quantile dependence and testing directional predictability between Bitcoin, altcoins and traditional financial assets
S Corbet, P Katsiampa, CKM Lau
International Review of Financial Analysis 71, 101571, 2020
242020
High-Frequency connectedness between bitcoin and other top-traded crypto assets during the COVID-19 crisis
P Katsiampa, L Yarovaya, D Zięba
Journal of International Financial Markets, Institutions and Money, 101578, 2022
222022
Modelling UK house prices with structural breaks and conditional variance analysis
K Begiazi, P Katsiampa
The Journal of Real Estate Finance and Economics 58 (2), 290-309, 2019
222019
Information demand and cryptocurrency market activity
P Katsiampa, K Moutsianas, A Urquhart
Economics Letters 185, 108714, 2019
182019
Cryptocurrency market activity during extremely volatile periods
P Katsiampa, K Gkillas, F Longin
Available at SSRN 3220781, 2018
152018
What if best practice is too expensive? Feedback on oral presentations and efficient use of resources
LA Leger, K Glass, P Katsiampa, S Liu, K Sirichand
Assessment & Evaluation in Higher Education 42 (3), 329-346, 2017
82017
An empirical analysis of the Scottish housing market by property type
P Katsiampa, K Begiazi
Scottish Journal of Political Economy 66 (4), 559-583, 2019
62019
The Birth of Futures Markets: Exploring the interactions between cryptocurrency derivatives
E Akyildirim, S Corbet, P Katsiampa, N Kellard, A Sensoy
Available at SSRN, 2019
62019
A new approach to modelling nonlinear time series: Introducing the ExpAR-ARCH and ExpAR-GARCH models and applications
P Katsiampa
OpenAccess Series in Informatics 37, 34-51, 2014
62014
Discontinuous movements and asymmetries in cryptocurrency markets
K Gkillas, P Katsiampa, C Konstantatos, A Tsagkanos
The European Journal of Finance, 1-25, 2022
32022
The financial and prudential performance of Chinese banks and Fintech lenders in the era of digitalization
P Katsiampa, PB McGuinness, JP Serbera, K Zhao
Review of Quantitative Finance and Accounting 58 (4), 1451-1503, 2022
22022
Nonlinear exponential autoregressive time series models with conditional heteroskedastic errors with applications to economics and finance
P Katsiampa
Loughborough University, 2015
22015
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