Items where Author is "Katsiampa, Paraskevi"

[Atom feed] Atom [RSS2 feed] RSS
Group by: Item Type | Full Text | No Grouping
Jump to: Article
Number of items: 10.

Article

file
KATSIAMPA, Paraskevi, MCGUINNESS, Paul, SERBERA, Jean-Philippe and ZHAO, Kun (2022). The financial and prudential performance of Chinese banks and Fintech lenders in the era of digitalization. Review of Quantitative Finance and Accounting, 58 (4), 1451-1503. [Article]

file
GKILLAS, K., KATSIAMPA, Paraskevi, KONSTANTATOS, C. and TSAGKANOS, A. (2022). Discontinuous movements and asymmetries in cryptocurrency markets. European Journal of Finance, 1-25. [Article]

file
CORBET, S., KATSIAMPA, Paraskevi and LAU, C.K.M. (2020). Measuring quantile dependence and testing directional predictability between Bitcoin, altcoins and traditional financial assets. International Review of Financial Analysis, 71, p. 101571. [Article]

file
CORBET, S and KATSIAMPA, Paraskevi (2018). Asymmetric mean reversion of Bitcoin price returns. International Review of Financial Analysis. (In Press) [Article]

file
KATSIAMPA, Paraskevi (2018). Volatility co-movement between Bitcoin and Ether. Finance Research Letters. [Article]

file
GKILLAS, Konstantinos and KATSIAMPA, Paraskevi (2018). An application of extreme value theory to cryptocurrencies. Economics Letters, 164, 109-111. [Article]

file
BEGIAZI, Kyriaki and KATSIAMPA, Paraskevi (2018). Modelling UK house prices with structural breaks and conditional variance analysis. The Journal of Real Estate Finance and Economics. [Article]

file
KATSIAMPA, Paraskevi (2017). Volatility estimation for Bitcoin: A comparison of GARCH models. Economics Letters, 158, 3-6. [Article]

file
LEGER, Lawrence A., GLASS, Karligash, KATSIAMPA, Paraskevi, LIU, Shibo and SIRICHAND, Kavita (2015). What if best practice is too expensive? Feedback on oral presentations and efficient use of resources. Assessment & Evaluation in Higher Education, 42 (3), 329-346. [Article]

file
KATSIAMPA, Paraskevi (2014). A new approach to modelling nonlinear time series: introducing the ExpAR-ARCH and ExpAR-GARCH models and applications. OpenAccess Series in Informatics, 37, 34-51. [Article]

This list was generated on Sat Dec 21 09:13:06 2024 UTC.