Items where Author is "Katsiampa, Paraskevi"
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Number of items: 10.
Article
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]
GKILLAS, K., KATSIAMPA, Paraskevi, KONSTANTATOS, C. and TSAGKANOS, A.
(2022).
Discontinuous movements and asymmetries in cryptocurrency markets.
European Journal of Finance, 1-25.
[Article]
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]
CORBET, S and KATSIAMPA, Paraskevi
(2018).
Asymmetric mean reversion of Bitcoin price returns.
International Review of Financial Analysis.
(In Press)
[Article]
KATSIAMPA, Paraskevi
(2018).
Volatility co-movement between Bitcoin and Ether.
Finance Research Letters.
[Article]
GKILLAS, Konstantinos and KATSIAMPA, Paraskevi
(2018).
An application of extreme value theory to cryptocurrencies.
Economics Letters, 164, 109-111.
[Article]
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]
KATSIAMPA, Paraskevi
(2017).
Volatility estimation for Bitcoin: A comparison of GARCH models.
Economics Letters, 158, 3-6.
[Article]
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]
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]