Items where Author is "Katsiampa, Paraskevi"

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Number of items: 10.

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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.

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

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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.

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

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

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

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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.

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

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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.

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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.

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