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