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Paraskevi Katsiampa · Study
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Author
Paraskevi Katsiampa
13 works
· latest 2022
· 2 institutions
cluster: provisional
ORCID 0000-0003-0477-6503
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Citations
2,742
Works here
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22
Most cited in this library
Volatility estimation for Bitcoin: A comparison of GARCH models
2017 · 1,095 citations
Volatility spillover effects in leading cryptocurrencies: A BEKK-MGARCH analysis
2019 · 305 citations
High frequency volatility co-movements in cryptocurrency markets
2019 · 268 citations
An application of extreme value theory to cryptocurrencies
2018 · 259 citations
Volatility co-movement between Bitcoin and Ether
2018 · 219 citations
Works
13 shown
Conditional dependence structure and risk spillovers between Bitcoin and fiat currencies
Emerging Markets Review
·
2022
·
4 authors
·
Open access
29
citations
High-frequency connectedness between Bitcoin and other top-traded crypto assets during the COVID-19 crisis
Journal of International Financial Markets Institutions and Money
·
2022
·
3 authors
·
Open access
111
citations
Discontinuous movements and asymmetries in cryptocurrency markets
European Journal of Finance
·
2022
·
4 authors
·
Open access
32
citations
The financial and prudential performance of Chinese banks and Fintech lenders in the era of digitalization
Review of Quantitative Finance and Accounting
·
2022
·
4 authors
·
Open access
45
citations
Information demand and cryptocurrency market activity
Economics Letters
·
2019
·
3 authors
·
Open access
30
citations
The development of Bitcoin futures: Exploring the interactions between cryptocurrency derivatives
Finance research letters
·
2019
·
5 authors
·
Open access
113
citations
High frequency volatility co-movements in cryptocurrency markets
Journal of International Financial Markets Institutions and Money
·
2019
·
3 authors
·
Open access
268
citations
Volatility spillover effects in leading cryptocurrencies: A BEKK-MGARCH analysis
Finance research letters
·
2019
·
3 authors
·
Open access
305
citations
Asymmetric mean reversion of Bitcoin price returns
International Review of Financial Analysis
·
2018
·
2 authors
·
Open access
62
citations
Volatility co-movement between Bitcoin and Ether
Finance research letters
·
2018
·
1 author
219
citations
An application of extreme value theory to cryptocurrencies
Economics Letters
·
2018
·
2 authors
259
citations
An Empirical Investigation of Volatility Dynamics in the Cryptocurrency Market
Research in International Business and Finance
·
2018
·
1 author
·
Open access
174
citations
Volatility estimation for Bitcoin: A comparison of GARCH models
Economics Letters
·
2017
·
1 author
·
Open access
1,095
citations