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Volatility estimation for Bitc...
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An empirical investigation of volatility dynamics in the cryptocurrency market
Katsiampa, Paraskevi
- In:
Research in international business and finance
50
(
2019
),
pp. 322-335
Persistent link: https://www.econbiz.de/10012177674
Saved in:
2
Volatility co-movement between Bitcoin and Ether
Katsiampa, Paraskevi
- In:
Finance research letters
30
(
2019
),
pp. 221-227
Persistent link: https://www.econbiz.de/10012420499
Saved in:
3
Discontinuous movements and asymmetries in cryptocurrency markets
Gillas, Konstantinos Gkillas
;
Katsiampa, Paraskevi
; …
- In:
The European journal of finance
30
(
2024
)
16
,
pp. 1907-1931
Persistent link: https://www.econbiz.de/10015273086
Saved in:
4
An application of extreme value theory to cryptocurrencies
Gillas, Konstantinos Gkillas
;
Katsiampa, Paraskevi
- In:
Economics letters
164
(
2018
),
pp. 109-11
Persistent link: https://www.econbiz.de/10011939961
Saved in:
5
Volatility spillover effects in leading cryptocurrencies : a BEKK-MGARCH analysis
Katsiampa, Paraskevi
;
Corbet, Shaen
;
Lucey, Brian M.
- In:
Finance research letters
29
(
2019
),
pp. 68-74
Persistent link: https://www.econbiz.de/10012417734
Saved in:
6
Asymmetric mean reversion of Bitcoin price returns
Corbet, Shaen
;
Katsiampa, Paraskevi
- In:
International review of financial analysis
71
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012435719
Saved in:
7
The development of Bitcoin futures : exploring the interactions between cryptocurrency derivatives
Akyildirim, Erdinc
;
Corbet, Shaen
;
Katsiampa, Paraskevi
; …
- In:
Finance research letters
34
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012436502
Saved in:
8
Measuring quantile dependence and testing directional predictability between Bitcoin, altcoins and traditional financial assets
Corbet, Shaen
;
Katsiampa, Paraskevi
;
Lau, Chi Keung
- In:
International review of financial analysis
71
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012437167
Saved in:
9
Information demand and cryptocurrency market activity
Katsiampa, Paraskevi
;
Moutsianas, Konstantinos
; …
- In:
Economics letters
185
(
2019
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012304948
Saved in:
10
High-frequency connectedness between Bitcoin and other top-traded crypto assets during the COVID-19 crisis
Katsiampa, Paraskevi
;
Yarovaya, Larisa
;
Zięba, Damian
- In:
Journal of international financial markets, …
79
(
2022
),
pp. 1-29
Persistent link: https://www.econbiz.de/10013358787
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