Dr Paraskevi Katsiampa
Senior Lecturer
Summary
Dr Paraskevi Katsiampa joined Sheffield Hallam University in 2015 and is currently a Senior Lecturer in Economics with specialism in Statistics, Econometrics and Mathematical Economics. She holds a BSc and an MSc in Economics both from Athens University of Economics and Business, Greece, and a PhD in Economics from Loughborough University, UK. She also holds a Postgraduate Certificate in Learning and Teaching in Higher Education.
Dr Katsiampa has several years' experience in teaching Economics related modules at both undergraduate and postgraduate levels. She is a Fellow of the Higher Education Academy and has held several academic roles such as Academic advisor, Work experience mentor and Placement and Employability tutor.
Dr Katsiampa's research interests include Time Series Analysis, Applied Econometrics, Forecasting, Volatility Spillovers, Cryptocurrencies, Commodities, House prices and Financial Crises, among others, and she is currently working on several multidisciplinary research projects. In addition, she regularly acts as a reviewer for refereed academic journals. She has supervised several postgraduate students' dissertations, and is looking forward to hearing from potential PhD students working on any of the aforementioned areas.
About
Qualifications
- 2016: Post Graduate Certificate on Learning and Teaching in Higher Education, Sheffield Hallam University, United Kingdom
- 2015: PhD Nonlinear exponential autoregressive time series models with conditional heteroskedastic errors, Loughborough University
- 2012: MSc Economic Theory, Other, United Kingdom
- 2010: BSc Science of Economics, Other, United Kingdom
Senior Lecturer
Teaching
Sheffield Business School
International Business
2016 to present: Introductory Statistics for Business Economics, Sheffield Hallam University, United Kingdom
2015 to 2016: Tutor, Sheffield Hallam University, United Kingdom
2015 to present: Research Methods Block A, Sheffield Hallam University, United Kingdom
2015 to present: Maths, Sheffield Hallam University, United Kingdom
Publications
Journal articles
Katsiampa, P., Yarovaya, L., & Zięba, D. (2022). High-frequency connectedness between Bitcoin and other top-traded crypto assets during the COVID-19 crisis. Journal of International Financial Markets, Institutions and Money, 79, 101578. http://doi.org/10.1016/j.intfin.2022.101578
Katsiampa, P., McGuinness, P., Serbera, J.-.P., & Zhao, K. (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. http://doi.org/10.1007/s11156-021-01033-9
Gkillas, K., Katsiampa, P., Konstantatos, C., & Tsagkanos, A. (2022). Discontinuous movements and asymmetries in cryptocurrency markets. European Journal of Finance, 1-25. http://doi.org/10.1080/1351847X.2021.2015416
Corbet, S., Katsiampa, P., & 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, 101571. http://doi.org/10.1016/j.irfa.2020.101571
Akyildirim, E., Corbet, S., Katsiampa, P., Kellard, N., & Sensoy, A. (2020). The development of Bitcoin futures: Exploring the interactions between cryptocurrency derivatives. Finance Research Letters, 34, 101234. http://doi.org/10.1016/j.frl.2019.07.007
Katsiampa, P. (2019). An empirical investigation of volatility dynamics in the cryptocurrency market. Research in International Business and Finance, 50, 322-335. http://doi.org/10.1016/j.ribaf.2019.06.004
Katsiampa, P., Moutsianas, K., & Urquhart, A. (2019). Information demand and cryptocurrency market activity. Economics Letters, 185, 108714. http://doi.org/10.1016/j.econlet.2019.108714
Katsiampa, P., & Begiazi, K. (2019). An empirical analysis of the Scottish housing market by property type. Scottish Journal of Political Economy, 66 (4), 559-583. http://doi.org/10.1111/sjpe.12210
Katsiampa, P., Corbet, S., & Lucey, B. (2019). High frequency volatility co-movements in cryptocurrency markets. Journal of International Financial Markets, Institutions and Money, 62, 35-52. http://doi.org/10.1016/j.intfin.2019.05.003
Katsiampa, P., Corbet, S., & Lucey, B. (2019). Volatility spillover effects in leading cryptocurrencies: A BEKK-MGARCH analysis. Finance Research Letters, 29, 68-74. http://doi.org/10.1016/j.frl.2019.03.009
Corbet, S., & Katsiampa, P. (2018). Asymmetric mean reversion of Bitcoin price returns. International Review of Financial Analysis. http://doi.org/10.1016/j.irfa.2018.10.004
Katsiampa, P. (2018). Volatility co-movement between Bitcoin and Ether. Finance Research Letters. http://doi.org/10.1016/j.frl.2018.10.005
Gkillas, K., & Katsiampa, P. (2018). An application of extreme value theory to cryptocurrencies. Economics Letters, 164, 109-111. http://doi.org/10.1016/j.econlet.2018.01.020
Begiazi, K., & Katsiampa, P. (2018). Modelling UK house prices with structural breaks and conditional variance analysis. The Journal of Real Estate Finance and Economics. http://doi.org/10.1007/s11146-018-9652-5
Katsiampa, P. (2017). Volatility estimation for Bitcoin: A comparison of GARCH models. Economics Letters, 158, 3-6. http://doi.org/10.1016/j.econlet.2017.06.023
Leger, L.A., Glass, K., Katsiampa, P., Liu, S., & Sirichand, K. (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. http://doi.org/10.1080/02602938.2015.1109054
Gkillas, K., Katsiampa, P., Vortelinos, D.I., & Wohar, M.E. (n.d.). Greek government‐debt crisis events and European financial markets: News surprises on Greek bond yields and inter‐relations of European financial markets. International Journal of Finance & Economics. http://doi.org/10.1002/ijfe.2634
Book chapters
Katsiampa, P. (2020). Financial characteristics of cryptocurrencies. In Cryptocurrency and Blockchain Technology. (pp. 55-76). http://doi.org/10.1515/9783110660807-004
Katsiampa, P. (2020). Financial characteristics of cryptocurrencies. In Cryptocurrency and Blockchain Technology. (pp. 55-76). De Gruyter: http://doi.org/10.1515/9783110660807-004
Theses / Dissertations
Zhao, K. (2021). Comparative bank financial risk management models in fintechs and challenger banks. (Doctoral thesis). Supervised by Serbera, J.-.P., Lingham, E., Katsiampa, P., Brunsdon, T., & Ezepue, P. http://doi.org/10.7190/shu-thesis-00380
Presentations
Katsiampa, P. (2014). A new approach to modelling nonlinear time series: introducing the ExpAR-ARCH and ExpAR-GARCH models and applications. http://doi.org/10.4230/OASIcs.SCOR.2014.34