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Dr Paraskevi Katsiampa

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Dr Paraskevi Katsiampa

Senior Lecturer


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.




  • 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


Department of Management

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


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.

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.

Gkillas, K., Katsiampa, P., Konstantatos, C., & Tsagkanos, A. (2022). Discontinuous movements and asymmetries in cryptocurrency markets. European Journal of Finance, 1-25.

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.

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.

Katsiampa, P. (2019). An empirical investigation of volatility dynamics in the cryptocurrency market. Research in International Business and Finance, 50, 322-335.

Katsiampa, P., Moutsianas, K., & Urquhart, A. (2019). Information demand and cryptocurrency market activity. Economics Letters, 185, 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.

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.

Katsiampa, P., Corbet, S., & Lucey, B. (2019). Volatility spillover effects in leading cryptocurrencies: A BEKK-MGARCH analysis. Finance Research Letters, 29, 68-74.

Corbet, S., & Katsiampa, P. (2018). Asymmetric mean reversion of Bitcoin price returns. International Review of Financial Analysis.

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

Gkillas, K., & Katsiampa, P. (2018). An application of extreme value theory to cryptocurrencies. Economics Letters, 164, 109-111.

Begiazi, K., & Katsiampa, P. (2018). Modelling UK house prices with structural breaks and conditional variance analysis. The Journal of Real Estate Finance and Economics.

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

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.

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.

Book chapters

Katsiampa, P. (2020). Financial characteristics of cryptocurrencies. In Cryptocurrency and Blockchain Technology. (pp. 55-76).

Katsiampa, P. (2020). Financial characteristics of cryptocurrencies. In Cryptocurrency and Blockchain Technology. (pp. 55-76). De Gruyter:

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.


Katsiampa, P. (2014). A new approach to modelling nonlinear time series: introducing the ExpAR-ARCH and ExpAR-GARCH models and applications.

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