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
Sheffield Business School
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
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
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. http://doi.org/10.1016/j.econlet.2019.108714
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
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
Akyildirim, E., Corbet, S., Katsiampa, P., Kellard, N., & Sensoy, A. (2019). The development of Bitcoin futures: Exploring the interactions between cryptocurrency derivatives. Finance Research Letters. http://doi.org/10.1016/j.frl.2019.07.007
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
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