Items where authors include "Katsiampa, P."
Article
Gkillas, K., Katsiampa, P. orcid.org/0000-0003-0477-6503, Konstantatos, C. et al. (1 more author) (2024) Discontinuous movements and asymmetries in cryptocurrency markets. The European Journal of Finance, 30 (16). pp. 1907-1931. ISSN 1351-847X
Vu, A.N. orcid.org/0000-0001-7254-8380 and Katsiampa, P. orcid.org/0000-0003-0477-6503 (2024) Non-standard monetary policy measures and bank systemic risk in the Eurozone. Review of Quantitative Finance and Accounting. ISSN 0924-865X
Katsiampa, P. orcid.org/0000-0003-0477-6503, McGuinness, P.B. orcid.org/0000-0001-7781-9151 and Zhang, H. (2024) The role of board age diversity in the performance of publicly listed Fintech entities. The European Journal of Finance, 30 (11). pp. 1295-1326. ISSN 1351-847X
Gkillas, K., Katsiampa, P. orcid.org/0000-0003-0477-6503, Vortelinos, D.I. et al. (1 more author) (2023) 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, 28 (4). pp. 4037-4054. ISSN 1076-9307
Rehman, M.U., Katsiampa, P. orcid.org/0000-0003-0477-6503, Zeitun, R. et al. (1 more author) (2023) Conditional dependence structure and risk spillovers between Bitcoin and fiat currencies. Emerging Markets Review, 55. 100966. ISSN 1566-0141
Katsiampa, P. orcid.org/0000-0003-0477-6503, Yarovaya, L. and 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. ISSN 1042-4431
Katsiampa, P. orcid.org/0000-0003-0477-6503, McGuinness, P.B. orcid.org/0000-0001-7781-9151, Serbera, J.-P. et al. (1 more author) (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). pp. 1451-1503. ISSN 0924-865X
Corbet, S., Katsiampa, P. orcid.org/0000-0003-0477-6503 and 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. ISSN 1057-5219
Akyildirim, E., Corbet, S., Katsiampa, P. orcid.org/0000-0003-0477-6503 et al. (2 more authors) (2020) The development of Bitcoin futures : exploring the interactions between cryptocurrency derivatives. Finance Research Letters, 34. 101234. ISSN 1544-6123
Katsiampa, P. orcid.org/0000-0003-0477-6503, Moutsianas, K. and Urquhart, A. (2019) Information demand and cryptocurrency market activity. Economics Letters, 185. 108714. ISSN 0165-1765
Katsiampa, P. orcid.org/0000-0003-0477-6503 (2019) An empirical investigation of volatility dynamics in the cryptocurrency market. Research in International Business and Finance, 50. pp. 322-335. ISSN 0275-5319
Katsiampa, P. orcid.org/0000-0003-0477-6503, Corbet, S. and Lucey, B. (2019) High frequency volatility co-movements in cryptocurrency markets. Journal of International Financial Markets, Institutions and Money, 62. pp. 35-52. ISSN 1042-4431
Katsiampa, P. orcid.org/0000-0003-0477-6503 (2019) Volatility co-movement between Bitcoin and Ether. Finance Research Letters, 30. pp. 221-227. ISSN 1544-6123
Katsiampa, P. orcid.org/0000-0003-0477-6503 and Begiazi, K. (2019) An empirical analysis of the Scottish housing market by property type. Scottish Journal of Political Economy, 66 (4). pp. 559-583. ISSN 0036-9292
Katsiampa, P. orcid.org/0000-0003-0477-6503, Corbet, S. and Lucey, B. (2019) Volatility spillover effects in leading cryptocurrencies: A BEKK-MGARCH analysis. Finance Research Letters, 29. pp. 68-74. ISSN 1544-6123