The development of Bitcoin futures: Exploring the interactions between cryptocurrency derivatives[J] FINANCE RESEARCH LETTERS 2020(34) Akyildirim, Erdinc Corbet, Shaen Katsiampa, Paraskevi Kellard, Neil Sensoy, Ahmet
Volatility spillover effects in leading cryptocurrencies: A BEKK-MGARCH analysis[J] FINANCE RESEARCH LETTERS 2019(29) Katsiampa, Paraskevi Corbet, Shaen Lucey, Brian
Volatility co-movement between Bitcoin and Ether[J] FINANCE RESEARCH LETTERS 2019(30) Katsiampa, Paraskevi
Measuring quantile dependence and testing directional predictability between Bitcoin, altcoins and traditional financial assets[J] INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS 2020(71) Corbet, Shaen Katsiampa, Paraskevi Lau, Chi Keung Marco
Asymmetric mean reversion of Bitcoin price returns[J] INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS 2020(71) Corbet, Shaen Katsiampa, Paraskevi
An empirical investigation of volatility dynamics in the cryptocurrency market[J] RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE 2019(50) Katsiampa, Paraskevi
Conditional dependence structure and risk spillovers between Bitcoin and fiat currencies[J] EMERGING MARKETS REVIEW 2023(55) Rehman, Mobeen Ur Katsiampa, Paraskevi Zeitun, Rami Vo, Xuan Vinh
High-frequency connectedness between Bitcoin and other top-traded crypto assets during the COVID-19 crisis[J] JOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS & MONEY 2022(79) Katsiampa, Paraskevi Yarovaya, Larisa Eba, Damian Zi
High frequency volatility co-movements in cryptocurrency markets[J] JOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS & MONEY 2019(62) Katsiampa, Paraskevi Corbet, Shaen Lucey, Brian
Discontinuous movements and asymmetries in cryptocurrency markets[J] EUROPEAN JOURNAL OF FINANCE Gkillas, Konstantinos Katsiampa, Paraskevi Konstantatos, Christoforos Tsagkanos, Athanasios
