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Browsing by Author Paraskevi Katsiampa
Showing results 1 to 3 of 3
| Issue Date | Title | Author(s) |
|---|---|---|
| 2023 | Conditional dependence structure and risk spillovers between Bitcoin and fiat currencies | Mobeen Ur Rehman; Paraskevi Katsiampa; Rami Zeitun; Xuan Vinh Vo |
| 2019 | High frequency volatility co-movements in cryptocurrency markets | Katsiampa; Paraskevi Katsiampa; Shaen Corbet; Brian Lucey |
| 2019 | Volatility spillover effects in leading cryptocurrencies: A BEKK-MGARCH analysis | Paraskevi Katsiampa; Shaen Corbet; Brian Lucey |
