Dr Paraskevi Katsiampa
BSc, MSc, PhD
Lecturer in Financial Management
+44 114 215 7187
Full contact details
Sheffield University Management School
Paraskevi holds a BSc and an MSc in Economics both from Athens University of Economics and Business, Greece, and a PhD from Loughborough University, UK.
She also holds a Postgraduate Certificate in Learning and Teaching in Higher Education and is a Fellow of the Higher Education Academy.
Before joining the Management School in February 2019, she worked as a Senior Lecturer in Economics with specialism in Statistics, Econometrics and Maths at Sheffield Hallam University.
She has also held several academic roles, such as Academic advisor, Work experience mentor and Placement and Employability tutor.
- Research interests
Paraskevi’s primary research interests include Financial Econometrics, Time Series Analysis, Forecasting, Spillover effects, Cryptocurrencies, Commodities, House prices, and Financial Crises, among others.
Her secondary research interests include Pedagogy in Higher Education. She is also interested in interdisciplinary research projects involving quantitative methods.
She regularly acts as a reviewer for several refereed academic journals, such as Annals of Operations Research, Economics Letters, Economic Modelling, Finance Research Letters, International Journal of Finance and Economics, International Review of Financial Analysis, North American Journal of Economics and Finance, and Research in International Business and Finance, among others.
Paraskevi would welcome proposals from potential doctoral students wishing to work in any of the fields of her research interests.
- Measuring quantile dependence and testing directional predictability between Bitcoin, altcoins and traditional financial assets. International Review of Financial Analysis, 101571-101571.
- Information demand and cryptocurrency market activity. Economics Letters. View this article in WRRO
- Volatility co-movement between Bitcoin and Ether. Finance Research Letters, 30, 221-227. View this article in WRRO
- The development of Bitcoin futures : exploring the interactions between cryptocurrency derivatives. Finance Research Letters. View this article in WRRO
- High frequency volatility co-movements in cryptocurrency markets. Journal of International Financial Markets, Institutions and Money. View this article in WRRO
- An empirical investigation of volatility dynamics in the cryptocurrency market. Research in International Business and Finance. View this article in WRRO
- Volatility spillover effects in leading cryptocurrencies: A BEKK-MGARCH analysis. Finance Research Letters, 29, 68-74. View this article in WRRO
- An empirical analysis of the Scottish housing market by property type. Scottish Journal of Political Economy. View this article in WRRO
- Modelling UK House Prices with Structural Breaks and Conditional Variance Analysis. The Journal of Real Estate Finance and Economics, 58(2), 290-309.
- Asymmetric Mean Reversion of Bitcoin Price Returns. International Review of Financial Analysis.
- Greek Government-Debt Crisis Events and European Financial Markets: Surprises of Greek Bond Yields and Inter-Relations of European Financial Markets.
- An application of extreme value theory to cryptocurrencies. Economics Letters, 164, 109-111.
- Volatility estimation for Bitcoin: A comparison of GARCH models. Economics Letters, 158, 3-6.
- 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.
- Financial characteristics of cryptocurrencies, Cryptocurrency and Blockchain Technology (pp. 55-76). De Gruyter
Conference proceedings papers
- A new approach to modelling nonlinear time series: Introducing the ExpAR-ARCH and ExpAR-GARCH models and applications. OpenAccess Series in Informatics, Vol. 37 (pp 34-51)
- Teaching interests
Paraskevi has several years' experience in teaching Economics related modules at both undergraduate and postgraduate levels.
She currently teaches Financial Management (MGT6174) and Research Methods for Finance and Accounting (MGT6171), both at postgraduate level.
Her primary aim in teaching is to create knowledge and facilitate student learning giving real life examples and considering applications to real cases in order to put theoretical concepts and formulae in context.
While teaching she always tries to engage, motivate, challenge and inspire students as well as help them develop transferable skills.
- Teaching activities
- Financial Management (MGT6174) PG
- Methods for Finance and Accounting (MGT6171) PG