Dr Paraskevi Katsiampa

Lecturer in Financial Management

Room: E001
Phone: +44 (0)114 215 7187
Email: p.katsiampa@sheffield.ac.uk


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.

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.

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.

PhD Supervision

Paraskevi would welcome proposals from potential doctoral students wishing to work in any of the fields of her research interests.

Selected Recent Publications

1. Corbet, S. and Katsiampa, P. (forthcoming) Asymmetric Mean Reversion of Bitcoin Price Returns. International Review of Financial Analysis.
2. Katsiampa, P. (forthcoming) Volatility co-movement between Bitcoin and Ether. Finance Research Letters.
3. Begiazi, K. and Katsiampa, P., 2019. Modelling UK house prices with structural breaks and conditional variance analysis. Journal of Real Estate Finance and Economics, 58(2), 290-309.
4. Gkillas, K. and Katsiampa, P., 2018. An application of Extreme Value Theory to cryptocurrencies. Economics Letters, 164, 109-111.
5. Katsiampa, P., 2017. Volatility estimation for Bitcoin: A comparison of GARCH models. Economics Letters, 158, 3-6.
6. Leger, L.A. Glass, K., Katsiampa, P., Liu, S. and Sirichand, K., 2017. What if best practice is too expensive? Feedback on oral presentations and efficient use of resources. Assessment & Evaluation in Higher Education, 24(3), 329-346.