| Volatility estimation for Bitcoin: A comparison of GARCH models P Katsiampa Economics letters 158, 3-6, 2017 | 1263 | 2017 |
| Volatility spillover effects in leading cryptocurrencies: A BEKK-MGARCH analysis P Katsiampa, S Corbet, B Lucey Finance Research Letters 29, 68-74, 2019 | 320 | 2019 |
| An application of extreme value theory to cryptocurrencies K Gkillas, P Katsiampa Economics Letters 164, 109-111, 2018 | 306 | 2018 |
| High frequency volatility co-movements in cryptocurrency markets P Katsiampa, S Corbet, B Lucey Journal of International Financial Markets, Institutions and Money 62, 35-52, 2019 | 286 | 2019 |
| Volatility co-movement between Bitcoin and Ether P Katsiampa Finance Research Letters 30, 221-227, 2019 | 251 | 2019 |
| An empirical investigation of volatility dynamics in the cryptocurrency market P Katsiampa Research in International Business and Finance 50, 322-335, 2019 | 183 | 2019 |
| The development of bitcoin futures: Exploring the interactions between cryptocurrency derivatives E Akyildirim, S Corbet, P Katsiampa, N Kellard, A Sensoy Finance Research Letters 34, 101234, 2020 | 128 | 2020 |
| High-frequency connectedness between Bitcoin and other top-traded crypto assets during the COVID-19 crisis P Katsiampa, L Yarovaya, D Zięba Journal of International Financial Markets, Institutions and Money 79, 101578, 2022 | 108 | 2022 |
| Asymmetric mean reversion of Bitcoin price returns S Corbet, P Katsiampa International Review of Financial Analysis 71, 101267, 2020 | 79 | 2020 |
| Measuring quantile dependence and testing directional predictability between Bitcoin, altcoins and traditional financial assets S Corbet, P Katsiampa, CKM Lau International Review of Financial Analysis 71, 101571, 2020 | 62 | 2020 |
| Information demand and cryptocurrency market activity P Katsiampa, K Moutsianas, A Urquhart Economics Letters 185, 108714, 2019 | 32 | 2019 |
| The financial and prudential performance of Chinese banks and Fintech lenders in the era of digitalization P Katsiampa, PB McGuinness, JP Serbera, K Zhao Review of Quantitative Finance and Accounting 58 (4), 1451-1503, 2022 | 30 | 2022 |
| Modelling UK house prices with structural breaks and conditional variance analysis K Begiazi, P Katsiampa The Journal of Real Estate Finance and Economics 58 (2), 290-309, 2019 | 30 | 2019 |
| Conditional dependence structure and risk spillovers between bitcoin and fiat currencies MU Rehman, P Katsiampa, R Zeitun, XV Vo Emerging Markets Review 55, 100966, 2023 | 27 | 2023 |
| Discontinuous movements and asymmetries in cryptocurrency markets K Gkillas, P Katsiampa, C Konstantatos, A Tsagkanos The European Journal of Finance 30 (16), 1907-1931, 2024 | 25 | 2024 |
| Cryptocurrency market activity during extremely volatile periods P Katsiampa, K Gkillas, F Longin Available at SSRN 3220781, 2018 | 24 | 2018 |
| What if best practice is too expensive? Feedback on oral presentations and efficient use of resources LA Leger, K Glass, P Katsiampa, S Liu, K Sirichand Assessment & Evaluation in Higher Education 42 (3), 329-346, 2017 | 13 | 2017 |
| An empirical analysis of the Scottish housing market by property type P Katsiampa, K Begiazi Scottish Journal of Political Economy 66 (4), 559-583, 2019 | 11 | 2019 |
| A new approach to modelling nonlinear time series: Introducing the ExpAR-ARCH and ExpAR-GARCH models and applications P Katsiampa 4th Student Conference on Operational Research (2014), 2014 | 9 | 2014 |
| The role of board age diversity in the performance of publicly listed Fintech entities P Katsiampa, PB McGuinness, H Zhang The European Journal of Finance 30 (11), 1295-1326, 2024 | 8 | 2024 |
Shaen CorbetProfessor of Finance, Dublin City University (DCU)Email verificata su dcu.ie