International Hellenic University

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Wednesday, 30 May 2018

School of Economics, Business Administration & Legal Studies

International Hellenic University


Tuesday 12 June 2018

Time: 16:30-17:30

International Hellenic University, Lecture Room A4


Seminar Title

“Volatility co-movements in the cryptocurrency market”

Dr Paraskevi Katsiampa, Senior Lecturer in Economics,

Sheffield Business School, Sheffield Hallam University

The School of Economics, Business Administration and Legal Studies of the International Hellenic University (IHU) would like to invite you to the next presentation in the Research Seminar Series. Dr Paraskevi Katsiampa, Senior Lecturer in Economics, Sheffield Business School will offer a presentation with title “Volatility co-movements in the cryptocurrency market”.

The purpose of the Research Seminar Series is to bring together the academic and business community by presenting contemporary research topics in Finance, Business, Marketing, Accounting and Economics, among others. Through these seminars, as an international centre of knowledge, innovation and research, at the crossroads of Southern Europe, the IHU attempts to further strengthen its strategic role in academic excellence. Drawing on the experience of outstanding Greek and international academics, working papers are presented on a regular basis, with the aim of establishing a meeting point for active researchers.

Speaker information:

Dr Paraskevi Katsiampa joined Sheffield Hallam University in 2015 and is currently a Senior Lecturer in Economics with specialism in Statistics, Econometrics and Mathematical Economics. She holds a BSc and an MSc in Economics both from Athens University of Economics and Business, Greece, and a PhD in Economics from Loughborough University, UK. She also holds a Postgraduate Certificate in Learning and Teaching in Higher Education.

Paraskevi has several years' experience in teaching Economics related modules at both undergraduate and postgraduate levels. She is a Fellow of the Higher Education Academy and has held several academic roles such as Academic advisor, Work experience mentor and Placement and Employability tutor.

Paraskevi's research interests include Time Series Analysis, Applied Econometrics, Forecasting, Volatility Spillovers, Cryptocurrencies, Commodities, House prices and Financial Crises, among others. She has published her research in peer-reviewed academic journals and is currently working on several multidisciplinary research projects. In addition, she regularly acts as a reviewer for refereed academic journals.

Presentation at a glance:

The cryptocurrency market has recently received much attention, mainly due to the popularity of Bitcoin. Cryptocurrencies are systems that use cryptography to allow the secure transfer and exchange of digital tokens in a decentralised manner (Dourado and Brito, 2014). It is now well-known that cryptocurrencies behave differently to traditional fiat currencies. Moreover, recent fluctuations in the prices of cryptocurrencies have resulted in periods of high volatility, and cryptocurrencies have been increasingly used for investment and speculation purposes despite public warnings issued by financial institutions.

Although the literature on cryptocurrencies has rapidly emerged, little is known about interdependencies within the cryptocurrency market. We therefore aim to improve our understanding of the cryptocurrency market by investigating volatility co-movements across major cryptocurrencies. As cryptocurrencies are mainly viewed as assets rather than currencies, understanding interdependencies in cryptocurrencies is of utmost importance for appropriate portfolio management and our results could thus assist traders and investors in making more informed decisions.

IHU Information:

IHU is Greece’s first public university where programmes are taught exclusively in English. It currently offers postgraduate programmes in various disciplines in three Schools: Economics, Business Administration and Legal Studies, Humanities and Science & Technology.

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Dr Stergios Leventis and Dr Fragiskos Archontakis

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14th Thessaloniki-N.Moudania

Thessaloniki, Thermi

57001 Greece

Additional Info

  • Event date: Tuesday, 12 June 2018
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