2020

Corbet, Shaen ORCID: 0000-0001-7430-7417, Katsiampa, Paraskevi ORCID: 0000-0003-0477-6503 and Lau, Marco Chi Keung ORCID: 0000-0002-2430-5592 (2020) Measuring quantile dependence and testing directional predictability between Bitcoin, altcoins and traditional financial assets. International Review of Financial Analysis, 71 . ISSN 1057-5219

2019

Katsiampa, Paraskevi ORCID: 0000-0003-0477-6503, Corbet, Shaen ORCID: 0000-0001-7430-7417 and Lucey, Brian ORCID: 0000-0002-4052-8235 (2019) High frequency volatility co-movements in cryptocurrency markets. Journal of International Financial Markets, Institutions and Money, 62 . pp. 35-52. ISSN 1042-4431