Cathy Ning
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Identifer
Contact
Affiliations
-
Toronto Metropolitan University
/ Department of Economics
Research profile
author of:
- The dependence structure between the Canadian stock market and the USD/CAD exchange rate: a copula approach (RePEc:cje:issued:v:43:y:2010:i:3:p:1016-1039)
by Leo Michelis & Cathy Ning - Estimation of the stochastic conditional duration model via alternative methods (RePEc:ect:emjrnl:v:11:y:2008:i:3:p:593-616)
by John Knight & Cathy Q. Ning - Stock–bond dependence and flight to/from quality (RePEc:eee:finana:v:86:y:2023:i:c:s1057521922004173)
by Ponrajah, Jeremey & Ning, Cathy - Modeling the leverage effect with copulas and realized volatility (RePEc:eee:finlet:v:5:y:2008:i:4:p:221-227)
by Ning, Cathy & Xu, Dinghai & Wirjanto, Tony S. - Extreme return-volume dependence in East-Asian stock markets: A copula approach (RePEc:eee:finlet:v:6:y:2009:i:4:p:202-209)
by Ning, Cathy & Wirjanto, Tony S. - Is volatility clustering of asset returns asymmetric? (RePEc:eee:jbfina:v:52:y:2015:i:c:p:62-76)
by Ning, Cathy & Xu, Dinghai & Wirjanto, Tony S. - Dependence structure between the equity market and the foreign exchange market-A copula approach (RePEc:eee:jimfin:v:29:y:2010:i:5:p:743-759)
by Ning, Cathy - The Dependence Structure of Macroeconomic Variables in the US (RePEc:hhs:stavef:2009_031)
by Chollete, Loran & Ning, Cathy - Asymmetric Dependence in US Financial Risk Factors? (RePEc:hhs:stavef:2011_002)
by Chollete, Loran & Ning, Cathy - Asymmetric Dependence in the US Economy: Application to Money and the Phillips Curve (RePEc:hhs:stavef:2012_001)
by Chollete, Loran & Ning, Cathy - The Dependence Structure of Macroeconomic Variables in the US (RePEc:rye:wpaper:wp005)
by Cathy Q. Ning & Loran Chollete - Modeling Asymmetric Volatility Clusters Using Copulas and High Frequency Data (RePEc:rye:wpaper:wp006)
by Cathy Ning & Dinghai Xu & Tony Wirjanto - Extreme Dependence in International Stock Markets (RePEc:rye:wpaper:wp008)
by Cathy Ning - Segmentation across International Equity, Bond, and Foreign Exchange Markets (RePEc:rye:wpaper:wp010)
by Cathy Ning & Stephen Sapp - Asymmetric Dependence between Aggregate Consumption and Financial Risk (RePEc:rye:wpaper:wp046)
by Cathy Ning & Loran Chollete - Is Volatility Clustering of Asset Returns Asymmetric? (RePEc:rye:wpaper:wp050)
by Cathy Ning & Dinghai Xu & Tony Wirjanto - Is the potential for inter- and intro- continental diversification disappearing? A vine copula approach (RePEc:rye:wpaper:wp071)
by Cathy Ning & Wanling Huang - Extreme risk spillovers between stock and bond markets (RePEc:rye:wpaper:wp090)
by Cathy Ning & Jeremey Ponrajah - Safe haven currencies: A dependence switching copula approach (RePEc:rye:wpaper:wp091)
by Leo Michelis & Cathy Ning & Jeremey Ponrajah - Extreme Return-Volume Dependence in East-Asian Stock Markets: A Copula Approach (RePEc:wat:wpaper:08009)
by Cathy Ning & Tony S. Wirjanto - Modeling Asymmetric Volatility Clusters Using Copulas and High Frequency Data (RePEc:wat:wpaper:1001)
by Cathy Ning & Dinghai Xu & Tony Wirjanto - The dependence structure between the Canadian stock market and the USD/CAD exchange rate: a copula approach (RePEc:wly:canjec:v:43:y:2010:i:3:p:1016-1039)
by Leo Michelis & Cathy Ning - A new Markov regime‐switching count time series approach for forecasting initial public offering volumes and detecting issue cycles (RePEc:wly:jforec:v:41:y:2022:i:1:p:118-133)
by Xinyu Wang & Cathy Ning