Access Statistics for Cathy Ning

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Asymmetric Dependence between Aggregate Consumption and Financial Risk	0	0	1	7	0	0	3	59
Asymmetric Dependence in US Financial Risk Factors?	0	0	0	32	0	0	4	105
Asymmetric Dependence in the US Economy: Application to Money and the Phillips Curve	0	0	0	24	1	1	1	131
Extreme Dependence in International Stock Markets	0	0	0	146	0	0	2	352
Extreme Return-Volume Dependence in East-Asian Stock Markets: A Copula Approach	0	0	0	0	1	2	2	196
Extreme risk spillovers between stock and bond markets	1	2	8	8	2	5	11	11
Is Volatility Clustering of Asset Returns Asymmetric?	0	0	0	17	0	1	3	96
Modeling Asymmetric Volatility Clusters Using Copulas and High Frequency Data	0	0	0	38	0	0	0	117
Modeling Asymmetric Volatility Clusters Using Copulas and High Frequency Data	0	0	0	148	0	0	4	381
Safe haven currencies: A dependence switching copula approach	0	1	18	18	0	5	17	17
Segmentation across International Equity, Bond, and Foreign Exchange Markets	0	0	1	43	1	1	4	170
The Dependence Structure of Macroeconomic Variables in the US	0	0	1	105	0	0	4	459
The Dependence Structure of Macroeconomic Variables in the US	0	0	0	37	0	0	1	165
Total Working Papers	1	3	29	623	5	15	56	2,259

1 registered items for which data could not be found

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A new Markov regime‐switching count time series approach for forecasting initial public offering volumes and detecting issue cycles	0	0	2	14	0	0	3	26
Dependence structure between the equity market and the foreign exchange market-A copula approach	0	0	1	146	0	1	7	457
Estimation of the stochastic conditional duration model via alternative methods	0	0	0	42	1	1	4	201
Extreme return-volume dependence in East-Asian stock markets: A copula approach	0	0	0	50	0	0	1	152
Is volatility clustering of asset returns asymmetric?	0	0	2	15	0	0	2	75
Modeling the leverage effect with copulas and realized volatility	0	0	0	58	0	0	0	172
Stock–bond dependence and flight to/from quality	0	0	2	6	0	0	10	29
The dependence structure between the Canadian stock market and the USD/CAD exchange rate: a copula approach	0	0	0	50	1	1	3	200
The dependence structure between the Canadian stock market and the USD/CAD exchange rate: a copula approach	0	0	1	3	2	2	4	14
Total Journal Articles	0	0	8	384	4	5	34	1,326

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Statistics updated 2025-03-03