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	0	7	3	4	4	63
Asymmetric Dependence in US Financial Risk Factors?	0	0	0	32	3	4	5	110
Asymmetric Dependence in the US Economy: Application to Money and the Phillips Curve	0	0	0	24	0	0	3	133
Extreme Dependence in International Stock Markets	0	0	0	146	2	2	3	355
Extreme Return-Volume Dependence in East-Asian Stock Markets: A Copula Approach	0	0	0	0	0	1	3	197
Extreme risk spillovers between stock and bond markets	0	0	3	9	1	2	14	20
Is Volatility Clustering of Asset Returns Asymmetric?	0	0	1	18	2	3	7	102
Modeling Asymmetric Volatility Clusters Using Copulas and High Frequency Data	0	0	0	38	1	3	3	120
Modeling Asymmetric Volatility Clusters Using Copulas and High Frequency Data	0	1	1	149	2	5	5	386
Safe haven currencies: A dependence switching copula approach	1	3	5	22	5	11	23	35
Segmentation across International Equity, Bond, and Foreign Exchange Markets	0	0	0	43	1	1	2	171
The Dependence Structure of Macroeconomic Variables in the US	0	0	0	105	2	2	6	465
The Dependence Structure of Macroeconomic Variables in the US	0	0	0	37	0	1	1	166
Total Working Papers	1	4	10	630	22	39	79	2,323

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	1	1	15	2	4	6	32
Dependence structure between the equity market and the foreign exchange market-A copula approach	0	1	2	148	4	9	13	469
Estimation of the stochastic conditional duration model via alternative methods	0	0	0	42	0	0	1	201
Extreme return-volume dependence in East-Asian stock markets: A copula approach	0	0	0	50	0	0	0	152
Is volatility clustering of asset returns asymmetric?	0	0	0	15	3	5	6	81
Modeling the leverage effect with copulas and realized volatility	0	1	1	59	0	1	4	176
Stock–bond dependence and flight to/from quality	0	4	4	10	1	6	9	38
The dependence structure between the Canadian stock market and the USD/CAD exchange rate: a copula approach	0	0	1	51	1	5	8	207
The dependence structure between the Canadian stock market and the USD/CAD exchange rate: a copula approach	0	0	0	3	0	0	5	17
Total Journal Articles	0	7	9	393	11	30	52	1,373

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Statistics updated 2025-12-06