Access Statistics for Cathy Ning

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
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 8 0 1 12 71
Asymmetric Dependence in US Financial Risk Factors? 0 0 0 32 0 4 22 127
Asymmetric Dependence in the US Economy: Application to Money and the Phillips Curve 0 0 0 24 0 2 8 139
Extreme Dependence in International Stock Markets 0 0 0 146 0 2 17 369
Extreme Return-Volume Dependence in East-Asian Stock Markets: A Copula Approach 0 0 0 0 0 3 11 207
Extreme risk spillovers between stock and bond markets 0 0 2 11 0 3 15 31
Is Volatility Clustering of Asset Returns Asymmetric? 0 0 1 19 0 7 29 127
Is the potential for inter- and intro- continental diversification disappearing? A vine copula approach 0 0 0 2 0 3 8 11
Modeling Asymmetric Volatility Clusters Using Copulas and High Frequency Data 0 0 1 149 0 3 19 400
Modeling Asymmetric Volatility Clusters Using Copulas and High Frequency Data 0 0 0 38 0 2 10 127
Safe haven currencies: A dependence switching copula approach 1 2 5 24 1 3 31 55
Segmentation across International Equity, Bond, and Foreign Exchange Markets 0 0 0 43 1 3 12 182
The Dependence Structure of Macroeconomic Variables in the US 0 0 1 106 0 4 14 476
The Dependence Structure of Macroeconomic Variables in the US 0 0 0 37 0 2 5 170
Total Working Papers 1 2 11 639 2 42 213 2,492
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
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 2 16 0 3 26 52
Dependence structure between the equity market and the foreign exchange market-A copula approach 0 0 1 148 0 0 21 479
Estimation of the stochastic conditional duration model via alternative methods 0 0 0 42 0 3 10 211
Extreme comovements and downside/upside risk spillovers between oil prices and exchange rates 0 0 1 2 0 2 9 11
Extreme return-volume dependence in East-Asian stock markets: A copula approach 0 0 0 50 0 0 10 162
Is volatility clustering of asset returns asymmetric? 0 0 0 15 0 0 26 102
Modeling the leverage effect with copulas and realized volatility 0 0 2 60 0 3 12 186
Safe haven currencies: A dependence-switching copula approach 1 1 3 3 1 3 14 14
Stock–bond dependence and flight to/from quality 0 1 5 11 0 5 19 50
The dependence structure between the Canadian stock market and the USD/CAD exchange rate: a copula approach 0 0 0 51 0 3 14 215
The dependence structure between the Canadian stock market and the USD/CAD exchange rate: a copula approach 0 0 0 3 1 1 6 23
Total Journal Articles 1 3 14 401 2 23 167 1,505

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Statistics updated 2026-07-10