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 0 12 71
Asymmetric Dependence in US Financial Risk Factors? 0 0 0 32 0 0 21 127
Asymmetric Dependence in the US Economy: Application to Money and the Phillips Curve 0 0 0 24 1 1 7 140
Extreme Dependence in International Stock Markets 0 0 0 146 0 0 16 369
Extreme Return-Volume Dependence in East-Asian Stock Markets: A Copula Approach 0 0 0 0 0 1 12 208
Extreme risk spillovers between stock and bond markets 0 0 2 11 1 2 15 33
Is Volatility Clustering of Asset Returns Asymmetric? 0 0 1 19 2 2 30 129
Is the potential for inter- and intro- continental diversification disappearing? A vine copula approach 0 0 0 2 0 0 8 11
Modeling Asymmetric Volatility Clusters Using Copulas and High Frequency Data 0 0 0 38 1 1 11 128
Modeling Asymmetric Volatility Clusters Using Copulas and High Frequency Data 0 0 1 149 0 0 19 400
Safe haven currencies: A dependence switching copula approach 0 1 5 24 0 1 31 55
Segmentation across International Equity, Bond, and Foreign Exchange Markets 0 0 0 43 0 1 12 182
The Dependence Structure of Macroeconomic Variables in the US 0 0 0 37 1 1 6 171
The Dependence Structure of Macroeconomic Variables in the US 0 0 1 106 0 0 13 476
Total Working Papers 0 1 11 639 6 10 213 2,500
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 0 2 16 0 0 24 52
Dependence structure between the equity market and the foreign exchange market-A copula approach 0 0 1 148 0 2 21 481
Estimation of the stochastic conditional duration model via alternative methods 0 0 0 42 0 0 10 211
Extreme return-volume dependence in East-Asian stock markets: A copula approach 0 0 0 50 0 1 11 163
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 1 12 187
Safe haven currencies: A dependence-switching copula approach 0 2 4 4 1 4 17 17
Stock–bond dependence and flight to/from quality 1 1 6 12 3 5 23 55
The dependence structure between the Canadian stock market and the USD/CAD exchange rate: a copula approach 0 0 0 51 1 1 14 216
The dependence structure between the Canadian stock market and the USD/CAD exchange rate: a copula approach 0 0 0 3 0 1 6 23
Total Journal Articles 1 3 15 401 5 15 164 1,507
1 registered items for which data could not be found
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Statistics updated 2026-09-10