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	1	1	8	2	9	10	69
Asymmetric Dependence in US Financial Risk Factors?	0	0	0	32	5	10	12	117
Asymmetric Dependence in the US Economy: Application to Money and the Phillips Curve	0	0	0	24	3	4	7	137
Extreme Dependence in International Stock Markets	0	0	0	146	7	9	10	362
Extreme Return-Volume Dependence in East-Asian Stock Markets: A Copula Approach	0	0	0	0	4	6	8	203
Extreme risk spillovers between stock and bond markets	0	1	3	10	2	6	16	25
Is Volatility Clustering of Asset Returns Asymmetric?	0	0	1	18	7	14	18	114
Is the potential for inter- and intro- continental diversification disappearing? A vine copula approach	0	0	0	2	2	4	5	8
Modeling Asymmetric Volatility Clusters Using Copulas and High Frequency Data	0	0	1	149	2	9	12	393
Modeling Asymmetric Volatility Clusters Using Copulas and High Frequency Data	0	0	0	38	2	4	6	123
Safe haven currencies: A dependence switching copula approach	0	1	4	22	8	17	30	47
Segmentation across International Equity, Bond, and Foreign Exchange Markets	0	0	0	43	4	8	9	178
The Dependence Structure of Macroeconomic Variables in the US	0	0	0	37	1	2	3	168
The Dependence Structure of Macroeconomic Variables in the US	0	0	0	105	3	6	10	469
Total Working Papers	0	3	10	634	52	108	156	2,413

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	1	15	6	19	23	49
Dependence structure between the equity market and the foreign exchange market-A copula approach	0	0	2	148	4	12	20	477
Estimation of the stochastic conditional duration model via alternative methods	0	0	0	42	0	0	1	201
Extreme comovements and downside/upside risk spillovers between oil prices and exchange rates	0	0	2	2	4	4	9	9
Extreme return-volume dependence in East-Asian stock markets: A copula approach	0	0	0	50	7	8	8	160
Is volatility clustering of asset returns asymmetric?	0	0	0	15	9	22	25	100
Modeling the leverage effect with copulas and realized volatility	1	1	2	60	4	7	11	183
Safe haven currencies: A dependence-switching copula approach	0	1	1	1	3	5	5	5
Stock–bond dependence and flight to/from quality	0	0	4	10	2	5	13	42
The dependence structure between the Canadian stock market and the USD/CAD exchange rate: a copula approach	0	0	1	51	2	3	10	209
The dependence structure between the Canadian stock market and the USD/CAD exchange rate: a copula approach	0	0	0	3	3	3	8	20
Total Journal Articles	1	2	13	397	44	88	133	1,455

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Statistics updated 2026-02-12