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 1 2 12 71
Asymmetric Dependence in US Financial Risk Factors? 0 0 0 32 4 10 22 127
Asymmetric Dependence in the US Economy: Application to Money and the Phillips Curve 0 0 0 24 1 1 7 138
Extreme Dependence in International Stock Markets 0 0 0 146 2 7 17 369
Extreme Return-Volume Dependence in East-Asian Stock Markets: A Copula Approach 0 0 0 0 2 3 10 206
Extreme risk spillovers between stock and bond markets 0 1 2 11 2 5 17 30
Is Volatility Clustering of Asset Returns Asymmetric? 0 1 1 19 5 11 27 125
Is the potential for inter- and intro- continental diversification disappearing? A vine copula approach 0 0 0 2 2 2 7 10
Modeling Asymmetric Volatility Clusters Using Copulas and High Frequency Data 0 0 1 149 3 7 19 400
Modeling Asymmetric Volatility Clusters Using Copulas and High Frequency Data 0 0 0 38 1 3 9 126
Safe haven currencies: A dependence switching copula approach 0 0 3 22 1 6 33 53
Segmentation across International Equity, Bond, and Foreign Exchange Markets 0 0 0 43 1 2 10 180
The Dependence Structure of Macroeconomic Variables in the US 0 1 1 106 4 7 15 476
The Dependence Structure of Macroeconomic Variables in the US 0 0 0 37 1 1 4 169
Total Working Papers 0 3 9 637 30 67 209 2,480
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 1 1 2 16 3 3 26 52
Dependence structure between the equity market and the foreign exchange market-A copula approach 0 0 1 148 0 2 21 479
Estimation of the stochastic conditional duration model via alternative methods 0 0 0 42 2 9 9 210
Extreme comovements and downside/upside risk spillovers between oil prices and exchange rates 0 0 1 2 1 1 8 10
Extreme return-volume dependence in East-Asian stock markets: A copula approach 0 0 0 50 0 2 10 162
Is volatility clustering of asset returns asymmetric? 0 0 0 15 0 2 26 102
Modeling the leverage effect with copulas and realized volatility 0 0 2 60 2 2 11 185
Safe haven currencies: A dependence-switching copula approach 0 1 2 2 1 7 12 12
Stock–bond dependence and flight to/from quality 1 1 5 11 4 7 19 49
The dependence structure between the Canadian stock market and the USD/CAD exchange rate: a copula approach 0 0 0 3 0 2 7 22
The dependence structure between the Canadian stock market and the USD/CAD exchange rate: a copula approach 0 0 1 51 1 4 13 213
Total Journal Articles 2 3 14 400 14 41 162 1,496

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-05-06