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 2 2 13 73
Asymmetric Dependence in US Financial Risk Factors? 0 0 0 32 1 2 22 129
Asymmetric Dependence in the US Economy: Application to Money and the Phillips Curve 0 0 0 24 2 4 10 143
Extreme Dependence in International Stock Markets 0 0 0 146 2 3 19 372
Extreme Return-Volume Dependence in East-Asian Stock Markets: A Copula Approach 0 0 0 0 0 1 12 209
Extreme risk spillovers between stock and bond markets 0 0 2 11 0 2 15 34
Is Volatility Clustering of Asset Returns Asymmetric? 0 0 1 19 2 4 31 131
Is the potential for inter- and intro- continental diversification disappearing? A vine copula approach 0 0 0 2 5 5 12 16
Modeling Asymmetric Volatility Clusters Using Copulas and High Frequency Data 0 0 0 149 3 4 20 404
Modeling Asymmetric Volatility Clusters Using Copulas and High Frequency Data 0 0 0 38 1 2 10 129
Safe haven currencies: A dependence switching copula approach 0 0 3 24 2 3 28 58
Segmentation across International Equity, Bond, and Foreign Exchange Markets 0 0 0 43 2 3 15 185
The Dependence Structure of Macroeconomic Variables in the US 0 0 0 37 1 2 6 172
The Dependence Structure of Macroeconomic Variables in the US 0 0 1 106 0 1 14 477
Total Working Papers 0 0 8 639 23 38 227 2,532
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 1 16 3 3 25 55
Dependence structure between the equity market and the foreign exchange market-A copula approach 0 1 1 149 0 1 17 482
Estimation of the stochastic conditional duration model via alternative methods 0 0 0 42 1 1 11 212
Extreme return-volume dependence in East-Asian stock markets: A copula approach 0 0 0 50 1 1 12 164
Is volatility clustering of asset returns asymmetric? 1 1 1 16 3 3 27 105
Modeling the leverage effect with copulas and realized volatility 0 0 1 60 2 3 14 190
Safe haven currencies: A dependence-switching copula approach 0 1 5 5 2 5 21 21
Stock–bond dependence and flight to/from quality 0 2 3 13 4 9 24 61
The dependence structure between the Canadian stock market and the USD/CAD exchange rate: a copula approach 0 0 0 51 3 4 13 219
The dependence structure between the Canadian stock market and the USD/CAD exchange rate: a copula approach 0 0 0 3 3 3 9 26
Total Journal Articles 1 5 12 405 22 33 173 1,535
1 registered items for which data could not be found
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Statistics updated 2026-11-12