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	0	1	7	0	0	3	59
Asymmetric Dependence in US Financial Risk Factors?	0	0	0	32	0	0	2	105
Asymmetric Dependence in the US Economy: Application to Money and the Phillips Curve	0	0	0	24	1	1	2	132
Extreme Dependence in International Stock Markets	0	0	0	146	0	0	2	352
Extreme Return-Volume Dependence in East-Asian Stock Markets: A Copula Approach	0	0	0	0	0	0	2	196
Extreme risk spillovers between stock and bond markets	0	0	9	9	1	4	17	17
Is Volatility Clustering of Asset Returns Asymmetric?	0	0	1	18	0	0	4	98
Modeling Asymmetric Volatility Clusters Using Copulas and High Frequency Data	0	0	0	148	0	0	1	381
Modeling Asymmetric Volatility Clusters Using Copulas and High Frequency Data	0	0	0	38	0	0	0	117
Safe haven currencies: A dependence switching copula approach	0	0	19	19	0	4	24	24
Segmentation across International Equity, Bond, and Foreign Exchange Markets	0	0	1	43	0	0	3	170
The Dependence Structure of Macroeconomic Variables in the US	0	0	1	105	0	1	6	462
The Dependence Structure of Macroeconomic Variables in the US	0	0	0	37	0	0	1	165
Total Working Papers	0	0	32	626	2	10	67	2,278

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	0	14	0	0	1	26
Dependence structure between the equity market and the foreign exchange market-A copula approach	0	0	1	147	2	2	6	460
Estimation of the stochastic conditional duration model via alternative methods	0	0	0	42	0	0	4	201
Extreme return-volume dependence in East-Asian stock markets: A copula approach	0	0	0	50	0	0	0	152
Is volatility clustering of asset returns asymmetric?	0	0	0	15	0	0	1	76
Modeling the leverage effect with copulas and realized volatility	0	0	0	58	0	0	2	174
Stock–bond dependence and flight to/from quality	0	0	2	6	0	1	7	31
The dependence structure between the Canadian stock market and the USD/CAD exchange rate: a copula approach	0	0	0	3	0	2	6	17
The dependence structure between the Canadian stock market and the USD/CAD exchange rate: a copula approach	0	1	1	51	1	2	5	202
Total Journal Articles	0	1	4	386	3	7	32	1,339

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Statistics updated 2025-08-05