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 3 11 70
Asymmetric Dependence in US Financial Risk Factors? 0 0 0 32 2 11 18 123
Asymmetric Dependence in the US Economy: Application to Money and the Phillips Curve 0 0 0 24 0 3 6 137
Extreme Dependence in International Stock Markets 0 0 0 146 1 12 15 367
Extreme Return-Volume Dependence in East-Asian Stock Markets: A Copula Approach 0 0 0 0 0 5 8 204
Extreme risk spillovers between stock and bond markets 0 1 3 11 1 5 16 28
Is Volatility Clustering of Asset Returns Asymmetric? 0 1 2 19 3 13 23 120
Is the potential for inter- and intro- continental diversification disappearing? A vine copula approach 0 0 0 2 0 2 5 8
Modeling Asymmetric Volatility Clusters Using Copulas and High Frequency Data 0 0 0 38 0 4 8 125
Modeling Asymmetric Volatility Clusters Using Copulas and High Frequency Data 0 0 1 149 1 6 16 397
Safe haven currencies: A dependence switching copula approach 0 0 4 22 2 13 34 52
Segmentation across International Equity, Bond, and Foreign Exchange Markets 0 0 0 43 0 5 9 179
The Dependence Structure of Macroeconomic Variables in the US 0 1 1 106 0 6 11 472
The Dependence Structure of Macroeconomic Variables in the US 0 0 0 37 0 1 3 168
Total Working Papers 0 3 12 637 10 89 183 2,450
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 15 0 6 23 49
Dependence structure between the equity market and the foreign exchange market-A copula approach 0 0 2 148 1 6 22 479
Estimation of the stochastic conditional duration model via alternative methods 0 0 0 42 1 7 7 208
Extreme comovements and downside/upside risk spillovers between oil prices and exchange rates 0 0 1 2 0 4 8 9
Extreme return-volume dependence in East-Asian stock markets: A copula approach 0 0 0 50 1 9 10 162
Is volatility clustering of asset returns asymmetric? 0 0 0 15 1 11 26 102
Modeling the leverage effect with copulas and realized volatility 0 1 2 60 0 4 11 183
Safe haven currencies: A dependence-switching copula approach 0 1 2 2 3 9 11 11
Stock–bond dependence and flight to/from quality 0 0 4 10 0 5 16 45
The dependence structure between the Canadian stock market and the USD/CAD exchange rate: a copula approach 0 0 0 3 0 5 8 22
The dependence structure between the Canadian stock market and the USD/CAD exchange rate: a copula approach 0 0 1 51 0 5 12 212
Total Journal Articles 0 2 13 398 7 71 154 1,482

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Statistics updated 2026-04-09