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Cathy Ning

Personal Details

First Name:Cathy
Middle Name:
Last Name:Ning
Suffix:
RePEc Short-ID:pni130
[This author has chosen not to make the email address public]
Terminal Degree:2005 Department of Economics; University of Western Ontario (from RePEc Genealogy)

Affiliation

Department of Economics
Toronto Metropolitan University

Toronto, Canada
https://www.torontomu.ca/economics/
RePEc:edi:deryeca (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Cathy Ning & Jeremey Ponrajah, 2024. "Extreme risk spillovers between stock and bond markets," Working Papers 090, Toronto Metropolitan University, Department of Economics.
  2. Leo Michelis & Cathy Ning & Jeremey Ponrajah, 2024. "Safe haven currencies: A dependence switching copula approach," Working Papers 091, Toronto Metropolitan University, Department of Economics.
  3. Cathy Ning & Dinghai Xu & Tony Wirjanto, 2014. "Is Volatility Clustering of Asset Returns Asymmetric?," Working Papers 050, Toronto Metropolitan University, Department of Economics.
  4. Chollete, Loran & Ning, Cathy, 2012. "Asymmetric Dependence in the US Economy: Application to Money and the Phillips Curve," UiS Working Papers in Economics and Finance 2012/1, University of Stavanger.
  5. Cathy Ning & Loran Chollete, 2012. "Asymmetric Dependence between Aggregate Consumption and Financial Risk," Working Papers 046, Toronto Metropolitan University, Department of Economics.
  6. Chollete, Loran & Ning, Cathy, 2010. "Asymmetric Dependence in US Financial Risk Factors?," UiS Working Papers in Economics and Finance 2011/2, University of Stavanger.
  7. Cathy Ning & Dinghai Xu & Tony Wirjanto, 2009. "Modeling Asymmetric Volatility Clusters Using Copulas and High Frequency Data," Working Papers 006, Toronto Metropolitan University, Department of Economics.
  8. Cathy Ning & Stephen Sapp, 2009. "Segmentation across International Equity, Bond, and Foreign Exchange Markets," Working Papers 010, Toronto Metropolitan University, Department of Economics.
  9. Chollete, Loran & Ning, Cathy, 2009. "The Dependence Structure of Macroeconomic Variables in the US," UiS Working Papers in Economics and Finance 2009/31, University of Stavanger.
  10. Cathy Ning, 2009. "Extreme Dependence in International Stock Markets," Working Papers 008, Toronto Metropolitan University, Department of Economics.
  11. Cathy Ning & Tony S. Wirjanto, 2008. "Extreme Return-Volume Dependence in East-Asian Stock Markets: A Copula Approach," Working Papers 08009, University of Waterloo, Department of Economics.

    repec:rye:wpaper:wp071 is not listed on IDEAS

Articles

  1. Ponrajah, Jeremey & Ning, Cathy, 2023. "Stock–bond dependence and flight to/from quality," International Review of Financial Analysis, Elsevier, vol. 86(C).
  2. Xinyu Wang & Cathy Ning, 2022. "A new Markov regime‐switching count time series approach for forecasting initial public offering volumes and detecting issue cycles," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(1), pages 118-133, January.
  3. Ning, Cathy & Xu, Dinghai & Wirjanto, Tony S., 2015. "Is volatility clustering of asset returns asymmetric?," Journal of Banking & Finance, Elsevier, vol. 52(C), pages 62-76.
  4. Ning, Cathy, 2010. "Dependence structure between the equity market and the foreign exchange market-A copula approach," Journal of International Money and Finance, Elsevier, vol. 29(5), pages 743-759, September.
  5. Leo Michelis & Cathy Ning, 2010. "The dependence structure between the Canadian stock market and the USD/CAD exchange rate: a copula approach," Canadian Journal of Economics, Canadian Economics Association, vol. 43(3), pages 1016-1039, August.
  6. Ning, Cathy & Wirjanto, Tony S., 2009. "Extreme return-volume dependence in East-Asian stock markets: A copula approach," Finance Research Letters, Elsevier, vol. 6(4), pages 202-209, December.
  7. John Knight & Cathy Q. Ning, 2008. "Estimation of the stochastic conditional duration model via alternative methods," Econometrics Journal, Royal Economic Society, vol. 11(3), pages 593-616, November.
  8. Ning, Cathy & Xu, Dinghai & Wirjanto, Tony S., 2008. "Modeling the leverage effect with copulas and realized volatility," Finance Research Letters, Elsevier, vol. 5(4), pages 221-227, December.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 8 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ETS: Econometric Time Series (3) 2009-11-14 2009-11-14 2010-05-15
  2. NEP-MST: Market Microstructure (3) 2009-11-14 2010-05-15 2015-10-04
  3. NEP-ECM: Econometrics (2) 2009-11-14 2010-05-15
  4. NEP-IFN: International Finance (2) 2009-11-14 2024-09-23
  5. NEP-BAN: Banking (1) 2011-04-16
  6. NEP-CFN: Corporate Finance (1) 2015-10-04
  7. NEP-FMK: Financial Markets (1) 2009-11-14
  8. NEP-MAC: Macroeconomics (1) 2012-03-08
  9. NEP-MON: Monetary Economics (1) 2024-09-23
  10. NEP-RMG: Risk Management (1) 2011-04-16
  11. NEP-SEA: South East Asia (1) 2009-11-14

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