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Cathy Ning

Personal Details

First Name:Cathy
Middle Name:
Last Name:Ning
Suffix:
RePEc Short-ID:pni130
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 & Dinghai Xu & Tony Wirjanto, 2014. "Is Volatility Clustering of Asset Returns Asymmetric?," Working Papers 050, Ryerson University, Department of Economics.
  2. 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.
  3. Cathy Ning & Loran Chollete, 2012. "Asymmetric Dependence between Aggregate Consumption and Financial Risk," Working Papers 046, Ryerson University, Department of Economics.
  4. Chollete, Loran & Ning, Cathy, 2010. "Asymmetric Dependence in US Financial Risk Factors?," UiS Working Papers in Economics and Finance 2011/2, University of Stavanger.
  5. Cathy Ning & Stephen Sapp, 2009. "Segmentation across International Equity, Bond, and Foreign Exchange Markets," Working Papers 010, Ryerson University, Department of Economics.
  6. 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.
  7. Cathy Ning & Dinghai Xu & Tony Wirjanto, 2009. "Modeling Asymmetric Volatility Clusters Using Copulas and High Frequency Data," Working Papers 006, Ryerson University, Department of Economics.
  8. Cathy Ning, 2009. "Extreme Dependence in International Stock Markets," Working Papers 008, Ryerson University, Department of Economics.
  9. 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.

Articles

  1. 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.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. 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 7 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-BAN: Banking (1) 2011-04-16
  5. NEP-CFN: Corporate Finance (1) 2015-10-04
  6. NEP-FMK: Financial Markets (1) 2009-11-14
  7. NEP-IFN: International Finance (1) 2009-11-14
  8. NEP-MAC: Macroeconomics (1) 2012-03-08
  9. NEP-RMG: Risk Management (1) 2011-04-16
  10. NEP-SEA: South East Asia (1) 2009-11-14

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