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Cathy Ning

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This is information that was supplied by Cathy Ning in registering through RePEc. If you are Cathy Ning , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Cathy
Middle Name:
Last Name: Ning
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RePEc Short-ID: pni130

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Affiliation

Department of Economics
Ryerson University
Location: Toronto, Canada
Homepage: http://economics.ryerson.ca/
Email:
Phone: (416) 979-5092
Fax: (415) 979-5273
Postal: 350 Victoria Street, Toronto, Ontario, M5B 2K3
Handle: RePEc:edi:deryeca (more details at EDIRC)

Works

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Working papers

  1. Chollete, Loran & Ning, Cathy, 2010. "Asymmetric Dependence in US Financial Risk Factors?," UiS Working Papers in Economics and Finance 2011/2, University of Stavanger.
  2. 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.
  3. Cathy Ning, 2009. "Extreme Dependence in International Stock Markets," Working Papers 008, Ryerson University, Department of Economics.
  4. Cathy Ning & Stephen Sapp, 2009. "Segmentation across International Equity, Bond, and Foreign Exchange Markets," Working Papers 010, Ryerson University, Department of Economics.
  5. 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.
  6. 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. 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.
  2. 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.
  3. 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.
  4. 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.
  5. 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.

NEP Fields

7 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (1) 2011-04-16
  2. NEP-ECM: Econometrics (2) 2009-11-14 2010-05-15. Author is listed
  3. NEP-ETS: Econometric Time Series (3) 2009-11-14 2009-11-14 2010-05-15. Author is listed
  4. NEP-FMK: Financial Markets (1) 2009-11-14
  5. NEP-IFN: International Finance (1) 2009-11-14
  6. NEP-MST: Market Microstructure (2) 2009-11-14 2010-05-15. Author is listed
  7. NEP-RMG: Risk Management (1) 2011-04-16
  8. NEP-SEA: South East Asia (1) 2009-11-14

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