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  • Your search results: "Ning, Cathy"
Showing 1 - 20 results of 28 for search '"Ning, Cathy"', query time: 1.31s Narrow search
  • 1
    Cover Image Journal Article
    Dependence structure between the equity market and the foreign exchange market–A copula approach
    by Ning, Cathy Published in Journal of international money and finance (2010)
    “...This paper investigates the dependence structure between the equity market and the foreign exchange market by using copulas. In particular, several copulas...”
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  • 2
    Cover Image Journal Article
    Is volatility clustering of asset returns asymmetric?
    by Ning, Cathy   Xu, Dinghai   Wirjanto, Tony S Published in Journal of banking & finance (01.03.2015)
    “...•We investigate the structure of volatility clustering of asset returns.•We employ copula-based univariate time-series models and realized kernel...”
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  • 3
    Cover Image Journal Article
    The dependence structure between the Canadian stock market and the USD/CAD exchange rate: a copula approach
    by Leo Michelis   Cathy Ning Published in The Canadian journal of economics (01.08.2010)
    “...This paper investigates the dependence structure between the real Canadian stock returns and the real USD/CAD exchange rate returns, using the Symmetrized...”
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  • 4
    Cover Image Journal Article
    Estimation of the stochastic conditional duration model via alternative methods
    by John Knight   Cathy Q. Ning Published in The econometrics journal (01.01.2008)
    “...This paper examines the estimation of the Stochastic Conditional Duration model by the empirical characteristic function and the generalized method of moments...”
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  • 5
    Cover Image Journal Article
    Extreme return–volume dependence in East-Asian stock markets: A copula approach
    by Ning, Cathy   Wirjanto, Tony S Published in Finance research letters (2009)
    “...A copula approach is used to examine the extreme return–volume relationship in six emerging East-Asian equity markets. The empirical results indicate that...”
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  • 6
    Cover Image Journal Article
    Modeling the leverage effect with copulas and realized volatility
    by Ning, Cathy   Xu, Dinghai   Wirjanto, Tony S Published in Finance research letters (2008)
    “...In this paper, we propose the use of static and dynamic copulas to study the leverage effect in the S&P 500 index. Copula models can conveniently separate the...”
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  • 7
    Cover Image Journal Article
    Is volatility clustering of asset returns asymmetric?
    by Ning, Cathy   Xu, Dinghai   Wirjanto, Tony S Published in Journal of banking & finance (2015)
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  • 8
    Cover Image Journal Article
    Dependence structure between the equity market and the foreign exchange market: a copula approach
    by Ning, Cathy Published in Journal of international money and finance (2010)
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  • 9
    Cover Image Journal Article
    The dependence structure between the Canadian stock market and the USDCAD exchange rate: a copula approach
    by Michelis, Leo   Ning, Cathy Published in The Canadian journal of economics (01.08.2010)
    “...This paper investigates the dependence structure between the real Canadian stock returns and the real USD/CAD exchange rate returns, using the Symmetrized...”
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  • 10
    Cover Image Journal Article
    The dependence structure between the Canadian stock market and the USD/CAD exchange rate: a copula approach
    by Michelis, Leo   Ning, Cathy Published in The Canadian journal of economics (2010)
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  • 11
    Cover Image Journal Article
    The dependence structure between the Canadian stock market and the USD/CAD exchange rate: a copula approach
    by Michelis, Leo   Ning, Cathy Published in Canadian Journal of Economics (2010)
    “...This paper investigates the dependence structure between the real Canadian stock returns and the real USD/CAD exchange rate returns, using the Symmetrized...”
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  • 12
    Cover Image Paper
    Extreme Dependence in International Stock Markets
    by Ning, Cathy
    01.11.2009
    “...This paper investigates the structure and degree of extreme dependence in international equity markets using carefully selected tools from the theory of...”
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  • 13
    Cover Image Journal Article
    Estimation of the stochastic conditional duration model via alternative methods
    by Ning, Cathy   Knight, John Published in Econometrics Journal (2008)
    “...This paper examines the estimation of the Stochastic Conditional Duration model by the empirical characteristic function and the generalized method of moments...”
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  • 14
    Cover Image Paper
    Asymmetric Dependence in the US Economy: Application to Money and the Phillips Curve
    by Ning, Cathy   Chollete, Loran
    12.01.2012
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  • 15
    Cover Image Publication
    Asymmetric Dependence in the US Economy: Application to Money and the Phillips Curve
    by Chollete, Loran   Ning, Cathy
    12.01.2012
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  • 16
    Cover Image Paper
    Asymmetric Dependence in US Financial Risk Factors?
    by Ning, Cathy   Chollete, Loran
    04.04.2010
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  • 17
    Cover Image Publication
    Asymmetric Dependence in US Financial Risk Factors?
    by Chollete, Loran   Ning, Cathy
    04.04.2010
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  • 18
    Cover Image Paper
    Segmentation across International Equity, Bond, and Foreign Exchange Markets
    by Ning, Cathy   Sapp, Stephen
    01.11.2009
    “...In this paper, we examine the integration of international financial markets. The integration of financial markets across countries and across asset classes is...”
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  • 19
    Cover Image Paper
    The Dependence Structure of Macroeconomic Variables in the US
    by Ning, Cathy   Chollete, Loran
    01.11.2009
    “...A central role for economic policy involves reducing the incidence of systemic downturns, when key economic variables experience joint extreme events. In this...”
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  • 20
    Cover Image Paper
    The Dependence Structure of Macroeconomic Variables in the US
    by Ning, Cathy   Chollete, Loran
    14.09.2009
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