Cathy Ning : Citation Profile


Are you Cathy Ning?

Ryerson University

5

H index

5

i10 index

139

Citations

RESEARCH PRODUCTION:

5

Articles

8

Papers

RESEARCH ACTIVITY:

   2 years (2008 - 2010). See details.
   Cites by year: 69
   Journals where Cathy Ning has often published
   Relations with other researchers
   Recent citing documents: 26.    Total self citations: 2 (1.42 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pni130
   Updated: 2019-04-20    RAS profile: 2011-05-19    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Cathy Ning.

Is cited by:

Medovikov, Ivan (9)

Reboredo, Juan (6)

Wirjanto, Tony (5)

GUPTA, RANGAN (4)

Aloui, Riadh (4)

Xu, Dinghai (4)

Chen, Shiu-Sheng (3)

Hammoudeh, Shawkat (3)

Bouri, Elie (3)

Lee, Chien-Chiang (3)

Albulescu, Claudiu (3)

Cites to:

Patton, Andrew (9)

Campbell, John (8)

Reinhart, Carmen (7)

Rogoff, Kenneth (6)

Lucas, Robert (6)

Ang, Andrew (5)

Veldkamp, Laura (5)

Engle, Robert (5)

Harvey, Andrew (4)

Poon, Ser-Huang (4)

Bollerslev, Tim (4)

Main data


Where Cathy Ning has published?


Journals with more than one article published# docs
Finance Research Letters2

Working Papers Series with more than one paper published# docs
Working Papers / Ryerson University, Department of Economics4
Working Papers / University of Waterloo, Department of Economics2

Recent works citing Cathy Ning (2018 and 2017)


YearTitle of citing document
2018Quantile Coherency: A General Measure for Dependence between Cyclical Economic Variables. (2018). Baruník, Jozef ; Kley, Tobias. In: Papers. RePEc:arx:papers:1510.06946.

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2017Diversification into Emerging Markets – An Australian and the US Perspective Using a Time-varying Approach. (2017). Gupta, Rakesh ; Jithendranathan, Thadavillil ; Yang, Junhao . In: Australian Economic Papers. RePEc:bla:ausecp:v:56:y:2017:i:2:p:134-162.

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2019Extreme dependence and risk spillovers across north american equity markets. (2019). Warshaw, Evan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:237-251.

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2018Which is the safe haven for emerging stock markets, gold or the US dollar?. (2018). Wen, Xiaoqian ; Cheng, Hua. In: Emerging Markets Review. RePEc:eee:ememar:v:35:y:2018:i:c:p:69-90.

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2018New evidence on asymmetric return–volume dependence and extreme movements. (2018). Wang, Yi-Chiuan ; Lai, Yi-Hao ; Wu, Jyh-Lin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:45:y:2018:i:c:p:212-227.

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2018Risk spillover between energy and agricultural commodity markets: A dependence-switching CoVaR-copula model. (2018). Ji, Qiang ; Bouri, Elie ; Hussain, Syed Jawad ; Roubaud, David. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:14-27.

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2018The contagion effect in European sovereign debt markets: A regime-switching vine copula approach. (2018). BenSaïda, Ahmed ; Bensaida, Ahmed. In: International Review of Financial Analysis. RePEc:eee:finana:v:58:y:2018:i:c:p:153-165.

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2018Safe-haven and hedge currencies for the US, UK, and Euro area stock markets: A copula-based approach. (2018). Tachibana, Minoru. In: Global Finance Journal. RePEc:eee:glofin:v:35:y:2018:i:c:p:82-96.

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2018The impact of Chinese financial markets on commodity currency exchange rates. (2018). Ma, Xiuying ; Wang, Chengqi ; Xu, Xiangyun ; Yang, Zhihua. In: Global Finance Journal. RePEc:eee:glofin:v:37:y:2018:i:c:p:186-198.

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2018Stochastic distortion and its transformed copula. (2018). Lin, Feng ; Yang, Jingping ; Xie, Jiehua ; Peng, Liang. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:79:y:2018:i:c:p:148-166.

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2017Economic evaluation of asymmetric and price range information in gold and general financial markets. (2017). Wu, Chih-Chiang ; Chiu, Junmao. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:74:y:2017:i:c:p:53-68.

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2017Currency price risk and stock market returns in Africa: Dependence and downside spillover effects with stochastic copulas. (2017). ALAGIDEDE, PAUL ; Boako, Gideon. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:41:y:2017:i:c:p:92-114.

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2018Relationship between stock and currency markets conditional on the US stock returns: A vine copula approach. (2018). Tachibana, Minoru. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:46:y:2018:i:c:p:75-106.

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2018Whether the fluctuation of China’s financial markets have impact on global commodity prices?. (2018). Liao, Jia ; Xu, Xiangyun ; Qian, QI. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:1030-1040.

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2018Quantitative strategy for the Chinese commodity futures market based on a dynamic weighted money flow model. (2018). Ye, Cheng ; Hou, Yawen ; Lu, Guohao ; Qiu, Yanjun. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:512:y:2018:i:c:p:1009-1018.

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2017The asymmetry in carry trade and the U.S. dollar. (2017). Wu, Chih-Chiang. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:65:y:2017:i:c:p:304-313.

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2018Quantile dependence between the stock, bond and foreign exchange markets – Evidence from the UK. (2018). Raza, Hamid ; Wu, Weiou. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:69:y:2018:i:c:p:286-296.

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2018Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles. (2018). Wang, Shixuan ; Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie ; Marco, Chi Keung. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:69:y:2018:i:c:p:297-307.

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2018Extreme co-movements and dependencies among major international exchange rates: A copula approach. (2018). Tiwari, Aviral ; Albulescu, Claudiu ; Goyeau, Daniel ; Aubin, Christian. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:69:y:2018:i:c:p:56-69.

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2017Examining dynamic currency linkages amongst South Asian economies: An empirical study. (2017). Diesting, Florent ; Sehgal, Sanjay ; Pandey, Piyush. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:173-190.

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2019Analyzing Contagion Effect in Markets During Financial Crisis Using Stochastic Autoregressive Canonical Vine Model. (2019). Mehra, Aparna ; Goel, Anubha. In: Computational Economics. RePEc:kap:compec:v:53:y:2019:i:3:d:10.1007_s10614-017-9772-7.

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2017Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles. (2017). Wang, Shixuan ; Roubaud, David ; Lau, Chi Keung ; GUPTA, RANGAN ; Bouri, Elie ; Marco, Chi Keung. In: Working Papers. RePEc:pre:wpaper:201750.

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2018Stock Market Integration Dynamics and its Determinants in the East Asian Economic Community Region. (2018). Deisting, Florent ; Pandey, Piyush ; Sehgal, Sanjay. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:16:y:2018:i:2:d:10.1007_s40953-017-0090-7.

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2017A new time-varying optimal copula model identifying the dependence across markets. (2017). Ji, Qiang ; Fan, Ying ; Liu, Bing-Yue. In: Quantitative Finance. RePEc:taf:quantf:v:17:y:2017:i:3:p:437-453.

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2017Extreme Returns and Intensity of Trading. (2017). Gonzalez-Rivera, Gloria ; Lin, Wei. In: Working Papers. RePEc:ucr:wpaper:201801.

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2017Information Arrival and Volatility: Evidence from the Saudi Stock Exchange (Tadawul). (2017). . In: Panoeconomicus. RePEc:voj:journl:v:64:y:2017:i:1:p:45-59.

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Works by Cathy Ning:


YearTitleTypeCited
2010The dependence structure between the Canadian stock market and the USD/CAD exchange rate: a copula approach In: Canadian Journal of Economics.
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article19
2008Estimation of the stochastic conditional duration model via alternative methods In: Econometrics Journal.
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article11
2008Modeling the leverage effect with copulas and realized volatility In: Finance Research Letters.
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article3
2009Extreme return-volume dependence in East-Asian stock markets: A copula approach In: Finance Research Letters.
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article22
2008Extreme Return-Volume Dependence in East-Asian Stock Markets: A Copula Approach.(2008) In: Working Papers.
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This paper has another version. Agregated cites: 22
paper
2010Dependence structure between the equity market and the foreign exchange market-A copula approach In: Journal of International Money and Finance.
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article71
2009The Dependence Structure of Macroeconomic Variables in the US In: UiS Working Papers in Economics and Finance.
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paper1
2009The Dependence Structure of Macroeconomic Variables in the US.(2009) In: Working Papers.
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This paper has another version. Agregated cites: 1
paper
2010Asymmetric Dependence in US Financial Risk Factors? In: UiS Working Papers in Economics and Finance.
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2009Modeling Asymmetric Volatility Clusters Using Copulas and High Frequency Data In: Working Papers.
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paper2
2010Modeling Asymmetric Volatility Clusters Using Copulas and High Frequency Data.(2010) In: Working Papers.
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This paper has another version. Agregated cites: 2
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2009Extreme Dependence in International Stock Markets In: Working Papers.
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2009Segmentation across International Equity, Bond, and Foreign Exchange Markets In: Working Papers.
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