7
H index
5
i10 index
258
Citations
Cathy Ning : Citation Profile
Toronto Metropolitan University | RESEARCH PRODUCTION: 8 Articles 14 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
16 years (2008 - 2024). 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:
| Cites to:
|
Main data
Where Cathy Ning has published?
| Journals with more than one article published | # docs |
|---|---|
| Finance Research Letters | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Toronto Metropolitan University, Department of Economics | 9 |
| UiS Working Papers in Economics and Finance / University of Stavanger | 3 |
| Working Papers / University of Waterloo, Department of Economics | 2 |
Recent works citing Cathy Ning (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Explaining Exchange Rate Forecasts with Macroeconomic Fundamentals Using Interpretive Machine Learning. (2023). M. I. M. Wahab, ; Cevik, Mucahit ; Neghab, Davood Pirayesh. In: Papers. RePEc:arx:papers:2303.16149. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Conditional dependence structure and risk spillovers between Bitcoin and fiat currencies. (2023). Vo, Xuan Vinh ; Zeitun, Rami ; Katsiampa, Paraskevi ; Ur, Mobeen. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000838. Full description at Econpapers || Download paper |
| 2023 | Expected long-term rates of return when short-term returns are serially correlated. (2023). Tronnes, Haakon Andreas ; Mork, Knut Anton. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002120. Full description at Econpapers || Download paper |
| 2023 | The nonlinear and negative tail dependence and risk spillovers between foreign exchange and stock markets in emerging economies. (2023). Alshater, Muneer M ; el Khoury, Rim ; Tian, Maoxi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001846. Full description at Econpapers || Download paper |
| 2023 | Cross-border capital flows and information spillovers across the equity and currency markets in emerging economies. (2023). Demirer, Riza ; Ferrer, Roman ; Bathia, Deven ; Raheem, Ibrahim D. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:139:y:2023:i:c:s0261560623001493. Full description at Econpapers || Download paper |
| 2024 | Quantile coherency across bonds, commodities, currencies, and equities. (2024). Stenvall, David ; Rahman, Md Lutfur ; Lucey, Brian ; Uddin, Gazi Salah. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000697. Full description at Econpapers || Download paper |
| 2024 | Simulating and assessing carbon markets: Application to the Korean and the EU ETSs. (2024). Min, Baehyun ; Jung, Seoyoung ; Yoon, Soeun ; Jang, Minchul. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:195:y:2024:i:c:s1364032124000698. Full description at Econpapers || Download paper |
| 2023 | An analysis of the return–volume relationship in decentralised finance (DeFi). (2023). Zhang, Yuanyuan ; Chan, Stephen ; Chu, Jeffrey. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:236-254. Full description at Econpapers || Download paper |
| 2024 | The asymmetric relationships between the Bitcoin futures’ return, volatility, and trading volume. (2024). Ku, Yu-Cheng ; Chuang, Hwei-Lin ; Zhao, Kai ; Kao, Yu-Sheng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:524-542. Full description at Econpapers || Download paper |
| 2023 | Return–volume nexus in financial markets: A survey of research. (2023). Yamani, Ehab. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000363. Full description at Econpapers || Download paper |
| 2023 | Investigating the Links between UK House Prices and Share Prices with Copulas. (2023). Tsiaras, Leonidas ; Bissoondeeal, Rakesh K. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:67:y:2023:i:3:d:10.1007_s11146-021-09854-0. Full description at Econpapers || Download paper |
| 2023 | The linkage between Bitcoin and foreign exchanges in developed and emerging markets. (2023). Bensaida, Ahmed. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00454-w. Full description at Econpapers || Download paper |
| 2023 | Volatility and dependence in energy markets. (2023). Serletis, Apostolos ; Liu, Jinan. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:47:y:2023:i:1:d:10.1007_s12197-022-09609-4. Full description at Econpapers || Download paper |
| 2023 | Co?movement of foreign exchange rate returns and stock market returns in an emerging market: Evidence from the wavelet coherence approach. (2023). Kirikkaleli, Dervis ; Abbas, Syed Kumail ; Gokmenoglu, Korhan K ; He, Xingxing. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1994-2005. Full description at Econpapers || Download paper |
| 2024 | Can technical indicators based on underlying assets help to predict implied volatility index. (2024). Shi, Yanlong ; Yafeng, Shi ; Tingting, Ying. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:1:p:57-74. Full description at Econpapers || Download paper |
Works by Cathy Ning:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2010 | The dependence structure between the Canadian stock market and the USD/CAD exchange rate: a copula approach In: Canadian Journal of Economics. [Full Text][Citation analysis] | article | 32 |
| 2010 | The dependence structure between the Canadian stock market and the USD/CAD exchange rate: a copula approach.(2010) In: Canadian Journal of Economics/Revue canadienne d'économique. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | article | |
| 2008 | Estimation of the stochastic conditional duration model via alternative methods In: Econometrics Journal. [Full Text][Citation analysis] | article | 15 |
| 2023 | Stock–bond dependence and flight to/from quality In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 0 |
| 2008 | Modeling the leverage effect with copulas and realized volatility In: Finance Research Letters. [Full Text][Citation analysis] | article | 9 |
| 2009 | Extreme return-volume dependence in East-Asian stock markets: A copula approach In: Finance Research Letters. [Full Text][Citation analysis] | article | 36 |
| 2008 | Extreme Return-Volume Dependence in East-Asian Stock Markets: A Copula Approach.(2008) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 36 | paper | |
| 2015 | Is volatility clustering of asset returns asymmetric? In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 27 |
| 2014 | Is Volatility Clustering of Asset Returns Asymmetric?.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
| 2010 | Dependence structure between the equity market and the foreign exchange market-A copula approach In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 125 |
| 2009 | The Dependence Structure of Macroeconomic Variables in the US In: UiS Working Papers in Economics and Finance. [Full Text][Citation analysis] | paper | 2 |
| 2009 | The Dependence Structure of Macroeconomic Variables in the US.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2010 | Asymmetric Dependence in US Financial Risk Factors? In: UiS Working Papers in Economics and Finance. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Asymmetric Dependence in the US Economy: Application to Money and the Phillips Curve In: UiS Working Papers in Economics and Finance. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Modeling Asymmetric Volatility Clusters Using Copulas and High Frequency Data In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2010 | Modeling Asymmetric Volatility Clusters Using Copulas and High Frequency Data.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2009 | Extreme Dependence in International Stock Markets In: Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 2009 | Segmentation across International Equity, Bond, and Foreign Exchange Markets In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Asymmetric Dependence between Aggregate Consumption and Financial Risk In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Is the potential for inter- and intro- continental diversification disappearing? A vine copula approach. In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Extreme risk spillovers between stock and bond markets In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Safe haven currencies: A dependence switching copula approach In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team