Cathy Ning : Citation Profile

Toronto Metropolitan University

7

H index

6

i10 index

269

Citations

RESEARCH PRODUCTION:

11

Articles

15

Papers

RESEARCH ACTIVITY:

   17 years (2008 - 2025). See details.
   Cites by year: 15
   Journals where Cathy Ning has often published
   Relations with other researchers
   Recent citing documents: 18.    Total self citations: 7 (2.54 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pni130
   Updated: 2026-02-07    RAS profile: 2026-01-13    
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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 (12)

Tiwari, Aviral (11)

Reboredo, Juan (8)

GUPTA, RANGAN (6)

Albulescu, Claudiu (5)

Bouri, Elie (5)

Wirjanto, Tony (5)

Roubaud, David (5)

Zhou, Wei-Xing (4)

Aloui, Riadh (4)

Xu, Dinghai (4)

Cites to:

Patton, Andrew (15)

Engle, Robert (13)

Campbell, John (10)

Reinhart, Carmen (10)

Bollerslev, Tim (9)

Rogoff, Kenneth (9)

Lucas, Robert (8)

Ang, Andrew (8)

Veldkamp, Laura (7)

Sheppard, Kevin (7)

Cappiello, Lorenzo (7)

Main data

Where Cathy Ning has published?

Journals with more than one article published# docs
Finance Research Letters3

Working Papers Series with more than one paper published# docs
Working Papers / Toronto Metropolitan University, Department of Economics10
UiS Working Papers in Economics and Finance / University of Stavanger3
Working Papers / University of Waterloo, Department of Economics2

Recent works citing Cathy Ning (2025 and 2024)

YearTitle of citing document
2025Stock Market Returns Volatility and Its Effect on the Growth of the Listed Companies in Kenya. (2025). Njuguna, Angelica ; Ngigi, Daniel. In: African Journal of Economic Review. RePEc:ags:afjecr:362948.

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2025Empirical Study on the Factors Influencing Stock Market Volatility in China. (2025). Zhang, Jingchu. In: Papers. RePEc:arx:papers:2501.08668.

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2024Tail risk transmission from the United States to emerging stock Markets: Empirical evidence from multivariate quantile analysis. (2024). Zhang, YI ; Zhou, Long ; Liu, Fang ; Wu, Baoxiu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824000895.

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2024Equity markets volatility clustering: A multiscale analysis of intraday and overnight returns. (2024). Zhang, Yali ; Zhao, Xiaojun ; Shang, Pengjian ; Xu, Chao. In: Journal of Empirical Finance. RePEc:eee:empfin:v:77:y:2024:i:c:s0927539824000227.

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2025Discovering nonlinear interactions between Chinas financial markets: A data-driven approach. (2025). Sornette, Didier ; Zhang, Hao. In: International Review of Financial Analysis. RePEc:eee:finana:v:101:y:2025:i:c:s1057521925000626.

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2024Quantile coherency across bonds, commodities, currencies, and equities. (2024). Stenvall, David ; lucey, brian ; Rahman, Md Lutfur ; Uddin, Gazi Salah. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000697.

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2024Simulating and assessing carbon markets: Application to the Korean and the EU ETSs. (2024). Yoon, Soeun ; Jung, Seoyoung ; Jang, Minchul ; Min, Baehyun. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:195:y:2024:i:c:s1364032124000698.

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2024The asymmetric relationships between the Bitcoin futures’ return, volatility, and trading volume. (2024). Kao, Yu-Sheng ; Ku, Yu-Cheng ; Zhao, Kai ; Chuang, Hwei-Lin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:524-542.

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2024Comparative analysis of responses of risky and safe haven assets to stock market risk before and after the yield curve inversions in the U.S.. (2024). Hammoudeh, Shawkat ; Sokhanvar, Amin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s105905602400368x.

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2025Enhancing banking systemic risk indicators by incorporating volatility clustering, variance risk premiums, and considering distance-to-capital. (2025). Çevik, Emrah ; Goodell, John W ; Gunay, Samet ; Cevik, Emrah Ismail ; Kenc, Turalay. In: International Review of Economics & Finance. RePEc:eee:reveco:v:97:y:2025:i:c:s1059056024007718.

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2024Cryptocurrency volatility: A review, synthesis, and research agenda. (2024). Kumar, Satish ; Ahmed, Mohamed Shaker ; Al-Maghyereh, Aktham I ; El-Masry, Ahmed A. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002654.

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2024Investigation of Swedish krona exchange rate volatility by APARCH-Support Vector Regression. (2024). Li, Yushu ; Kim Karlsson, Hyunjoo. In: Working Papers in Economics and Statistics. RePEc:hhs:vxesta:2024_010.

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2024Vine Copula Approach to Understand the Financial Dependence of the Istanbul Stock Exchange Index. (2024). Gr, Smail ; Evkaya, Ozan ; Klekci, Bkre Yildirim ; Poyraz, Glden. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:5:d:10.1007_s10614-023-10544-7.

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2025Explaining Exchange Rate Forecasts with Macroeconomic Fundamentals Using Interpretive Machine Learning. (2025). Basar, Ayse ; M. I. M. Wahab, ; Cevik, Mucahit ; Neghab, Davood Pirayesh. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:4:d:10.1007_s10614-024-10617-1.

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2024Asymmetries in risk spillovers between currency and stock markets: Evidence from the CoVaR-copula approach. (2024). Wu, Jyh-Lin ; Lai, Yi-Hao ; Wang, Yi-Chiuan. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:63:y:2024:i:3:d:10.1007_s11156-024-01285-1.

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2025Heterogeneous impacts of fundamentals on gold market risk using regime switching quantile-based GARCH-MIDAS model. (2025). Wang, Xinyu ; Shi, Song ; Cheng, Qiuying. In: Empirical Economics. RePEc:spr:empeco:v:69:y:2025:i:3:d:10.1007_s00181-025-02772-7.

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2025Forecasting the Realized Volatility of Stock Markets: The Roles of Jumps and Asymmetric Spillovers. (2025). Kang, Sang Hoon ; McMillan, David ; Mensi, Walid ; al Rababaa, Abdel Razzaq. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:4:p:1294-1325.

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2024Can technical indicators based on underlying assets help to predict implied volatility index. (2024). Tingting, Ying ; Shi, Yanlong ; Yafeng, Shi. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:1:p:57-74.

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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.
[Full Text][Citation analysis]		article34
2010The 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: 34		article
2025Extreme comovements and downside/upside risk spillovers between oil prices and exchange rates In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article0
2008Estimation of the stochastic conditional duration model via alternative methods In: Econometrics Journal.
[Full Text][Citation analysis]		article15
2023Stock–bond dependence and flight to/from quality In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article0
2008Modeling the leverage effect with copulas and realized volatility In: Finance Research Letters.
[Full Text][Citation analysis]		article10
2009Extreme return-volume dependence in East-Asian stock markets: A copula approach In: Finance Research Letters.
[Full Text][Citation analysis]		article36
2008Extreme 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
2025Safe haven currencies: A dependence-switching copula approach In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2024Safe haven currencies: A dependence switching copula approach.(2024) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2015Is volatility clustering of asset returns asymmetric? In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article31
2014Is Volatility Clustering of Asset Returns Asymmetric?.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31		paper
2010Dependence structure between the equity market and the foreign exchange market-A copula approach In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article128
2009The Dependence Structure of Macroeconomic Variables in the US In: UiS Working Papers in Economics and Finance.
[Full Text][Citation analysis]		paper2
2009The 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
2010Asymmetric Dependence in US Financial Risk Factors? In: UiS Working Papers in Economics and Finance.
[Full Text][Citation analysis]		paper0
2012Asymmetric Dependence in the US Economy: Application to Money and the Phillips Curve In: UiS Working Papers in Economics and Finance.
[Full Text][Citation analysis]		paper0
2009Modeling Asymmetric Volatility Clusters Using Copulas and High Frequency Data In: Working Papers.
[Full Text][Citation analysis]		paper3
2010Modeling 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
2009Extreme Dependence in International Stock Markets In: Working Papers.
[Full Text][Citation analysis]		paper9
2009Segmentation across International Equity, Bond, and Foreign Exchange Markets In: Working Papers.
[Full Text][Citation analysis]		paper0
2012Asymmetric Dependence between Aggregate Consumption and Financial Risk In: Working Papers.
[Full Text][Citation analysis]		paper0
2018Is the potential for inter- and intro- continental diversification disappearing? A vine copula approach. In: Working Papers.
[Full Text][Citation analysis]		paper0
2024Extreme risk spillovers between stock and bond markets In: Working Papers.
[Full Text][Citation analysis]		paper0
2018Is the potential for inter- and intro- continental diversification disappearing? A vine copula approach. In: Working Papers.
[Full Text][Citation analysis]		paper0
2022A new Markov regime‐switching count time series approach for forecasting initial public offering volumes and detecting issue cycles In: Journal of Forecasting.
[Full Text][Citation analysis]		article1

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