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Cathy Ning

Associate Professor
EducationPh.D., University of Western Ontario
OfficeJOR-226
Phone416-979-5000, ext. 6181
Areas of ExpertiseFinancial Econometrics, Empirical Finance, Econometrics

PDF fileCurriculum Vitae, opens in new window

 

Teaching Fields 
Econometrics, Financial Econometrics 

Selected Publications

Ning, C., “Is volatility clustering of asset returns asymmetric?” (with D. Xu and T. Wirjanto), Journal of Banking and Finance, 52, 62-76, 2015.

Ning, C., “Dependence structure between the equity market and the foreign exchange market--A copula approach”, Journal of International Money and Finance, 29(5), 743-759, 2010.

Ning, C., “The dependence structure between the Canadian stock market and the US/Canada exchange rate: A copula approach” (with L. Michelis), Canadian Journal of Economics, 43(3), 1016-1039, 2010.

Ning, C., “Extreme return-volume dependence in East-Asian stock markets: A copula approach” (with T. Wirjanto), Finance Research Letters, 6, 202-209, 2009.

Ning, C.,“Modeling leverage effect with copulas and realized volatility” (with D. Xu and T. Wirjanto), Finance Research Letters, 5, 221-227, 2008.

Ning, C.,"Estimation of the stochastic conditional duration model via alternative methods -- ECF and GMM" (with J. Knight), The Econometrics Journal, 11(3), 2008.

Research Grants 

SSHRC Standard Research Grant, "Dependence in financial markets", 2011-2013, $21,805.

SSHRC Research Workshops/Conference Grant, "The econometrics of socioeconomic interactions", 2011-2013, $20,727.