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~person:"Ning, Cathy Q."
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Search: subject_exact:"Copula function"
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Ning, Cathy Q.
Okhrin, Ostap
38
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Extreme risk spillovers between stock and bond markets
Ning, Cathy Q.
;
Ponrajah, Jeremey
-
2024
Persistent link: https://www.econbiz.de/10015052590
Saved in:
2
Safe haven currencies : a dependence-switching copula approach
Michelis, Leo
;
Ning, Cathy Q.
;
Ponrajah, Jeremey
-
2024
Persistent link: https://www.econbiz.de/10015052606
Saved in:
3
Stock-bond dependence and flight to/from quality
Ponrajah, Jeremey
;
Ning, Cathy Q.
- In:
International review of financial analysis
86
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014248292
Saved in:
4
Asymmetric dependence between aggregate consumption and financial risk
Chollete, Lorán
;
Ning, Cathy Q.
-
2012
Persistent link: https://www.econbiz.de/10011382416
Saved in:
5
Modeling asymmetric volatility clusters using Copulas and high frequency data
Ning, Cathy Q.
;
Xu, Dinghai
;
Wirjanto, Tony S.
-
2010
Persistent link: https://www.econbiz.de/10003975430
Saved in:
6
Extreme dependence in international stock markets
Ning, Cathy Q.
-
2009
Persistent link: https://www.econbiz.de/10008758209
Saved in:
7
Modeling asymmetric volatility clusters using copulas and high frequency data
Ning, Cathy Q.
;
Xu, Dinghai
;
Wirjanto, Tony S.
-
2009
Persistent link: https://www.econbiz.de/10008758211
Saved in:
8
The dependence structure of macroeconomic variables in the US
Chollete, Lor´an
;
Ning, Cathy Q.
-
2009
Persistent link: https://www.econbiz.de/10008758212
Saved in:
9
Extreme return-volume dependence in East-Asian stock markets : a Copula approach
Ning, Cathy Q.
;
Wirjanto, Tony S.
-
2008
Persistent link: https://www.econbiz.de/10003975380
Saved in:
10
Dependence structure between the equity market and the foreign exchange market : a copula approach
Ning, Cathy Q.
- In:
Journal of international money and finance
29
(
2010
)
5
,
pp. 743-759
Persistent link: https://www.econbiz.de/10003989912
Saved in:
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