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The dependence structure between the Canadian stock market and the USD/CAD exchange rate : a copula approach
Michelis, Leo
;
Ning, Cathy Q.
- In:
The Canadian journal of economics
43
(
2010
)
3
,
pp. 1016-1039
Persistent link: https://www.econbiz.de/10008662175
Saved in:
2
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:
3
Extreme risk spillovers between stock and bond markets
Ning, Cathy Q.
;
Ponrajah, Jeremey
-
2024
Persistent link: https://www.econbiz.de/10015052590
Saved in:
4
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:
5
Extreme dependence in international stock markets
Ning, Cathy Q.
-
2009
Persistent link: https://www.econbiz.de/10008758209
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6
Segmentation across international equity, bond, and foreign exchange markets
Ning, Cathy Q.
;
Sapp, Stephen
-
2009
Persistent link: https://www.econbiz.de/10008758611
Saved in:
7
Modeling the leverage effect with copulas and realized volatility
Ning, Cathy Q.
;
Xu, Dinghai
;
Wirjanto, Tony S.
- In:
Finance research letters
5
(
2008
)
4
,
pp. 221-227
Persistent link: https://www.econbiz.de/10003786354
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8
Extreme returnvolume dependence in East-Asian stock markets : a copula approach
Ning, Cathy Q.
;
Wirjanto, Tony S.
- In:
Finance research letters
6
(
2009
)
4
,
pp. 202-209
Persistent link: https://www.econbiz.de/10003934162
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
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
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