Cathy Ning

Office: JOR-226

Telephone: 416-979-5000 ext 6181

Email: qning at ryerson dot ca

Curriculum Vitae: PDF Format


Ph.D., University of Western Ontario

Research Interests

Financial Econometrics, Empirical Finance, 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.

Teaching Fields

Econometrics, Financial Econometrics

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