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Cathy Ning

Associate Professor
EducationPh.D., University of Western Ontario
Phone416-979-5000, ext. 556181
Areas of ExpertiseFinancial Econometrics, Empirical Finance, Econometrics

 (PDF file) Curriculum Vitae (opens in new window) 


Teaching Fields 
Econometrics, Financial Econometrics 

Selected Publications

Ning, C., “Stock–bond dependence and flight to/from quality” (with J. Ponrajah), International Review of Financial Analysis, 86, 2023.

Ning, C., “A new Markov regime-switching count time series approach for forecasting initial public offering volumes and detecting issue cycles” (with X. Wang), Journal of Forecasting, 1-16, 2021.

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.