معرفی
Cathy Ning serves as Professor in the Department of Economics at Toronto Metropolitan University, specializing in quantitative financial analysis and econometric modeling.
Her educational foundation includes:
- Ph.D. from University of Western Ontario
Professor Ning's research concentrates on Financial Econometrics, Empirical Finance, and advanced Econometrics methodologies. She investigates complex market dependencies, volatility dynamics, and risk transmission mechanisms across global financial instruments. Her work bridges theoretical econometric frameworks with practical financial applications, particularly in extreme market conditions.
Publication analysis (2008-2024) reveals consistent innovation in copula modeling and regime-switching techniques applied to oil-exchange rate interactions, stock-bond correlations, and IPO market cycles. Key thematic evolution shows progression from foundational dependence structures (2008-2010) to contemporary risk spillover quantification (2021-2024), with persistent focus on asymmetric volatility and extreme event modeling.
Research funding includes:
- SSHRC Standard Research Grant (2011-2013): $21,805 for 'Dependence in financial markets'
- SSHRC Research Workshops Grant (2011-2013): $20,727 for 'The econometrics of socioeconomic interactions'
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