A measure of quantile-on-quantile connectedness for the US treasury yield curve spread, the US Dollar, and gold price

2024/06/27 by Mei-Chih Wang, Tsangyao Chang, Alexey Mikhaylov +2 · 1 voice · 2 citations
Economics, Econometrics and Finance · #Energy, Environment, Economic Growth #Market Dynamics and Volatility #Monetary Policy and Economic Impact

paper · doi:10.1016/j.najef.2024.102232

openalex publication_date 2024/06/27 · crossref created 2024/06/27 · crossref issued 2024/09/01 · crossref published 2024/09/01 · crossref published-print 2024/09/01 · crossref deposited 2024/11/05 · openalex created_date 2025/10/10 · crossref indexed 2026/07/22 · openalex updated_date 2026/07/23

Citations

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• Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets
• On the Relationship between Oil and Exchange Rates of Oil-Exporting and Oil-Importing Countries: From the Great Recession Period to the COVID-19 Era
• Regression Quantiles
• Bitcoin mempool growth and trading volumes: Integrated approach based on QROF Multi-SWARA and aggregation operators
• Understanding the risks associated with wallets, depository services, trading, lending, and borrowing in the crypto space

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Discussions

• Wang, M. C., Chang, T., Mikhaylov, A., Linyu, J. (2024). A measure of quantile-on-quantile connectedness for the US treasury yield curve spread, the US Dollar, and gold price. North American Journal o [bsky, 0 points, 0 comments]