A measure of quantile-on-quantile connectedness for the US treasury yield curve spread, the US Dollar, and gold price
MC Wang, T Chang, A Mikhaylov, J Linyu - The North American Journal of …, 2024 - Elsevier
This study applies the Quantile-on-Quantile Connectedness approach to analyze quantile
spillovers between the US yield curve spread (10-year vs. 2-year Treasury yields), the US …
spillovers between the US yield curve spread (10-year vs. 2-year Treasury yields), the US …
Gold-backed cryptocurrencies: A hedging tool against categorical and regional financial stress
This study evaluates the potential of gold-backed cryptocurrencies, such as Tether Gold and
PAX Gold, as a hedge and safe haven against global, regional, and categorical financial …
PAX Gold, as a hedge and safe haven against global, regional, and categorical financial …