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

Mei-Chih Wang, Tsangyao Chang, Alexey Mikhaylov, Jia Linyu

Year of publication:	2024
Authors:	Wang, Mei-Chih ; Chang, Tsangyao ; Mikhaylov, Alexey ; Linyu, Jia
Subject:	Quantile-on-quantile connectedness \| Financial market dynamics \| Quantile spillovers \| Yield curve spread analysis \| COVID-19 pandemic economic impact \| Monetary policy implications \| Time-varying market interconnectedness \| Zinsstruktur \| Yield curve \| USA \| United States \| Geldpolitik \| Monetary policy \| Coronavirus \| Öffentliche Anleihe \| Public bond \| Finanzmarkt \| Financial market \| Wirkungsanalyse \| Impact assessment \| Kapitaleinkommen \| Capital income \| Welt \| World \| VAR-Modell \| VAR model \| Volatilität \| Volatility

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