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

Type of publication:	Article
Type of publication (narrower categories):	Aufsatz in Zeitschrift ; Article in journal
Language:	English
Other identifiers:	10.1016/j.najef.2024.102232 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015133703