Can precious metals hedge the risks of Sino–US political relation?–Evidence from Toda–Yamamoto causality test in quantiles
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DOI: 10.1016/j.frl.2023.104327
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More about this item
Keywords
Precious metals; US–China political relation; Granger causality test; Quantiles;All these keywords.
JEL classification:
- G1 - Financial Economics - - General Financial Markets
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- D74 - Microeconomics - - Analysis of Collective Decision-Making - - - Conflict; Conflict Resolution; Alliances; Revolutions
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