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Does Uncertainty Move the Gold Price? New Evidence from a Nonparametric Causality-in-Quantiles Test. (2015). Pierdzioch, Christian ; GUPTA, RANGAN ; Balcilar, Mehmet.
In: Working Papers.
RePEc:pre:wpaper:201592.

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  1. Measuring the response of gold prices to uncertainty: An analysis beyond the mean. (2018). Wohar, Mark ; Selmi, Refk ; bouoiyour, jamal.
    In: Post-Print.
    RePEc:hal:journl:hal-01817067.

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  2. Measuring the response of gold prices to uncertainty: An analysis beyond the mean. (2018). Wohar, Mark ; Selmi, Refk ; bouoiyour, jamal.
    In: Papers.
    RePEc:arx:papers:1806.07623.

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  3. Is Wine a Safe-Haven? Evidence from a Nonparametric Causality-in-Quantiles Test. (2017). GUPTA, RANGAN ; Bouri, Elie ; Balcilar, Mehmet ; Antonakakis, Nikolaos.
    In: Working Papers.
    RePEc:pre:wpaper:201708.

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  4. Does Oil Predict Gold? A Nonparametric Causality-in-Quantiles Approach. (2017). Shahbaz, Muhammad ; Ozdemir, Zeynel ; Balcilar, Mehmet.
    In: MPRA Paper.
    RePEc:pra:mprapa:77324.

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  5. Oil Price Shocks and Policy Uncertainty: New Evidence on the Effects of US and non-US Oil Production. (2017). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:295.

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  6. Does Bitcoin Hedge Global Uncertainty? Evidence from Wavelet-Based Quantile-in-Quantile Regressions. (2016). Tiwari, Aviral ; Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie.
    In: Working Papers.
    RePEc:pre:wpaper:201690.

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  7. Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test. (2016). Wohar, Mark ; Kyei, Clement ; GUPTA, RANGAN ; Balcilar, Mehmet.
    In: Open Economies Review.
    RePEc:kap:openec:v:27:y:2016:i:2:d:10.1007_s11079-016-9388-x.

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References

References cited by this document

    References contributed by pfo235-18036

  1. Baker, S., Bloom, N., Davis, S., 2015. Measuring Economic Policy Uncertainty. NBER Working Paper No. 21633.

  2. Balcilar, M., Bekiros, S., and Gupta, R. (Forthcoming) The Role of News-Based Uncertainty Indices in Predicting Oil Markets: A Hybrid Nonparametric Quantile Causality Method. Empirical Economics.

  3. Baur, D. G. and Lucey, B. M. (2010) Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold, Financial Review, 45, 217-229.

  4. Baur, D. G. and McDermott, T. K. (2010) Is Gold a Safe Haven? International Evidence, Journal of Banking and Finance 34, 1886-1898.

  5. Baur, G.G. (2013) The Structure and Degree of Dependence: A Quantile Regression Approach, Journal of Banking and Finance, 37, 786-798.

  6. Beckmann, J., Berger, T. and Czdaj, R. (2015) Does Gold Act As a Hedge or a Safe Haven for Stocks? A Smooth Transition Approach, Economic Modelling, 48, 16-24.

  7. Ciner, C., Gurdgiev, C. and Lucey, B.M. (2013) Hedges and Safe Havens: An Examination of Stocks, Bonds, Golkd, Oil, and Exchange Rates, International Review of Financial Analysis, 29, 202-211.

  8. Jeong, K., Härdle, W. K. and Song, S.( 2012). A Consistent Nonparametric Test for Causality in Quantile. Econometric Theory, 28, 861-887.

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  10. Nishiyama, Y., Hitomi, K., Kawasak, Y., and Jeong, K. (2011) A Consistent Nonpara- metric Test for Nonlinear Causality - Specification in Time Series Regression. Journal of Econometrics, 165, 112-127.

  11. Pierdzioch, C., Risse, M., and Rohloff, S. (2016) A Quantile-Boosting Approach to Forecasting Gold Returns, North American Journal of Economics and Finance, 35, 38–55.

  12. Rossi, B., and Sekhposyan, T. 2015. Macroeconomic Uncertainty Indices Based on Nowcast and Forecast Error Distributions. American Economic Review: Papers & Proceedings 105(5), 650-655.

  13. Zagaglia, P., and Marzo, M. (2013). Gold and the U.S. Dollar: Tales From the Turmoil, Quantitative Finance, 13, 571-582.

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