Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test

Resources Policy - Tập 49 - Trang 74-80 - 2016
Mehmet Balcılar1,2,3, Rangan Gupta2, Christian Pierdzioch4
1Department of Economics, Eastern Mediterranean University, Famagusta, via Mersin 10, Northern Cyprus, Turkey and Department of Economics, University of Pretoria, Pretoria, 0002, South Africa
2Department of Economics, University of Pretoria, Pretoria, 0002, South Africa
3IPAG Business School, Paris, France
4Department of Economics, Helmut Schmidt University, Holstenhofweg 85, P.O.B. 700822, 22008, Hamburg, Germany

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