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Navigating economic policy uncertainty with gold-backed and traditional cryptocurrencies: A wavelet quantile-based analysis
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DOI:10.1016/j.frl.2026.110586.png)
Abstract
En 中文
• Interactions between Economic Policy Uncertainty and gold-backed and traditional cryptocurrencies. • Dynamic analyses based on Wavelet Coherence, Wavelet Quantile Regression, and Wavelet Quantile-on-Quantile Regression. • GLD, PAXG, and XAUT offer hedging opportunities under bearish and bullish markets in the long-term. • PAXG and XAUT are better diversifiers and are independent of EPU in the short term.
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