1
Return

Navigating economic policy uncertainty with gold-backed and traditional cryptocurrencies: A wavelet quantile-based analysis

delete2026-07-29
delete0
PRE
AI
M
Moslem Ansarinasab *
C
Christian Urom
DOI:10.1016/j.frl.2026.110586delete
deleteOriginal
deleteOriginal request for help
deleteShare
deleteSave
Abstract

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.

Journal

Finance Research Letters cover
Finance Research Letters
IF:
6.9
Papers:
8.9K
Citations:
2.8W

Organization

P
Paris School of Business
Scholars:
50
Papers: 56
Citations: 1.1K
V
Vali-E-Asr University of Rafsanjan
Scholars:
45
Papers: 26
Citations: 0
Cited Papers

Cited Papers

Citing Papers

Citing Papers