Su, Chi-Wei; Wang, Yajun; Qin, Meng; Lobonţ, Oana-Ramona - In: Borsa Istanbul Review 23 (2023) 5, pp. 1026-1036
In this paper, we investigate the extent to which precious metals can be used as a hedge from the perspective of global supply chain uncertainty (GSCU), which is significant for obtaining higher investment returns. This exploration uses the wavelet-based quantile-on-quantile regression (QQR)...