Balcilar, Mehmet; Ozdemir, Zeynel Abidin; Shahbaz, Muhammad; Gunes, Serkan
(Routledge, 2018)
This article utilizes the newly proposed nonparametric causality-in-quantiles test to examine the predictability of mean and variance of changes in gold prices based on inflation for G7 countries. The causality-in-quantiles ...