To cite this package in publications, please use:

Balcilar M, Gupta R, Pierdzioch C (2016). “Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test.” Resources Policy, 49, 74–80. doi:10.1016/j.resourpol.2016.04.004.

Balcilar M, Gupta R, Kyei C, Wohar ME (2016). “Does economic policy uncertainty predict exchange rate returns and volatility? Evidence from a nonparametric causality-in-quantiles test.” Open Economies Review, 27(2), 229–250. doi:10.1007/s11079-016-9388-x.

Corresponding BibTeX entries:

  @Article{,
    title = {Does uncertainty move the gold price? New evidence from a
      nonparametric causality-in-quantiles test},
    author = {Mehmet Balcilar and Rangan Gupta and Christian
      Pierdzioch},
    journal = {Resources Policy},
    year = {2016},
    volume = {49},
    pages = {74--80},
    doi = {10.1016/j.resourpol.2016.04.004},
  }

  @Article{,
    title = {Does economic policy uncertainty predict exchange rate
      returns and volatility? Evidence from a nonparametric
      causality-in-quantiles test},
    author = {Mehmet Balcilar and Rangan Gupta and Clement Kyei and
      Mark E. Wohar},
    journal = {Open Economies Review},
    year = {2016},
    volume = {27},
    number = {2},
    pages = {229--250},
    doi = {10.1007/s11079-016-9388-x},
  }