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Financial Innovation

Table 2 Quantile-on-quantile dependence between gold and UAE stock returns

From: Extreme dependencies and spillovers between gold and stock markets: evidence from MENA countries

  1. The table reports the quantile-on-quantile dependence between gold and stock market returns of UAE. The left (top) column (row) indicates gold (UAE stock market) returns across quantiles 0.05 to 0.95. Lower or higher quantiles of gold and UAE stock market returns signify the extreme conditions of variations, and the medium quantiles of gold and stock market returns indicate little or no change
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