Quick to change hats with a Yankee (5)
I believe the answer is:
hasty
'quick' is the definition.
(I've seen this in another clue)
'change hats with a yankee' is the wordplay.
'change' is an anagram indicator.
'with' means one lot of letters go next to another.
'a yankee' becomes 'Y' (phonetic alphabet: alpha, bravo, charlie etc.).
'hats' anagrammed gives 'hast'.
'hast'+'y'='HASTY'
'to' is the link.
(Other definitions for hasty that I've seen before include "Hurried; without thinking" , "Rash; hurried" , "Too quick, impetuous" , "Precipitous" , "Quick - reckless" .)