Quick to change hats with a Yankee (5)
I believe the answer is:
hasty
'quick' is the definition.
(I've seen this before)
'change hats with a yankee' is the wordplay.
'change' indicates an anagram.
'with' is a charade indicator (letters next to each other).
'a yankee' becomes 'y' (phonetic alphabet: alpha, bravo, charlie etc.).
'hats' is an anagram of '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" .)