[urxvtcd]

My solution is to have this snippet in my vimrc. Don't ask me why this works. It's been years, and I had no issues with it.

    " System-agnostic setting making the unnamed clipboard register act like
    " clipboard in any other editor. Copy with y commands, and paste with p or P.
    if has('unnamedplus')
        set clipboard=unnamedplus,unnamed
    else
        set clipboard+=unnamed
    endif

Beside this, there is also the issue of setting paste when pasting in insert mode.