Gold prices, silver prices, systemic financial stress, quantile-based analysis, multi-scale quantile Granger causality, asymmetry and regimes
Causality tests, effective exchange rate, Europe, unit labor costs
Oil-importing countries, oil price increases, inflation, monetary policy, SVEC model
Credit contagion, Corporate and sovereign CDS, tail risk, Systemic connectedness
Sustainable investment, climate transition risk, Financial uncertainty, Quantile-on-quantile analysis, Time-varying dependence
Climate-aligned ETFs, Sustainable finance, Quantile-on-quantile analysis, Wavelet approach, Quantile-on-Quantile connectedness
Tail dependency, bond markets, Global risk factors, Extreme risk co-movements, Quantile-based analysis
Stock-bond spillovers, Volatility transmission, Global bond funds, Safe haven effects, Financial contagion.
Climate‑aligned ETFs, Energy, Global uncertainty, Wavelet quantile correlation, Quantile‑on‑quantile regression, Sustainable finance
Sustainable financial systems, Islamic finance, Green bonds, Renewable energy assets, Tail risk
Financial stress, Stock returns, Wavelet quantile correlation, Multivariate quantile-on-quantile regression, Asia-Pacific economies.
Clean energy ETFs, ESG-linked ETFs, Traditional energy ETFs, Commodities, Uncertainty indicators
renewable energy, Fossil fuel stocks, Investment strategies, Climate change, Quantile-on-quantile spillovers, Wavelet quantile spillovers
CBDC uncertainty, Financial market stability, Time-varying effects, Asymmetric volatility spillovers, TVP-SV-VAR model, WQC analysis
Financial stress, REIT market, Asymmetry, Nonlinearity, Regime change
