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Keywords: Wavelet quantile Granger causality
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Journal Articles
Journal:
Digital Transformation and Society
Digital Transformation and Society 1–21.
Published: 06 October 2026
...-window wavelet quantile Granger causality (RWWQGC) framework capturing time variation, frequency heterogeneity, and distributional asymmetries, supported by quantile-on-quantile regressions (QQR) for robustness. Findings FSI predictability is state- and horizon-dependent. Under normal market...
Includes: Supplementary data
