Two-Stage Detection and Attribution of Cross-Border Financial Contagion Channels // Implementation of a two-stage framework for the joint detection-and-attribution of cross-border financial contagion. Stage one detects directional information flows between equity markets via Wavelet-Quantile Transfer Entropy, combining maximal-overlap discrete wavelet decomposition (Percival and Walden, 2000, ISBN:9780521685085) with the transfer-entropy estimator of Schreiber (2000) doi:10.1103/PhysRevLett.85.461 and quantile conditioning following Han, Linton, Oka and Whang (2016) doi:10.1016/j.jeconom.2016.03.001. Stage two attributes each significant directional link to one of five mutually exclusive transmission channels (Trade, Financial, Geopolitical, Behavioural, Monetary Policy) through a multi-method structural identification architecture combining instrumental-variables two-stage least squares with channel-specific external instruments (Stock and Watson, 2018) doi:10.1111/ecoj.12593, LASSO-based instrument selection (Belloni, Chernozhukov and Hansen, 2014) doi:10.1093/restud/rdt044, local projections (Jorda, 2005) doi:10.1257/0002828053828518, heteroskedasticity- based identification (Rigobon, 2003) doi:10.1162/003465303772815727, and the Cinelli-Hazlett (2020) doi:10.1111/rssb.12348 robustness-value sensitivity bound. Bundled datasets and replication scripts reproduce the headline findings of Bhandari, Parida and Sahu (2026) doi:10.48550/arXiv.2604.26546; the package is general-purpose and accommodates user-supplied returns and channel proxies.