In Vafa and Witten's paper Parity Conservation in Quantum Chromodynamics, in order to show that QCD does not spontaneously break parity, they argue that any parity-odd operator $X$ must pick up a factor of $i$ under Wick rotation. Specifically, they claim
To be Lorentz invariant, $X$ is constructed from the gauge field $A^a_\mu$, the metric tensor $g_{\mu\nu}$, and the antisymmetric tensor $\epsilon_{\mu\nu\alpha\beta}$. Although $A^a_\mu$ and $g_{\mu\nu}$ remain real in Euclidean space, $\epsilon_{\mu\nu\alpha\beta}$ picks up a factor of $i$ under Wick rotation.
I can't quite follow the argument that the Levi-Civita tensor should pick up a factor of $i$ under Wick rotation. I guess it has something to do with the relation to the volume form, but I haven't been able to come up with a rigorous derivation. Moreover, most explanations of Wick rotations I've seen involve the time component of vectors picking up a factor of $i$ under Wick rotation - so how is it that $A_\mu^a$ remains real in Euclidian space?