1. Mainshocks and aftershocks: Assessing the resilience of Asia-Pacific stock markets amid global financial cycle shocks. (2025). Sun, Chentong ; Li, Yanshuang ; Dong, Zibing ; Yi, Shangkun ; Wu, Fenglin.
   In: Pacific-Basin Finance Journal.
   RePEc:eee:pacfin:v:91:y:2025:i:c:s0927538x25000575.

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2. Spillovers and hedging effectiveness between islamic cryptocurrency and metal markets: Evidence from the COVID-19 outbreak. (2024). Yousaf, Imran ; Ali, Shoaib ; Marei, Mohamed ; Gubareva, Mariya.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:92:y:2024:i:c:p:1126-1151.

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3. Time-varying risk spillovers between renewable energy and Islamic stock markets: Evidence from the Russia-Ukraine conflict. (2024). Yousaf, Imran ; Li, Yanshuang ; Ghallabi, Fahmi ; Ghorbel, Ahmed.
   In: Pacific-Basin Finance Journal.
   RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x24000969.

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4. Are investment grade Sukuks decoupled from the conventional yield curve?. (2024). Umar, Zaghum ; Vo, Xuan Vinh ; Trabelsi, Nader ; Dogah, Kingsley E.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004970.

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5. The Power of Religion: Islamic Investing in the Lab. (2023). Murgia, Lucia Milena ; Banuri, Sheheryar ; Ul, Imtiaz.
   In: Policy Research Working Paper Series.
   RePEc:wbk:wbrwps:10459.

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6. Portfolio diversification benefits before and during the times of COVID-19: evidence from USA. (2023). Aly, Sharihan Mohamed ; Attia, Eman F ; Awad, Ebtehal Orabi ; Elrawas, Ahmed Said.
   In: Future Business Journal.
   RePEc:spr:futbus:v:9:y:2023:i:1:d:10.1186_s43093-023-00205-4.

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7. Dynamic Conditional Correlation and Volatility Spillover between Conventional and Islamic Stock Markets: Evidence from Developed and Emerging Countries. (2023). Tabash, Mosab I ; Sahabuddin, Mohammad ; Alam, Md Kausar ; Islam, Md Aminul ; Daniel, Linda Nalini ; Mostafa, Imad Ibraheem.
   In: JRFM.
   RePEc:gam:jjrfmx:v:16:y:2023:i:2:p:111-:d:1064645.

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8. Are Islamic stocks immune from financial crises? Evidence from contagion tests. (2023). Wong, Wing-Keung ; Hassan, Kamrul ; Gasbarro, Dominic ; Hoque, Ariful.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:86:y:2023:i:c:p:919-948.

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9. Time-frequency relationship between economic policy uncertainty and financial cycle in China: Evidence from wavelet analysis. (2023). Zhang, Xuan ; Sun, Weihong ; Xu, Liao ; Liu, Ding.
   In: Pacific-Basin Finance Journal.
   RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22002104.

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10. Determinants of financial stability and risk transmission in dual financial system: Evidence from the COVID pandemic. (2023). Elsayed, Ahmed ; Helmi, Mohamad Husam ; Ahmed, Habib.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000525.

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11. Volatility and correlation of Islamic and conventional indices during crises. (2023). Azad, A. S. M. Sohel, ; Samet, Anis ; Chazi, Abdelaziz.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:55:y:2023:i:c:s1044028322001028.

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12. Time-varying relationship between geopolitical uncertainty and agricultural investment. (2023). Jana, Rabin K ; Ghosh, Indranil.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322006973.

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13. Analyzing pure contagion between crude oil and agricultural futures markets. (2023). Jin, Yujing ; Gong, XU ; Liu, Tangyong.
    In: Energy.
    RePEc:eee:energy:v:269:y:2023:i:c:s0360544223001512.

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14. Time‐varying pure contagion effect between energy and nonenergy commodity markets. (2022). Sun, Chuanwang ; Jin, Yujing ; Gong, XU.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:42:y:2022:i:10:p:1960-1986.

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15. Why do sukuks (Islamic bonds) need a different pricing model?. (2022). Hassan, M. Kabir ; Kabir, Sarkar H ; Hossain, Mohammed S ; Uddin, Md Hamid ; Liu, Jia.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:27:y:2022:i:2:p:2210-2234.

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16. Re-examining the Contagion Channels of Global Financial Crises: Evidence from the Twelve Years since the US Subprime Crisis. (2022). Tang, Shenfeng ; Di, Qian ; Li, Lifang ; Jiang, Hai ; Xu, Fangming.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531922000058.

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17. Do volatility spillover and hedging among GCC stock markets and global factors vary from normal to turbulent periods? Evidence from the global financial crisis and Covid-19 pandemic crisis. (2022). Yousaf, Imran ; Beljid, Makram ; Chaibi, Anis ; al Ajlouni, Ahmed.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:73:y:2022:i:c:s0927538x22000592.

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18. Spillovers between Sukuks and Shariah-compliant equity markets. (2022). Billah, Syed ; Balli, Hatice ; de Bruin, Anne.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:72:y:2022:i:c:s0927538x22000208.

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19. Do geopolitical oil price risk, global macroeconomic fundamentals relate Islamic and conventional stock market? Empirical evidence from QARDL approach. (2022). Sharif, Arshian ; Amin, Nabila ; Ali, Malik Tayyab ; Abbass, Kashif ; Song, Huaming ; Khan, Farina.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001787.

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20. COVID-19 pandemic and the crude oil market risk: hedging options with non-energy financial innovations. (2021). Salisu, Afees ; Obiora, Kingsley.
    In: Financial Innovation.
    RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00253-1.

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21. Hedging Islamic and conventional stock markets with other financial assets: comparison between competing DCC models on hedging effectiveness. (2021). Hamma, Wajdi ; Jarboui, Anis ; Ghorbel, Ahmed.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:22:y:2021:i:3:d:10.1057_s41260-021-00208-2.

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22. The topics of Islamic economics and finance research. (2021). Dowling, Michael ; Ghlamallah, Ezzedine ; Alexakis, Christos ; Piepenbrink, Anke.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:75:y:2021:i:c:p:145-160.

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23. Do oil and gas prices influence economic policy uncertainty differently: Multi-country evidence using time-frequency approach. (2021). Dash, Saumya Ranjan ; Maitra, Debasish.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:81:y:2021:i:c:p:397-420.

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24. A survey of Islamic finance research – Influences and influencers. (2021). Rizvi, Syed Aun R. ; Aun, Syed ; Haroon, Omair ; Ali, Mohsin ; Khan, Abdullah.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:69:y:2021:i:c:s0927538x20303334.

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25. Quantile relationship between Islamic and non-Islamic equity markets. (2021). Uddin, Gazi ; Kang, Sang Hoon ; Rahman, Md Lutfur ; Hedstrom, Axel.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21000937.

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26. Do energy prices interact with global Islamic stocks? Fresh insights from quantile ARDL approach. (2021). Sharif, Arshian ; Suleman, Muhammad Tahir ; Zaighum, Isma ; Aman, Ameenullah.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000842.

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27. Asymmetric relationship between gold and Islamic stocks in bearish, normal and bullish market conditions. (2021). Balli, Faruk ; Arif, Muhammad ; Naeem, Muhammad Abubakr ; Qureshi, Fiza.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000830.

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28. Asymmetric volatility connectedness between Islamic stock and commodity markets. (2021). Kang, Sang Hoon ; McIver, Ron ; Suleman, Muhammad Tahir.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:49:y:2021:i:c:s104402832100051x.

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29. Do Islamic indices provide diversification to bitcoin? A time-varying copulas and value at risk application. (2020). Kang, Sang Hoon ; Asghar, Nadia ; Ur, Mobeen.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:61:y:2020:i:c:s0927538x19306638.

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30. Gold and portfolio diversification: A stochastic dominance analysis of the Dow Jones Islamic indices. (2020). Zoubi, Taisier A ; Alkhazali, Osamah M.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:60:y:2020:i:c:s0927538x19303324.

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31. How oil prices, gold prices, uncertainty and risk impact Islamic and conventional stocks? Empirical evidence from QARDL technique. (2020). Sharif, Arshian ; Sarwat, Salman ; Jermsittiparsert, Kittisak ; Godil, Danish Iqbal.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719308402.

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32. The asymmetric effects of oil price on sectoral Islamic stocks: New evidence from quantile-on-quantile regression approach. (2020). Sharif, Arshian ; Salman, Asma ; Chang, Bisharat ; Suki, Norazah Mohd ; Aman, Ameenullah ; Rehman, Syed Abdul.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719304751.

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33. Common shocks, common transmission mechanisms and time-varying connectedness among Dow Jones Islamic stock market indices and global risk factors. (2020). al Dohaiman, Mohammed ; Mezghani, Imed ; ben Haddad, Hedi.
    In: Economic Systems.
    RePEc:eee:ecosys:v:44:y:2020:i:2:s0939362518300748.

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34. UNDERSTANDING ASIAN EMERGING STOCK MARKETS. (2019). Rizvi, Syed Aun R. ; Arshad, Shaista ; Haroon, Omair.
    In: Bulletin of Monetary Economics and Banking.
    RePEc:idn:journl:v:1:y:2019:i:sp4:p:495-510.

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35. UNDERSTANDING ASIAN EMERGING STOCK MARKETS. (2019). Rizvi, Syed Aun R. ; Aun, Syed ; Arshad, Shaista ; Haroon, Omair.
    In: Bulletin of Monetary Economics and Banking.
    RePEc:idn:journl:v:1:y:2019:i:sp4:p:1-16.

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36. Are Islamic and conventional capital markets decoupled? Evidence from stock and bonds/sukuk markets in Malaysia. (2019). Habib, Ahmed ; Elsayed, Ahmed ; Ahmed, Habib.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:74:y:2019:i:c:p:56-66.

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37. Islamic and conventional equity markets: Two sides of the same coin, or not?. (2019). Ahmed, Walid.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:72:y:2019:i:c:p:191-205.

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38. Does Islamic stock sensitivity to oil prices have economic significance?. (2019). Sharma, Susan ; Phan, Dinh ; Narayan, Paresh Kumar ; Bach, Dinh Hoang.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:53:y:2019:i:c:p:497-512.

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39. A survey of Islamic banking and finance literature: Issues, challenges and future directions. (2019). Phan, Dinh ; Narayan, Paresh Kumar ; Bach, Dinh Hoang.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:53:y:2019:i:c:p:484-496.

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40. Can alternative hedging assets add value to Islamic-conventional portfolio mix: Evidence from MGARCH models. (2019). Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Ali, Sajid ; Raza, Naveed ; Ur, Mobeen ; Salman, Aneel.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:61:y:2019:i:c:p:210-230.

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41. Spillovers and the determinants in Islamic equity markets. (2019). Balli, Faruk ; Hasan, Md Iftekhar ; de Bruin, Anne.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818305023.

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42. The relationship between emerging and developed market sentiment: A wavelet-based time-frequency analysis. (2019). Dash, Saumya Ranjan ; Maitra, Debasish.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:22:y:2019:i:c:p:135-150.

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43. Can gold be used as a hedge against the risks of Sharia-compliant securities? Application for Islamic portfolio management. (2018). Maghyereh, Aktham ; Awartani, Basel ; Hassan, Abul.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:19:y:2018:i:6:d:10.1057_s41260-018-0090-y.

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44. Multivariate Co-movement Between Islamic Stock and Bond Markets Among the GCC: A Wavelet-Based View. (2018). JAMMAZI, RANIA ; Aloui, Chaker ; ben Hamida, Hela.
    In: Computational Economics.
    RePEc:kap:compec:v:52:y:2018:i:2:d:10.1007_s10614-017-9703-7.

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45. Correlation Structure and Evolution of World Stock Markets: Evidence from Pearson and Partial Correlation-Based Networks. (2018). Wang, Gang-Jin ; Stanley, Eugene H ; Xie, Chi.
    In: Computational Economics.
    RePEc:kap:compec:v:51:y:2018:i:3:d:10.1007_s10614-016-9627-7.

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46. Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks. (2018). Yoon, Seong-Min ; Uddin, Gazi ; Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Hernandez, Jose Areola.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:56:y:2018:i:c:p:167-180.

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47. Asymmetric impact of oil price on Islamic sectoral stocks. (2018). Lean, Hooi Hooi ; Badeeb, Ramez.
    In: Energy Economics.
    RePEc:eee:eneeco:v:71:y:2018:i:c:p:128-139.

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48. A tripartite inquiry into volatility-efficiency-integration nexus - case of emerging markets. (2018). Rizvi, Syed Aun R. ; Alam, Nafis ; Aun, Syed ; Arshad, Shaista.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:34:y:2018:i:c:p:143-161.

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49. International stock market contagion: A CEEMDAN wavelet analysis. (2018). Zhou, Zhongbao ; Li, Shuxian ; Lin, Ling.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:72:y:2018:i:c:p:333-352.

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50. East meets West: When the Islamic and Gregorian calendars coincide. (2018). Tantisantiwong, Nongnuch ; Power, David ; Helliar, Christine ; Halari, Anwar.
    In: The British Accounting Review.
    RePEc:eee:bracre:v:50:y:2018:i:4:p:402-424.

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51. Does Shariah index hedge against sentiment risk? Evidence from Indian stock market using time–frequency domain approach. (2018). Dash, Saumya Ranjan ; Maitra, Debasish.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:19:y:2018:i:c:p:20-35.

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52. Contagion between Islamic and Conventional Banks in Malaysia: Empirical Investigation using a DCC-GARCH Model العدوى بين البنوك الإسلامية والتقليدية في ماليزي. (2018). Khoufi, Walid ; ben Latifa, Monia.
    In: Journal of King Abdulaziz University: Islamic Economics.
    RePEc:abd:kauiea:v:31:y:2018:i:1:p:167-178.

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53. Contagion between Islamic and Conventional Banks in Malaysia: Empirical Investigation using a DCC-GARCH Model ?????? ??? ?????? ????????? ?????????? ?? ???????: ????? ?????? ?????? ????? (DCC-GARCH). (2018). Khoufi, Walid ; ben Latifa, Monia.
    In: Journal of King Abdulaziz University: Islamic Economics.
    RePEc:abd:kauiea:v:31:y:2018:i:1:no:11:p:167-178.

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54. Are Islamic stock indexes exposed to systemic risk? Multivariate GARCH estimation of CoVaR. (2017). Naifar, Nader ; Trabelsi, Nader.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:42:y:2017:i:c:p:727-744.

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55. Volatility spillover and hedging strategies between Islamic and conventional stocks in the presence of asymmetry and long memory. (2017). el Mehdi, Imen Khanchel ; Mghaieth, Asma .
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:39:y:2017:i:pa:p:595-611.

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56. Analysis of the efficiency–integration nexus of Japanese stock market. (2017). Rizvi, Syed Aun R. ; Aun, Syed ; Arshad, Shaista.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:470:y:2017:i:c:p:296-308.

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57. Financial tail risks in conventional and Islamic stock markets: A comparative analysis. (2017). Muteba Mwamba, John Weirstrass ; GUPTA, RANGAN ; Hammoudeh, Shawkat.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:42:y:2017:i:c:p:60-82.

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58. Do constraints on financial and operating leverage affect the performance of Islamic equity portfolios?. (2017). Ashraf, Dawood ; Hussain, Syed Mujahid ; Khawaja, Mohsin ; Felixson, Karl.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:42:y:2017:i:c:p:171-182.

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59. Measuring skill in the Islamic mutual fund industry: Evidence from GCC countries. (2017). Hammami, Yacine ; Oueslati, Abdelmonem .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:49:y:2017:i:c:p:15-31.

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60. Risk transmission between Islamic and conventional stock markets: A return and volatility spillover analysis. (2017). Umar, Zaghum ; Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Ferrer, Roman ; Ballester, Laura.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:52:y:2017:i:c:p:9-26.

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61. Sentiment and stock market volatility revisited: A time–frequency domain approach. (2017). Dash, Saumya Ranjan ; Maitra, Debasish.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:15:y:2017:i:c:p:74-91.

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62. Gold and Islamic stocks: A hedge and safe haven comparison in time frequency domain for BRICS markets. (2016). Ali, Sajid ; Raza, Naveed ; Ibrahimy, Ahmad Ibn.
    In: Journal of Developing Areas.
    RePEc:jda:journl:vol.50:year:2016:issue6:pp:305-318.

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63. Do Islamic stock indices perform better than conventional counterparts? An empirical investigation of sectoral efficiency. (2016). Rizvi, Syed Aun R. ; Alam, Nafis ; Aun, Syed ; Arshad, Shaista.
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:31:y:2016:i:c:p:108-114.

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64. On the dynamic links between commodities and Islamic equity. (2016). Ng, Adam ; Nagayev, Ruslan ; Inghelbrecht, Koen ; Disli, Mustafa.
    In: Energy Economics.
    RePEc:eee:eneeco:v:58:y:2016:i:c:p:125-140.

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65. Market integration between conventional and Islamic stock prices. (2016). Mansour, Walid ; JOUINI, Jamel ; Majdoub, Jihed.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:37:y:2016:i:c:p:436-457.

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66. Islamic financial markets and global crises: Contagion or decoupling?. (2016). Naifar, Nader ; Kenourgios, Dimitris ; Dimitriou, Dimitrios.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:57:y:2016:i:c:p:36-46.

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67. Pricing beliefs: Empirical evidence from the implied cost of deposit insurance for Islamic banks. (2016). Hassan, M. Kabir ; Grira, Jocelyn ; Soumare, Issouf.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:55:y:2016:i:c:p:152-168.

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68. Gold and Islamic Stocks: A Hedge and Safe Haven Comparison in Time - Grequency domain for BRICS. (2015). Raza, Naveed ; Ali, Azwadi ; Ibrahimy, Ahmad .
    In: MPRA Paper.
    RePEc:pra:mprapa:69366.

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69. Issues in Islamic banking and finance: Islamic banks, Shari’ah-compliant investment and sukuk. (2015). Ibrahim, Mansor.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:34:y:2015:i:c:p:185-191.

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2. Does the value of US dollar matter with the price of oil and gold? A dynamic analysis from time–frequency space. (2016). Chen, Yu-Fen ; Yang, Sheng-Yung ; Lin, Fu-Lai.
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3. Gold, oil, and stocks: Dynamic correlations. (2016). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Barunik, Jozef ; Koenda, Even.
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4. Time–frequency featured co-movement between the stock and prices of crude oil and gold. (2016). Huang, Xuan ; Gao, Xiangyun.
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16. Correlations between oil and stock markets: A wavelet-based approach. (2015). Veiga, Helena ; Ramos, Sofia ; Martin-Barragan, Belen.
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19. Gold, Oil, and Stocks: Dynamic Correlations. (2015). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Barunik, Jozef.
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20. On the influence of the U.S. monetary policy on the crude oil price volatility. (2015). Scognamillo, Antonio ; Amendola, Alessandra ; Candila, Vincenzo.
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25. Dynamic Integration of Domestic Equity Price, Foreign Equity Price and Macroeconomic Indicators: Evidence from Malaysia. (2014). Masih, Abul ; Kabir, Sarkar Humayun.
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26. Carbon Financial Markets: a time-frequency analysis of CO2 price drivers. (2014). Sousa, Rita ; Aguiar-Conraria, Luís ; Soares, Maria Joana.
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27. Volatility Spillover between Oil and Stock Market Returns. (2014). Ramachandran, M ; Paul, Sunil ; Babu, Anand ; Anand, B..
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28. On the relationship between oil price and exchange rates: A wavelet analysis. (2014). Arouri, Mohamed ; Uddin, Gazi Salah ; Tiwari, Aviral Kumar.
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29. The time scale behavior of oil-stock relationships: what we learn from the ASEAN-5 countries. (2014). Uddin, Gazi Salah.
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31. Carbon financial markets: A time–frequency analysis of CO2 prices. (2014). Sousa, Rita ; Aguiar-Conraria, Luís ; Soares, Maria Joana.
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33. The forward looking information content of equity and bond markets for aggregate investments. (2014). Gallegati, Marco ; Ramsey, James B..
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34. Stock market co-movements: Islamic versus conventional equity indices with multi-timescales analysis. (2014). Rizvi, Syed Aun R. ; Masih, Abul ; Alhabshi, Syed Othman ; Rizvi, Syed Aun R., ; Dewandaru, Ginanjar.
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35. Analyzing time–frequency relationship between interest rate, stock price and exchange rate through continuous wavelet. (2014). Tiwari, Aviral ; Ihnatov, Iulian ; Andrieș, Alin Marius.
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39. The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains. (2013). Miller, Stephen ; GUPTA, RANGAN ; Chang, Tsangyao ; Balcilar, Mehmet ; Li, Xiao-Lin.
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40. On the relationship between oil price and exchange rates: A wavelet analysis. (2013). Tiwari, Aviral ; Arouri, Mohamed ; Uddin, Gazi Salah ; Teulon, Frederic.
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41. Decomposing time-frequency relationship between producer price and consumer price indices in Romania through wavelet analysis. (2013). Tiwari, Aviral ; Mutascu, Mihai ; Andrieș, Alin Marius ; Andries, Alin Marius.
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42. Oil prices and trade balance: A wavelet based analysis for India. (2013). Tiwari, Aviral ; Olayeni, Olaolu.
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43. A wavelet-based assessment of market risk: The emerging markets case. (2012). Rua, António ; Nunes, Luis.
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44. Oil Shocks and the Euro as an Optimum Currency Area. (2012). Aguiar-Conraria, Luís ; Rodrigues, Teresa Maria ; Soares, Maria Joana.
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45. Co-movement of oil and stock prices in the GCC region: A wavelet analysis. (2012). Omran, Mohammed ; Graham, Michael ; Nikkinen, Jussi ; Kivihaho, Jarno ; Akoum, Ibrahim.
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46. A wavelet-based assessment of market risk: The emerging markets case. (2012). Rua, António ; Nunes, Luis.
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    RePEc:eee:quaeco:v:52:y:2012:i:1:p:84-92.

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47. OPECs oil exporting strategy and macroeconomic (in)stability. (2012). Wen, Yi ; Aguiar-Conraria, Luís.
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48. Money and output: New evidence based on wavelet coherence. (2012). Caraiani, Petre.
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49. Stylized facts of business cycles in a transition economy in time and frequency. (2012). Caraiani, Petre.
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    RePEc:eee:ecmode:v:29:y:2012:i:6:p:2163-2173.

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50. Role of oil price shocks on macroeconomic activities: An SVAR approach to the Malaysian economy and monetary responses. (2011). WADUD, IKM MOKHTARUL ; Ali Ahmed, Huson ; Wadud, I. K. M. Mokhtarul, ; Ali Ahmed, Huson Joher, .
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