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2. Connectedness between oil price shocks and US sector returns: Evidence from TVP-VAR and wavelet decomposition. (2024). Lopez, Raquel ; Sevillano, Maria Caridad ; Jareo, Francisco ; Esparcia, Carlos.
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3. Uncertainty matters in US financial information spillovers: Evidence from a directed acyclic graph approach. (2022). Su, Zhi ; Fang, Tong ; Liu, Peng.
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4. Tanker freight rates and economic policy uncertainty: A wavelet-based copula approach. (2021). Bai, Xiwen.
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5. Information dominance among hedging assets: Evidence from return and volatility directional spillovers in time and frequency domains. (2019). Shang, Yue ; Liu, Xinchun ; Zeng, Sheng ; Wei, QI.
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6. Day-of-the-week effects in financial contagion. (2019). Gebka, Bartosz ; Anderson, Robert ; Sewraj, Deeya.
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7. Identifying the multiscale financial contagion in precious metal markets. (2019). lucey, brian ; Wang, Xinya ; Huang, Shupei ; Liu, Huifang.
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8. Temporal and spectral dependence between crude oil and agricultural commodities: A wavelet-based copula approach. (2019). Oglend, Atle ; Dahl, Roy Endre ; Yahya, Muhammad.
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9. Determinants of dependence structures of sovereign credit default swap spreads between G7 and BRICS countries. (2018). Yang, Lu ; Hamori, Shigeyuki.
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10. The dependence and risk spillover between crude oil market and China stock market: New evidence from a variational mode decomposition-based copula method. (2018). Wei, YU ; Li, Xiafei.
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11. Interdependence between Greece and other European stock markets: A comparison of wavelet and VMD copula, and the portfolio implications. (2016). Shahzad, Syed Jawad Hussain ; Kumar, Ronald ; Hussain, Syed Jawad ; Ali, Sajid ; Ameer, Saba.
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12. Dependence and risk management in oil and stock markets. A wavelet-copula analysis. (2016). Reboredo, Juan ; Jammazi, Rania.
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1. Globalization or Regionalization of Stock Markets? the Case of Central and Eastern European Countries. (2019). Stanek, Piotr ; Beck, Krzysztof.
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2. Time-frequency co-movements between the largest nonferrous metal futures markets. (2019). Yoon, Seong-Min ; Tiwari, Aviral ; Albulescu, Claudiu ; Kang, Sang Hoon.
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3. The time-frequency co-movement of Asian effective exchange rates: A wavelet approach with daily data. (2019). Meng, Xiangcai ; Huang, Chia-Hsing.
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4. Oil price and Gulf Corporation Council stock indices: New evidence from time-varying copula models. (2019). Fenech, Jean-Pierre ; Vosgha, Hamed.
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5. Multivariate Co-movement Between Islamic Stock and Bond Markets Among the GCC: A Wavelet-Based View. (2018). JAMMAZI, RANIA ; Aloui, Chaker ; ben Hamida, Hela.
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6. Analyzing time–frequency co-movements across gold and oil prices with BRICS stock markets: A VaR based on wavelet approach. (2018). Mensi, Walid ; Kang, Sang Hoon ; Al-Yahyaee, Khamis H ; Hkiri, Besma.
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7. A multiscale analysis of stock return co-movements and spillovers: Evidence from Pacific developed markets. (2018). Das, Debojyoti ; Jana, R K ; Bhowmik, Puja.
   In: Physica A: Statistical Mechanics and its Applications.
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8. Comovements of gold futures markets and the spot market: A wavelet analysis. (2018). Tiwari, Aviral ; Roubaud, David ; Jena, Sangram Keshari.
   In: Finance Research Letters.
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9. 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.
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10. Analyzing the time-frequency lead–lag relationship between oil and agricultural commodities. (2018). Tiwari, Aviral ; solarin, sakiru ; Shahbaz, Muhammad ; Khalfaoui, Rabeh.
    In: Energy Economics.
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11. Sectoral energy consumption by source and output in the U.S.: New evidence from wavelet-based approach. (2018). Ben-Salha, Ousama ; Aloui, Chaker ; Hkiri, Besma.
    In: Energy Economics.
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12. Co-movement of real exchange rates in the West African Monetary Zone. (2017). Tweneboah, George ; Owusu Junior, Peterson ; Soo, Kwok Tong ; Adam, Anokye M.
    In: Cogent Economics & Finance.
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13. Co-movements and contagion between international stock index futures markets. (2017). Tiwari, Aviral ; Albulescu, Claudiu ; Goyeau, Daniel.
    In: Empirical Economics.
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14. The Relationship between Stock and Exchange Rates for BRICS Countries Pre - and Post - Crisis: A Mixed C - VINE Copula Model. (2017). Han, Yingying ; Zhou, Xiang.
    In: Journal for Economic Forecasting.
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15. Multiple time-xcales analysis of global stock markets spillovers effects in African stock markets. (2017). Mendy, Pierre ; Zamereith, Grakolet Arnold ; Ake, Gilbert Marie .
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16. California´s Carbon Market and Energy Prices: A Wavelet Analysis. (2017). Sousa, Rita ; Aguiar-Conraria, Luís ; Soares, Maria Joana.
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17. A fresh look at integration of risks in the international stock markets: A wavelet approach. (2017). Marfatia, Hardik.
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18. Does the crude oil price influence the exchange rates of oil-importing and oil-exporting countries differently? A wavelet coherence analysis. (2017). Yang, Lu ; Hamori, Shigeyuki ; Cai, Xiaojing.
    In: International Review of Economics & Finance.
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19. Diversification potential of Asian frontier, BRIC emerging and major developed stock markets: A wavelet-based value at risk approach. (2017). Zeitun, Rami ; Shahzad, Syed Jawad Hussain ; Mensi, walid ; Hussain, Syed Jawad ; Hammoudeh, Shawkat ; Ur, Mobeen.
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20. Catching the curl: Wavelet thresholding improves forward curve modelling. (2017). Vedenov, Dmitry ; Turvey, Calum ; Power, Gabriel ; Eaves, James.
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21. Modelling European sovereign bond yields with international portfolio effects. (2017). Martin, Franck ; Zhang, Jiangxingyun.
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22. Testing the dependency theory on small island economies: The case of Cyprus. (2017). YAYA, MEHMET ; Kutan, Ali ; Balcilar, Mehmet.
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23. The impact of unsuccessful pirate attacks on financial markets: Evidence in support of Leesons reputation-building theory. (2017). Kutan, Ali ; Belasen, Ariel.
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24. Do oil price asymmetric effects on the stock market persist in multiple time horizons?. (2017). Sun, Xiaoqi ; Gao, Xiangyun ; Huang, Shupei.
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25. Co-Movement of Healthcare Financing in OECD Countries: Evidence from Discrete Wavelet Analyses. (2016). Lin, Yu-Hui ; Chen, Wen-Yi.
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26. Do changes in shariah screening methodology make islamic indices substitutes or complements? an application of MGARCH-DCC and markov switching analysis.. (2016). Masih, Abul ; Mantai, Mohammed Mahmoud.
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27. Continuous wavelet transform and rolling correlation of European stock markets. (2016). Tiwari, Aviral ; Mutascu, Mihai ; Albulescu, Claudiu.
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    RePEc:eee:reveco:v:42:y:2016:i:c:p:237-256.

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28. On the dynamic dependence and asymmetric co-movement between the US and Central and Eastern European transition markets. (2016). Raza, Syed ; Boubaker, Heni.
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29. Interdependence between Greece and other European stock markets: A comparison of wavelet and VMD copula, and the portfolio implications. (2016). Shahzad, Syed Jawad Hussain ; Kumar, Ronald ; Hussain, Syed Jawad ; Ali, Sajid ; Ameer, Saba.
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30. Unveiling heterogeneities of relations between the entire oil–stock interaction and its components across time scales. (2016). Hao, Xiaoqing ; Gao, Xiangyun ; Huang, Shupei.
    In: Energy Economics.
    RePEc:eee:eneeco:v:59:y:2016:i:c:p:70-80.

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31. Evidence of information transmission across currency futures markets using frequency domain tests. (2016). Kumar, Satish.
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    RePEc:eee:ecofin:v:37:y:2016:i:c:p:319-327.

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32. On the isolated impact of copulas on risk measurement: Asimulation study. (2016). Berger, Theo.
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    RePEc:eee:ecmode:v:58:y:2016:i:c:p:475-481.

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33. Interdependence of foreign exchange markets: A wavelet coherence analysis. (2016). Yang, Lu ; Hamori, Shigeyuki ; Cai, Xiaojing ; Zhang, Huimin.
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    RePEc:eee:ecmode:v:55:y:2016:i:c:p:6-14.

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34. Revisiting the long memory dynamics of the implied–realized volatility relationship: New evidence from the wavelet regression. (2016). Baruník, Jozef ; Hlinkova, Michaela ; Barunik, Jozef.
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35. Portfolio diversification benefits of Islamic investors with their major trading partners: Evidence from Malaysia based on MGARCH-DCC and wavelet approaches. (2016). Masih, Abul ; Rahim, Adam Mohamed.
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36. Impact of Arab uprising on Portfolio diversification benefits at different investment horizons for the Turkish investors in relation to the regional stock markets: Multivariate GARCH-DCC and Wavelet coherence approaches. (2015). Masih, Abul ; Buriev, Abdul Aziz.
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37. A wavelet based approach to measure and manage contagion at different time scales. (2015). Berger, Theo.
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38. Investment horizon heterogeneity and wavelet: Overview and further research directions. (2015). Dubey, Rameshwar ; De, Anupam ; Chakrabarty, Anindya ; Gunasekaran, Angappa.
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39. Value-at-Risk analysis in the MENA equity markets: Fat tails and conditional asymmetries in return distributions. (2015). Assaf, Ata.
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40. Interdependence between the bond markets of CEEC-3 and Germany: A wavelet coherence analysis. (2015). Yang, Lu ; Hamori, Shigeyuki.
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41. Measuring financial market risk contagion using dynamic MRS-Copula models: The case of Chinese and other international stock markets. (2015). Cong, YU ; Yan, XU ; Chi, Xie ; Changqing, Luo .
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42. Cyclicality of real wages in the USA and Germany: New insights from wavelet analysis. (2015). Marczak, Martyna ; Gomez, Victor.
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43. Beginning an African Stock Markets Integration? A Wavelet Analysis. (2014). Mendy, Pierre ; Zamereith, Grakolet Arnold.
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44. Portfolio diversification strategy for Malaysia: International and sectoral perspectives. (2014). Masih, Abul ; Hakim, Idwan.
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45. Portfolio Diversification Benefits of Islamic Stocks and Malaysia’s Major Trading Partners:MGARCH-DCC and Wavelet Correlation Approaches. (2014). Masih, Abul ; Rahim, Adam Mohamed.
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46. Uncertainty and Volatility in MENA Stock Markets During the Arab Spring. (2014). Masih, Abul ; Al Shugaa, Ameen .
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47. Carbon and Energy Prices: Surfing the Wavelets of California. (2014). Sousa, Rita ; Aguiar-Conraria, Luís ; Soares, Maria Joana.
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48. Carbon Financial Markets: a time-frequency analysis of CO2 price drivers. (2014). Sousa, Rita ; Aguiar-Conraria, Luís ; Soares, Maria Joana.
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49. Carbon financial markets: A time–frequency analysis of CO2 prices. (2014). Sousa, Rita ; Aguiar-Conraria, Luís ; Soares, Maria Joana.
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50. Financial crisis, Value-at-Risk forecasts and the puzzle of dependency modeling. (2014). Berger, T. ; Missong, M..
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51. Wavelet dynamics for oil-stock world interactions. (2014). Madaleno, Mara ; Pinho, Carlos.
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52. 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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53. Diversification evidence from international equity markets using extreme values and stochastic copulas. (2012). NGUYEN, CUONG ; Bhatti, Muhammad.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:22:y:2012:i:3:p:622-646.

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54. Modelling Multivariate Interest Rates using Time-Varying Copulas and Reducible Non-Linear Stochastic Differential. (2009). Lubrano, Michel ; Hadri, Kaddour ; Bu, Ruijun ; Giet, Ludovic.
    In: Economics Working Papers.
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55. CONDITIONAL RISK MEASURE MODELING FOR LATVIAN INSURANCE COMPANIES. (2009). Kuzmina, Jekaterina ; Voronova, Irina ; Pettere, Gaida.
    In: Perspectives of Innovation in Economics and Business (PIEB).
    RePEc:pdc:jrpieb:v:3:y:2009:i:3:p:59-61.

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56. Modeling Multivariate Interest Rates using Time-Varying Copulas and Reducible Stochastic Differential Equations. (2009). Lubrano, Michel ; Hadri, Kaddour ; Bu, Ruijun ; Giet, Ludovic.
    In: Working Papers.
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57. Conditional risk measure modeling for Latvian insurance companies. (2009). Kuzmina, Jekaterina ; Voronova, Irina ; Pettere, Gaida.
    In: Perspectives of Innovations, Economics and Business (PIEB).
    RePEc:ags:jrpieb:94580.

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