1. Potential diversification benefits: A comparative study of Islamic and conventional stock market indexes. (2024). Abedin, Mohammad Zoynul ; Saadaoui, Foued ; Belanes, Amel.
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2. Bibliometric network analysis of thirty years of islamic banking and finance scholarly research. (2023). Mostafa, Mohamed M ; Hassanein, Ahmed.
   In: Quality & Quantity: International Journal of Methodology.
   RePEc:spr:qualqt:v:57:y:2023:i:3:d:10.1007_s11135-022-01453-2.

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

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4. Do political connections affect the market reaction to firms’ inclusion in or exclusion from the Sharia index?. (2023). Wahyono, Budi.
   In: Eurasian Business Review.
   RePEc:spr:eurasi:v:13:y:2023:i:4:d:10.1007_s40821-023-00249-0.

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5. Dynamic linkages between Islamic equity indices, oil prices, gold prices, and news-based uncertainty: New insights from partial and multiple wavelet coherence. (2023). Suleman, Muhammad Tahir ; Sharif, Arshian ; Khan, Farhad.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006560.

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6. Is the cryptocurrency market a hedge against stock market risk? A Wavelet and GARCH approach. (2023). Sahu, Tarak N ; Jana, Susovon.
   In: Economic Notes.
   RePEc:bla:ecnote:v:52:y:2023:i:3:n:e12227.

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7. Islamic portfolio optimization under systemic risk: Vine Copula?CoVaR based model. (2022). Belkacem, Lotfi ; Bedoui, Rihab ; Braiek, Sana.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:27:y:2022:i:1:p:1321-1339.

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8. Modelling the joint dynamics of financial assets using MGARCH family models: Insights into hedging and diversification strategies. (2022). Ali, Sajid ; Raza, Naveed ; Vo, Xuan Vinh ; Le, Van.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003075.

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

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10. How the price dynamics of energy resources and precious metals interact with conventional and Islamic Stocks: Fresh insight from dynamic ARDL approach. (2022). Ozturk, Ilhan ; Sharif, Arshian ; Ashraf, Muhammad Sajjad ; Khan, Muhammad Kamran ; Sarwat, Salman ; Godil, Danish Iqbal.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721004785.

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11. Faith?based versus value?based finance: Is there any portfolio diversification benefit between responsible and Islamic finance?. (2021). Goud, Blake ; Rahman, Md Atiqur ; Uddin, Md Akther ; Ali, Md Hakim.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:26:y:2021:i:4:p:5570-5583.

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12. 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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13. Multiscale stock-bond correlation: Implications for risk management. (2021). McMillan, David ; Alomari, Mohammad ; al Rababaa, Abdel Razzaq.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000568.

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

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

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16. Asymmetric effect of energy price on commodity price: New evidence from NARDL and time frequency wavelet approaches. (2021). Haque, Md Mahmudul ; Uddin, Ajim ; Meo, Muhammad Saeed ; Ferdous, Mohammad Ashraful.
    In: Energy.
    RePEc:eee:energy:v:231:y:2021:i:c:s0360544221011828.

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17. Portfolio diversification opportunities for U.S. Islamic investors with its trading partners when the world catches a cold: A Multivariate-GARCH and wavelet approach. (2020). Lim, Siok Jin .
    In: MPRA Paper.
    RePEc:pra:mprapa:103295.

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18. Does bitcoin co-move and share risk with Sukuk and world and regional Islamic stock markets? Evidence using a time-frequency approach. (2020). Sensoy, Ahmet ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed ; Maitra, Debasish ; Ur, Mobeen.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:53:y:2020:i:c:s0275531919307822.

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19. Islamic and conventional portfolios optimization under investor sentiment states: Bayesian vs Markowitz portfolio analysis. (2020). Trichilli, Yousra ; Masmoudi, Afif ; Abbes, Mouna Boujelbene.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531918310547.

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20. Dynamic interdependence of cryptocurrency markets: An analysis across time and frequency. (2020). Bouri, Elie ; Saeed, Tareq ; Aftab, Muhammad ; Qureshi, Saba.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:559:y:2020:i:c:s0378437120305641.

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

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

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23. 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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24. Co-movement between some commodities and the Dow Jones Islamic Index: A Wavelet analysis. (2020). Boubaker, Heni ; Rezgui, Hichem.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-19-00821.

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25. Bitcoin—A hype or digital gold? Global evidence. (2020). Uddin, Md Akther ; Masih, Abul ; Ali, Md Hakim.
    In: Australian Economic Papers.
    RePEc:bla:ausecp:v:59:y:2020:i:3:p:215-231.

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

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

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

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29. International portfolio of stock indices with spatiotemporal correlations: Can investors still benefit from portfolio, when and where?. (2019). Liu, Fang ; Zhang, Weiguo ; Tan, Chunzhi ; Mo, Guoli.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:47:y:2019:i:c:p:168-183.

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30. Achieving Portfolio Diversification through Cryptocurrencies in European Markets. (2019). Ivan, Pavkovi ; Mihovil, Anelinovi ; Ana, Pavkovi.
    In: Business Systems Research.
    RePEc:bit:bsrysr:v:10:y:2019:i:2:p:85-107:n:7.

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31. Oil–gold time varying nexus: A time–frequency analysis. (2018). Khalfaoui, Rabeh .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:503:y:2018:i:c:p:86-104.

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32. Profitability of technology-investing Islamic and non-Islamic stock markets. (2018). Narayan, Paresh Kumar.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:52:y:2018:i:c:p:70-81.

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33. Islamic spot and index futures markets: Where is the price discovery?. (2018). Karabiyik, Hande ; Westerlund, Joakim ; Bach, Dinh Hoang ; Narayan, Paresh Kumar.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:52:y:2018:i:c:p:123-133.

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34. Nonfinancial traits and financial smartness: International evidence from Shariah-compliant and Socially responsible funds. (2018). Shah, Mohamed ; Mohamad, Shamsher ; Azmi, Wajahat .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:56:y:2018:i:c:p:201-217.

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35. Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks. (2018). Uddin, Gazi ; Shahzad, Syed Jawad Hussain ; Yoon, Seong-Min ; 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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36. Return transmission and asymmetric volatility spillovers between oil futures and oil equities: New DCC-MEGARCH analyses. (2018). Tsuji, Chikashi.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:74:y:2018:i:c:p:167-185.

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37. Is Being Sharia compliant worth it?. (2018). Weill, Laurent ; Peillex, Jonathan ; Jaballah, Jamil.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:72:y:2018:i:c:p:353-362.

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38. New DCC analyses of return transmission, volatility spillovers, and optimal hedging among oil futures and oil equities in oil-producing countries. (2018). Tsuji, Chikashi.
    In: Applied Energy.
    RePEc:eee:appene:v:229:y:2018:i:c:p:1202-1217.

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39. Exploring portfolio diversification opportunities in Islamic capital markets through bitcoin: evidence from MGARCH-DCC and Wavelet approaches. (2017). Masih, Abul ; Lim, Siok Jin.
    In: MPRA Paper.
    RePEc:pra:mprapa:79752.

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40. Foreign Interest Ratesand the IslamicStock Market Integration between Indonesia and Malaysia. (2017). Adam, Pasrun ; Azismuthalib, Abd ; Nusantara, Ambo Wonua .
    In: Iranian Economic Review (IER).
    RePEc:eut:journl:v:21:y:2017:i:3:p:639.

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41. Momentum strategies for Islamic stocks. (2017). Narayan, Paresh Kumar ; Bach, Dinh Hoang.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:42:y:2017:i:c:p:96-112.

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42. Is there a financial news risk premium in Islamic stocks?. (2017). Narayan, Seema ; Bannigidadmath, Deepa ; Bach, Dinh Hoang.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:42:y:2017:i:c:p:158-170.

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43. Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications. (2017). Sensoy, Ahmet ; Mensi, walid ; Hammoudeh, Shawkat ; Kang, Sang Hoon ; Wanas, Idries Mohammad.
    In: Energy Economics.
    RePEc:eee:eneeco:v:67:y:2017:i:c:p:454-475.

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44. Volatility spillover and hedging effectiveness among China and emerging Asian Islamic equity indexes. (2017). Majdoub, Jihed ; ben Sassi, Salim .
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:31:y:2017:i:c:p:16-31.

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45. Evidence of cross-country portfolio diversification benefits: The case of Saudi Arabia. (2016). Masih, Abul ; Ali, Hakim .
    In: MPRA Paper.
    RePEc:pra:mprapa:72180.

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46. 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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    RePEc:pra:mprapa:72166.

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47. Price discovery and asset pricing. (2016). , Joakimwesterlund ; Narayan, Paresh Kumar ; Bach, Dinh Hoang ; Thuraisamy, Kannan ; Westerlund, Joakim.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:40:y:2016:i:pa:p:224-235.

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1. Globalization or Regionalization of Stock Markets? the Case of Central and Eastern European Countries. (2019). Stanek, Piotr ; Beck, Krzysztof.
   In: Eastern European Economics.
   RePEc:mes:eaeuec:v:57:y:2019:i:4:p:317-330.

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2. Time-frequency co-movements between the largest nonferrous metal futures markets. (2019). Yoon, Seong-Min ; Albulescu, Claudiu ; Tiwari, Aviral Kumar ; Kang, Sanghoon .
   In: Resources Policy.
   RePEc:eee:jrpoli:v:61:y:2019:i:c:p:393-398.

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3. The time-frequency co-movement of Asian effective exchange rates: A wavelet approach with daily data. (2019). Huang, Chia-Hsing ; Meng, Xiangcai.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:48:y:2019:i:c:p:131-148.

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4. Oil price and Gulf Corporation Council stock indices: New evidence from time-varying copula models. (2019). Vosgha, Hamed ; Fenech, Jean-Pierre.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:77:y:2019:i:c:p:81-91.

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

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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.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:54:y:2018:i:c:p:74-102.

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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.
   RePEc:eee:phsmap:v:502:y:2018:i:c:p:379-393.

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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.
   RePEc:eee:finlet:v:24:y:2018:i:c:p:19-24.

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9. Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks. (2018). Uddin, Gazi ; Shahzad, Syed Jawad Hussain ; Yoon, Seong-Min ; 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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10. Analyzing the time-frequency lead–lag relationship between oil and agricultural commodities. (2018). Shahbaz, Muhammad ; Tiwari, Aviral Kumar ; Solarin, Sakiru Adebola ; Khalfaoui, Rabeh .
    In: Energy Economics.
    RePEc:eee:eneeco:v:76:y:2018:i:c:p:470-494.

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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 ; Ben-Salha, Ousama.
    In: Energy Economics.
    RePEc:eee:eneeco:v:72:y:2018:i:c:p:75-96.

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12. Co-movement of real exchange rates in the West African Monetary Zone. (2017). Owusu Junior, Peterson ; Soo, Kwok Tong ; Tweneboah, George ; Adam, Anokye M.
    In: Cogent Economics & Finance.
    RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1351807.

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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.
    RePEc:spr:empeco:v:52:y:2017:i:4:d:10.1007_s00181-016-1113-5.

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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.
    RePEc:rjr:romjef:v::y:2017:i:1:p:38-59.

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15. Multiple time-xcales analysis of global stock markets spillovers effects in African stock markets. (2017). Zamereith, Grakolet Arnold ; Ake, Gilbert Marie ; Mendy, Pierre .
    In: MPRA Paper.
    RePEc:pra:mprapa:77632.

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16. California´s Carbon Market and Energy Prices: A Wavelet Analysis. (2017). Sousa, Rita ; Aguiar-Conraria, Luís ; Soares, Maria Joana.
    In: NIPE Working Papers.
    RePEc:nip:nipewp:13/2017.

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17. A fresh look at integration of risks in the international stock markets: A wavelet approach. (2017). Marfatia, Hardik.
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:34:y:2017:i:c:p:33-49.

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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.
    RePEc:eee:reveco:v:49:y:2017:i:c:p:536-547.

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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). Shahzad, Syed Jawad Hussain ; Mensi, walid ; Zeitun, Rami ; Hammoudeh, Shawkat ; Hussain, Syed Jawad ; Ur, Mobeen.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:32:y:2017:i:c:p:130-147.

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20. Catching the curl: Wavelet thresholding improves forward curve modelling. (2017). Vedenov, Dmitry ; Turvey, Calum ; Eaves, James ; Power, Gabriel J.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:64:y:2017:i:c:p:312-321.

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21. Modelling European sovereign bond yields with international portfolio effects. (2017). Martin, Franck ; Zhang, Jiangxingyun .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:64:y:2017:i:c:p:178-200.

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22. Testing the dependency theory on small island economies: The case of Cyprus. (2017). YAYA, MEHMET ; Kutan, Ali ; Balcilar, Mehmet.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:61:y:2017:i:c:p:1-11.

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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.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:60:y:2017:i:c:p:344-351.

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24. Do oil price asymmetric effects on the stock market persist in multiple time horizons?. (2017). Sun, Xiaoqi ; Gao, Xiangyun ; An, Haizhong ; Huang, Shupei.
    In: Applied Energy.
    RePEc:eee:appene:v:185:y:2017:i:p2:p:1799-1808.

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25. Co-Movement of Healthcare Financing in OECD Countries: Evidence from Discrete Wavelet Analyses. (2016). Chen, Wen-Yi ; Lin, Yu-Hui .
    In: Journal for Economic Forecasting.
    RePEc:rjr:romjef:v::y:2016:i:3:p:40-56.

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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 .
    In: MPRA Paper.
    RePEc:pra:mprapa:72166.

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27. Continuous wavelet transform and rolling correlation of European stock markets. (2016). Tiwari, Aviral ; Mutascu, Mihai Ioan ; Albulescu, Claudiu.
    In: International Review of Economics & Finance.
    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.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:459:y:2016:i:c:p:9-23.

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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 ; Ameer, Saba ; Ali, Sajid ; Hussain, Syed Jawad.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:457:y:2016:i:c:p:8-33.

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30. Unveiling heterogeneities of relations between the entire oil–stock interaction and its components across time scales. (2016). Huang, Shupei ; Hao, Xiaoqing ; Gao, Xiangyun.
    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.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:37:y:2016:i:c:p:319-327.

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

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33. Revisiting the long memory dynamics of the implied–realized volatility relationship: New evidence from the wavelet regression. (2016). Baruník, Jozef ; Hlinkova, Michaela ; Barunik, Jozef.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:54:y:2016:i:c:p:503-514.

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34. 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 .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:54:y:2016:i:c:p:425-438.

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35. 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 c. (2015). Masih, Abul ; Buriev, Abdul Aziz .
    In: MPRA Paper.
    RePEc:pra:mprapa:65233.

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36. A wavelet based approach to measure and manage contagion at different time scales. (2015). Berger, Theo.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:436:y:2015:i:c:p:338-350.

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37. Investment horizon heterogeneity and wavelet: Overview and further research directions. (2015). Dubey, Rameshwar ; Gunasekaran, Angappa ; De, Anupam ; Chakrabarty, Anindya .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:429:y:2015:i:c:p:45-61.

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38. Value-at-Risk analysis in the MENA equity markets: Fat tails and conditional asymmetries in return distributions. (2015). Assaf, Ata.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:29:y:2015:i:c:p:30-45.

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39. Interdependence between the bond markets of CEEC-3 and Germany: A wavelet coherence analysis. (2015). Yang, Lu ; Hamori, Shigeyuki.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:32:y:2015:i:c:p:124-138.

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40. Measuring financial market risk contagion using dynamic MRS-Copula models: The case of Chinese and other international stock markets. (2015). Changqing, Luo ; Yan, Xu ; Cong, YU ; Chi, Xie .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:51:y:2015:i:c:p:657-671.

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41. Cyclicality of real wages in the USA and Germany: New insights from wavelet analysis. (2015). Marczak, Martyna ; Gomez, Victor .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:47:y:2015:i:c:p:40-52.

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42. Beginning an African Stock Markets Integration? A Wavelet Analysis. (2014). Zamereith, Grakolet Arnold ; Mendy, Pierre .
    In: MPRA Paper.
    RePEc:pra:mprapa:76048.

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43. Portfolio diversification strategy for Malaysia: International and sectoral perspectives. (2014). Masih, Abul ; Hakim, Idwan .
    In: MPRA Paper.
    RePEc:pra:mprapa:58909.

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44. Portfolio Diversification Benefits of Islamic Stocks and Malaysia’s Major Trading Partners:MGARCH-DCC and Wavelet Correlation Approaches. (2014). Masih, Abul ; Rahim, Adam Mohamed .
    In: MPRA Paper.
    RePEc:pra:mprapa:58903.

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45. Uncertainty and Volatility in MENA Stock Markets During the Arab Spring. (2014). Masih, Abul ; Al Shugaa, Ameen .
    In: MPRA Paper.
    RePEc:pra:mprapa:58867.

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46. Carbon Financial Markets: a time-frequency analysis of CO2 price drivers. (2014). Sousa, Rita ; Aguiar-Conraria, Luís ; Soares, Maria Joana.
    In: NIPE Working Papers.
    RePEc:nip:nipewp:03/2014.

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47. Carbon financial markets: A time–frequency analysis of CO2 prices. (2014). Sousa, Rita ; Aguiar-Conraria, Luís ; Soares, Maria Joana.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:414:y:2014:i:c:p:118-127.

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48. Wavelet dynamics for oil-stock world interactions. (2014). Pinho, Carlos ; Madaleno, Mara.
    In: Energy Economics.
    RePEc:eee:eneeco:v:45:y:2014:i:c:p:120-133.

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49. Analyzing time–frequency relationship between interest rate, stock price and exchange rate through continuous wavelet. (2014). Tiwari, Aviral ; Ihnatov, Iulian ; Andrieș, Alin Marius.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:41:y:2014:i:c:p:227-238.

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50. Carbon and Energy Prices: Surfing the Wavelets of California. (). Sousa, Rita ; Aguiar-Conraria, Luís ; Soares, Maria Joana.
    In: NIPE Working Papers.
    RePEc:nip:nipewp:19/2014.

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