1. Short-Term Stock Price Forecasting using exogenous variables and Machine Learning Algorithms. (2023). Hains, Gaetan ; Lim, Yew-Wei ; Dutra, Gustavo ; Sachin, Niha ; Sagre, Emilio ; Whang, Steven ; Wong, Albert ; Zhang, Frank ; Khmelevsky, Youry.
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2. The Oil Price?Macroeconomic fundamentals nexus for emerging market economies: Evidence from a wavelet analysis. (2022). Tiwari, Aviral ; Hammoudeh, Shawkat ; Bozoklu, Seref ; Raheem, Ibrahim D.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:27:y:2022:i:1:p:1569-1590.

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3. Network connectedness dynamics of the yield curve of G7 countries. (2022). Aharon, David Y ; Riaz, Yasir ; Umar, Zaghum.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:79:y:2022:i:c:p:275-288.

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4. 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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5. On the investors sentiments and the Islamic stock-bond interplay across investments horizons. (2021). Shahzad, Syed Jawad Hussain ; Khan, Muhammad Asif ; Hela, Ben hamida ; Hkiri, Besma ; Hussain, Syed Jawad ; Aloui, Chaker.
   In: Pacific-Basin Finance Journal.
   RePEc:eee:pacfin:v:65:y:2021:i:c:s0927538x20307034.

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6. Global financial crisis and multiscale systematic risk: Evidence from selected European stock markets. (2020). Hasan, Mohammad S ; Alexandridis, Antonios K.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:25:y:2020:i:4:p:518-546.

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7. A Wavelet-Based Analysis of the Co-Movement between Sukuk Bonds and Shariah Stock Indices in the GCC Region: Implications for Risk Diversification. (2020). Tiwari, Aviral ; Nasreen, Samia ; Raza, Syed Ale ; Hammoudeh, Shawkat ; Ali, Syed Asif.
   In: JRFM.
   RePEc:gam:jjrfmx:v:13:y:2020:i:4:p:63-:d:338385.

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8. A Continuous Differentiable Wavelet Shrinkage Function for Economic Data Denoising. (2019). He, Xuansen.
   In: Computational Economics.
   RePEc:kap:compec:v:54:y:2019:i:2:d:10.1007_s10614-018-9849-y.

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9. A revisited renewable consumption-growth nexus: A continuous wavelet approach through disaggregated data. (2019). Bilgili, Faik ; Tou, Nurhan ; Kukaya, Sevda ; Balita, Hilal H ; Bulut, Umit ; Koak, Emrah ; Mualolu, Erhan.
   In: Renewable and Sustainable Energy Reviews.
   RePEc:eee:rensus:v:107:y:2019:i:c:p:1-19.

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10. Dynamic spillovers and connectedness between stock, commodities, bonds, and VIX markets. (2019). Brooks, Robert ; Dash, Saumya Ranjan ; Maitra, Debasish ; Kang, Sang Hoon.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:58:y:2019:i:c:s0927538x18305912.

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11. Nonlinear and extreme dependence between long-term sovereign bond yields and the stock market: A quantile-on-quantile analysis. (2019). Maizonada, Adrin ; Hussain, Syed Jawad ; Ferrer, Romn.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-19-00008.

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12. Causal structure among US corn futures and regional cash prices in the time and frequency domain. (2018). Xu, Xiaojie.
    In: Journal of Applied Statistics.
    RePEc:taf:japsta:v:45:y:2018:i:13:p:2455-2480.

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13. Does Shariah compliance make interest rate sensitivity of Islamic equities lower? An industry level analysis under different market states. (2018). Shahzad, Syed Jawad Hussain ; Jareño, Francisco ; Jareo, Francisco ; Ferrer, Roman ; Umar, Zaghum.
    In: Applied Economics.
    RePEc:taf:applec:v:50:y:2018:i:42:p:4500-4521.

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14. Intraday price information flows between the CSI300 and futures market: an application of wavelet analysis. (2018). Xu, Xiaojie.
    In: Empirical Economics.
    RePEc:spr:empeco:v:54:y:2018:i:3:d:10.1007_s00181-017-1245-2.

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15. The impact of oil prices on CO2 emissions in China: A Wavelet coherence approach. (2018). koçak, emrah ; Bilgili, Faik ; Koak, Emrah ; Mugaloglu, Erhan.
    In: MPRA Paper.
    RePEc:pra:mprapa:90170.

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16. 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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17. Stock and bond return relations and stock market uncertainty: Evidence from wavelet analysis. (2018). Lin, Fu-Lai ; Chen, Yu-Fen ; Marsh, Terry ; Yang, Sheng-Yung.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:55:y:2018:i:c:p:285-294.

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18. Does gold act as a safe haven against exchange rate fluctuations? The case of Pakistan rupee. (2018). Qureshi, Saba.
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:40:y:2018:i:4:p:685-708.

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19. STOCK†BOND CO†MOVEMENTS AND FLIGHT†TO†QUALITY IN G7 COUNTRIES: A TIME†FREQUENCY ANALYSIS. (2018). demiralay, sercan ; Gencer, Hatice Gaye ; Bayraci, Selcuk.
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    RePEc:bla:buecrs:v:70:y:2018:i:1:p:e29-e49.

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20. Multiscale correlation networks analysis of the US stock market: a wavelet analysis. (2017). Wang, Gang-Jin ; Chen, Shou ; Xie, Chi.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:12:y:2017:i:3:d:10.1007_s11403-016-0176-x.

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21. A Copula-Based Quantile-on-Quantile Regression Approach to Modeling Dependence Structure between Stock and Bond Returns: Evidence from Historical Data of India, South Africa, UK and US. (2017). Selmi, Refk ; Papadamou, Stephanos ; Kollias, Christos ; GUPTA, RANGAN.
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22. Impact of financial market uncertainty and macroeconomic factors on stock–bond correlation in emerging markets. (2016). Piljak, Vanja ; Dimic, Nebojsa ; Aijo, Janne ; Kiviaho, Jarno .
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:36:y:2016:i:c:p:41-51.

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23. Interest rate changes and stock returns: A European multi-country study with wavelets. (2016). Ferrer, Roman ; Benitez, Rafael ; Bolos, Vicente J.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:44:y:2016:i:c:p:1-12.

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24. Gold, oil, and stocks: Dynamic correlations. (2016). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Koenda, Even ; Barunik, Jozef.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:42:y:2016:i:c:p:186-201.

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25. Co-movement between sharia stocks and sukuk in the GCC markets: A time-frequency analysis. (2015). Hammoudeh, Shawkat ; Aloui, Chaker ; ben Hamida, Hela .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:34:y:2015:i:c:p:69-79.

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26. How do correlations of crude oil prices co-move? A grey correlation-based wavelet perspective. (2015). Sun, Xiaoqi ; Fang, Wei ; Huang, Xuan ; Jia, Xiaoliang .
    In: Energy Economics.
    RePEc:eee:eneeco:v:49:y:2015:i:c:p:588-598.

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27. Analyzing volatility spillovers and hedging between oil and stock markets: Evidence from wavelet analysis. (2015). Khalfaoui, Rabeh ; Boubaker, H. ; Boutahar, M..
    In: Energy Economics.
    RePEc:eee:eneeco:v:49:y:2015:i:c:p:540-549.

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28. 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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29. Gold, Oil, and Stocks: Dynamic Correlations. (2015). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Barunik, Jozef.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_5333.

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30. Gold, Oil, and Stocks. (2014). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Koenda, Even.
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    RePEc:zbw:fmpwps:14.

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31. Co-Movement of Pakistan Stock Exchange with India, S&P 500 and Nikkei 225: A Time-frequency (Wavelets) Analysis. (2014). Rehman, Mobeen Ur ; Ahmed, Tanveer ; Shahzad, Syed Jawad Hussain, ; Khalid, Saniya ; Zakaria, Muhammad.
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    RePEc:pra:mprapa:60579.

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32. Time-scale comovement between the Indian and world stock markets. (2014). Nguyen, Duc Khuong ; Deora, Rahul .
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    RePEc:ipg:wpaper:2014-242.

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33. Linear and non-linear Granger causality between oil spot and futures prices: A wavelet based test. (2014). Masih, Abul ; Alzahrani, Mohammed ; Al-Titi, Omar.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:48:y:2014:i:pa:p:175-201.

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34. Asymmetric Correlation of Sovereign Bond Yield Dynamics in the Eurozone. (2013). Dajcman, Silvo.
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    RePEc:voj:journl:v:60:y:2013:i:6:p:775-789.

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35. Comovement between stock and bond markets and the ‘flight-to-quality’ during financial market turmoil – a case of the Eurozone countries most affected by the sovereign debt crisis of 2010–2011. (2012). Dajcman, Silvo.
    In: Applied Economics Letters.
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36. The Dynamics of Return Comovement and Spillovers Between the Czech and European Stock Markets in the Period 1997–2010. (2012). Dajcman, Silvo.
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:62:y:2012:i:4:p:368-390.

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37. Systematic risk and time scales: New evidence from an application of wavelet approach to the emerging Gulf stock markets. (2010). Masih, Abul ; Alzahrani, Mohammed ; Al-Titi, Omar.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:19:y:2010:i:1:p:10-18.

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38. The Determinants of Foreign Direct Investment in Services. (2010). Ramasamy, Bala ; Yeung, Matthew .
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    RePEc:bla:worlde:v:33:y:2010:i:4:p:573-596.

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39. Multiscale Systematic Risk: an Application on the ISE-30. (2008). Cifter, Atilla ; Ozun, Alper.
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40. Multiscale Systematic Risk: An Application on ISE-30. (2007). Ozun, Alper ; Cifter, Atilla.
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1. Macroeconomic Drivers of Bond and Equity Risks. (2018). Viceira, Luis ; Pflueger, Carolin ; Campbell, John.
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2. On the Fundamental Relation Between Equity Returns and Interest Rates. (2014). Choi, Jae Won ; Whitelaw, Robert F. ; Richardson, Matthew P..
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3. Flights to Safety. (2014). Inghelbrecht, Koen ; Bekaert, Geert ; Baele, Lieven ; Wei, Min.
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4. The dynamic interactions among the stock, bond and insurance markets. (2013). Lee, Chien-Chiang ; Huang, Wei-Ling ; Yin, Chun-Hao .
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5. International capital flows, the domestic employment and wages: Perspective from Chinas different provinces. (2012). Zhang, Zhichao ; Li, Wei.
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8. Stocks, bonds, money markets and exchange rates: measuring international financial transmission. (2011). Rigobon, Roberto ; Fratzscher, Marcel ; Ehrmann, Michael.
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10. Stock and Bond Relationships in Asia. (2010). Johansson, Anders.
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11. Asian sovereign debt and country risk. (2010). Johansson, Anders.
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12. Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds. (2009). Viceira, Luis ; Campbell, John ; Sunderam, Adi.
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20. International stock-bond correlations in a simple affine asset pricing model. (2006). d'Addona, Stefano ; Kind, Axel H..
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21. Risk, Uncertainty and Asset Prices. (2006). Xing, Yuhang ; Engstrom, Eric ; Bekaert, Geert.
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22. The information content of the Bond-Equity Yield Ratio: better than a random walk?. (2006). PETITJEAN, Mikael ; Giot, Pierre.
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23. International Stock-Bond Correlations in a Simple Affine Asset Pricing Model. (2005). d'Addona, Stefano ; Kind, Axel H..
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24. Multifrequency News and Stock Returns. (2005). Fisher, Adlai ; Calvet, Laurent.
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25. Stocks, Bonds, Money Markets and Exchange Rates: Measuring International Financial Transmission. (2005). Rigobon, Roberto ; Fratzscher, Marcel ; Ehrmann, Michael.
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26. Risk, uncertainty, and asset prices. (2005). Xing, Yuhang ; Engstrom, Eric ; Bekaert, Geert.
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27. Stocks, bonds, money markets and exchange rates: measuring international financial transmission. (2005). Fratzscher, Marcel ; Ehrmann, Michael ; Rigobon, Roberto.
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