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• 2012Cross dynamics of oil-stock interactions: A redundant wavelet analysis103 cited
• 2017Long-Term Stock Market Volatility and the Influence of Terrorist Attacks in Europe86 cited
• 2015Oil price and stock market co-movement: What can we learn from time-scale approaches?84 cited
• 2017Is gold a hedge against inflation? A wavelet time-scale perspective76 cited
• 2007The war on terror and its impact on the long-term volatility of financial markets74 cited
• 2015Identifying the multiscale impacts of crude oil price shocks on the stock market in China at the sector level72 cited
• 2015On the time scale behavior of equity-commodity links: Implications for portfolio management66 cited
• 2006The impact of major global events on volatility shifts: Evidence from the Asian crisis and 9/1148 cited
• 2005The International CAPM and a Wavelet-Based Decomposition of Value at Risk47 cited
• 2001TESTING FOR SERIAL CORRELATION OF UNKNOWN FORM USING WAVELET METHODS44 cited
• 2007Long memory in the volatility of an emerging equity market: The case of Turkey43 cited
• 2015Business cycle (de)synchronization in the aftermath of the global financial crisis: implications for the Euro area38 cited
• 2005Time-Scale Decomposition of Price Transmission in International Markets33 cited