Measuring comovement in the time-frequency space

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The relationship between Bitcoin returns and trade policy uncertainty (2019, methodology): “Furthermore, we provide the findings of the (WTC) of Rua (2010) and the WTC analysis in Figures 2 and 3, respectively.”
A wavelet-based assessment of market risk: The emerging markets case (2012, methodology): “In this paper we focus on the continuous wavelet transform to assess market risk (see also, for example, Raihan et al. (2005), Crowley and Mayes (2008), Rua and Nunes (2009), Rua (2010, 2012), Tonn et al. (2010), and Aguiar-Conraria and Soares (2011a, 2011b, 2011c)).”
The continuous wavelet transform : a primer (2011, unknown): “(∗) In fact, until early 1990s, phase-difference between S&P and DAX is negative; but this is a period of low coherency ⇒ phase-difference not meaningful. soares + aguiar-conraria (NIPE - UM) CWT: A Primer Helsinki, October 2011 20 / 27 Examples Wavelet coherency Wavelet Phase-Differences Left: S&P ”
Gold, Oil, and Stocks: Dynamic Correlations (2016, unknown): “…2011), and other financial and economic variables or their interactions (Aguiar-Conraria & Soares, 2011; Aguiar-Conraria, Martins, & Soares, 2012; Faÿ, Moulines, Roueff, & Taqqu, 2009; Gallegati, Gallegati, Ramsey, & Semmler, 2011 Kim & In, 2005, 2007; Reboredo & Rivera-Castro, 2014b; Rua, 2010).”