Evidences of interdependence and contagion using a frequency domain framework

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Does bitcoin co-move and share risk with Sukuk and world and regional Islamic stock markets? Evidence using a time-frequency approach (2020, background): “Frequency domain causality captures whether the cross-market linkage between BTC and Islamic stock and Sukuk markets is determined by temporary or permanent shifts indicative of contagion or interdependence, respectively (Bodart and Candelon, 2009).”
A Nonparametric Test for Granger Causality in Distribution With Application to Financial Contagion (2014, background): “For this reason, Bodart and Candelon (2009) preferred to consider an indicator of causality to measure spillovers.”
Cryptocurrency trading: a comprehensive survey (2020, background): “[109] examined the causal linkages among the volatility of leading cryptocurrencies via the frequency-domain test of Bodart and Candelon [110] and distinguished between temporary and permanent causation.”
Testing the Conventional and Islamic Financial Market Contagion: Evidence from Wavelet Analysis (2016, methodology): “Examples of studies testing for contagion by associating contagion and interdependence with distinct frequency ranges (high and low frequencies, respectively) are the recent articles by Bodart and Candelon (2009) and Gallegati (2012).”