International transmission of stock market movements: a wavelet analysis

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An Intuitive Guide to Wavelets for Economists (2005, methodology): “Ramsey and Lampart (1998b) does the same thing as in a. except for durable and non-durable expenditures and income. d. Conway and Frame (2000) analyse different measures of the output gap in New Zealand using time dependent spectra with wavelet analysis.”
Co-movements of GCC emerging stock markets: New evidence from wavelet coherence analysis (2014, methodology): “Lee (2004) showed that movements from the developed markets impacted the MENA stock markets but not vice versa.”
Wavelet Transform Application for/in Non-Stationary Time-Series Analysis: A Review (2019, methodology): “In addition, Shik Lee [56] applicated the DWT and MRA in order the investigate the dynamics and the protentional interaction in the international stock market.”
Volatility transmission across markets: a Multichain Markov Switching model (2007, methodology): “The model is estimated by maximum likelihood with the EM algorithm following a procedure which is detailed in the Appendix to Otranto (2005): it consists of a simple extension of the filtering algorithm of Hamilton (1990).”