F. Q. Akram, Working paper of Money, Macro and Finance Research Group, p.33, 2004.

L. Aguiar-conraria, N. Azevedo, and M. Soares, Using wavelets to decompose the time-frequency effects of monetary policy, vol.387, pp.2863-2878, 2008.
DOI : 10.1016/j.physa.2008.01.063

L. Aguiar-conraria and M. Soares, Oil and the macroeconomy: using wavelets to analyze old issues, Empirical Economics, vol.40, pp.645-655, 2011.
DOI : 10.1007/s00181-010-0371-x

URL : http://www3.eeg.uminho.pt/economia/nipe/docs/2007/2010_02_16_ee_oil.pdf

C. T. Albulescu, C. Oros, and A. K. Tiwari, Revisiting the inflation-output gap relationship for France using a wavelet transform approach, 30 th International Symposium on Money, Banking and Finance, 2013.
URL : https://hal.archives-ouvertes.fr/hal-00954189

R. Alquist and L. Kilian, What do we learn from the price of crude oil futures?, Journal of Applied Econometrics, vol.25, pp.539-573, 2010.
DOI : 10.1002/jae.1159

URL : http://www.ecb.europa.eu/events/pdf/conferences/ftworkshop2007/Kilian.pdf

R. Amano and R. Van-norden, Exchange rates and oil prices, Review of International Economics, vol.6, issue.4, pp.683-694, 1998.

R. Antczak, The Episodes of Currency Crises in Transition Economies, CASE Reports, vol.40, 2001.

R. Beck and G. Barnard, Towards a Flexible Exchange Rate Policy in Russia, OECD Economics Department Working Papers, p.744, 2009.

F. Benhmad, Modelling nonlinear Granger causality between the oil price and US dollar: A wavelet approach, Economic modelling, vol.29, pp.1505-1514, 2012.
DOI : 10.1016/j.econmod.2012.01.003

A. Bénassy-quéré, V. Mignon, and A. Penot, China and the relationship between the oil price and the dollar, Energy Policy, vol.35, pp.5795-5805, 2007.

J. Bouoiyour and R. Selmi, GCC Countries and the Nexus between Exchange Rate and Oil Price: What wavelet decomposition reveals?, International Journal of Computational Economics and Econometrics, Forthcoming, 2014.
DOI : 10.1504/ijcee.2015.066203

URL : https://mpra.ub.uni-muenchen.de/55871/1/MPRA_paper_55871.pdf

J. Bouoiyour and R. Selmi, Commodity price uncertainty and manufactured exports in Morocco and Tunisia: Some insights from a novel GARCH model, Economics Bulletin, vol.34, issue.1, pp.220-233, 2014.
URL : https://hal.archives-ouvertes.fr/hal-01879687

J. Bouoiyour and R. Selmi, Exchange Rate Impact on Russia's Exports: Some evidence from an evolutionary co-spectral analysis, 2014.

J. Breitung, C. , and B. , Testing for short and long-run causality: a frequency domain approach, Journal of Econometrics, vol.132, pp.363-378, 2006.
DOI : 10.1016/j.jeconom.2005.02.004

P. Cashin, F. Céspedes, and R. Sahay, Commodity currencies and the real exchange rate, Journal of Development Economics, vol.75, pp.239-268, 2004.
DOI : 10.1016/j.jdeveco.2003.08.005

M. Camarero and C. Tamarit, Oil prices and Spanish competitiveness: A cointegrated panel analysis, Journal of Policy Modeling, vol.24, issue.6, pp.591-605, 2002.
DOI : 10.1016/s0161-8938(02)00128-x

Y. Chen and K. Rogoff, Commodity Currencies, Journal of International Economics, vol.60, pp.133-160, 2003.
DOI : 10.1016/s0022-1996(02)00072-7

S. Chen and H. Chen, Oil prices and real exchange rates, Energy Economics, vol.29, pp.390-404, 2007.

W. M. Corden and J. P. Neary, Booming sector and de-industrialisation in a small open economy, Economic Journal, vol.92, pp.825-848, 1982.
DOI : 10.2307/2232670

URL : http://pure.iiasa.ac.at/2060/1/CP-82-058.pdf

V. Coudert, V. Mignon, and A. Penot, Oil Price and the Dollar, Energy Studies Review, vol.15, issue.2, pp.45-58, 2008.
DOI : 10.15173/esr.v15i2.508

URL : https://hal.archives-ouvertes.fr/halshs-00353404

S. Dibooglu, Real disturbances, relative prices and purchasing power parity, Journal of Macroeconomics, vol.18, issue.1, pp.69-87, 1996.

B. Égert, Equilibrium Exchange Rates in Southeastern Europe, Russia, Ukraine and Turkey: Healthy or (Dutch) Diseased?" William Davidson Institute Working Paper, vol.770, 2005.

J. Faria, A. Mollick, A. , P. Leon-ledesma, and M. , The effect of oil price on China's exports, China Economic Review, vol.20, pp.793-805, 2009.

S. Ghosh, Examining crude oil price-Exchange rate nexus for India during the period of extreme oil price volatility, Applied Energy, vol.88, issue.5, pp.1886-1889, 2011.

V. Galkovskaya, Does nominal exchange rate have a predictive power for oil and gas prices?" The case of Russia, 2011.

J. Geweke, Measurement of linear dependence and feedback between multiple time series, Journal of American Statistical Association, vol.77, pp.304-324, 1982.
DOI : 10.2307/2287238

C. W. Granger, Investigation causal relations by econometric models and crossspectral methods, Econometrica, vol.37, pp.424-438, 1969.
DOI : 10.1017/cbo9780511753978.002

B. Granville and S. Mallick, Does inflation or currency depreciation drive monetary policy in Russia?, Research in International Business and Finance, vol.20, pp.163-170, 2006.
DOI : 10.1016/j.ribaf.2005.09.004

URL : http://webspace.qmul.ac.uk/skmallick/RIBAF06.pdf

P. Krugman, Oil shocks and exchange rate dynamics, Exchange rates and international macroeconomics, 1983.

R. Lizardo and A. Mollick, Oil price fluctuations and U.S. dollar exchange rates, Energy Economics, vol.32, pp.399-408, 2010.

H. Lütkepohl, Structural vector autoregressive analysis for cointegrated variables, AStA Advances in Statistical Analysis, vol.90, pp.75-88, 2006.

R. Macdonald, What determines real exchange rates? The long and the short of it, Journal of International Financial Markets, Institutions and Money, vol.8, pp.117-153, 1998.

R. Meese and K. S. Rogoff, Was it real? the exchange rate-interest differential relation over the modern floating-rate period, Journal of Finance, vol.43, issue.4, pp.933-948, 1988.

B. Merlevede, K. Schoors, and B. Van-aarle, Russia From Bust to Boom and back: Oil Price, Dutch Disease and Stabilisation Fund, Comparative Economic Studies, vol.51, pp.213-241, 2009.

H. I. Mansor, Oil Price and Real Effective Exchange Rate In A Small Oil-Exporting Country: A Recursive-Rolling View, The 2011 Las Vegas International Academic Conference, 2011.

T. Naccache, Oil price cycles and wavelets, Energy Economics, vol.33, pp.338-352, 2011.

P. Narayan, S. Narayan, and A. Prasad, Understanding the oil price-exchange rate nexus for the Fiji islands, Energy Economics, vol.30, pp.2686-2696, 2008.

S. Ng and P. Perron, Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power, Econometrica, vol.69, issue.6, pp.1519-1554, 2001.

M. Pesaran, Y. Shin, and R. Smith, Bounds testing approaches to the analysis of level relationships, Journal of Applied Econometrics, vol.16, pp.289-326, 2001.

J. Rautava, The role of oil prices and the real exchange rate in Russia's economy cointegration approach, Journal of Comparative Economics, vol.32, pp.315-327, 2004.

J. Raymond and R. W. Rich, Oil and the Macroeconomy: A Markov State-Switching Approach, Journal of Money, Credit and Banking, vol.29, issue.2, pp.193-213, 1997.

J. Reboredo, Modelling oil prices and exchange rate co-movements, Journal of Policy Modelling, vol.34, pp.419-440, 2012.

P. Sadorsky, The empirical relationship between energy futures prices and exchange rates, Energy Economics, vol.22, pp.253-266, 2000.

R. Selmi, J. Bouoiyour, and F. Ayachi, Another look at the interaction between oil price and exchange rate: Case of small open economies, Procedia Economics and Finance, vol.1, pp.346-355, 2012.
URL : https://hal.archives-ouvertes.fr/hal-01879693

M. Shahbaz, A. Tiwari, and M. Tahir, Analyzing Time-Frequency Relationship between Oil Price and Exchange Rate in Pakistan through Wavelets, 2013.

A. Tiwari, A. Dar, and N. Bhanja, Oil price and exchange rates: a wavelet based analysis for India, Economic Modelling, vol.31, pp.414-422, 2013.

S. Tokarick, Commodity currencies and the real exchange rate, Economic Letters, vol.101, pp.60-62, 2008.

C. Torrence and G. P. Compo, A practical guide to wavelet analysis, Bulletin of the American Meteorological Society, vol.79, pp.605-618, 1998.

Y. Zhang, Y. Fan, H. Tsai, and Y. Wei, Spillover effect of US dollar exchange rate on oil prices, Journal of Policy Modeling, vol.30, pp.973-991, 2008.

S. Zhou, The response of real exchange rates to various economic shocks, Southern Economic Journal, vol.61, issue.4, pp.936-995, 1995.

E. Zivot and D. Andrews, Further evidence of great crash, the oil price shock and unit root hypothesis, Journal of Business and Economic Statistics, vol.10, pp.251-270, 1992.