  In the last 10 years multi-wavelength fast variability studies of low mass
X-ray binaries have shown a dramatic development. A key discovery was the
detection of O-IR sub-second fluctuations in two black-hole transients, lagging
the X-rays by $\approx$0.1 s. This demonstrated how the fluctuations observed
in the inflow could be transferred to the jet, allowing therefore also to study
in a completely new way the physical processes which take place at the base of
the jet. In this paper we review the latest developments of the study of jets
with this new approach, focusing on the results obtained with cross-spectral
analysis techniques.
