We present an alternative method for the spectral analysis of strictly stationary time series $\{Y_t\}_{t\in \Z}$ by defining a ``new'' spectrum as the Fourier transform of the differences between copulas of the pairs $(Y_t,Y_{t-k})$ and the independence copula. This object is called a {\it copula spectral density kernel}and allows to separate the marginal and serial aspects of a time series. We...