A generalisation of the Shannon complex wavelet is introduced, which is related to raised cosine filters. This approach is used to derive a new family of orthogonal complex wavelets based on the Nyquist criterion for Intersymbolic Interference (ISI) elimination. An orthogonal Multiresolution Analysis (MRA) is presented, showing that the roll-off parameter should be kept below 1/3. The pass-band behaviour of the Wavelet Fourier spectrum is examined. The left and right roll-off regions are asymmetric; nevertheless the Q-constant analysis philosophy is maintained. Finally, a generalisation of the (square root) raised cosine wavelets is proposed.