We discuss the physical properties and accuracy of three distinct dynamical (i.e., frequency-dependent) kernels for the computation of optical excitations within linear response theory: (i) an a priori built kernel inspired by the dressed time-dependent density-functional theory kernel proposed by Maitra et al. [J. Chem. Phys. 120, 5932 (2004)], (ii) the dynamical kernel stemming from the Bethe-Salpeter equation (BSE) formalism derived originally by Strinati [Riv. Nuovo Cimento 11, 1-86 (1988)], and (iii) the second-order BSE kernel derived by Zhang et al. [J. Chem. Phys. 139, 154109 (2013)]. The principal take-home message of the present paper is that dynamical kernels can provide, thanks to their frequency-dependent nature, additional excitations that can be associated with higher-order excitations (such as the infamous double excitations), an unappreciated feature of dynamical quantities. We also analyze, for each kernel, the appearance of spurious excitations originating from the approximate nature of the kernels, as first evidenced by Romaniello et al. [J. Chem. Phys. 130, 044108 (2009)]. Using a simple two-level model, prototypical examples of valence, charge-transfer, and Rydberg excited states are considered.