I found the answer by @Blairg23 working , after the following correction (covering the scenario where it failed to work correctly):
for link in BeautifulSoup(response.content, 'html.parser', parse_only=SoupStrainer('a')):
if link.has_attr('href'):
if file_type in link['href']:
full_path =urlparse.urljoin(url , link['href']) #module urlparse need to be imported
wget.download(full_path)
For Python 3:
urllib.parse.urljoin
has to be used in order to obtain the full URL instead.