Bernd Wilfling

Names

Contact

Affiliations

• Westfälische Wilhelms-Universität, Department of Economics, Am Stadtgraben 9, 48143 Münster, Germany (weight: 50%)
  • website
  • location: Germany, Münster
• Westfälische Wilhelms-Universität Münster → Wirtschaftswissenschaftliche Fakultät → Center for Quantitative Economics (CQE) (weight: 50%)
  • website
  • location: Münster, Germany

Research profile

author of:

• The Lorenz-ordering of Singh-Maddala income distributions
  by Wilfling, Bernd & Kramer, Walter
• Estimating exchange rate dynamics with diffusion processes: an application to Greek EMU data
  by Mark Trede & Bernd Wilfling
• Lorenz ordering of generalized beta-II income distributions
  by Wilfling, Bernd
• Exchange rate dynamics in anticipation of time-contingent regime switching: modelling the effects of a possible delay
  by Wilfling, Bernd & Maennig, Wolfgang
• Lorenz ordering of power-function order statistics
  by Wilfling, Bernd
• Volatility regime-switching in European exchange rates prior to monetary unification
  by Wilfling, Bernd
• Institutional investors and stock returns volatility: Empirical evidence from a natural experiment
  by Bohl, Martin T. & Brzeszczynski, Janusz & Wilfling, Bernd
• Markov-switching in target stocks during takeover bids
  by Gelman, Sergey & Wilfling, Bernd
• Do Individual Index Futures Investors Destabilize the Underlying Spot Market?
  by Martin T. Bohl & Christian A. Salm & Bernd Wilfling
• Identification of speculative bubbles using state-space models with Markov-switching
  by Nael Al-Anaswah & Bernd Wilfling
• An exact pricing formula for European call options on zero-coupon bonds in the run-up to a currency union
  by Gerrit Reher & Bernd Wilfling
• Wechselkursdynamik im Vorfeld einer Währungsunion / Exchange Rate Dynamics Prior to Monetary Union
  by Wilfling Bernd
• Markov-switching GARCH models in finance: a unifying framework with an application to the German stock market
  by Gerrit Reher & Bernd Wilfling
• The Restoration of the Gold Standard after the US Civil War: A Volatility Analysis
  by Max Meulemann & Martin Uebele & Bernd Wilfling
• Identification of speculative bubbles using state-space models with Markov-switching
  by Al-Anaswah, Nael & Wilfling, Bernd
• Estimating the degree of interventionist policies in the run-up to EMU
  by David Sondermann & Mark Trede & Bernd Wilfling
• Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach
  by Marc Lammerding & Patrick Stephan & Mark Trede & Bernd Wilfling
• Estimating Exchange Rate Dynamics with Diffusion Processes: An Application to Greek EMU Data
  by Wilfling, Bernd & Trede, Mark
• The Restoration of the Gold Standard after the US Civil War: A Volatility Analysis
  by Max Meulemann & Martin Uebele & Bernd Wilfling
• The convergence of international interest rates prior to Monetary Union
  by Wilfling, Bernd
• Interest rate volatility prior to monetary union under alternative pre-switch regimes
  by Wilfling, Bernd
• Since when have FOREX markets incorporated EMU into currency pricing? Evidence from four exchange rate series
  by Wilfling, Bernd
• Non-Linear Dynamics and Predictable Forecast Errors: An Application to the OECD Forecasts for Germany
  by Antzoulatos, Angelos A. & Wilfling, Bernd
• Exchange and Interest Rates prior to EMU: The Case of Greece
  by Antzoulatos, Angelos A. & Wilfling, Bernd
• Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach
  by Lammerding, Marc & Stephan, Patrick & Trede, Mark & Wilfling, Bernd
• Periodically collapsing Evans bubbles and stock-price volatility
  by Benedikt Rotermann & Bernd Wilfling
• The valuation of European call options on zero-coupon bonds in the run-up to a fixed exchange-rate regime
  by Reher, Gerrit & Wilfling, Bernd
• The restoration of the gold standard after the US Civil War: A volatility analysis
  by Meulemann, Max & Uebele, Martin & Wilfling, Bernd
• Periodically collapsing Evans bubbles and stock-price volatility
  by Rotermann, Benedikt & Wilfling, Bernd
• Spot Market Volatility and Futures Trading: The Pitfalls of Using a Dummy Variable Approach
  by Martin T. Bohl & Jeanne Diesteldorf & Christian A. Salm & Bernd Wilfling
• Do individual index futures investors destabilize the underlying spot market?
  by Martin T. Bohl & Christian A. Salm & Bernd Wilfling
• Estimating rational stock-market bubbles with sequential Monte Carlo methods
  by Benedikt Rotermann & Bernd Wilfling
• Spot Market Volatility and Futures Trading: The Pitfalls of Using a Dummy Variable Approach
  by Martin T. Bohl & Jeanne Diesteldorf & Christian A. Salm & Bernd Wilfling
• Short selling constraints and stock returns volatility: empirical evidence from the German stock market
  by Martin T. Bohl & Gerrit Reher & Bernd Wilfling
• A new combination approach to reducing forecast errors with an application to volatility forecasting
  by Till Weigt & Bernd Wilfling
• Short selling constraints and stock returns volatility: Empirical evidence from the German stock market
  by Bohl, Martin T. & Reher, Gerrit & Wilfling, Bernd
• A new stock-price bubble with stochastically deflating trajectories
  by Benedikt Rotermann & Bernd Wilfling
• A nesting framework for Markov-switching GARCH modelling with an application to the German stock market
  by Gerrit Reher & Bernd Wilfling
• Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data
  by Mawuli Segnon & Chi Keung Lau & Bernd Wilfling & Rangan Gupta
• Are Multifractal Processes Suited to Forecasting Electricity Price Volatility? Evidence from Australian Intraday Data
  by Mawuli Segnon & Chi Keung Lau & Bernd Wilfling & Rangan Gupta
• Bayesian semiparametric multivariate stochastic volatility with an application to international stock-market co-movements
  by Martina Danielova Zaharieva & Mark Trede & Bernd Wilfling
• A new stock-price bubble with stochastically deflating trajectories
  by Rotermann, Benedikt & Wilfling, Bernd
• An approach to increasing forecast-combination accuracy through VAR error modeling
  by Till Weigt & Bernd Wilfling
• Forecasting Inflation Uncertainty in the G7 Countries
  by Mawuli Segnon & Stelios Bekiros & Bernd Wilfling
• Forecasting Inflation Uncertainty in the G7 Countries
  by Mawuli Segnon & Stelios Bekiros & Bernd Wilfling
• Since When Have FOREX Markets Incorporated EMU into Currency Pricing? Evidence from Four Exchange Rate Series
  by Wilfling, Bernd
• The Convergence of International Interest Rates Prior to Monetary Union
  by Wilfling, Bernd
• A new stock-price bubble with stochastically deflating trajectories
  by Benedikt Rotermann & Bernd Wilfling
• Non-Linear Dynamics and Predictable Forecast Errors: An Application to the OECD Forecasts for Germany
  by Antzoulatos, Angelos A. & Wilfling, Bernd
• Interest Rate Volatility Prior to Monetary Union Under Alternative Pre-Switch Regimes
  by Wilfling, Bernd
• Exchange and Interest Rates prior to EMU: The Case of Greece
  by Antzoulatos, Angelos A. & Wilfling, Bernd
• Sup-ADF-style bubble-detection methods under test
  by Verena Monschang & Bernd Wilfling
• Sup-ADF-style bubble detection methods under test
  by Monschang, Verena & Wilfling, Bernd
• Interest Rate Volatility Prior to Monetary Union under Alternative Pre‐Switch Regimes
  by Bernd Wilfling
• Bayesian semiparametric multivariate stochastic volatility with application
  by Martina Danielova Zaharieva & Mark Trede & Bernd Wilfling