10
H index
10
i10 index
311
Citations
Bernd Wilfling : Citation Profile
Universität Münster (50% share) | RESEARCH PRODUCTION: 29 Articles 37 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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32 years (1993 - 2025). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Bernd Wilfling. | Is cited by:
| Cites to:
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Main data
Where Bernd Wilfling has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of International Money and Finance | 2 |
| Economics Letters | 2 |
| Journal of Futures Markets | 2 |
| Journal of Forecasting | 2 |
| Journal of Financial Stability | 2 |
| Empirical Economics | 2 |
Recent works citing Bernd Wilfling (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | The impact of geopolitical risk on the international agricultural market: Empirical analysis based on the GJR-GARCH-MIDAS model. (2024). Zhou, Wei-Xing ; Dai, Yun-Shi. In: Papers. RePEc:arx:papers:2404.01641. Full description at Econpapers || Download paper |
| 2025 | Do Betting Markets Sense a Goal Coming? Evidence from the German Bundesliga. (2025). Deutscher, Christian ; Winkelmann, David. In: Papers. RePEc:arx:papers:2505.21275. Full description at Econpapers || Download paper |
| 2024 | Assessing Effect of Market Sentiment on Pricing of European Currency Options €Ž. (2024). Dammak, Wael. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:6:p:1224-1244. Full description at Econpapers || Download paper |
| 2025 | Testing for bubbles in the Brazilian commercial real estate market. (2025). Maldonado, Wilfredo ; Mira, Enrico C. In: Economics Bulletin. RePEc:ebl:ecbull:eb-25-00017. Full description at Econpapers || Download paper |
| 2024 | The impact of COVID-19 uncertainties on energy market volatility: Evidence from the US markets. (2024). Ghouli, Jihene ; Sharif, Taimur ; Abedin, Mohammad Zoynul ; Bouteska, Ahmed. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:25-41. Full description at Econpapers || Download paper |
| 2025 | Explosiveness in the renewable energy equity sector: International evidence. (2025). Ferrer, Romn ; Ariza, Juan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s106294082500018x. Full description at Econpapers || Download paper |
| 2025 | Cryptocurrencies as safe havens for geopolitical risk? A quantile analysis approach. (2025). Mo, Bin ; Zeng, Zichun ; Shi, Qinling ; Chen, Jiaru. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s1062940825000798. Full description at Econpapers || Download paper |
| 2024 | Technological shocks and stock market volatility over a century. (2024). Salisu, Afees ; GUPTA, RANGAN ; Demirer, Riza. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000951. Full description at Econpapers || Download paper |
| 2025 | Geopolitical risk and vulnerability of energy markets. (2025). Liu, Zhenhua ; Ji, Qiang ; Ding, Zhihua ; Yuan, Xinting ; Wang, Yushu. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007643. Full description at Econpapers || Download paper |
| 2025 | Assessment of banking risk in the context of the oil and gas bubbles. (2025). Dell'Atti, Stefano ; Onorato, Grazia ; di Tommaso, Caterina ; Paltrinieri, Andrea. In: Energy Economics. RePEc:eee:eneeco:v:147:y:2025:i:c:s0140988325004177. Full description at Econpapers || Download paper |
| 2024 | Do commodity futures have a steering effect on the spot stock market in China? New evidence from volatility forecasting. (2024). Liao, Yin ; Ma, Feng ; Lu, Fei ; Bouri, Elie. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001947. Full description at Econpapers || Download paper |
| 2024 | Chinas National Team: A Game Changer in Stock Market Stabilization?. (2024). Liu, Kerry. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s154461232400014x. Full description at Econpapers || Download paper |
| 2025 | Wall Street sneezes and global finance catches a cold: How does geopolitical risk contribute? A tale of tail. (2025). Neto, David. In: Finance Research Letters. RePEc:eee:finlet:v:73:y:2025:i:c:s154461232401691x. Full description at Econpapers || Download paper |
| 2024 | Bayesian forecasting in economics and finance: A modern review. (2024). Maheu, John ; Huber, Florian ; Koop, Gary ; Martin, Gael M ; Nibbering, Didier ; Frazier, David T ; Panagiotelis, Anastasios ; Maneesoonthorn, Worapree ; Loaiza-Maya, Ruben. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:811-839. Full description at Econpapers || Download paper |
| 2024 | Switching spillovers and connectedness between Sukuk and international Islamic stock markets. (2024). Yoon, Seong-Min ; Lee, Yeonjeong ; Mensi, Walid ; Al-Kharusi, Sami. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x24000696. Full description at Econpapers || Download paper |
| 2024 | Energy-related uncertainty and international stock market volatility. (2024). Salisu, Afees ; Ogbonna, Ahamuefula ; GUPTA, RANGAN ; Bouri, Elie. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:280-293. Full description at Econpapers || Download paper |
| 2025 | Forecasting realised volatility using regime-switching models. (2025). McMillan, David G ; Kambouroudis, Dimos ; Ding, YI. In: International Review of Economics & Finance. RePEc:eee:reveco:v:101:y:2025:i:c:s105905602500334x. Full description at Econpapers || Download paper |
| 2024 | Crude oil volatility forecasting: Insights from a novel time-varying parameter GARCH-MIDAS model. (2024). Wang, LU ; Peng, Lijuan ; Liang, Chao ; Yang, Baoying. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024004052. Full description at Econpapers || Download paper |
| 2024 | The effect of the 2008–09 short selling sales ban on UK security equities in relation to market metrics of volatility, liquidity, and price discovery. (2024). Guidi, Francesco ; Patel, Harihar. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924001090. Full description at Econpapers || Download paper |
| 2025 | Dynamic Linkages and Temporal Relationships Between Spot and Future Index Prices: Empirical Evidence from India Using Non-linear GARCH–BEKK. (2025). Bhat, Suhail Ahmad ; Gulam, Younis Ahmed ; Lone, Umer Mushtaq. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:32:y:2025:i:2:d:10.1007_s10690-024-09464-9. Full description at Econpapers || Download paper |
| 2024 | Do pension funds provide financial stability? Evidence from European Union countries. (2024). Ercan, Metin ; Peksevim, Seda. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:66:y:2024:i:3:d:10.1007_s10693-023-00408-4. Full description at Econpapers || Download paper |
| 2024 | Governance through exit: Pension fund reform impact on real earnings management of portfolio companies. (2024). Jewartowski, Tomasz ; Kadoski, Micha. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:63:y:2024:i:4:d:10.1007_s11156-024-01294-0. Full description at Econpapers || Download paper |
| 2024 | Energy Market Uncertainties and US State-Level Stock Market Volatility: A GARCH-MIDAS Approach. (2024). Salisu, Afees ; GUPTA, RANGAN ; Cepni, Oguzhan ; Oghonna, Ahamuefula E. In: Working Papers. RePEc:pre:wpaper:202409. Full description at Econpapers || Download paper |
| 2024 | Influence of Local and Global Economic Policy Uncertainty on the Volatility of US State-Level Equity Returns: Evidence from a GARCH-MIDAS Approach with Shrinkage and Cluster Analysis. (2024). GUPTA, RANGAN ; Gallo, Giampiero ; Cepni, Oguzhan ; Candila, Vincenzo. In: Working Papers. RePEc:pre:wpaper:202437. Full description at Econpapers || Download paper |
| 2025 | The Role of Uncertainty in Forecasting Realized Covariance of US State-Level Stock Returns: A Reverse-MIDAS Approach. (2025). GUPTA, RANGAN ; Cepni, Oguzhan ; Fu, Shengjie ; Luo, Jiawen. In: Working Papers. RePEc:pre:wpaper:202501. Full description at Econpapers || Download paper |
| 2025 | Deglobalization and Foreign Exchange Volatility: The Role of Supply Chain Pressures. (2025). GUPTA, RANGAN ; Demirer, Riza ; Schulte-Tillmann, Bjorn ; Segnon, Mawuli. In: Working Papers. RePEc:pre:wpaper:202506. Full description at Econpapers || Download paper |
| 2025 | Monetary policy shocks and multi-scale positive and negative bubbles in an emerging country: the case of India. (2025). GUPTA, RANGAN ; Cepni, Oguzhan ; Nielsen, Joshua ; Nel, Jacobus. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00692-6. Full description at Econpapers || Download paper |
| 2025 | Trading behavior-stock market volatility nexus among institutional and individual investors. (2025). Zolfaghari, Mehdi ; Saranj, Alireza. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00717-0. Full description at Econpapers || Download paper |
| 2025 | Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor Versus National Factor in a GARCH‐MIDAS Model. (2025). GUPTA, RANGAN ; Cepni, Oguzhan ; Liao, Wenting. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:4:p:1441-1466. Full description at Econpapers || Download paper |
| 2025 | Geopolitical Risk and the Volatility of the International Grain Futures Market. (2025). Dai, Yunshi ; Zhou, Weixing. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:10:p:1757-1794. Full description at Econpapers || Download paper |
Works by Bernd Wilfling:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2001 | Since When Have FOREX Markets Incorporated EMU into Currency Pricing? Evidence from Four Exchange Rate Series In: Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2001 | Since when have FOREX markets incorporated EMU into currency pricing? Evidence from four exchange rate series.(2001) In: HWWA Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2001 | The Convergence of International Interest Rates Prior to Monetary Union In: Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2001 | The convergence of international interest rates prior to Monetary Union.(2001) In: HWWA Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2003 | Non-Linear Dynamics and Predictable Forecast Errors: An Application to the OECD Forecasts for Germany In: Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Non-Linear Dynamics and Predictable Forecast Errors: An Application to the OECD Forecasts for Germany.(2003) In: HWWA Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2001 | Interest Rate Volatility Prior to Monetary Union Under Alternative Pre-Switch Regimes In: Discussion Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2003 | Interest Rate Volatility Prior to Monetary Union under Alternative Pre‐Switch Regimes.(2003) In: German Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2003 | Interest Rate Volatility Prior to Monetary Union under Alternative Pre-Switch Regimes.(2003) In: German Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2001 | Interest rate volatility prior to monetary union under alternative pre-switch regimes.(2001) In: HWWA Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2003 | Exchange and Interest Rates prior to EMU: The Case of Greece In: Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Exchange and Interest Rates prior to EMU: The Case of Greece.(2003) In: HWWA Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2022 | Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2017 | Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data.(2017) In: CQE Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2017 | Are Multifractal Processes Suited to Forecasting Electricity Price Volatility? Evidence from Australian Intraday Data.(2017) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2009 | Identification of speculative bubbles using state-space models with Markov-switching In: CQE Working Papers. [Full Text][Citation analysis] | paper | 38 |
| 2011 | Identification of speculative bubbles using state-space models with Markov-switching.(2011) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 38 | article | |
| 2009 | Do Individual Index Futures Investors Destabilize the Underlying Spot Market? In: CQE Working Papers. [Full Text][Citation analysis] | paper | 22 |
| 2011 | Do individual index futures investors destabilize the underlying spot market?.(2011) In: Journal of Futures Markets. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | article | |
| 2010 | An exact pricing formula for European call options on zero-coupon bonds in the run-up to a currency union In: CQE Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Multi-horizon uniform superior predictive ability revisited: A size-exploiting and consistent test In: CQE Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Extracting stock-market bubbles from dividend futures In: CQE Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Markov-switching GARCH models in finance: a unifying framework with an application to the German stock market In: CQE Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2011 | The Restoration of the Gold Standard after the US Civil War: A Volatility Analysis In: CQE Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2014 | The restoration of the gold standard after the US Civil War: A volatility analysis.(2014) In: Journal of Financial Stability. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2012 | The Restoration of the Gold Standard after the US Civil War: A Volatility Analysis.(2012) In: Global COE Hi-Stat Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2012 | Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach In: CQE Working Papers. [Full Text][Citation analysis] | paper | 79 |
| 2013 | Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach.(2013) In: Energy Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 79 | article | |
| 2013 | Periodically collapsing Evans bubbles and stock-price volatility In: CQE Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2014 | Periodically collapsing Evans bubbles and stock-price volatility.(2014) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2014 | Spot Market Volatility and Futures Trading: The Pitfalls of Using a Dummy Variable Approach In: CQE Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2016 | Spot Market Volatility and Futures Trading: The Pitfalls of Using a Dummy Variable Approach.(2016) In: Journal of Futures Markets. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2015 | Estimating rational stock-market bubbles with sequential Monte Carlo methods In: CQE Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Short selling constraints and stock returns volatility: empirical evidence from the German stock market In: CQE Working Papers. [Full Text][Citation analysis] | paper | 12 |
| 2016 | Short selling constraints and stock returns volatility: Empirical evidence from the German stock market.(2016) In: Economic Modelling. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
| 2016 | A new combination approach to reducing forecast errors with an application to volatility forecasting In: CQE Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | A new stock-price bubble with stochastically deflating trajectories In: CQE Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | A new stock-price bubble with stochastically deflating trajectories.(2018) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2017 | A new stock-price bubble with stochastically deflating trajectories.(2017) In: VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2017 | Bayesian semiparametric multivariate stochastic volatility with an application to international stock-market co-movements In: CQE Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2018 | An approach to increasing forecast-combination accuracy through VAR error modeling In: CQE Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | An approach to increasing forecast‐combination accuracy through VAR error modeling.(2021) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2018 | Forecasting Inflation Uncertainty in the G7 Countries In: CQE Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Forecasting Inflation Uncertainty in the G7 Countries.(2018) In: Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2019 | Sup-ADF-style bubble-detection methods under test In: CQE Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2021 | Sup-ADF-style bubble-detection methods under test.(2021) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
| 2019 | Sup-ADF-style bubble detection methods under test.(2019) In: VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2022 | A procedure for upgrading linear-convex combination forecasts with an application to volatility prediction In: CQE Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Financial-market volatility prediction with multiplicative Markov-switching MIDAS components In: CQE Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 1993 | The Lorenz-ordering of Singh-Maddala income distributions In: Economics Letters. [Full Text][Citation analysis] | article | 18 |
| 1996 | Lorenz ordering of generalized beta-II income distributions In: Journal of Econometrics. [Full Text][Citation analysis] | article | 12 |
| 2009 | Markov-switching in target stocks during takeover bids In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 5 |
| 2009 | Institutional investors and stock returns volatility: Empirical evidence from a natural experiment In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 31 |
| 2024 | Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 14 |
| 2022 | Forecasting Stock Market Volatility with Regime-Switching GARCH-MIDAS: The Role of Geopolitical Risks.(2022) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2001 | Exchange rate dynamics in anticipation of time-contingent regime switching: modelling the effects of a possible delay In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 15 |
| 2009 | Volatility regime-switching in European exchange rates prior to monetary unification In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 19 |
| 2014 | The valuation of European call options on zero-coupon bonds in the run-up to a fixed exchange-rate regime In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 0 |
| 1996 | Lorenz ordering of power-function order statistics In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 6 |
| 1999 | Wechselkursdynamik im Vorfeld einer Währungsunion / Exchange Rate Dynamics Prior to Monetary Union In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 0 |
| 2007 | Estimating exchange rate dynamics with diffusion processes: an application to Greek EMU data In: Empirical Economics. [Full Text][Citation analysis] | article | 5 |
| 2004 | Estimating Exchange Rate Dynamics with Diffusion Processes: An Application to Greek EMU Data.(2004) In: HWWA Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2011 | Estimating the degree of interventionist policies in the run-up to EMU In: Applied Economics. [Full Text][Citation analysis] | article | 4 |
| 2020 | Bayesian semiparametric multivariate stochastic volatility with application In: Econometric Reviews. [Full Text][Citation analysis] | article | 5 |
| 2016 | A nesting framework for Markov-switching GARCH modelling with an application to the German stock market In: Quantitative Finance. [Full Text][Citation analysis] | article | 2 |
| 2025 | Formalizing a Postprocessing Procedure for Linear–Convex Combination Forecasts In: Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
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