• 2020

    Aufsatz (Zeitschrift)

    Danielova-Zaharieva, M., Trede, M., & Wilfling, B. (2020). Bayesian semiparametric multivariate stochastic volatility with application. Econometric Reviews, 39, 1–24.
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    Monschang, V., & Wilfling, B. (2020). Sup-ADF-style bubble-detection methods under test. Empirical Economics, 58, 1–28.
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  • 2019

    Sonstige (technische Spezifikation, informelle Veröffentlichung)

    Monschang, V., & Wilfling, B. (2019). Sup-ADF-style bubble-detection methods under test. University of Muenster: Center for Quantitative Economics (CQE), University of Muenster.
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  • 2018

    Aufsatz (Zeitschrift)

    Rotermann, B., & Wilfling, B. (2018). A new stock-price bubble with stochastically deflating trajectories. Applied Economics Letters, 25(15), 1091–1096.
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    Segnon, M., Bekiros, S., & Wilfling, B. (2018). Forecasting inflation uncertainty in the G7 countries. Econometrics, 6(2), 1–25.
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    Sonstige (technische Spezifikation, informelle Veröffentlichung)

    Segnon, M., Bekiros, S., & Wilfling, B. (2018). Forecasting Inflation Uncertainty in the G7 Countries. University of Muenster: Center for Quantitative Economics (CQE), University of Muenster.
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    Weigt, T., & Wilfling, B. (2018). An approach to increasing forecast-combination accruacy through VAR error modeling. University of Muenster: Center for Quantitative Economics (CQE), University of Muenster.
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  • 2017

    Sonstige (technische Spezifikation, informelle Veröffentlichung)

    Danielova, Z. M., Trede, M., & Wilfling, B. (2017). Bayesian semiparameric multivariate stochastic volatility with an application to international volatility co-movements. University of Muenster: Center for Quantitative Economics (CQE), University of Muenster.
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    Rotermann, B., & Wilfling, B. (2017). A new stock-price bubble with stochastically deflating trajectories. University of Muenster: Center for Quantitative Economics (CQE), University of Muenster.
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    Segnon, M., Keung, L. C., Wilfling, B., & Gupta, R. (2017). Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data. University of Muenster: Center for Quantitative Economics (CQE), University of Muenster.
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  • 2016

    Aufsatz (Zeitschrift)

    Bohl, M. T., Reher, G., & Wilfling, B. (2016). Short selling contraints and stock returns volatility: empirical evidence from the German stock market. Economic Modelling, 58, 159–166.
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    Bohl, M., Diesteldorf, J., Salm, C., & Wilfling, B. (2016). Spot Market Volatility and Futures Trading: The Pitfalls of Using a Dummy Variable Approach. Journal of Futures Markets, 36(1), 30–45.
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    Reher, G., & Wilfling, B. (2016). A nesting framework for Markov-switching GARCH modelling with an application to the German stock market. Quantitative Finance, 16(16), 411–426.
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    Sonstige (technische Spezifikation, informelle Veröffentlichung)

    Bohl, M., Reher, G., & Wilfling, B. (2016). Short selling constraints and stock returns volatility: empirical evidence from the German stock market. University of Muenster: Center for Quantitative Economics (CQE), University of Muenster.
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  • 2015

    Sonstige (technische Spezifikation, informelle Veröffentlichung)

    Rotermann, B., & Wilfling, B. (2015). Estimating rational stock-market bubbles with sequential Monte Carlo methods. University of Muenster: Center for Quantitative Economics (CQE), University of Muenster.
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  • 2014

    Aufsatz (Zeitschrift)

    Meulemann, M., Uebele, M., & Wilfling, B. (2014). The restoration of the Gold standard after the US Civil War: A volatility analysis. Journal of Financial Stability, 12, 37–46.
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    Reher, G., Wilfling, , & Bernd, (2014). The valuation of European call options on zero-coupon bonds in the run-up to a fixed exchange-rate regime. International Review of Economics and Finance, 29, 483–496.
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    Rotermann, B., & Wilfling, B. (2014). Periodically Evans bubbles and stock-price volatility. Economics Letters, 123(3), 383–386.
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  • 2013

    Aufsatz (Zeitschrift)

    Lammerding, M., Stephan, P., Trede, M., & Wilfling, B. (2013). Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach. Energy Economics, 36(1), 491–502.
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    Sonstige (technische Spezifikation, informelle Veröffentlichung)

    Rotermann, B., & Wilfling, B. (2013). Periodically collapsing Evans bubbles and stock-price volatility. University of Muenster: Center for Quantitative Economics (CQE), University of Muenster.
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  • 2011

    Aufsatz (Zeitschrift)

    Al-Anaswah, N., & Wilfling, B. (2011). Identification of speculative bubbles using state-space models with Markov-switching. Journal of Banking and Finance, 35(5), 1073–1086.
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    Bohl, M. T., Salm, C., & Wilfling, B. (2011). Do individual index futures investors destabilize the underlying spot market?. Journal of Futures Markets, 31, 81–101.
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    Sondermann, D., Trede, M., & Wilfling, B. (2011). Estimating the degree of interventionist policies in the run-up to EMU. Applied Economics (Applied Economics), 43(2), 207–218.
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    Sondermann, D., Trede, M., & Wilfling, B. (2011). Estimating the degree of interventionist policies in the run-up to EMU. Applied Economics, 43, 207–218.
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    Sonstige (technische Spezifikation, informelle Veröffentlichung)

    Meulemann, M., Uebele, M., & Wilfling, B. (2011). The Restoration of the Gold Standard after the US Civil War: A Volatility Analysis. University of Muenster: Center for Quantitative Economics (CQE), University of Muenster.
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    Reher, G., & Wilfling, B. (2011). Markov-switching GARCH models in finance: a unifying framework with an application to the German stock market. University of Muenster: Center for Quantitative Economics (CQE), University of Muenster.
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  • 2010

    Sonstige (technische Spezifikation, informelle Veröffentlichung)

    Reher, G., & Wilfling, B. (2010). An exact pricing formula for European call options on zero-coupon bonds in the run-up to a currency union. University of Muenster: Center for Quantitative Economics (CQE), University of Muenster.
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  • 2009

    Aufsatz (Zeitschrift)

    Bohl, M., Brzeszczynski, J., & Wilfling, B. (2009). Institutional Investors and Stock Returns Volatility: Empirical Evidence from a Natural Experiment. Journal of Financial Stability, 5(2), 170–182.
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    Gelman, S., & Wilfling, B. (2009). Switching volatility in target stocks during takeover bids. Journal of Empirical Finance, 16, 745–758.
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    Wilfling, B. (2009). Volatility regime-switching in European exchange rates prior to monetary unification. Journal of International Money and Finance, 28, 240–270.
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  • 2007

    Aufsatz (Zeitschrift)

    Trede, M., & Wilfling, B. (2007). Estimating exchange rate dynamics with diffusion processes: an application to Greek EMU data. Empirical Economics, 33, 23–39.
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    Trede, M., & Wilfling, B. (2007). Estimating Exchange Rate Dynamics with Diffusion Processes: An Application to Greek EMU Data. Empirical Economics, 33, 23–39.
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  • 2005

    Buchbeitrag (Sammel-, Herausgeberband)

    Wilfling, B. (2005). A term-structure model of international interest rate convergence prior to moentary union. In Göcke, M., & Kooths, S. (Eds.), Entscheidungsorientierte Volkswirtschaftslehre (1st ed., pp. 53–79). Frankfurt a.M.: Peter Lang Verlag.
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  • 2003

    Aufsatz (Zeitschrift)

    Wilfling, B. (2003). Interest rate volatility prior to monetary union under alternative pre-switch regimes. German Economic Review, 4, 433–457.
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  • 2001

    Aufsatz (Zeitschrift)

    Wilfling, B., & Maennig, W. (2001). Exchange rate dynamics in anticipation of time-contingent regime switching: modelling the effects of a possible delay. Journal of International Money and Finance, 20, 91–113.
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    Buch (Monographie)

    Wilfling, B. (2001). Wechselkursdynamik und Zinsentwicklung vor Regimewechseln des Währungssystems. Baden-Baden: Nomos Verlagsgesellschaft.
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    Buchbeitrag (Sammel-, Herausgeberband)

    Lorenzen, U., & Wilfling, B. (2001). Transportation in the Baltic region: a growing market until 2010/2020. In Ertel, S. (Ed.), Foresight on Regional Issues: Baltic Sea as European Sea (1st ed., pp. 67–80). Sevilla (Spain): ITPS Institute for Prospective Technological Studies.
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  • 2000

    Buchbeitrag (Sammel-, Herausgeberband)

    Maennig, W., & Wilfling, B. (2000). Zur Wechselkursdynamik vor der Einführung von Festkurssystemen. In Scholing, E. (Ed.), Währung und wirtschaftliche Entwicklung (1st ed., pp. 101–116). Berlin: Duncker & Humblot.
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  • 1999

    Aufsatz (Zeitschrift)

    Wilfling, B. (1999). Wechselkursdynamik im Vorfeld einer Währungsunion. Jahrbücher für Nationalökonomie und Statistik, 218, 23–44.
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  • 1998

    Buch (Monographie)

    Maennig, W., & Wilfling, B. (1998). Außenwirtschaft — Theorie und Politik (1st ed.). München: Verlag Franz Vahlen.
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  • 1996

    Aufsatz (Zeitschrift)

    Wilfling, B. (1996). Lorenz ordering of generalized beta-II income distributions. Journal of Econometrics, 71, 381–388.
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    Wilfling, B. (1996). Lorenz ordering of power-function order statistcs. Statistics & Probability Letters, 30, 313–319.
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    Wilfling, B. (1996). A sufficient condition for Lorenz ordering. Sankhya: The Indian Journal of Statistics, B58, 62–69.
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  • 1993

    Aufsatz (Zeitschrift)

    Wilfling, B., & Krämer, W. (1993). Lorenz-ordering of Singh-Maddala income distributions. Economis Letters, 43, 53–57.
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    Abschlussarbeit (Dissertation, Habilitation)

    Wilfling, B. (1993). Die Lorenz-Ordnung von Einkommensverteilungen. Dissertation at the Technische Universität Dortmund.
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