Bernd Wilfling

1. Monographien

• Wilfling, B., 2001. Wechselkursdynamik und Zinsentwicklung vor Regimewechseln des Währungssystems. Nomos Verlagsgesellschaft, Baden-Baden.
• Maennig, W., Wilfling, B., 1998. Außenwirtschaft - Theorie und Politik. Verlag Franz Vahlen, München.
• Wilfling, B., 1993. Die Lorenz-Ordnung von Einkommensverteilungen. Dissertationsschrift, Fachbereich Statistik, Universität Dortmund.

2. Artikel in referierten Zeitschriften

• Meulemann, M., Uebele, M., Wilfling, B., in press. The restoration of the gold standard after the US civil war: A volatility analysis. Journal of Financial Stability.
• 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, 491-502.
  
• Al-Anaswah, N., Wilfling, B., 2011. Identification of speculative bubbles using state-space models with Markov-switching. Journal of Banking and Finance 35, 1073-1086.
  
• Sondermann, D., Trede, M., Wilfling, B., 2011. Estimating the degree of interventionist policies in the run-up to EMU. Applied Economics 43, 207-218.
  
• Bohl, M.T., Salm, C., Wilfling, B., 2011. Do individual futures investors destabilize the underlying spot market? Journal of Futures Markets 31, 81-101.
  
• Gelman, S., Wilfling, B., 2009. Markov-switching in target stocks during takeover bids. Journal of Empirical Finance 16, 745-758.
  
• Wilfling, B., 2009. Volatility regime-switching in European exchange rates prior to monetary unification. Journal of International Money and Finance 28, 240-270.
• Bohl, M.T., Brzeszczynski, J., Wilfling, B., 2009. Institutional investors and stock returns volatility: Empirical evidence from a natural experiment. Journal of Financial Stability 5, 170-182.
• Trede, M., Wilfling, B., 2007. Estimating exchange rate dynamics with diffusion processes: An application to Greek EMU data. Empirical Economics 33, 23-39.
  
• Wilfling, B., 2003. Interest rate volatility prior to monetary union under alternative pre-switch regimes. German Economic Review 4, 433-457.
• 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.
• Wilfling, B., 1999. Wechselkursdynamik im Vorfeld einer Währungsunion. Jahrbücher für Nationalökonomie und Statistik 218, 23-44.
• Wilfling, B., 1996. Lorenz-ordering of generalized beta-II income distributions. Journal of Econometrics 71, 381-388.
• Wilfling, B., 1996. A sufficient condition for Lorenz ordering. Sankhya: The Indian Journal of Statistics B58, 62-69.
• Wilfling, B., 1996. Lorenz ordering of power-function order statistics. Statistics & Probability Letters 30, 313-319.
• Wilfling, B., Krämer, W., 1993. Lorenz-ordering of Singh-Maddala income distributions. Economics Letters 43, 53-57.

3. Diskussionspapiere

• Reher, G., Wilfling, B., 2011. Markov-switching GARCH models in finance: A unifying framework with an application to the German stock market. CQE Working Paper 17/2011, Center for Quantitative Economics (CQE), University of Muenster.
• 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. CQE Working Paper 10/2010, Center for Quantitative Economics (CQE), University of Muenster.

In Arbeit befindliche Diskussionspapiere:

• Bohl, M.T., Reher, G., Wilfling, B., in progress. Short-selling constraints and stock-return volatility.
  

4. Sonstige Publikationen

• Wilfling, B., 2005. A term-structure model of international interest rate convergence prior to monetary union. In: M. Göcke und S. Kooths (Hrsg.), Entscheidungsorientierte Volkswirtschaftslehre, Peter Lang Verlag, Frankfurt a.M., S. 53-79.
• Lorenzen, U., Wilfling, B., 2001. Transportation in the Baltic region: A growing market until 2010/2020. In: S. Ertel (Ed.), Foresight on regional issues: Baltic sea as European sea, IPTS -- Institute for Prospective Technological Studies, Sevilla, pp. 67-80.
• Maennig, W., Wilfling, B., 2000. Zur Wechselkursdynamik vor der Einführung von Festkurssystemen. In: E. Scholing (Hrsg.), Währung und wirtschaftliche Entwicklung, Duncker & Humblot, Berlin, S. 101-116.

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