Bernd Wilfling

Westfälische Wilhelms-Universität

Prof. Dr.

Professur für Empirische Wirtschaftsforschung

Am Stadtgraben 9

Münster, 48143

Germany

SCHOLARLY PAPERS

6

DOWNLOADS

940

SSRN CITATIONS

4

CROSSREF CITATIONS

1

Scholarly Papers (6)

1.

Foreign Exchange Markets' Perceptions of Emu Participation by Finland, France, Italy, and Portugal

Number of pages: 27 Posted: 24 Feb 2002
Bernd Wilfling
Westfälische Wilhelms-Universität
Downloads 340 (130,822)

Abstract:

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EMU, exchange rate policy, volatility, Markov-switching GARCH models

2.

Identification of Speculative Bubbles Using State-Space Models with Markov-Switching

Number of pages: 37 Posted: 12 Feb 2009
Nael Al-Anaswah and Bernd Wilfling
affiliation not provided to SSRN and Westfälische Wilhelms-Universität
Downloads 283 (158,362)
Citation 6

Abstract:

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Stock market dynamics, detection of speculative bubbles, present value models, state-space models with Markov-switching

3.

Switching Volatility in Target Stocks During Takeover Bids

Number of pages: 32 Posted: 13 Feb 2007
Sergey Gelman and Bernd Wilfling
University of Münster - Faculty of Economics and Westfälische Wilhelms-Universität
Downloads 175 (248,667)

Abstract:

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Takeover bids, stock price dynamics, volatility regime-switching models

4.

Estimating Exchange Rate Dynamics with Diffusion Processes: An Application to Greek Emu Data

Number of pages: 21 Posted: 22 Mar 2004
Mark M. Trede and Bernd Wilfling
University of Münster - Faculty of Economics and Westfälische Wilhelms-Universität
Downloads 100 (379,604)

Abstract:

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Diffusion processes,estimation, exchange rates, EMU, central bank interventions

5.

Estimating the Degree of Interventionist Policies in the Run-Up to EMU

Applied Economics, Forthcoming
Number of pages: 26 Posted: 11 Mar 2008 Last Revised: 19 Sep 2008
David Sondermann, Mark M. Trede and Bernd Wilfling
European Central Bank (ECB), University of Münster - Faculty of Economics and Westfälische Wilhelms-Universität
Downloads 42 (590,082)

Abstract:

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C13, C22, F31, F33

6.

Exchange Rate Dynamics in Anticipation of Time-Contingent Regime Switching: Modelling the Effects of a Possible Delay

Journal of International Money and Finance, Vol. 20, 2001
Posted: 25 May 2017
Bernd Wilfling and Wolfgang Maennig
Westfälische Wilhelms-Universität and Universität Hamburg, Faculty of Business, Economics and Social Sciences

Abstract:

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exchange rate regime switches, stochastic processes, mixtures of distributions, uncertainty

Other Papers (1)

Total Downloads: 40
1.

Institutional Investors and Stock Returns Volatility: Empirical Evidence from a Natural Experiment

Number of pages: 17 Posted: 17 Feb 2005
Martin T. Bohl, Janusz Brzeszczynski and Bernd Wilfling
University of Muenster, Newcastle Business School (NBS), Northumbria University, Newcastle upon Tyne, United Kingdom and Westfälische Wilhelms-Universität
Downloads 40

Abstract:

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Institutional traders, Polish stock market, pension fund investors, stock market volatility, Markov-switching-GARCH model