Bernd Wilfling

531 total citations
29 papers, 363 citations indexed

About

Bernd Wilfling is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Bernd Wilfling has authored 29 papers receiving a total of 363 indexed citations (citations by other indexed papers that have themselves been cited), including 23 papers in Finance, 23 papers in Economics and Econometrics and 13 papers in General Economics, Econometrics and Finance. Recurrent topics in Bernd Wilfling's work include Market Dynamics and Volatility (13 papers), Monetary Policy and Economic Impact (12 papers) and Financial Risk and Volatility Modeling (11 papers). Bernd Wilfling is often cited by papers focused on Market Dynamics and Volatility (13 papers), Monetary Policy and Economic Impact (12 papers) and Financial Risk and Volatility Modeling (11 papers). Bernd Wilfling collaborates with scholars based in Germany, United Kingdom and Russia. Bernd Wilfling's co-authors include Martin T. Bohl, Mark Trede, Janusz Brzeszczyński, Patrick M. Stephan, Rangan Gupta, Wolfgang Maennig, David Sondermann and Chi Keung Marco Lau and has published in prestigious journals such as Energy Economics, Economics Letters and International Journal of Forecasting.

In The Last Decade

Bernd Wilfling

25 papers receiving 346 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Bernd Wilfling Germany	10	300	242	114	47	36	29	363
Kuang‐Liang Chang Taiwan	12	423 1.4×	248 1.0×	173 1.5×	73 1.6×	60 1.7×	35	471
Langnan Chen China	11	235 0.8×	185 0.8×	100 0.9×	45 1.0×	17 0.5×	33	316
Giulio Girardi United States	6	446 1.5×	456 1.9×	108 0.9×	72 1.5×	37 1.0×	10	589
Sofiane Aboura France	9	275 0.9×	165 0.7×	88 0.8×	33 0.7×	48 1.3×	38	321
Ai Jun Hou Sweden	8	437 1.5×	321 1.3×	185 1.6×	22 0.5×	37 1.0×	27	487
Cheng Few Lee United States	8	164 0.5×	169 0.7×	58 0.5×	59 1.3×	16 0.4×	12	232
Xisong Jin Luxembourg	9	249 0.8×	236 1.0×	75 0.7×	33 0.7×	26 0.7×	15	327
Paolo Zagaglia Italy	9	182 0.6×	122 0.5×	108 0.9×	34 0.7×	31 0.9×	38	237
Madhusudan Karmakar India	10	277 0.9×	263 1.1×	87 0.8×	27 0.6×	12 0.3×	23	333
Manuel M. F. Martins Portugal	11	317 1.1×	206 0.9×	254 2.2×	19 0.4×	27 0.8×	29	424

Countries citing papers authored by Bernd Wilfling

Since Specialization

Citations

This map shows the geographic impact of Bernd Wilfling's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Bernd Wilfling with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Bernd Wilfling more than expected).

Fields of papers citing papers by Bernd Wilfling

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Bernd Wilfling. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Bernd Wilfling. The network helps show where Bernd Wilfling may publish in the future.

Co-authorship network of co-authors of Bernd Wilfling

This figure shows the co-authorship network connecting the top 25 collaborators of Bernd Wilfling. A scholar is included among the top collaborators of Bernd Wilfling based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Bernd Wilfling. Bernd Wilfling is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Gupta, Rangan, et al.. (2023). Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks. International Journal of Forecasting. 40(1). 29–43. 41 indexed citations

Lau, Chi Keung Marco, et al.. (2020). Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data. Studies in Nonlinear Dynamics and Econometrics. 26(1). 73–98. 1 indexed citations

Wilfling, Bernd, et al.. (2020). An approach to increasing forecast‐combination accuracy through VAR error modeling. Journal of Forecasting. 40(4). 686–699.

Trede, Mark, et al.. (2020). Bayesian semiparametric multivariate stochastic volatility with application. Econometric Reviews. 39(9). 947–970. 4 indexed citations

Wilfling, Bernd, et al.. (2017). A new stock-price bubble with stochastically deflating trajectories. Applied Economics Letters. 25(15). 1091–1096. 1 indexed citations

Bohl, Martin T., et al.. (2015). Spot Market Volatility and Futures Trading: The Pitfalls of Using a Dummy Variable Approach. Journal of Futures Markets. 36(1). 30–45. 9 indexed citations

Wilfling, Bernd, et al.. (2015). A nesting framework for Markov-switching GARCH modelling with an application to the German stock market. Quantitative Finance. 16(3). 411–426. 11 indexed citations

Wilfling, Bernd, et al.. (2014). Periodically collapsing Evans bubbles and stock-price volatility. Economics Letters. 123(3). 383–386. 8 indexed citations

Wilfling, Bernd, et al.. (2013). The restoration of the gold standard after the US Civil War: A volatility analysis. Journal of Financial Stability. 12. 37–46. 3 indexed citations

10.

Stephan, Patrick M., et al.. (2012). Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach. Energy Economics. 36. 491–502. 72 indexed citations

11.

Sondermann, David, Mark Trede, & Bernd Wilfling. (2009). Estimating the degree of interventionist policies in the run-up to EMU. Applied Economics. 43(2). 207–218. 7 indexed citations

12.

Bohl, Martin T., Janusz Brzeszczyński, & Bernd Wilfling. (2008). Institutional investors and stock returns volatility: Empirical evidence from a natural experiment. Journal of Financial Stability. 5(2). 170–182. 58 indexed citations

13.

Wilfling, Bernd, et al.. (2007). Switching Volatility in Target Stocks During Takeover Bids. SSRN Electronic Journal.

14.

Trede, Mark & Bernd Wilfling. (2006). Estimating exchange rate dynamics with diffusion processes: an application to Greek EMU data. Empirical Economics. 33(1). 23–39. 11 indexed citations

15.

Bohl, Martin T., Janusz Brzeszczyński, & Bernd Wilfling. (2005). Institutional Investors and Stock Returns Volatility: Empirical Evidence from a Natural Experiment. SSRN Electronic Journal. 2 indexed citations

16.

Wilfling, Bernd. (2003). Interest Rate Volatility Prior to Monetary Union under Alternative Pre-Switch Regimes. German Economic Review. 4(4). 433–457. 4 indexed citations

17.

Wilfling, Bernd. (2002). Foreign Exchange Markets' Perceptions of EMU Participation by Finland, France, Italy, and Portugal. SSRN Electronic Journal. 3 indexed citations

18.

Wilfling, Bernd & Wolfgang Maennig. (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(1). 91–113. 18 indexed citations

19.

Wilfling, Bernd. (1999). Wechselkursdynamik im Vorfeld einer Währungsunion. Jahrbücher für Nationalökonomie und Statistik. 218. 1 indexed citations

20.

Wilfling, Bernd. (1999). Wechselkursdynamik im Vorfeld einer Währungsunion / Exchange Rate Dynamics Prior to Monetary Union. Jahrbücher für Nationalökonomie und Statistik. 218(1-2). 23–44. 1 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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