| Institutional investors and stock returns volatility: Empirical evidence from a natural experiment MT Bohl, J Brzeszczyński, B Wilfling Journal of Financial Stability 5 (2), 170-182, 2009 | 122 | 2009 |
| Identification of speculative bubbles using state-space models with Markov-switching N Al-Anaswah, B Wilfling Journal of Banking & Finance 35 (5), 1073-1086, 2011 | 117 | 2011 |
| Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach M Lammerding, P Stephan, M Trede, B Wilfling Energy Economics 36, 491-502, 2013 | 113 | 2013 |
| Do individual index futures investors destabilize the underlying spot market? MT Bohl, CA Salm, B Wilfling Journal of Futures Markets 31 (1), 81-101, 2011 | 72 | 2011 |
| Volatility regime-switching in European exchange rates prior to monetary unification B Wilfling Journal of International Money and Finance 28 (2), 240-270, 2009 | 70 | 2009 |
| The Lorenz-ordering of Singh-Maddala income distributions B Wilfling, W Krämer Economics Letters 43 (1), 53-57, 1993 | 50 | 1993 |
| Lorenz ordering of generalized beta-II income distributions B Wilfling Journal of Econometrics 71 (1-2), 381-388, 1996 | 41 | 1996 |
| Short selling constraints and stock returns volatility: Empirical evidence from the German stock market MT Bohl, G Reher, B Wilfling Economic Modelling 58, 159-166, 2016 | 32 | 2016 |
| Exchange rate dynamics in anticipation of time-contingent regime switching: modelling the effects of a possible delay B Wilfling, W Maennig Journal of International Money and Finance 20 (1), 91-113, 2001 | 32 | 2001 |
| Lorenz ordering of power-function order statistics B Wilfling Statistics & probability letters 30 (4), 313-319, 1996 | 26 | 1996 |
| Sup-ADF-style bubble-detection methods under test V Monschang, B Wilfling Empirical Economics 61, 145-172, 2021 | 21 | 2021 |
| Außenwirtschaft W Maennig, B Wilfling Theorie und Politik, 1998 | 21 | 1998 |
| Markov-switching in target stocks during takeover bids S Gelman, B Wilfling Journal of Empirical Finance 16 (5), 745-758, 2009 | 19 | 2009 |
| INSTITUTIONALINVESTORS AND STOCK RETURNSVOLATILITY: EMPERICAL EVIDENCE FROM A NATURALEXPERIMENT M Bohl, J Brzezcynski, B Wilfling JOURNAL OF BANKING AND FINANCE 33, 627-639, 2009 | 17 | 2009 |
| Estimating exchange rate dynamics with diffusion processes: an application to Greek EMU data M Trede, B Wilfling Empirical Economics 33, 23-39, 2007 | 17 | 2007 |
| A sufficient condition for Lorenz ordering B Wilfling Sankhyā: The Indian Journal of Statistics, Series B, 62-69, 1996 | 17 | 1996 |
| A nesting framework for Markov-switching GARCH modelling with an application to the German stock market G Reher, B Wilfling Quantitative Finance 16 (3), 411-426, 2016 | 14 | 2016 |
| Spot market volatility and futures trading: The pitfalls of using a dummy variable approach MT Bohl, J Diesteldorf, CA Salm, B Wilfling Journal of Futures Markets 36 (1), 30-45, 2016 | 12 | 2016 |
| Estimating the degree of interventionist policies in the run-up to EMU D Sondermann, M Trede, B Wilfling Applied Economics 43 (2), 207-218, 2011 | 12 | 2011 |
| Periodically collapsing Evans bubbles and stock-price volatility B Rotermann, B Wilfling Economics Letters 123 (3), 383-386, 2014 | 11 | 2014 |
