| Econometrics of co-jumps in high-frequency data with noise M Bibinger, L Winkelmann Journal of Econometrics 184 (2), 361-378, 2015 | 69 | 2015 |
| Assessing the anchoring of inflation expectations T Strohsal, L Winkelmann Journal of International Money and Finance 50, 33-48, 2015 | 65 | 2015 |
| ECB monetary policy surprises: identification through cojumps in interest rates L Winkelmann, M Bibinger, T Linzert Journal of Applied Econometrics 31 (4), 613-629, 2016 | 30 | 2016 |
| Forward guidance and the predictability of monetary policy: a wavelet-based jump detection approach L Winkelmann Journal of the Royal Statistical Society Series C: Applied Statistics 65 (2 …, 2016 | 30* | 2016 |
| Common price and volatility jumps in noisy high-frequency data M Bibinger, L Winkelmann | 22 | 2018 |
| Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book M Bibinger, C Neely, L Winkelmann Journal of econometrics 209 (2), 158-184, 2019 | 21 | 2019 |
| Inflation ExpectationsSpillovers between theUnited States and EuroArea A Netšunajev, L Winkelmann Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät, 2014 | 11 | 2014 |
| Inference on the maximal rank of time-varying covariance matrices using high-frequency data M Reiss, L Winkelmann The Annals of Statistics 51 (2), 791-815, 2023 | 2 | 2023 |
| International dynamics of inflation expectations A Netšunajev, L Winkelmann Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät, 2016 | 2 | 2016 |
| Tests for jumps in yield spreads L Winkelmann, W Yao Journal of Business & Economic Statistics, 1-12, 2023 | | 2023 |
| Cojump anchoring L Winkelmann, W Yao Available at SSRN 3720932, 2020 | | 2020 |
| International dynamics of inflation expectations A Netésunajev, L Winkelmann SFB 649 Discussion Paper, 2016 | | 2016 |
| Journal of International Money and Finance T Strohsal, L Winkelmann Journal of International Money and Finance 50, 33e48, 2015 | | 2015 |
| International Transmissions of Inflation Expectations in a Markov Switching Structural VAR Model L Winkelmann, A Netsunajev ZBW-Deutsche Zentralbibliothek für Wirtschaftswissenschaften, Leibniz …, 2015 | | 2015 |
| Common price andvolatility jumps in noisyhigh-frequency data M Bibinger, L Winkelmann Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät, 2014 | | 2014 |
| ECB monetary policy surprises: identification through cojumps in interest rates T Linzert, L Winkelmann, M Bibinger European Central Bank Working Paper Series, 2014 | | 2014 |
| Inflation Expectations Spillovers between the United States and Euro Area A NetÅ, L Winkelmann SFB 649 Discussion Papers, 2014 | | 2014 |
| Assessing the Anchoing of Inflation Expectations: New Empirical Approach Based on an ESTAR Model T Strohsal, L Winkelmann | | 2014 |
| EBC monetary policy surprises L Winkelmann, M Bibinger, T Linzert Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät, 2013 | | 2013 |
| Empirical Studies on Central Banks' Expectations Management L Winkelmann | | 2013 |
