More than a decade after its discovery, the Fermi GeV excess is still an exciting subject of research. Thus far, an unresolved population of millisecond pulsars (MSPs) in the Galactic bulge shining in gamma rays is the favorite explanation to the excess, but other explanations exist. Data from the Fermi-LAT have been thoroughly studied and, in order to discriminate between the different hypotheses, a multi-wavelength approach is now needed. In a recent study we demonstrated that if the GeV excess is caused by an MSP population, about a hundred of them could be detectable in X-rays in a region of 6 degree $\times$ 6 degree about the Galactic Center. The comparison with X-ray data allowed us to conclude that the MSP hypothesis was not excluded, as we found more than 3000 MSP candidates in a conservative approach. Besides, we selected few hundreds of promising candidates, with good X-ray spectral knowledge and no optical counterpart. In our new study, we additionally exploit ultraviolet and infrared data to exclude candidates. Finally, we compute a relation between the X-ray and radio luminosity of MSPs, aiming at predicting the radio luminosity of our candidates, with the ultimate goal of motivating radio observations needed to detect a pulsation and confirm a pulsar detection.