Access Statistics for Michael Sigmund

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Bank Solvency and Funding Cost: New Data and New Results	0	0	4	30	1	1	10	118
Comparing different early warning systems: Results from a horse race competition among members of the Macro-prudential Research Network	0	1	1	201	6	11	18	682
Determinants of Contingent Convertible Bond Coupon Rates of Banks: An Empirical Analysis (Michael Sigmund, Kevin Zimmermann)	0	0	1	13	2	5	12	52
Non-bank financial intermediation in the euro area: implications for monetary policy transmission and key vulnerabilities	1	3	8	90	5	16	51	332
The Capital Buffer Calibration for Other Systemically Important Institutions – Is the Country Heterogeneity in the EU caused by Regulatory Capture? (Michael Sigmund)	0	0	0	7	2	3	5	24
The ECB Single Supervisory Mechanism: Effects on Bank Performance and Capital Requirements (Burkhard Raunig, Michael Sigmund)	1	1	4	18	3	5	14	54
What predicts financial (in)stability? A Bayesian approach	0	0	2	69	0	1	6	144
Total Working Papers	2	5	20	428	19	42	116	1,406

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
ARNIE in Action: The 2013 FSAP Stress Tests for the Austrian Banking System	0	0	5	95	1	2	11	296
Assessing macro-prudential policies: the case of FX lending	0	0	0	7	0	0	1	26
Can bank-specific variables predict contagion effects?	0	0	0	5	1	3	6	38
Comparing market power at home and abroad: evidence from Austrian banks and their subsidiaries in CESEE	0	0	1	12	2	5	7	76
Contagiousness and Vulnerability in the Austrian Interbank Market	0	1	3	37	2	5	10	146
Detecting Financial Stability Vulnerabilities in Due Time: Can Simple Indicators Identify a Complex Issue?	0	1	1	39	1	2	3	139
Direct Cross-Border Lending by Austrian Banks to Eastern Europe	0	0	0	74	1	1	2	272
From low to negative rates: an asymmetric dilemma	0	0	0	78	1	2	3	262
How Do Macroeconomic and Bank-specific Variables Influence Profitability in the Austrian Banking Sector? Evidence from a Panel Vector Autoregression Analysis	0	0	0	9	0	1	1	33
Macroeconomic, Market and Bank-Specific Determinants of the Net Interest Margin in Austria	0	0	2	119	2	2	8	360
Macroprudential Supervision: A Key Lesson from the Financial Crisis	0	0	0	28	0	1	2	136
Model uncertainty and aggregated default probabilities: new evidence from Austria	0	0	0	9	0	0	1	36
Panel vector autoregression in R with the package panelvar	3	7	20	166	11	29	66	490
Quantifying Financial Stability in Austria, New Tools for Macroprudential Supervision	0	0	0	37	2	2	2	160
Quantifying the Cyclicality of Regulatory Capital – First Evidence from Austria	0	0	0	26	0	0	1	98
Reciprocity in bank regulatory reforms and income inequality: first evidence from a panel vector autoregression analysis	0	0	2	8	2	7	13	65
Risk-Bearing Capacity of Households – Linking Micro-Level Data to the Macroprudential Toolkit	0	0	1	54	1	5	10	184
The capital buffer calibration for other systemically important institutions‐Is the country heterogeneity in the EU caused by regulatory capture?	0	0	0	2	0	2	5	12
The interaction between bank solvency and funding costs: A crucial effect in stress tests	0	0	1	24	2	3	6	70
What Drives Aggregate Credit Risk?	0	0	2	94	2	3	7	564
Total Journal Articles	3	9	38	923	31	75	165	3,463

1 registered items for which data could not be found

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Statistics updated 2025-12-06