Access Statistics for Michael Sigmund

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
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 1 30 1 5 17 132
Comparing different early warning systems: Results from a horse race competition among members of the Macro-prudential Research Network 0 0 2 202 0 6 40 711
Determinants of Contingent Convertible Bond Coupon Rates of Banks: An Empirical Analysis (Michael Sigmund, Kevin Zimmermann) 0 0 4 16 2 4 28 71
Non-bank financial intermediation in the euro area: implications for monetary policy transmission and key vulnerabilities 0 0 6 91 1 8 53 360
The Capital Buffer Calibration for Other Systemically Important Institutions – Is the Country Heterogeneity in the EU caused by Regulatory Capture? (Michael Sigmund) 0 1 1 8 0 3 11 32
The ECB Single Supervisory Mechanism: Effects on Bank Performance and Capital Requirements (Burkhard Raunig, Michael Sigmund) 0 0 3 20 0 5 30 77
What predicts financial (in)stability? A Bayesian approach 0 1 1 70 1 3 13 156
Total Working Papers 0 2 18 437 5 34 192 1,539


Journal Article File Downloads Abstract Views
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 1 1 5 98 1 3 18 310
Assessing macro-prudential policies: the case of FX lending 1 1 2 9 1 3 6 32
Can bank-specific variables predict contagion effects? 0 0 0 5 0 2 11 46
Comparing market power at home and abroad: evidence from Austrian banks and their subsidiaries in CESEE 0 0 0 12 0 4 14 85
Contagiousness and Vulnerability in the Austrian Interbank Market 0 0 3 39 2 3 16 156
Detecting Financial Stability Vulnerabilities in Due Time: Can Simple Indicators Identify a Complex Issue? 0 0 1 39 0 2 13 150
Direct Cross-Border Lending by Austrian Banks to Eastern Europe 0 0 0 74 2 5 12 283
From low to negative rates: an asymmetric dilemma 0 0 0 78 0 0 7 267
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 1 4 11 43
Macroeconomic, Market and Bank-Specific Determinants of the Net Interest Margin in Austria 0 0 0 119 0 2 13 371
Macroprudential Supervision: A Key Lesson from the Financial Crisis 0 0 0 28 0 2 12 147
Model uncertainty and aggregated default probabilities: new evidence from Austria 0 0 0 9 0 1 9 44
Panel vector autoregression in R with the package panelvar 1 4 19 176 5 19 92 544
Quantifying Financial Stability in Austria, New Tools for Macroprudential Supervision 0 0 0 37 0 1 12 170
Quantifying the Cyclicality of Regulatory Capital – First Evidence from Austria 0 0 0 26 0 2 12 110
Reciprocity in bank regulatory reforms and income inequality: first evidence from a panel vector autoregression analysis 0 0 1 8 1 5 26 79
Risk-Bearing Capacity of Households – Linking Micro-Level Data to the Macroprudential Toolkit 0 0 1 55 0 0 14 192
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 9 19
The interaction between bank solvency and funding costs: A crucial effect in stress tests 0 1 3 27 0 5 19 86
What Drives Aggregate Credit Risk? 0 0 0 94 0 4 19 580
Total Journal Articles 3 7 35 944 13 69 345 3,714
1 registered items for which data could not be found


Statistics updated 2026-07-10