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 1 1 3 29 2 3 8 115
Comparing different early warning systems: Results from a horse race competition among members of the Macro-prudential Research Network 0 0 0 200 1 2 13 671
Determinants of Contingent Convertible Bond Coupon Rates of Banks: An Empirical Analysis (Michael Sigmund, Kevin Zimmermann) 0 0 1 12 0 1 7 43
Non-bank financial intermediation in the euro area: implications for monetary policy transmission and key vulnerabilities 1 2 9 85 6 10 48 307
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 0 0 3 21
The ECB Single Supervisory Mechanism: Effects on Bank Performance and Capital Requirements (Burkhard Raunig, Michael Sigmund) 1 1 4 17 3 3 13 47
What predicts financial (in)stability? A Bayesian approach 0 1 2 69 0 1 5 143
Total Working Papers 3 5 19 419 12 20 97 1,347


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 2 4 93 3 5 8 292
Assessing macro-prudential policies: the case of FX lending 0 0 0 7 0 1 3 26
Can bank-specific variables predict contagion effects? 0 0 1 5 0 0 5 35
Comparing market power at home and abroad: evidence from Austrian banks and their subsidiaries in CESEE 0 0 1 12 0 1 2 71
Contagiousness and Vulnerability in the Austrian Interbank Market 1 1 2 36 1 2 5 140
Detecting Financial Stability Vulnerabilities in Due Time: Can Simple Indicators Identify a Complex Issue? 0 0 0 38 0 0 1 137
Direct Cross-Border Lending by Austrian Banks to Eastern Europe 0 0 0 74 0 0 1 271
From low to negative rates: an asymmetric dilemma 0 0 1 78 0 1 2 260
How Do Macroeconomic and Bank-specific Variables Influence Profitability in the Austrian Banking Sector? Evidence from a Panel Vector Autoregression Analysis 0 0 1 9 0 0 1 32
Macroeconomic, Market and Bank-Specific Determinants of the Net Interest Margin in Austria 0 1 2 119 0 1 7 358
Macroprudential Supervision: A Key Lesson from the Financial Crisis 0 0 0 28 0 0 2 135
Model uncertainty and aggregated default probabilities: new evidence from Austria 0 0 1 9 0 0 1 35
Panel vector autoregression in R with the package panelvar 0 4 26 157 4 10 71 452
Quantifying Financial Stability in Austria, New Tools for Macroprudential Supervision 0 0 0 37 0 0 0 158
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 1 7 0 0 5 53
Risk-Bearing Capacity of Households – Linking Micro-Level Data to the Macroprudential Toolkit 0 0 2 54 1 2 10 178
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 1 5 10
The interaction between bank solvency and funding costs: A crucial effect in stress tests 0 1 1 24 0 2 7 67
What Drives Aggregate Credit Risk? 0 1 2 94 0 2 6 561
Total Journal Articles 2 10 45 909 9 28 143 3,369
1 registered items for which data could not be found


Statistics updated 2025-07-04