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 4 30 0 7 15 125
Comparing different early warning systems: Results from a horse race competition among members of the Macro-prudential Research Network 1 1 2 202 3 22 35 704
Determinants of Contingent Convertible Bond Coupon Rates of Banks: An Empirical Analysis (Michael Sigmund, Kevin Zimmermann) 0 3 4 16 1 10 20 62
Non-bank financial intermediation in the euro area: implications for monetary policy transmission and key vulnerabilities 0 1 8 91 4 17 54 349
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 3 5 9 29
The ECB Single Supervisory Mechanism: Effects on Bank Performance and Capital Requirements (Burkhard Raunig, Michael Sigmund) 0 2 4 20 1 15 26 69
What predicts financial (in)stability? A Bayesian approach 0 0 1 69 1 7 9 151
Total Working Papers 1 7 23 435 13 83 168 1,489


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 0 2 6 97 1 10 20 306
Assessing macro-prudential policies: the case of FX lending 0 1 1 8 0 3 4 29
Can bank-specific variables predict contagion effects? 0 0 0 5 1 5 10 43
Comparing market power at home and abroad: evidence from Austrian banks and their subsidiaries in CESEE 0 0 1 12 1 2 9 78
Contagiousness and Vulnerability in the Austrian Interbank Market 2 2 4 39 3 7 15 153
Detecting Financial Stability Vulnerabilities in Due Time: Can Simple Indicators Identify a Complex Issue? 0 0 1 39 2 8 10 147
Direct Cross-Border Lending by Austrian Banks to Eastern Europe 0 0 0 74 2 6 7 278
From low to negative rates: an asymmetric dilemma 0 0 0 78 1 4 7 266
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 4 5 37
Macroeconomic, Market and Bank-Specific Determinants of the Net Interest Margin in Austria 0 0 2 119 1 8 13 368
Macroprudential Supervision: A Key Lesson from the Financial Crisis 0 0 0 28 3 9 11 145
Model uncertainty and aggregated default probabilities: new evidence from Austria 0 0 0 9 2 7 8 43
Panel vector autoregression in R with the package panelvar 2 3 17 169 8 28 79 518
Quantifying Financial Stability in Austria, New Tools for Macroprudential Supervision 0 0 0 37 0 9 11 169
Quantifying the Cyclicality of Regulatory Capital – First Evidence from Austria 0 0 0 26 5 8 8 106
Reciprocity in bank regulatory reforms and income inequality: first evidence from a panel vector autoregression analysis 0 0 2 8 0 9 22 74
Risk-Bearing Capacity of Households – Linking Micro-Level Data to the Macroprudential Toolkit 0 0 0 54 3 7 16 191
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 5 8 17
The interaction between bank solvency and funding costs: A crucial effect in stress tests 1 1 2 25 2 9 14 79
What Drives Aggregate Credit Risk? 0 0 2 94 3 10 16 574
Total Journal Articles 5 9 38 932 38 158 293 3,621
1 registered items for which data could not be found


Statistics updated 2026-03-04