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 1 4 30 0 2 9 117
Comparing different early warning systems: Results from a horse race competition among members of the Macro-prudential Research Network 1 1 1 201 3 5 15 676
Determinants of Contingent Convertible Bond Coupon Rates of Banks: An Empirical Analysis (Michael Sigmund, Kevin Zimmermann) 0 0 2 13 2 4 11 50
Non-bank financial intermediation in the euro area: implications for monetary policy transmission and key vulnerabilities 1 2 9 89 5 18 52 327
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 1 1 4 22
The ECB Single Supervisory Mechanism: Effects on Bank Performance and Capital Requirements (Burkhard Raunig, Michael Sigmund) 0 0 3 17 1 4 12 51
What predicts financial (in)stability? A Bayesian approach 0 0 2 69 1 1 6 144
Total Working Papers 2 4 21 426 13 35 109 1,387


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 1 5 95 1 2 10 295
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 2 2 5 37
Comparing market power at home and abroad: evidence from Austrian banks and their subsidiaries in CESEE 0 0 1 12 1 3 5 74
Contagiousness and Vulnerability in the Austrian Interbank Market 1 1 3 37 3 4 8 144
Detecting Financial Stability Vulnerabilities in Due Time: Can Simple Indicators Identify a Complex Issue? 0 1 1 39 0 1 2 138
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 0 78 1 1 2 261
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 1 1 33
Macroeconomic, Market and Bank-Specific Determinants of the Net Interest Margin in Austria 0 0 2 119 0 0 7 358
Macroprudential Supervision: A Key Lesson from the Financial Crisis 0 0 0 28 1 1 2 136
Model uncertainty and aggregated default probabilities: new evidence from Austria 0 0 1 9 0 0 2 36
Panel vector autoregression in R with the package panelvar 1 4 21 163 9 21 65 479
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 1 2 8 5 8 12 63
Risk-Bearing Capacity of Households – Linking Micro-Level Data to the Macroprudential Toolkit 0 0 1 54 2 5 11 183
The capital buffer calibration for other systemically important institutions‐Is the country heterogeneity in the EU caused by regulatory capture? 0 0 0 2 2 2 5 12
The interaction between bank solvency and funding costs: A crucial effect in stress tests 0 0 1 24 1 1 4 68
What Drives Aggregate Credit Risk? 0 0 2 94 0 1 5 562
Total Journal Articles 2 8 40 920 29 53 149 3,432
1 registered items for which data could not be found


Statistics updated 2025-11-08