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 2 30 4 6 18 131
Comparing different early warning systems: Results from a horse race competition among members of the Macro-prudential Research Network 0 1 2 202 5 9 40 710
Determinants of Contingent Convertible Bond Coupon Rates of Banks: An Empirical Analysis (Michael Sigmund, Kevin Zimmermann) 0 0 4 16 2 8 27 69
Non-bank financial intermediation in the euro area: implications for monetary policy transmission and key vulnerabilities 0 0 8 91 5 12 59 357
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 5 10 31
The ECB Single Supervisory Mechanism: Effects on Bank Performance and Capital Requirements (Burkhard Raunig, Michael Sigmund) 0 0 4 20 5 9 33 77
What predicts financial (in)stability? A Bayesian approach 1 1 2 70 2 5 13 155
Total Working Papers 1 2 22 436 25 54 200 1,530


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 0 5 97 1 3 20 308
Assessing macro-prudential policies: the case of FX lending 0 0 1 8 2 2 6 31
Can bank-specific variables predict contagion effects? 0 0 0 5 1 3 10 45
Comparing market power at home and abroad: evidence from Austrian banks and their subsidiaries in CESEE 0 0 0 12 3 7 14 84
Contagiousness and Vulnerability in the Austrian Interbank Market 0 2 4 39 1 4 15 154
Detecting Financial Stability Vulnerabilities in Due Time: Can Simple Indicators Identify a Complex Issue? 0 0 1 39 2 5 13 150
Direct Cross-Border Lending by Austrian Banks to Eastern Europe 0 0 0 74 2 4 9 280
From low to negative rates: an asymmetric dilemma 0 0 0 78 0 2 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 3 5 10 42
Macroeconomic, Market and Bank-Specific Determinants of the Net Interest Margin in Austria 0 0 0 119 2 4 13 371
Macroprudential Supervision: A Key Lesson from the Financial Crisis 0 0 0 28 1 4 11 146
Model uncertainty and aggregated default probabilities: new evidence from Austria 0 0 0 9 1 3 9 44
Panel vector autoregression in R with the package panelvar 1 6 18 173 12 27 92 537
Quantifying Financial Stability in Austria, New Tools for Macroprudential Supervision 0 0 0 37 1 1 12 170
Quantifying the Cyclicality of Regulatory Capital – First Evidence from Austria 0 0 0 26 2 9 12 110
Reciprocity in bank regulatory reforms and income inequality: first evidence from a panel vector autoregression analysis 0 0 1 8 3 3 24 77
Risk-Bearing Capacity of Households – Linking Micro-Level Data to the Macroprudential Toolkit 0 1 1 55 0 4 16 192
The capital buffer calibration for other systemically important institutions‐Is the country heterogeneity in the EU caused by regulatory capture? 0 0 0 2 2 2 9 19
The interaction between bank solvency and funding costs: A crucial effect in stress tests 1 3 3 27 3 7 18 84
What Drives Aggregate Credit Risk? 0 0 0 94 4 9 19 580
Total Journal Articles 2 12 34 939 46 108 339 3,691
1 registered items for which data could not be found


Statistics updated 2026-05-06