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 2 2 2 28 2 3 6 112
Comparing different early warning systems: Results from a horse race competition among members of the Macro-prudential Research Network 0 0 2 200 0 4 15 669
Determinants of Contingent Convertible Bond Coupon Rates of Banks: An Empirical Analysis (Michael Sigmund, Kevin Zimmermann) 0 0 3 12 0 1 11 42
Non-bank financial intermediation in the euro area: implications for monetary policy transmission and key vulnerabilities 0 1 11 83 2 10 52 297
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 2 3 21
The ECB Single Supervisory Mechanism: Effects on Bank Performance and Capital Requirements (Burkhard Raunig, Michael Sigmund) 0 1 3 16 1 3 11 44
What predicts financial (in)stability? A Bayesian approach 0 1 1 68 0 3 6 142
Total Working Papers 2 5 22 414 6 26 104 1,327


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 3 91 1 2 4 287
Assessing macro-prudential policies: the case of FX lending 0 0 0 7 0 0 3 25
Can bank-specific variables predict contagion effects? 0 0 1 5 2 2 5 35
Comparing market power at home and abroad: evidence from Austrian banks and their subsidiaries in CESEE 1 1 1 12 1 1 2 70
Contagiousness and Vulnerability in the Austrian Interbank Market 0 0 1 35 0 1 4 138
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 1 1 271
From low to negative rates: an asymmetric dilemma 0 0 1 78 0 0 2 259
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 1 1 1 118 2 4 7 357
Macroprudential Supervision: A Key Lesson from the Financial Crisis 0 0 0 28 1 1 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 1 6 42 153 3 17 110 442
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 1 1 1 7 1 1 6 53
Risk-Bearing Capacity of Households – Linking Micro-Level Data to the Macroprudential Toolkit 0 0 2 54 1 1 10 176
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 4 9
The interaction between bank solvency and funding costs: A crucial effect in stress tests 0 0 4 23 0 0 13 65
What Drives Aggregate Credit Risk? 1 1 2 93 1 2 9 559
Total Journal Articles 5 11 61 899 13 35 186 3,341
1 registered items for which data could not be found


Statistics updated 2025-04-04