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 0 30 0 1 16 133
Comparing different early warning systems: Results from a horse race competition among members of the Macro-prudential Research Network 0 0 2 202 0 1 39 712
Determinants of Contingent Convertible Bond Coupon Rates of Banks: An Empirical Analysis (Michael Sigmund, Kevin Zimmermann) 0 0 3 16 1 6 29 77
Non-bank financial intermediation in the euro area: implications for monetary policy transmission and key vulnerabilities 1 1 4 92 1 6 44 366
The Capital Buffer Calibration for Other Systemically Important Institutions – Is the Country Heterogeneity in the EU caused by Regulatory Capture? (Michael Sigmund) 0 1 2 9 0 1 12 33
The ECB Single Supervisory Mechanism: Effects on Bank Performance and Capital Requirements (Burkhard Raunig, Michael Sigmund) 0 0 3 20 0 2 29 79
What predicts financial (in)stability? A Bayesian approach 0 0 1 70 1 3 16 159
Total Working Papers 1 2 15 439 3 20 185 1,559


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 4 99 0 2 18 312
Assessing macro-prudential policies: the case of FX lending 0 0 2 9 0 2 8 34
Can bank-specific variables predict contagion effects? 0 0 0 5 0 2 13 48
Comparing market power at home and abroad: evidence from Austrian banks and their subsidiaries in CESEE 0 0 0 12 2 2 14 87
Contagiousness and Vulnerability in the Austrian Interbank Market 0 0 3 39 0 8 23 164
Detecting Financial Stability Vulnerabilities in Due Time: Can Simple Indicators Identify a Complex Issue? 0 0 0 39 0 1 13 151
Direct Cross-Border Lending by Austrian Banks to Eastern Europe 0 0 0 74 1 7 19 290
From low to negative rates: an asymmetric dilemma 0 0 0 78 1 4 11 271
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 0 11 43
Macroeconomic, Market and Bank-Specific Determinants of the Net Interest Margin in Austria 0 0 0 119 2 2 15 373
Macroprudential Supervision: A Key Lesson from the Financial Crisis 0 0 0 28 0 2 14 149
Model uncertainty and aggregated default probabilities: new evidence from Austria 0 1 1 10 1 4 12 48
Panel vector autoregression in R with the package panelvar 4 4 18 180 6 11 85 555
Quantifying Financial Stability in Austria, New Tools for Macroprudential Supervision 0 0 0 37 0 1 13 171
Quantifying the Cyclicality of Regulatory Capital – First Evidence from Austria 0 0 0 26 0 0 12 110
Reciprocity in bank regulatory reforms and income inequality: first evidence from a panel vector autoregression analysis 0 0 0 8 0 1 22 80
Risk-Bearing Capacity of Households – Linking Micro-Level Data to the Macroprudential Toolkit 0 0 1 55 0 0 11 192
The capital buffer calibration for other systemically important institutions‐Is the country heterogeneity in the EU caused by regulatory capture? 0 0 0 2 0 0 9 19
The interaction between bank solvency and funding costs: A crucial effect in stress tests 0 0 3 27 0 1 20 87
What Drives Aggregate Credit Risk? 0 0 0 94 0 2 20 582
Total Journal Articles 4 6 32 950 13 52 363 3,766
1 registered items for which data could not be found


Statistics updated 2026-10-11