Michael Sigmund : Citation Profile


Are you Michael Sigmund?

Oesterreichische Nationalbank

5

H index

3

i10 index

95

Citations

RESEARCH PRODUCTION:

16

Articles

3

Papers

RESEARCH ACTIVITY:

   8 years (2009 - 2017). See details.
   Cites by year: 11
   Journals where Michael Sigmund has often published
   Relations with other researchers
   Recent citing documents: 36.    Total self citations: 5 (5 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psi778
   Updated: 2020-02-22    RAS profile: 2020-01-07    
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Relations with other researchers


Works with:

Schmitz, Stefan (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Michael Sigmund.

Is cited by:

Schmitz, Stefan (4)

Le Blanc, Julia (3)

Lindner, Peter (3)

Richardson, Gary (3)

Budnik, Katarzyna (3)

Jaremski, Matthew (2)

Gonzalez, Clara (2)

SEVER, CAN (2)

Funke, Michael (2)

Halaj, Grzegorz (2)

Fessler, Pirmin (2)

Cites to:

Rose, Andrew (11)

TARAZI, Amine (8)

Lucas, Andre (7)

Memmel, Christoph (7)

Kaminsky, Graciela (7)

Reinhart, Carmen (7)

Frankel, Jeffrey (6)

Detragiache, Enrica (6)

Drehmann, Mathias (6)

Demirguc-Kunt, Asli (6)

BORIO, Claudio (6)

Main data


Where Michael Sigmund has published?


Journals with more than one article published# docs
Financial Stability Report11
Economic Notes2

Recent works citing Michael Sigmund (2019 and 2018)


YearTitle of citing document
2019Risk-dependent centrality in economic and financial networks. (2019). Estrada, Ernesto ; Grassi, Rosanna ; Clemente, Gian Paolo ; Benzi, Michele ; Bartesaghi, Paolo. In: Papers. RePEc:arx:papers:1907.07908.

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2019A multilevel analysis to systemic exposure: insights from local and system-wide information. (2019). Gnabo, Jean-Yves ; Gandica, Y'Erali. In: Papers. RePEc:arx:papers:1910.08611.

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2018Stress testing household balance sheets in Luxembourg. (2018). Ziegelmeyer, Michael ; Giordana, Gastón. In: BCL working papers. RePEc:bcl:bclwop:bclwp121.

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2019The benefits and costs of adjusting bank capitalisation: evidence from euro area countries. (2019). Gonzalez, Clara ; Dewachter, Hans ; Budnik, Katarzyna ; Affinito, Massimiliano ; Mousarri, Elena ; Pereira, Ana Regina ; ben Hadj, Saiffedine ; Martinho, Ricardo ; Venditti, Fabrizio ; Jimborean, Ramona ; Manninen, Otso ; Nicoletti, Giulio ; Jantunen, Lauri ; Barbic, Gaia ; Ozsahin, Selcuk ; Rivera-Rozo, Jairo ; Velasco, Sofia ; Hu, Jenny ; Ogrady, Michael ; Mencia, Javier ; Naruevicius, Laurynas ; Trikoupis, Constantinos ; Chretien, Edouard. In: Working Papers. RePEc:bde:wpaper:1923.

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An early warning system for less significant Italian banks. (2019). Ferriani, Fabrizio ; Cornacchia, Wanda ; Pisanti, Francesco ; Guarino, Francesco ; Ferrara, Eliana ; Farroni, Paolo. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_480_19.

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2018Bank solvency risk and funding cost interactions in a small open economy: evidence from Korea. (2018). Park, Kyounghoon ; Aldasoro, Iñaki. In: BIS Working Papers. RePEc:bis:biswps:738.

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2018The credit risk of Chinese households : A micro-level assessment. (2018). Sun, Rongrong ; Funke, Michael ; Zhu, Linxu. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2018_012.

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2019Predicting systemic financial crises with recurrent neural networks. (2019). Tolo, Eero. In: Research Discussion Papers. RePEc:bof:bofrdp:2019_014.

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2018A combined statistical framework for forecasting default rates of Greek Financial Institutions credit portfolios. (2018). Petropoulos, Anastasios ; Klamargias, Aristotelis ; Mylonas, Dionysios ; Siakoulis, Vasilis . In: Working Papers. RePEc:bog:wpaper:243.

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2018Pockets of risk in European Housing Markets: then and now. (2018). Le Blanc, Julia ; Lydon, Reamonn ; Kelly, Jane. In: Research Technical Papers. RePEc:cbi:wpaper:12/rt/18.

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2018Systemic liquidity concept, measurement and macroprudential instruments. (2018). Wedow, Michael ; Schmitz, Stefan ; Lamas, Matías ; Duijm, Patty ; Budnik, Katarzyna ; Bonner, Clemens ; Force, Ecb Task. In: Occasional Paper Series. RePEc:ecb:ecbops:2018214.

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2018Agent-based model of system-wide implications of funding risk. (2018). Halaj, Grzegorz ; Haaj, Grzegorz. In: Working Paper Series. RePEc:ecb:ecbwps:20182121.

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2018Monetary policy and bank equity values in a time of low interest rates. (2018). van den Heuvel, Skander ; Ampudia, Miguel. In: Working Paper Series. RePEc:ecb:ecbwps:20182199.

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2019The benefits and costs of adjusting bank capitalisation: evidence from euro area countries. (2019). Venditti, Fabrizio ; Jimborean, Ramona ; Gonzalez, Clara ; Dewachter, Hans ; Budnik, Katarzyna ; Affinito, Massimiliano ; Nicoletti, Giulio ; Chretien, Edouard ; Narueviius, Laurynas ; ben Hadj, Saiffedine ; Mousarri, Elena ; Barbic, Gaia ; Mencia, Javier ; Velasco, Sofia ; Martinho, Ricardo ; Manninen, Otso ; Trikoupis, Constantinos ; Rivera-Rozo, Jairo ; Jantunen, Lauri ; Pereira, Ana Regina ; Hu, Jenny ; Ozsahin, Selcuk ; Ogrady, Michael. In: Working Paper Series. RePEc:ecb:ecbwps:20192261.

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Pockets of risk in European housing markets: then and now. (2019). Le Blanc, Julia ; Lydon, Reamonn ; Kelly, Jane. In: Working Paper Series. RePEc:ecb:ecbwps:20192277.

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2019An agent-based model for the assessment of LTV caps. (2019). Buesa, Alejandro ; Poblacion, Francisco Javier ; Leber, Miha ; Laliotis, Dimitrios. In: Working Paper Series. RePEc:ecb:ecbwps:20192294.

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2018Can bubble theory foresee banking crises?. (2018). Virtanen, Timo ; Taipalus, Katja ; Viren, Matti ; Tolo, Eero. In: Journal of Financial Stability. RePEc:eee:finsta:v:36:y:2018:i:c:p:66-81.

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2018The dark side of stress tests: Negative effects of information disclosure. (2018). Goncharenko, Roman ; Pinto, Roberto ; Hledik, Juraj. In: Journal of Financial Stability. RePEc:eee:finsta:v:37:y:2018:i:c:p:49-59.

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2018Financial development and the occurrence of banking crises. (2018). Minea, Alexandru ; Mathonnat, Clement . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:96:y:2018:i:c:p:344-354.

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2019Transmission mechanisms of financial stress into economic activity in Turkey. (2019). Polat, Onur ; Ozkan, Ibrahim . In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:41:y:2019:i:2:p:395-415.

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2018System-wide implications of funding risk. (2018). Haaj, Grzegorz. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:1151-1181.

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2019Establishing the Contributing Factors to the Resurrection of PIIGS Banks Following the Crisis: A Panel Data Analysis. (2019). Grima, Simon ; Spiteri, Jonathan ; Miguelez, Esteban. In: International Journal of Economics & Business Administration (IJEBA). RePEc:ers:ijebaa:v:vii:y:2019:i:1:p:3-34.

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2018The Credit Risk of Chinese Households – A Micro-Level Assessment. (2018). Sun, Rongrong ; Funke, Michael ; Zhu, Linxu. In: CFDS Discussion Paper Series. RePEc:fds:dpaper:201803.

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2019The Founding of the Federal Reserve, the Great Depression and the Evolution of the U.S. Interbank Network. (2019). Wheelock, David ; Jaremski, Matthew. In: Working Papers. RePEc:fip:fedlwp:2019-002.

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2018STUDYING THE REPLICABILITY OF AGGREGATE EXTERNAL CREDIT ASSESSMENTS USING PUBLIC INFORMATION. (2018). Seleznyova, Zinaida V ; Lapshin, Victor A ; Kurbangaleev, Marat Z. In: HSE Working papers. RePEc:hig:wpaper:71/fe/2018.

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2018Sensitivity of credit risk stress test results: Modelling issues with an application to Belgium. (2018). Van Roy, Patrick ; Vespro, Cristina ; Ferrari, Stijn. In: Working Paper Research. RePEc:nbb:reswpp:201803-338.

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2019The Founding of the Federal Reserve, the Great Depression and the Evolution of the U.S. Interbank Network. (2019). Wheelock, David ; Jaremski, Matthew. In: NBER Working Papers. RePEc:nbr:nberwo:26034.

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2018Strengthening the euro area by addressing flawed incentives in the financial system. (2018). Schmitz, Stefan ; Strobl, Peter ; Posch, Michaela . In: Monetary Policy & the Economy. RePEc:onb:oenbmp:y:2018:i:q2/18:b:2.

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2019The golden rule of banking: funding cost risks of bank business models. (2019). Scholz, Peter ; Grossmann, David. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:20:y:2019:i:2:d:10.1057_s41261-018-0080-5.

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2018Early warning indicators and macro-prudential policies: a credit network agent based model. (2018). Gallegati, Mauro ; Grilli, Ruggero ; Palestrini, Antonio ; Catullo, Ermanno . In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:13:y:2018:i:1:d:10.1007_s11403-017-0199-y.

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2019Pockets of risk in European housing markets: then and now. (2019). Le Blanc, Julia ; Lydon, Reamonn ; Kelly, Jane. In: ESRB Working Paper Series. RePEc:srk:srkwps:201987.

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2018Performance of the Macroeconomic Imbalance Procedure in light of historical experience in the CEE region. (2018). Širaňová, Mária ; Radvansky, Marek ; Siranova, Maria. In: Journal of Economic Policy Reform. RePEc:taf:jpolrf:v:21:y:2018:i:4:p:335-352.

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2018The Role of Liquidity in Financial Intermediation. (2018). Khan, Muhammad Saifuddin . In: PhD Thesis. RePEc:uts:finphd:1-2018.

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2019Assessing the Economic Content of Direct and Indirect Business Uncertainty Measures. (2019). Hölzl, Werner ; Holzl, Werner ; Glocker, Christian. In: WIFO Working Papers. RePEc:wfo:wpaper:y:2019:i:576.

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2018Contribution of the Austrian Governments Financial Market Interventions by HETA Asset Resolution AG to the Stabilisation of the Austrian Financial Market. (2018). Scheiblecker, Marcus ; Pekanov, Atanas ; Kaniovski, Serguei ; Glocker, Christian. In: WIFO Studies. RePEc:wfo:wstudy:60979.

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2019Stress testing the German mortgage market. (2019). Schmidt, Alexander ; Koban, Anne ; Haenle, Philipp ; Barasinska, Nataliya. In: Discussion Papers. RePEc:zbw:bubdps:172019.

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Works by Michael Sigmund:


YearTitleTypeCited
2017How Do Macroeconomic and Bank-specific Variables Influence Profitability in the Austrian Banking Sector? Evidence from a Panel Vector Autoregression Analysis In: Economic Notes.
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article1
2019The interaction between bank solvency and funding costs: A crucial effect in stress tests In: Economic Notes.
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article0
2017Bank Solvency and Funding Cost; New Data and New Results In: IMF Working Papers.
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paper9
2017Comparing market power at home and abroad: evidence from Austrian banks and their subsidiaries in CESEE In: Focus on European Economic Integration.
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article0
2009Direct Cross-Border Lending by Austrian Banks to Eastern Europe In: Financial Stability Report.
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article3
2009Quantifying the Cyclicality of Regulatory Capital – First Evidence from Austria In: Financial Stability Report.
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article2
2011Detecting Financial Stability Vulnerabilities in Due Time: Can Simple Indicators Identify a Complex Issue? In: Financial Stability Report.
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article0
2011What Drives Aggregate Credit Risk? In: Financial Stability Report.
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article1
2012Contagiousness and Vulnerability in the Austrian Interbank Market In: Financial Stability Report.
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article23
2013Macroeconomic, Market and Bank-Specific Determinants of the Net Interest Margin in Austria In: Financial Stability Report.
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article5
2013Quantifying Financial Stability in Austria, New Tools for Macroprudential Supervision In: Financial Stability Report.
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article3
2013ARNIE in Action: The 2013 FSAP Stress Tests for the Austrian Banking System In: Financial Stability Report.
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article5
2014Macroprudential Supervision: A Key Lesson from the Financial Crisis In: Financial Stability Report.
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article4
2014Risk-Bearing Capacity of Households – Linking Micro-Level Data to the Macroprudential Toolkit In: Financial Stability Report.
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article18
2016From low to negative rates: an asymmetric dilemma In: Financial Stability Report.
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article2
2015Comparing different early warning systems: Results from a horse race competition among members of the Macro-prudential Research Network In: MPRA Paper.
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paper14
2014Model uncertainty and aggregated default probabilities: new evidence from Austria In: Applied Economics.
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article1
2017Can bank-specific variables predict contagion effects? In: Quantitative Finance.
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article0
2014What predicts financial (in)stability? A Bayesian approach In: Discussion Papers.
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paper4

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