Michael Sigmund : Citation Profile


Are you Michael Sigmund?

Oesterreichische Nationalbank

6

H index

3

i10 index

124

Citations

RESEARCH PRODUCTION:

16

Articles

2

Papers

RESEARCH ACTIVITY:

   10 years (2009 - 2019). See details.
   Cites by year: 12
   Journals where Michael Sigmund has often published
   Relations with other researchers
   Recent citing documents: 27.    Total self citations: 5 (3.88 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psi778
   Updated: 2021-02-20    RAS profile: 2021-02-07    
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Relations with other researchers


Works with:

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

Is cited by:

Richardson, Gary (3)

Albacete, Nicolas (3)

Woerz, Julia (3)

Fessler, Pirmin (3)

Giordana, Gastón (3)

Lindner, Peter (3)

Le Blanc, Julia (3)

Schmitz, Stefan (3)

Wheelock, David (2)

SEVER, CAN (2)

Funke, Michael (2)

Cites to:

Rose, Andrew (11)

Memmel, Christoph (7)

Lucas, Andre (7)

Kaminsky, Graciela (7)

Reinhart, Carmen (7)

Drehmann, Mathias (6)

Frankel, Jeffrey (6)

BORIO, Claudio (6)

Maudos, Joaquin (5)

Laeven, Luc (5)

Demirguc-Kunt, Asli (5)

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 (2021 and 2020)


YearTitle of citing document
2020Risk-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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2020A Deep Learning Approach for Dynamic Balance Sheet Stress Testing. (2020). Christophides, Theodoros ; Panousis, Konstantinos P ; Siakoulis, Vassilis ; Petropoulos, Anastasios ; Chatzis, Sotirios. In: Papers. RePEc:arx:papers:2009.11075.

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2020Determinants of Banks’ Liquidity: a French Perspective on Interactions between Market and Regulatory Requirements. (2020). Pouvelle, Cyril ; DE BANDT, OLIVIER ; Cyril, Pouvelle ; Sandrine, Lecarpentier ; Olivier, De Bandt. In: Working papers. RePEc:bfr:banfra:782.

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2020What is the minimal systemic risk in financial exposure networks?. (2020). Pichler, Anton ; Diem, Christian ; Thurner, Stefan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:116:y:2020:i:c:s0165188920300683.

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2020Energy consumption, economic growth and environmental degradation in OECD countries. (2020). Tzeremes, Nickolaos ; Ozcan, Burcu. In: Economic Modelling. RePEc:eee:ecmode:v:84:y:2020:i:c:p:203-213.

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2020Probability of default in collateralized credit operations for small business. (2020). Gomes, Fernanda Rocha ; Orrillo, Jaime ; Carvalho, Jaimilton . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819300609.

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2020Interconnectedness and systemic risk in the US CDS market. (2020). Kanno, Masayasu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940817304047.

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2020The market rank indicator to detect financial distress. (2020). Uberti, Pierpaolo ; Maggi, Mario ; Figini, Silvia. In: Econometrics and Statistics. RePEc:eee:ecosta:v:14:y:2020:i:c:p:63-73.

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2020Predicting systemic financial crises with recurrent neural networks. (2020). Tolo, Eero. In: Journal of Financial Stability. RePEc:eee:finsta:v:49:y:2020:i:c:s1572308920300243.

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2020Liquidity at risk: Joint stress testing of solvency and liquidity. (2020). Valderrama, Laura ; Kotlicki, Artur ; Cont, Rama. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:118:y:2020:i:c:s0378426620301370.

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2020An early warning system for predicting systemic banking crises in the Eurozone: A logit regression approach. (2020). Spyrou, Spyros ; Galariotis, Emilios ; Filippopoulou, Chryssanthi. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:172:y:2020:i:c:p:344-363.

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2021The relationship between bank size and the propensity to lend to small firms: New empirical evidence from a large sample. (2021). Werner, Richard A ; Mkhaiber, Achraf. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302370.

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2020Stress testing household balance sheets in Luxembourg. (2020). Ziegelmeyer, Michael ; Giordana, Gastón. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:76:y:2020:i:c:p:115-138.

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2020What drives U.S. financial sector volatility? A Bayesian model averaging perspective. (2020). Lyócsa, Štefan ; Lyocsa, Tefan ; Koalova, Zuzana ; Gernat, Peter. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919302697.

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2020Do Oil Price Shocks and Other Factors Create Bigger Impacts on Islamic Banks than Conventional Banks?. (2020). Wong, Wing-Keung ; Rjoub, Husam ; Esmaeil, Jabir. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:12:p:3106-:d:372107.

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2020Does Leverage Predict Delinquency in Consumer Lending? Evidence from Peru. (2020). Cuba, Walter. In: IHEID Working Papers. RePEc:gii:giihei:heidwp05-2020.

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2020Financial Fragility of Pakistani Household. (2020). Ali, Liaqat ; Ahmad, Habib ; Naqi, Muhammad Kamran. In: Journal of Family and Economic Issues. RePEc:kap:jfamec:v:41:y:2020:i:3:d:10.1007_s10834-020-09683-y.

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2020The sensitivity of banks’ net interest margins to interest rate conditions in CESEE. (2020). Allinger, Katharina ; Worz, Julia. In: Focus on European Economic Integration. RePEc:onb:oenbfi:y:2020:i:q1/20:b:3.

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2020Mapping financial vulnerability in CESEE: understanding risk-bearing capacities of households is key in times of crisis. (2020). Propst, Maximilian ; Fessler, Pirmin ; Albacete, Nicolas. In: Financial Stability Report. RePEc:onb:oenbfs:y:2020:i:39:b:1.

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2020Austrian banks’ lending risk appetite in times of expansive monetary policy and tightening capital regulation. (2020). Steiner, Katharina ; Kerbl, Stefan. In: Financial Stability Report. RePEc:onb:oenbfs:y:2020:i:39:b:2.

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2020Modeling the COVID-19 effects on the Austrian economy and banking system. (2020). Lipp, Christian ; Guth, Martin ; Schneider, Martin ; Puhr, Claus. In: Financial Stability Report. RePEc:onb:oenbfs:y:2020:i:40:b:3.

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2020Assessing Credit Gaps in CESEE Based on Levels Justified by Fundamentals – A Comparison Across Different Estimation Approaches. (2020). Comunale, Mariarosaria ; Lahnsteiner, Mathias ; Eller, Markus. In: Working Papers. RePEc:onb:oenbwp:229.

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2020The Capital Buffer Calibration for Other Systemically Important Institutions – Is the Country Heterogeneity in the EU caused by Regulatory Capture?. (2020). Sigmund, Michael. In: Working Papers. RePEc:onb:oenbwp:232.

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2020Exploring BIS credit-to-GDP gap critiques: the Swiss case. (2020). Riederer, Stéphane ; Nyffeler, Reto ; Jokipii, Terhi. In: Working Papers. RePEc:snb:snbwpa:2020-19.

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2020Education of the Head and Financial Vulnerability of Households: Evidence from a Household’s Survey Data in Pakistan. (2020). Ahmad, Habib ; Naqi, Muhammad Kamran ; Ali, Liaqat. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:147:y:2020:i:2:d:10.1007_s11205-019-02164-2.

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2020A dynamic network model to measure exposure diversification in the Austrian interbank market. (2020). Rastelli, Riccardo ; Hledik, Juraj. In: ESRB Working Paper Series. RePEc:srk:srkwps:2020109.

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2020How regulation of bank capital adequacy and liquidity affects pricing of bonds of the banks. (2020). Bubeyev, Mukhtar ; Tatibekova, Aida. In: Entrepreneurship and Sustainability Issues. RePEc:ssi:jouesi:v:7:y:2020:i:3:p:1708-1722.

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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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article3
2019The interaction between bank solvency and funding costs: A crucial effect in stress tests In: Economic Notes.
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article3
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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article1
2009Direct Cross-Border Lending by Austrian Banks to Eastern Europe In: Financial Stability Report.
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article4
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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article1
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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article28
2013Macroeconomic, Market and Bank-Specific Determinants of the Net Interest Margin in Austria In: Financial Stability Report.
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article6
2013Quantifying Financial Stability in Austria, New Tools for Macroprudential Supervision In: Financial Stability Report.
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article6
2013ARNIE in Action: The 2013 FSAP Stress Tests for the Austrian Banking System In: Financial Stability Report.
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article7
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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article23
2016From low to negative rates: an asymmetric dilemma In: Financial Stability Report.
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article6
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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paper21
2014Model uncertainty and aggregated default probabilities: new evidence from Austria In: Applied Economics.
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article2
2017Can bank-specific variables predict contagion effects? In: Quantitative Finance.
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article2
2014What predicts financial (in)stability? A Bayesian approach In: Discussion Papers.
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paper4

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