8
H index
7
i10 index
202
Citations
Michael Sigmund : Citation Profile
Oesterreichische Nationalbank | RESEARCH PRODUCTION: 20 Articles 7 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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13 years (2009 - 2022). 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:
| Cites to:
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Main data
Where Michael Sigmund has published?
| Journals with more than one article published | # docs |
|---|---|
| Financial Stability Report | 11 |
| Economic Notes | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Oesterreichische Nationalbank (Austrian Central Bank) | 3 |
Recent works citing Michael Sigmund (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Femicide Rates in Mexican Cities along the US-Mexico Border. (2023). Vemala, Prasad R ; Albuquerque, Pedro H. In: AMSE Working Papers. RePEc:aim:wpaimx:2316. Full description at Econpapers || Download paper |
| 2023 | Interbank money market concerns and actors’ strategies—A systematic review of 21st century literature. (2023). Dugdale, Julie ; Reaidy, Paul J ; Madies, Philippe ; Alaeddini, Morteza. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:573-654. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Physical and transition risk premiums in euro area corporate bond markets. (2023). Kapp, Daniel ; Bua, Giovanna ; Bats, Joost. In: Working Papers. RePEc:dnb:dnbwpp:761. Full description at Econpapers || Download paper |
| 2023 | The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area. (2023). Signoretti, Federico ; Nikolov, Kalin ; Ambrocio, Gene ; Heider, Florian ; Jovanovic, Mario ; Lewis, Vivien ; Miettinen, Pavo ; Policy, Monetary ; Bonatti, Guido ; Prieto, Esteban ; Redak, Vanessa ; Altavilla, Carlo ; Geiger, Felix ; Chalamandaris, Dimitrios ; Fourel, Valere ; Jan, Jansen David ; Kok, Christoffer ; Mazelis, Falk ; Balfoussia, Hiona ; Licak, Marek ; Patriek, Matic ; Pogulis, Armands ; Adolf, Petra ; Garabedian, Garo ; Cassar, Alan ; Weigert, Benjamin ; Fahr, Stephan ; Ioannidis, Michael ; Vlassopoulos, Thomas ; Maddaloni, Angela ; Klein, Melanie ; Papageorghiou, Maria ; Galati, Gabriele ; Fernandez, Luis ; Busch, Ulrike ; Valderrama, Maria ; Bussiere, Mat |
| 2023 | Interbank asset-liability networks with fire sale management. (2023). Haaj, Grzegorz ; Feinstein, Zachary. In: Working Paper Series. RePEc:ecb:ecbwps:20232806. Full description at Econpapers || Download paper |
| 2023 | Bank and non-bank balance sheet responses to monetary policy shocks. (2023). Mazelis, Falk ; Rast, Sebastian ; Holm-Hadulla, Federic. In: Economics Letters. RePEc:eee:ecolet:v:222:y:2023:i:c:s0165176522003925. Full description at Econpapers || Download paper |
| 2023 | Bail-in and bank funding costs. (2023). Galfrascoli, Paola ; Cerasi, Vittoria. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623000797. Full description at Econpapers || Download paper |
| 2023 | Economic recovery through multisector management resources in small and medium businesses in China. (2023). Chok, Nyen Vui ; Cheok, Mui Yee ; Ma, Cong. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006249. Full description at Econpapers || Download paper |
| 2023 | Policy uncertainty and bank’s funding costs: The effects of the financial crisis, Covid-19 pandemic, and market discipline. (2023). Nguyen, Cuong ; Tran, Dung Viet. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923001125. Full description at Econpapers || Download paper |
| 2023 | Diversification and Systemic Risk of Networks Holding Common Assets. (2023). Liu, Taoxiong ; Huang, Yajing. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:1:d:10.1007_s10614-021-10211-9. Full description at Econpapers || Download paper |
| 2023 | Determinants of bail-in debt yields in the EU banking sector: a multi-country approach with idiosyncratic factors. (2023). Rocamora, Maria ; Monjas, Manuel ; Suarez, Nuria. In: Empirica. RePEc:kap:empiri:v:50:y:2023:i:4:d:10.1007_s10663-023-09586-9. Full description at Econpapers || Download paper |
| 2023 | Updated estimates of the role of the bank lending channel in monetary policy transmission in Poland. (2023). Kapuciski, Mariusz. In: NBP Working Papers. RePEc:nbp:nbpmis:359. Full description at Econpapers || Download paper |
| 2023 | Watching over 21,000 Billion Euros: Does the ECB Single Supervisory Mechanism Affect Bank Competition in the Euro Area? (Burkhard Raunig, Michael Sigmund). (2023). Raunig, Burkhard ; Sigmund, Michael. In: Working Papers. RePEc:onb:oenbwp:250. Full description at Econpapers || Download paper |
| 2023 | anetworkapproachtointerbankcontagionriskinsouthafrica. (2023). Zhang, Hairui ; Lin, Shiqiang ; Mananga, Pierre Nkou. In: Working Papers. RePEc:rbz:wpaper:11052. Full description at Econpapers || Download paper |
| 2023 | Contract manufacturing, market competition, and labor productivity in US manufacturing industries. (2023). Xu, Feng ; Ivanov, Sergey ; Anyu, Julius ; Tannen, Michael ; Wu, Dazhong. In: Operations Management Research. RePEc:spr:opmare:v:16:y:2023:i:1:d:10.1007_s12063-022-00317-0. Full description at Econpapers || Download paper |
Works by Michael Sigmund:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2017 | How Do Macroeconomic and Bank-specific Variables Influence Profitability in the Austrian Banking Sector? Evidence from a Panel Vector Autoregression Analysis In: Economic Notes. [Full Text][Citation analysis] | article | 3 |
| 2019 | The interaction between bank solvency and funding costs: A crucial effect in stress tests In: Economic Notes. [Full Text][Citation analysis] | article | 7 |
| 2022 | The capital buffer calibration for other systemically important institutions?Is the country heterogeneity in the EU caused by regulatory capture? In: Scottish Journal of Political Economy. [Full Text][Citation analysis] | article | 0 |
| 2021 | Non-bank financial intermediation in the euro area: implications for monetary policy transmission and key vulnerabilities In: Occasional Paper Series. [Full Text][Citation analysis] | paper | 6 |
| 2021 | Panel vector autoregression in R with the package panelvar In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 10 |
| 2017 | Bank Solvency and Funding Cost: New Data and New Results In: IMF Working Papers. [Full Text][Citation analysis] | paper | 24 |
| 2017 | Comparing market power at home and abroad: evidence from Austrian banks and their subsidiaries in CESEE In: Focus on European Economic Integration. [Full Text][Citation analysis] | article | 3 |
| 2009 | Direct Cross-Border Lending by Austrian Banks to Eastern Europe In: Financial Stability Report. [Full Text][Citation analysis] | article | 6 |
| 2009 | Quantifying the Cyclicality of Regulatory Capital – First Evidence from Austria In: Financial Stability Report. [Full Text][Citation analysis] | article | 2 |
| 2011 | Detecting Financial Stability Vulnerabilities in Due Time: Can Simple Indicators Identify a Complex Issue? In: Financial Stability Report. [Full Text][Citation analysis] | article | 1 |
| 2011 | What Drives Aggregate Credit Risk? In: Financial Stability Report. [Full Text][Citation analysis] | article | 1 |
| 2012 | Contagiousness and Vulnerability in the Austrian Interbank Market In: Financial Stability Report. [Full Text][Citation analysis] | article | 32 |
| 2013 | Macroeconomic, Market and Bank-Specific Determinants of the Net Interest Margin in Austria In: Financial Stability Report. [Full Text][Citation analysis] | article | 7 |
| 2013 | Quantifying Financial Stability in Austria, New Tools for Macroprudential Supervision In: Financial Stability Report. [Full Text][Citation analysis] | article | 9 |
| 2013 | ARNIE in Action: The 2013 FSAP Stress Tests for the Austrian Banking System In: Financial Stability Report. [Full Text][Citation analysis] | article | 10 |
| 2014 | Macroprudential Supervision: A Key Lesson from the Financial Crisis In: Financial Stability Report. [Full Text][Citation analysis] | article | 6 |
| 2014 | Risk-Bearing Capacity of Households – Linking Micro-Level Data to the Macroprudential Toolkit In: Financial Stability Report. [Full Text][Citation analysis] | article | 24 |
| 2016 | From low to negative rates: an asymmetric dilemma In: Financial Stability Report. [Full Text][Citation analysis] | article | 10 |
| 2020 | The Capital Buffer Calibration for Other Systemically Important Institutions – Is the Country Heterogeneity in the EU caused by Regulatory Capture? (Michael Sigmund) In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Determinants of Contingent Convertible Bond Coupon Rates of Banks: An Empirical Analysis (Michael Sigmund, Kevin Zimmermann) In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2022 | The ECB Single Supervisory Mechanism: Effects on Bank Performance and Capital Requirements (Burkhard Raunig, Michael Sigmund) In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Comparing different early warning systems: Results from a horse race competition among members of the Macro-prudential Research Network In: MPRA Paper. [Full Text][Citation analysis] | paper | 28 |
| 2020 | Reciprocity in bank regulatory reforms and income inequality: first evidence from a panel vector autoregression analysis In: Empirical Economics. [Full Text][Citation analysis] | article | 0 |
| 2021 | Assessing macro-prudential policies: the case of FX lending In: Journal of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2014 | Model uncertainty and aggregated default probabilities: new evidence from Austria In: Applied Economics. [Full Text][Citation analysis] | article | 2 |
| 2017 | Can bank-specific variables predict contagion effects? In: Quantitative Finance. [Full Text][Citation analysis] | article | 5 |
| 2014 | What predicts financial (in)stability? A Bayesian approach In: Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2024. Contact: CitEc Team