5
H index
3
i10 index
112
Citations
Oesterreichische Nationalbank | 5 H index 3 i10 index 112 Citations RESEARCH PRODUCTION: 20 Articles 19 Papers 1 Chapters RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Burkhard Raunig. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| Monetary Policy & the Economy | 4 |
| German Economic Review | 2 |
| Econometrics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Oesterreichische Nationalbank (Austrian Central Bank) | 13 |
| Year | Title of citing document |
|---|---|
| 2025 | Tokenizing Stock Prices for Enhanced Multi-Step Forecast and Prediction. (2025). Chung, Vera ; Chen, Xiaoming ; Qu, Qiang ; Zhu, Zhuohang. In: Papers. RePEc:arx:papers:2504.17313. Full description at Econpapers || Download paper |
| 2025 | Towards Verifiability of Total Value Locked (TVL) in Decentralized Finance. (2025). Auer, Raphael ; Saggese, Pietro ; Frowis, Michael ; Kitzler, Stefan ; Haslhofer, Bernhard. In: Papers. RePEc:arx:papers:2505.14565. Full description at Econpapers || Download paper |
| 2025 | Towards verifiability of total value locked (TVL) in decentralized finance. (2025). Auer, Raphael ; Saggese, Pietro ; Kitzler, Stefan ; Frwis, Michael ; Haslhofer, Bernhard. In: BIS Working Papers. RePEc:bis:biswps:1268. Full description at Econpapers || Download paper |
| 2024 | Geopolitical Risks and Their Impact on Global Macro-Financial Stability: Literature and Measurements. (2024). Ngo, Ngoc Anh ; Malovana, Simona ; Hodula, Martin ; Janku, Jan. In: Working Papers. RePEc:cnb:wpaper:2024/8. Full description at Econpapers || Download paper |
| 2025 | Banking in the negative: a vector error correction analysis of bank-specific lending and deposit rates. (2025). Agati, Alessandra ; Sigmund, Michael. In: Working Paper Series. RePEc:ecb:ecbwps:20253039. Full description at Econpapers || Download paper |
| 2024 | Executive characteristics as moderators: Exploring the impact of geopolitical risk on capital structure decisions. (2024). Yaghoubi, Mona. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001200. Full description at Econpapers || Download paper |
| 2024 | Bank connectedness and excessive risk-taking: Some cross-country evidence. (2024). Yan, Yuanyun ; Wang, Peiwen ; Chen, Minghua ; Wu, JI. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s154461232301293x. Full description at Econpapers || Download paper |
| 2024 | Economic policy uncertainty and capital flows tail risk in China. (2024). Huang, Xiaowei ; Zhang, Man ; He, Chenyu. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x24001215. Full description at Econpapers || Download paper |
| 2024 | Uncertainty and credit conditions: Non-linear evidence from firm-level data. (2024). Henzel, Steffen ; Grimme, Christian. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:1307-1323. Full description at Econpapers || Download paper |
| 2025 | Stability of the euro area banking sector since the SSM implementation: deriving ABSI with ESG component included. (2025). Koak, Marko ; Popovska, Emilija. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:26:y:2025:i:3:d:10.1057_s41261-024-00265-8. Full description at Econpapers || Download paper |
| 2024 | Federal Reserve: Conflicts between Monetary Policy and Bank Regulation in Tackling Inflation. (2024). Klein, Aaron. In: Journal of Financial Crises. RePEc:ysm:ypfsfc:v:6:y:2024:i:2:p:1-42. Full description at Econpapers || Download paper |
| 2024 | Geopolitical risks and their impact on global macro-financial stability: Literature and measurements. (2024). Ngo, Ngoc Anh ; Hodula, Martin ; Malovana, Simona ; Jank, Jan. In: BOFIT Discussion Papers. RePEc:zbw:bofitp:303508. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2005 | How Well Do Models of Stock Market Volatility Forecast at Longer Horizons? In: FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making. [Citation analysis] | chapter | 0 |
| 2024 | Assessing the Solvency of Virtual Asset Service Providers: Are Current Standards Sufficient? In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2017 | Do Banks Lend Less in Uncertain Times? In: Economica. [Full Text][Citation analysis] | article | 28 |
| 2014 | Do Banks Lend Less in Uncertain Times?.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
| 2014 | Do Banks Lend Less in Uncertain Times?.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
| 2009 | Money Market Uncertainty and Retail Interest Rate Fluctuations: A Cross‐Country Comparison In: German Economic Review. [Full Text][Citation analysis] | article | 2 |
| 2009 | Money Market Uncertainty and Retail Interest Rate Fluctuations: A Cross-Country Comparison.(2009) In: German Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2007 | Money market uncertainty and retail interest rate fluctuations: A cross-country comparison.(2007) In: Economics working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2009 | Money Market Uncertainty and Retail Interest Rate Fluctuations: A Cross-Country Comparison In: German Economic Review. [Full Text][Citation analysis] | article | 2 |
| 2017 | Stop breaking down: A graphical analysis of proxy variable and instrumental variable solutions to omitted variable problems In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2008 | A value at risk analysis of cedit default swaps In: Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
| A value-at-risk analysis of credit default swaps.() In: Journal of Risk. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | ||
| 2008 | A value at risk analysis of credit default swaps.(2008) In: Discussion Paper Series 2: Banking and Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2008 | The predictability of exchange rate volatility In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2006 | The longer-horizon predictability of German stock market volatility In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 8 |
| 2017 | On The Interpretation of Instrumental Variables in the Presence of Specification Errors: A Causal Comment In: Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2019 | Background Indicators In: Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2016 | Background Indicators.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 1999 | Heterogeneities within Industries and Structure-Performance Models In: Review of Industrial Organization. [Full Text][Citation analysis] | article | 14 |
| 1998 | Heterogeneities within industries and structure-performance models.(1998) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2004 | Growth and Stability in the EU In: Monetary Policy & the Economy. [Full Text][Citation analysis] | article | 5 |
| 2010 | Stock Market Volatility and the Business Cycle In: Monetary Policy & the Economy. [Full Text][Citation analysis] | article | 1 |
| 2012 | Financial Markets and Real Economic Activity In: Monetary Policy & the Economy. [Full Text][Citation analysis] | article | 0 |
| 2018 | A primer on peer-to-peer lending: immediate financial intermediation in practice In: Monetary Policy & the Economy. [Full Text][Citation analysis] | article | 1 |
| 2009 | Are Banks Different? Evidence from the CDS Market In: Working Papers. [Full Text][Citation analysis] | paper | 23 |
| 2011 | Stock Market Volatility, Consumption and Investment; An Evaluation of the Uncertainty Hypothesis Using Post-War U.S. Data In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2018 | Economic Policy Uncertainty and the Volatility of Sovereign CDS Spreads In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2021 | A View from Outside: Sovereign CDS Volatility as an Indicator of Economic Uncertainty (Maximilian Böck, Martin Feldkircher, Burkhard Raunig) In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Economic Policy Uncertainty and Stock Market Volatility: A Causality Check (Burkhard Raunig) 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 | 1 |
| 2023 | Assessing the Solvency of Virtual Asset Service Providers: Are Current Standards Sufficient? (Pietro Saggese, Esther Segalla, Michael Sigmund, Burkhard Raunig, Felix Zangerl, Bernhard Haslhofer) In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Watching over 21,000 Billion Euros: Does the ECB Single Supervisory Mechanism Affect Bank Competition in the Euro Area? (Burkhard Raunig, Michael Sigmund) In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2002 | Evaluating Density Forecasts with an Application to Stock Market Returns In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2002 | Evaluating Density Forecasts with an Application to Stock Market Returns.(2002) In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2003 | Testing for Longer Horizon Predictability of Return Volatility with an Application to the German In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Detecting ARCH Effects in Non-Gaussian Time Series In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2023 | Using causal graphs to test for the direction of instantaneous causality between economic policy uncertainty and stock market volatility In: Empirical Economics. [Full Text][Citation analysis] | article | 2 |
| 2007 | Are economic tracking portfolios useful for forecasting output and inflation in Austria? In: Applied Financial Economics. [Full Text][Citation analysis] | article | 1 |
| 2015 | Firm credit risk in normal times and during the crisis: are banks less risky? In: Applied Economics. [Full Text][Citation analysis] | article | 7 |
| 2005 | Evaluating density forecasts from models of stock market returns In: The European Journal of Finance. [Full Text][Citation analysis] | article | 2 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team