Burkhard Raunig : Citation Profile


Oesterreichische Nationalbank

5

H index

3

i10 index

124

Citations

RESEARCH PRODUCTION:

22

Articles

23

Papers

1

Chapters

RESEARCH ACTIVITY:

   28 years (1998 - 2026). See details.
   Cites by year: 4
   Journals where Burkhard Raunig has often published
   Relations with other researchers
   Recent citing documents: 12.    Total self citations: 1 (0.8 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pra1025
   Updated: 2026-08-08    RAS profile: 2025-09-09    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Segalla, Esther (5)

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

Is cited by:

Salloy, Suzanne (6)

Shahzad, Syed Jawad Hussain (6)

Hammoudeh, Shawkat (4)

Delbianco, Fernando (3)

Grimme, Christian (3)

Jeon, Bang (3)

Kumar, Ronald (3)

Shahbaz, Muhammad (3)

de Mier, Manuel (3)

Tohmé, Fernando (3)

Henzel, Steffen (2)

Cites to:

bloom, nicholas (17)

Diebold, Francis (15)

Tay, Anthony S (13)

Bollerslev, Tim (13)

Gambacorta, Leonardo (9)

Baker, Scott (9)

Maudos, Joaquin (9)

Davis, Steven (9)

Auer, Raphael (8)

Beck, Thorsten (7)

Berger, Allen (7)

Main data


Where Burkhard Raunig has published?


Journals with more than one article published# docs
Monetary Policy & the Economy4
Applied Economics2
Econometrics2
German Economic Review2

Working Papers Series with more than one paper published# docs
Working Papers / Oesterreichische Nationalbank (Austrian Central Bank)14
Papers / arXiv.org2

Recent works citing Burkhard Raunig (2026 and 2025)


YearTitle of citing document
2025Tokenizing 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

2025Towards 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

2026Stablecoins under Stress in a National Economy: Transaction-Level Evidence from Austrian Crypto-Asset Service Providers. (2026). Segalla, Esther ; Makridis, Christos ; Haslhofer, Bernhard ; Raunig, Burkhard ; Sigmund, Michael ; Saggese, Pietro. In: Papers. RePEc:arx:papers:2607.08524.

Full description at Econpapers || Download paper

2025Towards 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

2025Causality by Vote: Aggregating Evidence on Causal Relations in Economic Growth Processes. (2025). Tohmé, Fernando ; de Mier, Manuel ; Delbianco, Fernando. In: Economic Papers. RePEc:bla:econpa:v:44:y:2025:i:2:p:164-185.

Full description at Econpapers || Download paper

2026Stablecoins under Stress in a National Economy: Transaction-Level Evidence from Austrian Crypto-Asset Service Providers. (2026). Sigmund, Michael ; Saggese, Pietro ; Makridis, Christos A ; Haslhofer, Bernhard ; Segalla, Esther ; Raunig, Burkhard. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12823.

Full description at Econpapers || Download paper

2025Banking 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

2026The impact of supply and demand driven oil price uncertainty on the cost of bank loans. (2026). Triantafyllou, A ; Bermpei, T. In: Post-Print. RePEc:hal:journl:hal-05535567.

Full description at Econpapers || Download paper

2026Finance, asset prices, and the business cycle: evidence on the reliability of real-time output gap estimates. (2026). Schmied, Dominik. In: Empirica. RePEc:kap:empiri:v:53:y:2026:i:2:d:10.1007_s10663-026-09677-3.

Full description at Econpapers || Download paper

2025Banking in the Negative: A Vector Error Correction Analysis of Bank-Specific Lending and Deposit Rates (Alessandra Agati, Michael Sigmund). (2025). Sigmund, Michael ; Agati, Alessandra. In: Working Papers. RePEc:onb:oenbwp:261.

Full description at Econpapers || Download paper

2025Stability 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

2025Bank lending amid geopolitical risk: The GCC case. (2025). Ibrahim, Mansor ; Fianto, Bayu Arie. In: Review of Financial Economics. RePEc:wly:revfec:v:43:y:2025:i:4:p:608-628.

Full description at Econpapers || Download paper

Works by Burkhard Raunig:


YearTitleTypeCited
2005How Well Do Models of Stock Market Volatility Forecast at Longer Horizons? In: FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making.
[Citation analysis]
chapter0
2024Assessing the Solvency of Virtual Asset Service Providers: Are Current Standards Sufficient? In: Papers.
[Full Text][Citation analysis]
paper4
2025Assessing the solvency of virtual asset service providers: are current standards sufficient?.(2025) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4
article
2026Stablecoins under Stress in a National Economy: Transaction-Level Evidence from Austrian Crypto-Asset Service Providers In: Papers.
[Full Text][Citation analysis]
paper0
2026Stablecoins under Stress in a National Economy: Transaction-Level Evidence from Austrian Crypto-Asset Service Providers.(2026) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2017Do Banks Lend Less in Uncertain Times? In: Economica.
[Full Text][Citation analysis]
article30
2014Do Banks Lend Less in Uncertain Times?.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30
paper
2014Do Banks Lend Less in Uncertain Times?.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30
paper
2009Money Market Uncertainty and Retail Interest Rate Fluctuations: A Cross‐Country Comparison In: German Economic Review.
[Full Text][Citation analysis]
article2
2009Money 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
2007Money 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
2009Money Market Uncertainty and Retail Interest Rate Fluctuations: A Cross-Country Comparison In: German Economic Review.
[Full Text][Citation analysis]
article2
2024A view from outside: sovereign CDS volatility as an indicator of economic uncertainty In: Macroeconomic Dynamics.
[Full Text][Citation analysis]
article0
2017Stop breaking down: A graphical analysis of proxy variable and instrumental variable solutions to omitted variable problems In: Economics Bulletin.
[Full Text][Citation analysis]
article0
2026Crypto-Asset Monitoring Expert Group (CAMEG) 2025 Conference - Book of abstracts In: Occasional Paper Series.
[Full Text][Citation analysis]
paper0
2008A value at risk analysis of cedit default swaps In: Working Paper Series.
[Full Text][Citation analysis]
paper3
A value-at-risk analysis of credit default swaps.() In: Journal of Risk.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
article
2008A 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: 3
paper
2008The predictability of exchange rate volatility In: Economics Letters.
[Full Text][Citation analysis]
article2
2006The longer-horizon predictability of German stock market volatility In: International Journal of Forecasting.
[Full Text][Citation analysis]
article8
2017On The Interpretation of Instrumental Variables in the Presence of Specification Errors: A Causal Comment In: Econometrics.
[Full Text][Citation analysis]
article0
2019Background Indicators In: Econometrics.
[Full Text][Citation analysis]
article0
2016Background Indicators.(2016) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
1999Heterogeneities within Industries and Structure-Performance Models In: Review of Industrial Organization.
[Full Text][Citation analysis]
article14
1998Heterogeneities within industries and structure-performance models.(1998) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14
paper
2004Growth and Stability in the EU In: Monetary Policy & the Economy.
[Full Text][Citation analysis]
article5
2010Stock Market Volatility and the Business Cycle In: Monetary Policy & the Economy.
[Full Text][Citation analysis]
article2
2012Financial Markets and Real Economic Activity In: Monetary Policy & the Economy.
[Full Text][Citation analysis]
article0
2018A primer on peer-to-peer lending: immediate financial intermediation in practice In: Monetary Policy & the Economy.
[Full Text][Citation analysis]
article1
2009Are Banks Different? Evidence from the CDS Market In: Working Papers.
[Full Text][Citation analysis]
paper25
2011Stock Market Volatility, Consumption and Investment; An Evaluation of the Uncertainty Hypothesis Using Post-War U.S. Data In: Working Papers.
[Full Text][Citation analysis]
paper4
2018Economic Policy Uncertainty and the Volatility of Sovereign CDS Spreads In: Working Papers.
[Full Text][Citation analysis]
paper1
2021A 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]
paper0
2021Economic Policy Uncertainty and Stock Market Volatility: A Causality Check (Burkhard Raunig) In: Working Papers.
[Full Text][Citation analysis]
paper0
2022The ECB Single Supervisory Mechanism: Effects on Bank Performance and Capital Requirements (Burkhard Raunig, Michael Sigmund) In: Working Papers.
[Full Text][Citation analysis]
paper2
2023Assessing 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]
paper0
2023Watching 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]
paper1
2026DAG-Based Local Projections (Burkhard Raunig) In: Working Papers.
[Full Text][Citation analysis]
paper0
2002Evaluating Density Forecasts with an Application to Stock Market Returns In: Working Papers.
[Full Text][Citation analysis]
paper3
2002Evaluating 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
2003Testing for Longer Horizon Predictability of Return Volatility with an Application to the German In: Working Papers.
[Full Text][Citation analysis]
paper0
2008Detecting ARCH Effects in Non-Gaussian Time Series In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
article0
2023Using 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]
article5
2007Are economic tracking portfolios useful for forecasting output and inflation in Austria? In: Applied Financial Economics.
[Full Text][Citation analysis]
article1
2015Firm credit risk in normal times and during the crisis: are banks less risky? In: Applied Economics.
[Full Text][Citation analysis]
article7
2005Evaluating density forecasts from models of stock market returns In: The European Journal of Finance.
[Full Text][Citation analysis]
article2

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated July, 10 2026. Contact: CitEc Team