Michael Sigmund : Citation Profile

Are you Michael Sigmund?

Oesterreichische Nationalbank

8

H index

7

i10 index

211

Citations

RESEARCH PRODUCTION:

19

Articles

7

Papers

RESEARCH ACTIVITY:

   13 years (2009 - 2022). See details.
   Cites by year: 16
   Journals where Michael Sigmund has often published
   Relations with other researchers
   Recent citing documents: 23.    Total self citations: 7 (3.21 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psi778
   Updated: 2024-11-04    RAS profile: 2022-11-25    
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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:

Memmel, Christoph (4)

Schmitz, Stefan (4)

Tzeremes, Panayiotis (4)

Bonfim, Diana (3)

Kelly, Jane (3)

Fessler, Pirmin (3)

Budnik, Katarzyna (3)

Albacete, Nicolas (3)

Lydon, Reamonn (3)

Giordana, Gastón (3)

Eller, Markus (3)

Cites to:

Arellano, Manuel (13)

Laeven, Luc (13)

Maudos, Joaquin (12)

Demirguc-Kunt, Asli (12)

Rose, Andrew (11)

Altavilla, Carlo (10)

Detragiache, Enrica (9)

BORIO, Claudio (9)

Reinhart, Carmen (9)

Ongena, Steven (9)

Kaminsky, Graciela (9)

Main data

Where Michael Sigmund has published?

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

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)

YearTitle of citing document
2023Femicide Rates in Mexican Cities along the US-Mexico Border. (2023). Vemala, Prasad R ; Albuquerque, Pedro H. In: AMSE Working Papers. RePEc:aim:wpaimx:2316.

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2023Towards Better Banking Crisis Prediction: Could an Automatic Variable Selection Process Improve the Performance?. (2023). Liu, Xianglong. In: The Economic Record. RePEc:bla:ecorec:v:99:y:2023:i:325:p:288-312.

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2023Interbank 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.

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2023.

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2023Physical and transition risk premiums in euro area corporate bond markets. (2023). Kapp, Daniel ; Bua, Giovanna ; Bats, Joost. In: Working Papers. RePEc:dnb:dnbwpp:761.

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2023The 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
2023Interbank asset-liability networks with fire sale management. (2023). Haaj, Grzegorz ; Feinstein, Zachary. In: Working Paper Series. RePEc:ecb:ecbwps:20232806.

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2024The determinants of systemic risk contagion. (2024). Erden, Lutfi ; Ozkan, Brahim ; Atasoy, Burak Sencer. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s026499932300408x.

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2023Bank 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.

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2023Measuring financial soundness around the world: A machine learning approach. (2023). Mertzanis, Charilaos ; Cerchiello, Paola ; Bitetto, Alessandro. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s105752192200401x.

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2024Do interbank markets price systemic risk?. (2024). Siebenbrunner, Christoph ; Sigmund, Michael. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000081.

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2023Bail-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.

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2023Economic 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.

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2023Policy 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.

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2023Diversification 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.

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2023Determinants 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.

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2023Updated 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.

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2023Watching 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.

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2023anetworkapproachtointerbankcontagionriskinsouthafrica. (2023). Zhang, Hairui ; Lin, Shiqiang ; Mananga, Pierre Nkou. In: Working Papers. RePEc:rbz:wpaper:11052.

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2023Contract 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.

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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.
[Full Text][Citation analysis]		article4
2019The interaction between bank solvency and funding costs: A crucial effect in stress tests In: Economic Notes.
[Full Text][Citation analysis]		article7
2021Non-bank financial intermediation in the euro area: implications for monetary policy transmission and key vulnerabilities In: Occasional Paper Series.
[Full Text][Citation analysis]		paper6
2021Panel vector autoregression in R with the package panelvar In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article10
2017Bank Solvency and Funding Cost: New Data and New Results In: IMF Working Papers.
[Full Text][Citation analysis]		paper26
2017Comparing 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]		article3
2009Direct Cross-Border Lending by Austrian Banks to Eastern Europe In: Financial Stability Report.
[Full Text][Citation analysis]		article6
2009Quantifying the Cyclicality of Regulatory Capital – First Evidence from Austria In: Financial Stability Report.
[Full Text][Citation analysis]		article2
2011Detecting Financial Stability Vulnerabilities in Due Time: Can Simple Indicators Identify a Complex Issue? In: Financial Stability Report.
[Full Text][Citation analysis]		article1
2011What Drives Aggregate Credit Risk? In: Financial Stability Report.
[Full Text][Citation analysis]		article1
2012Contagiousness and Vulnerability in the Austrian Interbank Market In: Financial Stability Report.
[Full Text][Citation analysis]		article32
2013Macroeconomic, Market and Bank-Specific Determinants of the Net Interest Margin in Austria In: Financial Stability Report.
[Full Text][Citation analysis]		article8
2013Quantifying Financial Stability in Austria, New Tools for Macroprudential Supervision In: Financial Stability Report.
[Full Text][Citation analysis]		article9
2013ARNIE in Action: The 2013 FSAP Stress Tests for the Austrian Banking System In: Financial Stability Report.
[Full Text][Citation analysis]		article10
2014Macroprudential Supervision: A Key Lesson from the Financial Crisis In: Financial Stability Report.
[Full Text][Citation analysis]		article6
2014Risk-Bearing Capacity of Households – Linking Micro-Level Data to the Macroprudential Toolkit In: Financial Stability Report.
[Full Text][Citation analysis]		article24
2016From low to negative rates: an asymmetric dilemma In: Financial Stability Report.
[Full Text][Citation analysis]		article11
2020The 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]		paper0
2021Determinants of Contingent Convertible Bond Coupon Rates of Banks: An Empirical Analysis (Michael Sigmund, Kevin Zimmermann) 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]		paper0
2015Comparing 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]		paper30
2020Reciprocity in bank regulatory reforms and income inequality: first evidence from a panel vector autoregression analysis In: Empirical Economics.
[Full Text][Citation analysis]		article0
2021Assessing macro-prudential policies: the case of FX lending In: Journal of Economics and Finance.
[Full Text][Citation analysis]		article0
2014Model uncertainty and aggregated default probabilities: new evidence from Austria In: Applied Economics.
[Full Text][Citation analysis]		article2
2017Can bank-specific variables predict contagion effects? In: Quantitative Finance.
[Full Text][Citation analysis]		article7
2014What predicts financial (in)stability? A Bayesian approach In: Discussion Papers.
[Full Text][Citation analysis]		paper6

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