Michael Sigmund : Citation Profile

Oesterreichische Nationalbank

9

H index

8

i10 index

244

Citations

RESEARCH PRODUCTION:

20

Articles

7

Papers

RESEARCH ACTIVITY:

   13 years (2009 - 2022). See details.
   Cites by year: 18
   Journals where Michael Sigmund has often published
   Relations with other researchers
   Recent citing documents: 30.    Total self citations: 7 (2.79 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psi778
   Updated: 2026-05-02    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:

Tzeremes, Panayiotis (4)

Memmel, Christoph (4)

Bonfim, Diana (4)

Kakes, Jan (4)

Schmitz, Stefan (4)

Mazelis, Falk (3)

Le Blanc, Julia (3)

Kelly, Jane (3)

Budnik, Katarzyna (3)

Lydon, Reamonn (3)

Richardson, G Gary (3)

Cites to:

Arellano, Manuel (13)

Demirguc-Kunt, Asli (13)

Laeven, Luc (13)

Maudos, Joaquin (12)

Rose, Andrew (11)

Detragiache, Enrica (10)

Altavilla, Carlo (10)

BORIO, Claudio (9)

Kaminsky, Graciela (9)

Reinhart, Carmen (9)

TARAZI, Amine (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 (2025 and 2024)

YearTitle of citing document
2024Performance and risk – a changing and complex relationship for banking business. (2024). Vierescu, Eugen-Marian ; Niescu, Dan Costin ; Clin, Adina Elena. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxxi:y:2024:i:2(639):p:5-24.

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2024Impact of the total expenditure shocks on food security: VAR model. (2024). Al-Mahish, Mohammed ; Elzaki, Raga M ; Alkunain, Batool. In: Agricultural and Resource Economics: International Scientific E-Journal. RePEc:ags:areint:355971.

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2026Endogenous Bank Risks and the Lending Channel of Monetary Policy. (2026). Rodriguez Mendizabal, Hugo ; Mendizbal, Hugo Rodrguez ; Leiva, David Rivero ; Araujo, Gabriela. In: Working Papers. RePEc:bge:wpaper:1549.

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2025Report on monetary policy tools, strategy and communication. (2025). Suda, Jacek ; Skotida, Ifigeneia ; Notarpietro, Alessandro ; Meyler, Aidan ; Mazelis, Falk ; Mavromatis, Kostas(Konstantinos) ; Lozej, Matija ; Lieberknecht, Philipp ; Krustev, Georgi ; Kamps, Christophe ; Heikkinen, Joni ; Grimaud, Alex ; Gnocato, Nicolò ; Ferrero, Giuseppe ; Ehrmann, Michael ; Coenen, Günter ; Burlon, Lorenzo ; Buss, Ginters ; Bussiere, Matthieu ; Benatti, Nicola ; Bernardini, Marco ; Basten, Christoph ; Argiri, Eleni ; Altavilla, Carlo ; Offermans, Christian ; Hagenhoff, Tim ; Italianer, Jip ; Bussire, Matthieu ; Wacks, Johannes ; Rannenberg, Ansgar ; Kilponen, Juha ; Jose, Gallegos Dago ; Bonfim, Diana ; Strauss, Tal ; Tischer, Johannes ; Lnnemann, Patrick ; Ferrando, Annalisa ; Aguilar, Pablo ; Grasso, Adriana ; Hempell, Hannah S ; Paloviita, Maritta ; Greco, Antonio ; de Souza, Toms Carrera ; Gomes, Sandra ; Westermann, Thomas ; Reichenbachas, Tomas ; Kienzler, Daniel ; Jrgensen, Kasper ; Bobeica, Elena ; de Jonghe, Olivier Georg ; Tosato, Andrea Giorgio ; Hernndez, Catalina Martnez ; Vitorino, Rita Fernandes ; Vladu, Andreea Liliana ; Goy, Gavin ; Hammermann, Felix ; Fonseca, Lus ; Papadopoulou, Niki ; Gori, Sofia ; Brand, Claus ; da Costa, Jos Cardoso ; Holm-Hadulla, Fdric ; Wintr, Ladislav ; Rttger, Joost ; Kerssenfischer, Mark ; Jalasjoki, Pirkka ; Baumann, Ursel ; Ungarelli, Flavia ; Covarrubias, Matias ; van der Ghote, Alejandro ; Marx, Magali ; Elfsbacka-Schmller, Michaela ; Saporito, Elisa ; Ilieva, Boryana ; Haavio, Markus ; Irastorza, Katti ; Papoutsi, Melina ; Goodhead, Robert ; Bitter, Lea ; Carboni, Giacomo ; Zimic, Sreko ; Scheer, Alexander ; Kedan, Danielle ; Bates, Colm ; de Almeida, Ins Fernandes ; Vrhelyi, Georges ; Martnez-Martin, Jaime ; Dupraz, Stphane ; Guilhem, Arthur Saint ; Kostka, Thomas ; Gross, Johannes ; Chahad, Mohammed ; Patriek, Matic ; Gonzles, Beatriz ; Auer, Simone ; Cantelmo, Alessandro ; Zutis, Klavs ; Scheithauer, Jan ; Kase, Hanno ; Bartocci, Anna ; Grazzini, Caterina Forti ; Thaler, Dominik ; Luikmel, Peeter ; Velasco, Sofia ; Momtsia, Angeliki ; Diaz, Rubn Dominguez ; Rigato, Rodolfo Dinis ; Lisack, Nomie ; Ciccarelli, Matteo ; Cinquin, Julian-Baptiste ; Penalver, Adrian ; Hoerova, Marie ; Akkaya, Yildiz ; Budnik, Katarzyna ; Zlobins, Andrejs ; Schrder, Maximilian ; Karadi, Peter ; Barkhausen, David ; Glckler, Gabriel ; Stevens, Arnoud ; Lemke, Wolfgang ; Ventula-Veghazy, Alexia ; Deskar-Krbi, Milan ; McGregor, Thomas ; Bottero, Margherita ; Lhuissier, Stphane ; Penciu, Alexandru ; Helmus, Casper ; Adalid, Ramn ; Broeders, Dirk ; Gallegos, Jos-Elas ; Dupin, Elise ; Schumacher, Julian ; Kaminskas, Rokas ; Bakowska, Katarzyna ; Speck, Christian ; Lechtaler, Wolfgang ; Nakov, Anton ; de Santis, Roberto A ; Nguyen, Benot ; Bletzinger, Tilman ; Istrefi, Klodiana ; Vetlov, Igor ; Pintari, Martin ; Kortelainen, Mika ; Barrau, Galo Nuo ; Boucinha, Miguel ; Casalis, Andr ; Hennigan, Cian ; Schupp, Fabian ; Consolo, Agostino ; Gilbert, Niels ; Avgousti, Aris ; Carrier, Alexandre ; Schwaab, Bernd ; Nikolov, Kalin ; Gti, Laura ; Gerke, Rafael ; Volk, Matjaz ; Pool, Sebastiaan ; Kornprobst, Antoine ; Motto, Roberto ; Bonomolo, Paolo ; Imbierowicz, Bjrn ; Ebener, Luca ; Linzert, Tobias ; Kapadia, Sujit ; Pareja, Ana Arencibia ; di Casola, Paola ; Scalone, Valerio ; Kwapil, Claudia ; Obstbaum, Meri ; Gareis, Johannes ; Ristiniemi, Annukka ; Tristani, Oreste ; von Landesberger, Julian ; Priftis, Romanos ; Kockerols, Thore ; Vlassopoulos, Thomas ; Bninghausen, Benjamin ; Sammarini, Anita ; Strukat, Martin ; Lund-Thomsen, Frederik ; Christoffel, Kai ; Angelini, Elena ; Dobrew, Michael ; Lang, Jan Hannes ; Kunzmann, Vanessa ; Odendahl, Florens ; Georgarakos, Dimitris ; Ruhkamp, Stefan ; Niessner, Birgit ; von Thadden, Leopold ; Quint, Dominic ; Klaver, Inge ; Boeckx, Jef ; Pilla, Edoardo ; Szablewksa, Marta ; Malacrino, Davide ; Allayioti, Anastasia ; Ferrari, Alessandro ; Kocharkov, Georgi. In: Occasional Paper Series. RePEc:ecb:ecbops:2025372.

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2024Capital requirements in Pillar 1 or Pillar 2: does it matter for market discipline?. (2024). Witte, Niklas. In: Working Paper Series. RePEc:ecb:ecbwps:20242988.

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2024Banks and non-banks stressed: liquidity shocks and the mitigating role of insurance companies. (2024). Miccio, Debora ; Gallet, Sbastien ; Schltter, Sebastian ; Kotronis, Stelios ; Sottocornola, Matteo ; Sydow, Matthias ; Dubiel-Teleszynski, Tomasz ; Fukker, Gbor ; Grndl, Helmut ; Franch, Fabio ; Pellegrino, Michela. In: Working Paper Series. RePEc:ecb:ecbwps:20243000.

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2025Monetary policy and the firm-level labor share: a story about capital. (2025). Matzner, Anna ; Steininger, Lea. In: Working Paper Series. RePEc:ecb:ecbwps:20253024.

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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.

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2025A study on the interaction of capital, liquidity and bank stability. (2025). Surez, Nuria ; Poblacin, Francisco Javier. In: Working Paper Series. RePEc:ecb:ecbwps:20253134.

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

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2025Inequality and transmission channels of monetary policy in a macro agent-based model. (2025). Russo, Alberto ; Coccia, Samantha. In: Economic Modelling. RePEc:eee:ecmode:v:153:y:2025:i:c:s0264999325003116.

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2025The impact of capital-based macroprudential policy on banks’ balance sheet composition. (2025). Mandas, Marco ; Goodell, John W. In: Economics Letters. RePEc:eee:ecolet:v:253:y:2025:i:c:s0165176525002149.

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2025How stressed are the banks? An inter-temporal network analysis. (2025). Swain, Pankaj ; Misra, Arun Kumar ; Poddar, Abhishek. In: Emerging Markets Review. RePEc:eee:ememar:v:69:y:2025:i:c:s1566014125001189.

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2025Do energy transition investment flows aid climate commitments?. (2025). Dunbar, Kwamie ; Treku, Daniel N. In: Energy Economics. RePEc:eee:eneeco:v:142:y:2025:i:c:s0140988324008727.

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2025US economic policy uncertainty and China’s outward investment diversification. (2025). Moon, Jiyong ; Lee, Won Kyung ; Kim, Hee-Eun. In: Finance Research Letters. RePEc:eee:finlet:v:73:y:2025:i:c:s1544612324016490.

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

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2024Impact of higher capital buffers on banks’ lending and risk-taking in the short- and medium-term: Evidence from the euro area experiments. (2024). Varraso, Paolo ; Marques, Aurea ; Cappelletti, Giuseppe. In: Journal of Financial Stability. RePEc:eee:finsta:v:72:y:2024:i:c:s1572308924000354.

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2025A network approach to interbank contagion risk in South Africa. (2025). Zhang, Hairui ; Lin, Shiqiang ; Mananga, Pierre Nkou. In: Journal of Financial Stability. RePEc:eee:finsta:v:77:y:2025:i:c:s1572308925000154.

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2025Does banks’ environmental engagement impact funding costs?. (2025). Douch, Mustapha ; al Islam, Md Jaber ; Moreira, Fernando. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:103:y:2025:i:c:s1042443125000745.

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2025Forecasting house price growth rates with factor models and spatio-temporal clustering. (2025). Franses, Philip Hans ; Mattera, Raffaele. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:398-417.

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2024Lessons from low interest rate policy: How did euro area banks respond?. (2024). Kakes, Jan ; Freriks, Jorien. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:146:y:2024:i:c:s0261560624001098.

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2025Airline network response to government policies: COVID-19 and Russian airspace closure. (2025). Cheung, Tommy ; Zhang, Yilin ; Liao, Maozhu. In: Transport Policy. RePEc:eee:trapol:v:169:y:2025:i:c:p:74-89.

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2024Yield Factors of Additional Tier 1 Bonds. (2024). Makushkin, Mikhail S. In: Finansovyj žhurnal — Financial Journal. RePEc:fru:finjrn:240503:p:43-59.

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2025Tracing the trajectories of energy intensity, environmental tax revenues, and environmental neutrality in major European economies. (2025). Javed, Aamir ; Aftab, Junaid ; Abid, Nabila ; Ahmad, Fayyaz. In: Post-Print. RePEc:hal:journl:hal-05568611.

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2025Heterogeneous macroeconomic effects of interplay in recent fiscal and monetary policies. (2025). Ulikov, Veronika ; Ihala, Patrik ; Sinikov, Marianna ; Brixov, Barbara. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:58:y:2025:i:6:d:10.1007_s10644-025-09931-x.

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2025University ambidexterity: assessing the nature of interdependence between knowledge exchange and knowledge creation in UK universities. (2025). Woodhouse, Drew ; Johnston, Andrew ; Wells, Peter. In: The Journal of Technology Transfer. RePEc:kap:jtecht:v:50:y:2025:i:3:d:10.1007_s10961-024-10137-y.

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2025Do less harm than good? Analyzing the effects of anti-money laundering regulations on income inequality in developing economies. (2025). Ajide, Folorunsho ; Egbewole, Abdulazeez Bunmi ; Ojeyinka, Titus Ayobami ; Matemane, Reon. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:26:y:2025:i:3:d:10.1057_s41261-025-00272-3.

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2025Assessing the impact of Covid-19 on the Italian comic book industry: a panel vector autoregressive analysis of financial ratios. (2025). Magrini, Alessandro ; Rimediotti, Luca. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:59:y:2025:i:4:d:10.1007_s11135-025-02122-w.

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2025New forecasting methods for an old problem: Predicting 147 years of systemic financial crises. (2025). Fritsche, Ulrich ; du Plessis, Emile. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:1:p:3-40.

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2024Balancing act: Trade‐offs and synergies within Sustainable Development Goals 1st, 10th, and 13th—Poverty, inequality, and climate actions. (2024). Hussain, Muttahir ; Yuan, Hongping ; Khan, Salim. In: Sustainable Development. RePEc:wly:sustdv:v:32:y:2024:i:6:p:6950-6967.

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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]		article5
2019The interaction between bank solvency and funding costs: A crucial effect in stress tests In: Economic Notes.
[Full Text][Citation analysis]		article11
2022The 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]		article1
2021Non-bank financial intermediation in the euro area: implications for monetary policy transmission and key vulnerabilities In: Occasional Paper Series.
[Full Text][Citation analysis]		paper8
2021Panel vector autoregression in R with the package panelvar In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article22
2017Bank Solvency and Funding Cost: New Data and New Results In: IMF Working Papers.
[Full Text][Citation analysis]		paper30
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]		article33
2013Macroeconomic, Market and Bank-Specific Determinants of the Net Interest Margin in Austria In: Financial Stability Report.
[Full Text][Citation analysis]		article9
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]		article12
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]		paper1
2022The ECB Single Supervisory Mechanism: Effects on Bank Performance and Capital Requirements (Burkhard Raunig, Michael Sigmund) In: Working Papers.
[Full Text][Citation analysis]		paper1
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]		paper31
2020Reciprocity in bank regulatory reforms and income inequality: first evidence from a panel vector autoregression analysis In: Empirical Economics.
[Full Text][Citation analysis]		article2
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]		article8
2014What predicts financial (in)stability? A Bayesian approach In: Discussion Papers.
[Full Text][Citation analysis]		paper6

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