5
H index
3
i10 index
124
Citations
Oesterreichische Nationalbank | 5 H index 3 i10 index 124 Citations RESEARCH PRODUCTION: 22 Articles 23 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
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 |
| Applied Economics | 2 |
| Econometrics | 2 |
| German Economic Review | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Oesterreichische Nationalbank (Austrian Central Bank) | 14 |
| Papers / arXiv.org | 2 |
| 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 |
| 2026 | Stablecoins 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 |
| 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 |
| 2025 | Causality 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 |
| 2026 | Stablecoins 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 |
| 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 |
| 2026 | The 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 |
| 2026 | Finance, 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 |
| 2025 | Banking 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 |
| 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 |
| 2025 | Bank 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 |
| 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 | 4 |
| 2025 | Assessing 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 | |
| 2026 | Stablecoins under Stress in a National Economy: Transaction-Level Evidence from Austrian Crypto-Asset Service Providers In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2026 | Stablecoins 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 | |
| 2017 | Do Banks Lend Less in Uncertain Times? In: Economica. [Full Text][Citation analysis] | article | 30 |
| 2014 | Do Banks Lend Less in Uncertain Times?.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
| 2014 | Do Banks Lend Less in Uncertain Times?.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | 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 |
| 2024 | A view from outside: sovereign CDS volatility as an indicator of economic uncertainty In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 0 |
| 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 |
| 2026 | Crypto-Asset Monitoring Expert Group (CAMEG) 2025 Conference - Book of abstracts In: Occasional Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2008 | A value at risk analysis of cedit default swaps In: Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 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 | ||
| 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: 3 | 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 | 2 |
| 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 | 25 |
| 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 | 2 |
| 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 |
| 2026 | DAG-Based Local Projections (Burkhard Raunig) In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 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 | 5 |
| 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 July, 10 2026. Contact: CitEc Team