Details about Michael Sigmund
Access statistics for papers by Michael Sigmund.
Last updated 2021-02-07. Update your information in the RePEc Author Service.
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- Comparing different early warning systems: Results from a horse race competition among members of the Macro-prudential Research Network
MPRA Paper, University Library of Munich, Germany View citations (21)
- What predicts financial (in)stability? A Bayesian approach
Discussion Papers, Deutsche Bundesbank View citations (4)
See also Journal Article in Credit and Capital Markets (2017)
- The interaction between bank solvency and funding costs: A crucial effect in stress tests
Economic Notes, 2019, 48, (2) View citations (3)
- Can bank-specific variables predict contagion effects?
Quantitative Finance, 2017, 17, (12), 1805-1832 View citations (3)
- Comparing market power at home and abroad: evidence from Austrian banks and their subsidiaries in CESEE
Focus on European Economic Integration, 2017, (Q3/17), 59-77
- How Do Macroeconomic and Bank-specific Variables Influence Profitability in the Austrian Banking Sector? Evidence from a Panel Vector Autoregression Analysis
Economic Notes, 2017, 46, (3), 555-586 View citations (3)
- What predicts Financial (In)Stability? A Bayesian Approach
Credit and Capital Markets, 2017, 50, (3), 299-336
See also Working Paper (2014)
- From low to negative rates: an asymmetric dilemma
Financial Stability Report, 2016, (32), 120-137 View citations (6)
- Macroprudential Supervision: A Key Lesson from the Financial Crisis
Financial Stability Report, 2014, (27), 83-94 View citations (4)
- Model uncertainty and aggregated default probabilities: new evidence from Austria
Applied Economics, 2014, 46, (8), 871-879 View citations (2)
- Risk-Bearing Capacity of Households – Linking Micro-Level Data to the Macroprudential Toolkit
Financial Stability Report, 2014, (27), 95-110 View citations (22)
- ARNIE in Action: The 2013 FSAP Stress Tests for the Austrian Banking System
Financial Stability Report, 2013, (26), 100-118 View citations (9)
- Macroeconomic, Market and Bank-Specific Determinants of the Net Interest Margin in Austria
Financial Stability Report, 2013, (25), 87-101 View citations (8)
- Quantifying Financial Stability in Austria, New Tools for Macroprudential Supervision
Financial Stability Report, 2013, (26), 62-81 View citations (6)
- Contagiousness and Vulnerability in the Austrian Interbank Market
Financial Stability Report, 2012, (24), 62-78 View citations (28)
- Detecting Financial Stability Vulnerabilities in Due Time: Can Simple Indicators Identify a Complex Issue?
Financial Stability Report, 2011, (22), 59-71 View citations (1)
- What Drives Aggregate Credit Risk?
Financial Stability Report, 2011, (22), 72-87 View citations (3)
- Direct Cross-Border Lending by Austrian Banks to Eastern Europe
Financial Stability Report, 2009, (17), 102-122 View citations (4)
- Quantifying the Cyclicality of Regulatory Capital – First Evidence from Austria
Financial Stability Report, 2009, (18), 93-103 View citations (2)
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