AD Scientific Index
 Open Nav
Login Login Pricing & Plans Pricing & Plans
Michael Sigmund

Michael Sigmund

Austrian National Bank - Vienna / Austria
Economics & Econometrics / Economics
AD Scientific Index ID: 4630176
-
person_outline Michael Sigmund's MOST POPULAR ARTICLES
1-) Panel vector autoregression in R with the package panelvar The Quarterly Review of Economics and Finance 80, 693-720, 2021
2-) The interaction between bank solvency and funding costs: A crucial effect in stress tests Economic Notes: Review of Banking, Finance and Monetary Economics 48 (2), e12130, 2019
3-) Comparing different early warning systems: Results from a horse race competition among members of the macro-prudential research network
4-) Contagiousness and vulnerability in the Austrian interbank market Oesterreichische Nationalbank Financial Stability Report 24, 2012
5-) Macroeconomic, market and bank-specific determinants of the net interest margin in Austria Oesterreichische nationalbank financial stability report 25, 2013