| Panel vector autoregression in R with the package panelvar M Sigmund, R Ferstl The Quarterly Review of Economics and Finance 80, 693-720, 2021 | 175 | 2021 |
| The interaction between bank solvency and funding costs: A crucial effect in stress tests SW Schmitz, M Sigmund, L Valderrama Economic Notes: Review of Banking, Finance and Monetary Economics 48 (2), e12130, 2019 | 61* | 2019 |
| Comparing different early warning systems: Results from a horse race competition among members of the macro-prudential research network L Alessi, A Antunes, J Babecký, S Baltussen, M Behn, D Bonfim, O Bush, ... | 60 | 2015 |
| Contagiousness and vulnerability in the Austrian interbank market C Puhr, R Seliger, M Sigmund Oesterreichische Nationalbank Financial Stability Report 24, 2012 | 57 | 2012 |
| Macroeconomic, market and bank-specific determinants of the net interest margin in Austria U Gunter, G Krenn, M Sigmund Oesterreichische nationalbank financial stability report 25, 2013 | 49 | 2013 |
| From low to negative rates: an asymmetric dilemma S Kerbl, M Sigmund Financial stability report 32, 120-135, 2016 | 41* | 2016 |
| risk-bearing capacity of Households–linking Micro-level Data to the Macroprudential toolkit N Albacete, J Eidenberger, G Krenn, P Lindner, M Sigmund Financial Stability Report 27, 95-110, 2014 | 33 | 2014 |
| Can bank-specific variables predict contagion effects? C Siebenbrunner, M Sigmund, S Kerbl Quantitative Finance 17 (12), 1805-1832, 2017 | 24 | 2017 |
| Direct cross-border lending by Austrian banks to eastern europe C Puhr, MS Schwaiger, M Sigmund Financial Stability Report 17, 102-122, 2009 | 20 | 2009 |
| Non-bank financial intermediation in the euro area: implications for monetary policy transmission and key vulnerabilities L Cappiello, F Holm-Hadulla, A Maddaloni, L Arts, N Meme, P Migiakis, ... | 19 | 2021 |
| How do macroeconomic and bank‐specific variables influence profitability in the Austrian banking sector? Evidence from a panel vector autoregression analysis M Sigmund, U Gunter, G Krenn Economic Notes: Review of Banking, Finance and Monetary Economics 46 (3 …, 2017 | 15 | 2017 |
| ArNIe in Action: the 2013 FsAp stress tests for the Austrian banking system M Feldkircher, G Fenz, R Ferstl, G Krenn, B Neudorfer, C Puhr, ... Financial stability report 26, 100-118, 2013 | 14 | 2013 |
| Comparing market power at home and abroad: evidence from Austrian banks and their subsidiaries in CESEE M Feldkircher, M Sigmund Focus on European economic integration Q 3, 59-77, 2017 | 11 | 2017 |
| What predicts financial (in) stability? A Bayesian approach J Eidenberger, B Neudorfer, M Sigmund, I Stein Deutsche Bundesbank Discussion Paper 36/2014, 2015 | 11 | 2015 |
| Quantifying financial stability in Austria–new tools for macroprudential supervision J Eidenberger, B Neudorfer, M Sigmund, I Stein Oesterreichische Nationalbank Financial Stability Report 26, 2013 | 11 | 2013 |
| What drives aggregate credit risk? S Kerbl, M Sigmund Oesterreichische Nationalbank Financial Stability Report 22, 2011 | 11 | 2011 |
| Model uncertainty and aggregated default probabilities: new evidence from Austria P Hofmarcher, S Kerbl, B Grün, M Sigmund, K Hornik Applied Economics 46 (8), 871-879, 2014 | 7 | 2014 |
| Macroprudential supervision: A Key lesson from the Financial crisis J Eidenberger, D Liebeg, SW Schmitz, R Seliger, M Sigmund, K Steiner, ... Financial Stability Report 27, 83-94, 2014 | 7 | 2014 |
| Do interbank markets price systemic risk? M Sigmund, C Siebenbrunner Journal of Financial Stability 71, 101223, 2024 | 6* | 2024 |
| The capital buffer calibration for other systemically important institutions‐Is the country heterogeneity in the EU caused by regulatory capture? M Sigmund Scottish Journal of Political Economy 69 (5), 533-563, 2022 | 5* | 2022 |
Robert FerstlUniversity of Regensburg, Oesterreichische Nationalbank在 ur.de 的电子邮件经过验证
