Michael Sigmund

432 citations
33 papers · 228 indexed · h-index 8

Impact in

  • Finance top 5%
    • Banking stability, regulation, efficiency
    • Global Financial Crisis and Policies
    • Credit Risk and Financial Regulations
    • Energy, Environment, Economic Growth
    • Housing Market and Economics
    • Market Dynamics and Volatility

Papers in

Michael Sigmund

29 papers receiving 218 citations

Peers

Michael Sigmund
Comparison fields: 5 of 48
  • Finance 118
  • Economics and Econometrics 143
  • General Economics, Econometrics and Finance 42
  • Accounting 40
  • Renewable Energy, Sustainability and the Environment 21
Replace Arief Ramayandi with:
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Citations per field
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Citations per year

Countries citing papers authored by Michael Sigmund

Since Specialization
Citations

This map shows the geographic impact of Michael Sigmund's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Michael Sigmund with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Michael Sigmund more than expected).

Fields of papers citing papers by Michael Sigmund

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Michael Sigmund. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Michael Sigmund. The network helps show where Michael Sigmund may publish in the future.

Co-authorship network

The 14 scholars most cited alongside Michael Sigmund, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.

Border = papers with Michael Sigmund Line = papers co-authored together Michael Sigmund links everyone, so they are left out of the graph.

All Works

20 of 20 papers shown
#Work
1 20244
2 20240
3 20230
4 20211
5 20200
6
Comparing Market Power at Home And Abroad: Evidence from Austrian Banks And Their Subsidiaries in CESEE
20173
7
Panel Vector Autoregression in R with the Panelvar Package
20174
8 20171
9 20171
10 201718
11 20151
12 20143
13
Quantifying Financial Stability in Austria – New Tools for Macroprudential Supervision
20132
14
Macroeconomic, Market and Bank-Specific Determinants of the Net Interest Margin in Austria
201312
15
ARNIE in Action: The 2013 FSAP Stress Tests for the Austrian Banking System
20137
16 20131
17
Contagiousness and Vulnerability in the Austrian Interbank Market
201218
18
What Drives Aggregate Credit Risk
20111
19
Quantifying Cyclicality of Regulatory Capital - First Evidence from Austria
20092
20
Direct Cross-Border Lending by Austrian Banks to Eastern Europe
20094

About Michael Sigmund

Michael Sigmund is a scholar working on Finance, General Economics, Econometrics and Finance, Accounting, Economics and Econometrics and Statistics and Probability, having authored 33 papers that have together received 228 indexed citations. Recurring topics across this work include Banking stability, regulation, efficiency (28 papers), Global Financial Crisis and Policies (15 papers), Credit Risk and Financial Regulations (14 papers), Monetary Policy and Economic Impact (7 papers), Corporate Finance and Governance (4 papers), Housing Market and Economics (4 papers), Spatial and Panel Data Analysis (3 papers) and Energy, Environment, Economic Growth (2 papers). The work is most often cited by research in Finance (118 citations), Economics and Econometrics (143 citations), General Economics, Econometrics and Finance (42 citations), Accounting (40 citations) and Renewable Energy, Sustainability and the Environment (21 citations). Michael Sigmund has collaborated with scholars based in Austria, Germany and Slovakia. Frequent co-authors include Robert Ferstl, Claus Puhr, Ulrich Gunter, Stefan W. Schmitz, Laura Valderrama, Martin Feldkircher, Peter Lindner, Thomas Reininger, Markus S. Schwaiger and Kurt Hornik. Their work appears in journals such as Quantitative Finance, Empirical Economics, Scottish Journal of Political Economy, Journal of Financial Stability and Applied Economics.

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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