Michael Sigmund

432 total citations
33 papers, 228 citations indexed

About

Michael Sigmund is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Michael Sigmund has authored 33 papers receiving a total of 228 indexed citations (citations by other indexed papers that have themselves been cited), including 30 papers in Finance, 11 papers in Economics and Econometrics and 7 papers in General Economics, Econometrics and Finance. Recurrent topics in Michael Sigmund's work include Banking stability, regulation, efficiency (28 papers), Global Financial Crisis and Policies (15 papers) and Credit Risk and Financial Regulations (14 papers). Michael Sigmund is often cited by papers focused on Banking stability, regulation, efficiency (28 papers), Global Financial Crisis and Policies (15 papers) and Credit Risk and Financial Regulations (14 papers). Michael Sigmund collaborates with scholars based in Austria, Germany and Slovakia. Michael Sigmund's 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 and has published in prestigious journals such as Applied Economics, Journal of Financial Stability and Quantitative Finance.

In The Last Decade

Michael Sigmund

29 papers receiving 218 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Michael Sigmund Austria	8	143	118	42	40	21	33	228
Chang Ma China	7	162 1.1×	96 0.8×	55 1.3×	29 0.7×	6 0.3×	30	246
Peter Nagle United States	9	147 1.0×	91 0.8×	79 1.9×	19 0.5×	17 0.8×	16	230
Arief Ramayandi Philippines	9	149 1.0×	88 0.7×	76 1.8×	59 1.5×	11 0.5×	26	241
Antonio Paradiso Italy	11	260 1.8×	138 1.2×	104 2.5×	38 0.9×	17 0.8×	34	344
Huthaifa Alqaralleh Jordan	11	264 1.8×	80 0.7×	67 1.6×	27 0.7×	67 3.2×	36	293
Samuel W. Malone Venezuela	8	132 0.9×	128 1.1×	130 3.1×	15 0.4×	12 0.6×	25	284
Krzysztof Echaust Poland	9	268 1.9×	139 1.2×	34 0.8×	34 0.8×	16 0.8×	29	319
Max Riedel Germany	7	294 2.1×	159 1.3×	40 1.0×	44 1.1×	21 1.0×	13	345
Han Hou Taiwan	9	232 1.6×	143 1.2×	61 1.5×	103 2.6×	18 0.9×	19	312

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 of co-authors of Michael Sigmund

This figure shows the co-authorship network connecting the top 25 collaborators of Michael Sigmund. A scholar is included among the top collaborators of Michael Sigmund based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Michael Sigmund. Michael Sigmund is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Sigmund, Michael, et al.. (2024). Do interbank markets price systemic risk?. Journal of Financial Stability. 71. 101223–101223. 4 indexed citations

Segalla, Esther, et al.. (2024). Assessing the solvency of virtual asset service providers: are current standards sufficient?. Applied Economics. 1–16.

Segalla, Esther, et al.. (2023). Assessing the Solvency of Virtual Asset Service Providers: Are Current Standards Sufficient?. SSRN Electronic Journal.

Sigmund, Michael. (2021). The capital buffer calibration for other systemically important institutions‐Is the country heterogeneity in the EU caused by regulatory capture?. Scottish Journal of Political Economy. 69(5). 533–563. 1 indexed citations

Sigmund, Michael. (2020). Assessing macro-prudential policies: the case of FX lending. Journal of Economics and Finance. 45(2). 316–359.

Feldkircher, Martin & Michael Sigmund. (2017). Comparing Market Power at Home And Abroad: Evidence from Austrian Banks And Their Subsidiaries in CESEE. SSRN Electronic Journal. 59–77. 3 indexed citations

Sigmund, Michael, et al.. (2017). Panel Vector Autoregression in R with the Panelvar Package. SSRN Electronic Journal. 4 indexed citations

Sigmund, Michael, et al.. (2017). What Predicts Financial (In)Stability? A Bayesian Approach. Credit and Capital Markets – Kredit und Kapital. 50(3). 299–336. 1 indexed citations

Sigmund, Michael, et al.. (2017). What Drives Pricing in Interbank Markets?. SSRN Electronic Journal. 1 indexed citations

10.

Sigmund, Michael & Robert Ferstl. (2017). Panel Vector Autoregression in R with the Package Panelvar. SSRN Electronic Journal. 18 indexed citations

11.

Sigmund, Michael, et al.. (2015). What Predicts Financial (In)Stability? A Bayesian Approach. SSRN Electronic Journal. 1 indexed citations

12.

Sigmund, Michael, et al.. (2014). What Predicts Financial (In)Stability? A Bayesian Approach. SSRN Electronic Journal. 3 indexed citations

13.

Sigmund, Michael, et al.. (2013). Quantifying Financial Stability in Austria – New Tools for Macroprudential Supervision. SSRN Electronic Journal. 62–81. 2 indexed citations

14.

Gunter, Ulrich, et al.. (2013). Macroeconomic, Market and Bank-Specific Determinants of the Net Interest Margin in Austria. SSRN Electronic Journal. 87–101. 12 indexed citations

15.

Feldkircher, Martin, Robert Ferstl, Claus Puhr, et al.. (2013). ARNIE in Action: The 2013 FSAP Stress Tests for the Austrian Banking System. RePEc: Research Papers in Economics. 100–118. 7 indexed citations

16.

Sigmund, Michael, et al.. (2013). Detecting Financial Stability Vulnerabilities in Due Time: Can Simple Indicators Identify a Complex Issue?. SSRN Electronic Journal. 1 indexed citations

17.

Puhr, Claus, et al.. (2012). Contagiousness and Vulnerability in the Austrian Interbank Market. SSRN Electronic Journal. 62–78. 18 indexed citations

18.

Sigmund, Michael, et al.. (2011). What Drives Aggregate Credit Risk. SSRN Electronic Journal. 72–87. 1 indexed citations

19.

Sigmund, Michael, et al.. (2009). Quantifying Cyclicality of Regulatory Capital - First Evidence from Austria. SSRN Electronic Journal. 93–103. 2 indexed citations

20.

Schwaiger, Markus S., et al.. (2009). Direct Cross-Border Lending by Austrian Banks to Eastern Europe. RePEc: Research Papers in Economics. 102–122. 4 indexed citations

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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