Research output per year
Research output per year
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The capital buffer calibration for other systemically important institutions-Is the country heterogeneity in the EU caused by regulatory capture?
Sigmund, M., Nov 2022, In: Scottish Journal of Political Economy. 69, 5Publication: Scientific journal › Journal article › peer-review
Open Access -
Panel vector autoregression in R with the package panelvar
Sigmund, M. & Ferstl, R., 2019, In: Quarterly Review of Economics and Finance.Publication: Scientific journal › Journal article › peer-review
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Quantile Panel Estimation of Financial Contagion Effects
Sigmund, M., 2019, Panel Data Econometrics: Empirical Applications. Mike Tsionas (ed.). United Kingdom: Elsevier, p. 639 - 664Publication: Chapter in book/Conference proceeding › Chapter in edited volume
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Reciprocity in Bank Regulatory Reforms and Income Inequality - First Evidence from a Panel Vector Autoregression Analysis
Steininger, L. & Sigmund, M., 2019, In: Empirical Economics. 59, p. 1537–1572Publication: Scientific journal › Journal article › peer-review
Open Access -
The interaction between bank solvency and funding costs: A crucial effect in stress tests
Schmitz, S. W. & Sigmund, M., 2019, In: Economic Notes. 48, 2Publication: Scientific journal › Journal article › peer-review
Activities
- 8 Science to science
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Can bank-specific variables predict contagion effects?
Sigmund, M. (Speaker)
17 Nov 2016 → 18 Nov 2016Activity: Talk or presentation › Science to science
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Can bank-specific variables predict contagion effects?
Sigmund, M. (Speaker)
24 Sept 2016 → 25 Sept 2016Activity: Talk or presentation › Science to science
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The interaction between bank solvency and funding costs: A crucial effect in stress tests
Sigmund, M. (Speaker)
1 Sept 2016 → 2 Sept 2016Activity: Talk or presentation › Science to science
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The interaction between bank solvency and funding costs: A crucial effect in stress tests
Sigmund, M. (Speaker)
1 Jun 2016 → 2 Jun 2016Activity: Talk or presentation › Science to science
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Can bank-specific variables predict contagion effects?
Sigmund, M. (Speaker)
24 Sept 2015 → 25 Sept 2015Activity: Talk or presentation › Science to science