All Stories

  1. Learning regulator influence on internal risk weights

    Article • November 2021, ACM (Association for Computing Machinery)

    Michael Sigmund

  2. Can bank-specific variables predict contagion effects?

    Article • Quantitative Finance, September 2017, Taylor & Francis

    Michael Sigmund

  3. How Do Macroeconomic and Bank-specific Variables Influence Profitability in the Austrian Banking Sector? Evidence from a Panel Vector Autoregression Analysis

    Article • Economic Notes, June 2017, Wiley

    Michael Sigmund