IDEAS home Printed from https://ideas.repec.org/e/pau92.html
   My authors  Follow this author

Patrick Augustin

Personal Details

First Name:Patrick
Middle Name:
Last Name:Augustin
Suffix:
RePEc Short-ID:pau92
http://patrickaugustin.ca/

Affiliation

Desautels Faculty of Management
McGill University

Montréal, Canada
http://www.mcgill.ca/desautels/
RePEc:edi:fmmcgca (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Patrick Augustin & Mikhail Chernov & Lukas Schmid & Dongho Song, 2020. "The Term Structure of Covered Interest Rate Parity Violations," NBER Working Papers 27231, National Bureau of Economic Research, Inc.
  2. Patrick Augustin & Mikhail Chernov & Lukas Schmid & Dongho Song, 2019. "Benchmark Interest Rates When the Government is Risky," NBER Working Papers 26429, National Bureau of Economic Research, Inc.
  3. Chernov, Mikhail & Augustin, Patrick & Song, Dongho, 2018. "Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads," CEPR Discussion Papers 12857, C.E.P.R. Discussion Papers.
  4. Augustin, Patrick & Sokolovski, Valeri & Subrahmanyam, Marti G., 2016. "Why do investors buy sovereign default insurance?," CFS Working Paper Series 540, Center for Financial Studies (CFS).
  5. Augustin, Patrick & Brenner, Menachem & Grass, Gunnar & Subrahmanyam, Marti G., 2016. "How do insiders trade?," CFS Working Paper Series 541, Center for Financial Studies (CFS).
  6. Augustin, Patrick & Boustanifar, Hamid & Breckenfelder, Johannes & Schnitzler, Jan, 2016. "Sovereign to corporate risk spillovers," Working Paper Series 1878, European Central Bank.
  7. Patrick Augustin, 2012. "Sovereign Credit Default Swap Premia," Working Papers 12-10, New York University, Leonard N. Stern School of Business, Department of Economics.

Articles

  1. Augustin, Patrick, 2018. "The term structure of CDS spreads and sovereign credit risk," Journal of Monetary Economics, Elsevier, vol. 96(C), pages 53-76.
  2. Patrick Augustin & Hamid Boustanifar & Johannes Breckenfelder & Jan Schnitzler, 2018. "Sovereign to Corporate Risk Spillovers," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(5), pages 857-891, August.
  3. Patrick Augustin & Marti G. Subrahmanyam & Dragon Y. Tang & Sarah Q. Wang, 2016. "Credit Default Swaps: Past, Present, and Future," Annual Review of Financial Economics, Annual Reviews, vol. 8(1), pages 175-196, October.
  4. Augustin, Patrick & Tédongap, Roméo, 2016. "Real Economic Shocks and Sovereign Credit Risk," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(2), pages 541-587, April.
  5. Augustin, Patrick & Subrahmanyam, Marti G. & Tang, Dragon Yongjun & Wang, Sarah Qian, 2014. "Credit Default Swaps: A Survey," Foundations and Trends(R) in Finance, now publishers, vol. 9(1-2), pages 1-196, December.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 7 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (4) 2018-04-30 2018-04-30 2019-11-11 2020-06-29
  2. NEP-EEC: European Economics (2) 2016-02-12 2018-04-30
  3. NEP-OPM: Open Economy Macroeconomics (2) 2018-04-30 2018-04-30
  4. NEP-FMK: Financial Markets (1) 2018-04-30
  5. NEP-IAS: Insurance Economics (1) 2016-10-16
  6. NEP-IFN: International Finance (1) 2018-04-30
  7. NEP-MON: Monetary Economics (1) 2018-04-30
  8. NEP-MST: Market Microstructure (1) 2016-10-16
  9. NEP-RMG: Risk Management (1) 2016-02-12

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Patrick Augustin should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.