Patrick AUGUSTIN
Patrick AUGUSTIN
Assistant Professor of Finance, McGill University
Bestätigte E-Mail-Adresse bei mcgill.ca - Startseite
TitelZitiert vonJahr
Credit default swaps: A survey
P Augustin, MG Subrahmanyam, DY Tang, SQ Wang
Foundations and Trends® in Finance 9 (1–2), 1-196, 2014
1672014
Informed Options Trading Prior to Takeover Announcements: Insider Trading?
P Augustin, M Brenner, MG Subrahmanyam
Management Science, 2019
84*2019
Sovereign credit default swap premia
P Augustin
Journal of Investment Management 12 (2), 65-102, 2014
702014
Real economic shocks and sovereign credit risk
P Augustin, R Tédongap
Journal of Financial and Quantitative Analysis, forthcoming 51 (2), 541-587, 2012
64*2012
Credit default swaps: Past, present, and future
P Augustin, MG Subrahmanyam, DY Tang, SQ Wang
Annual Review of Financial Economics 8, 175-196, 2016
602016
The term structure of CDS spreads and sovereign credit risk
P Augustin
Journal of Monetary Economics 96, 53-76, 2018
462018
Sovereign to corporate risk spillovers
P Augustin, H Boustanifar, JH Breckenfelder, J Schnitzler
Journal of Money, Credit & Banking, 2016
38*2016
Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads
P Augustin, M Chernov, D Song
National Bureau of Economic Research, 2018
212018
Squeezed everywhere: Can we learn something new from the CDS-bond basis
P Augustin
Unpublished working paper. McGill University, 2012
192012
Are corporate spin-offs prone to insider trading?
P Augustin, M Brenner, J Hu, MG Subrahmanyam
Available at SSRN 2563012, 2015
122015
How do Informed Investors Trade in the Options Market?✩
P Augustin, M Brenner, G Grass, MG Subrahmanyam
Working paper, 2016
11*2016
How Sovereign is Sovereign Credit Risk? Global Prices, Local Quantities
P Augustin, V Sokolovski, MG Subrahmanyam, D Tomio
CFS Working Paper, 2018
8*2018
Ambiguity, Volatility, and Credit Risk
P Augustin, YY Izhakian
Volatility, and Credit Risk (January 15, 2017), 2017
82017
Disappointment Aversion, Term Structure, and Predictability Puzzles in Bond Markets
P Augustin, R Tédongap
Swedish House of Finance Research Paper, 2014
3*2014
Benchmark interest rates when the government is risky
P Augustin, M Chernov, L Schmid, D Song
National Bureau of Economic Research Working Paper Series, 2019
12019
Cross-Listings and the Dynamics between Credit and Equity Returns
P Augustin, F Jiao, S Sarkissian, MJ Schill
The Review of Financial Studies, 2019
1*2019
A Note on CDS Returns
P Augustin, F Saleh
Available at SSRN 2985213, 2017
12017
Essays on Sovereign Credit Risk and Credit Default Swap Spreads
P Augustin
Stockholm School of Economics, 2013
12013
Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads
M Chernov, P Augustin, D Song
2018
Exotic Interest Rate Swaps: Snowballs in Portugal
B Vallee, P Augustin, P Rich
2017
Das System kann den Vorgang jetzt nicht ausführen. Versuchen Sie es später erneut.
Artikel 1–20