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Details about Patrick Augustin

E-mail:
Homepage:http://patrickaugustin.ca
Workplace:Desautels Faculty of Management, McGill University, (more information at EDIRC)

Access statistics for papers by Patrick Augustin.

Last updated 2019-04-11. Update your information in the RePEc Author Service.

Short-id: pau92


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Working Papers

2018

  1. Sovereign Credit Risk and Exchange Rates: Evidence from CDS Quanto Spreads
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (7)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018) Downloads View citations (3)

2016

  1. How do insiders trade?
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads
  2. Sovereign to corporate risk spillovers
    Working Paper Series, European Central Bank Downloads View citations (8)
    See also Journal Article in Journal of Money, Credit and Banking (2018)
  3. Why do investors buy sovereign default insurance?
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads View citations (3)

2012

  1. Sovereign Credit Default Swap Premia
    Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics Downloads View citations (21)

Journal Articles

2018

  1. Sovereign to Corporate Risk Spillovers
    Journal of Money, Credit and Banking, 2018, 50, (5), 857-891 Downloads View citations (9)
    See also Working Paper (2016)
  2. The term structure of CDS spreads and sovereign credit risk
    Journal of Monetary Economics, 2018, 96, (C), 53-76 Downloads View citations (7)

2016

  1. Credit Default Swaps: Past, Present, and Future
    Annual Review of Financial Economics, 2016, 8, (1), 175-196 Downloads View citations (11)
  2. Real Economic Shocks and Sovereign Credit Risk
    Journal of Financial and Quantitative Analysis, 2016, 51, (02), 541-587 Downloads View citations (12)

2014

  1. Credit Default Swaps: A Survey
    Foundations and Trends(R) in Finance, 2014, 9, (1-2), 1-196 Downloads View citations (47)
 
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