Details about Patrick Augustin
Access statistics for papers by Patrick Augustin.
Last updated 2020-05-21. Update your information in the RePEc Author Service.
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- The term structure of CIP violations
NBER Working Papers, National Bureau of Economic Research, Inc
- Benchmark Interest Rates When the Government is Risky
NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
- Sovereign Credit Risk and Exchange Rates: Evidence from CDS Quanto Spreads
NBER Working Papers, National Bureau of Economic Research, Inc View citations (17)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018) View citations (11)
- How do insiders trade?
CFS Working Paper Series, Center for Financial Studies (CFS) View citations (1)
- Sovereign to corporate risk spillovers
Working Paper Series, European Central Bank View citations (26)
See also Journal Article in Journal of Money, Credit and Banking (2018)
- Why do investors buy sovereign default insurance?
CFS Working Paper Series, Center for Financial Studies (CFS) View citations (4)
- Sovereign Credit Default Swap Premia
Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics View citations (25)
- Sovereign to Corporate Risk Spillovers
Journal of Money, Credit and Banking, 2018, 50, (5), 857-891 View citations (32)
See also Working Paper (2016)
- The term structure of CDS spreads and sovereign credit risk
Journal of Monetary Economics, 2018, 96, (C), 53-76 View citations (27)
- Credit Default Swaps: Past, Present, and Future
Annual Review of Financial Economics, 2016, 8, (1), 175-196 View citations (20)
- Real Economic Shocks and Sovereign Credit Risk
Journal of Financial and Quantitative Analysis, 2016, 51, (2), 541-587 View citations (22)
- Credit Default Swaps: A Survey
Foundations and Trends(R) in Finance, 2014, 9, (1-2), 1-196 View citations (71)
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