Concepedia
Statistics
Publications
25
Citations
1.3K
H-Index
17
Active since
2012
Affiliations
McGill University(Current)
New York University
University of Hong Kong
Johns Hopkins University
Center for Economic and Policy Research
Patrick Augustin is an author at McGill University specializing in business, finance, and international finance.
Top concepts
FinanceBusinessGlobal FinanceEconomicsManagementFinancial CrisisFinancial EconomicsAsset PricingFinancial Risk ManagementCredit Default Swaps
Publications per year
2012–2024
In sickness and in debt: The COVID-19 impact on sovereign credit risk
Patrick Augustin, Valeri Sokolovski, Marti G. Subrahmanyam et al. · Journal of Financial Economics · 2021 · 155 citations · Full text
Sovereign Credit Risk, Economics, International Finance +9
Informed Options Trading Prior to Takeover Announcements: Insider Trading?
Patrick Augustin, Menachem Brenner, Marti G. Subrahmanyam · Management Science · 2019 · 136 citations
Market Microstructure, Mergers And Acquisitions, Market Manipulation +12
Real Economic Shocks and Sovereign Credit Risk
Patrick Augustin, Roméo Tédongap · Journal of Financial and Quantitative Analysis · 2016 · 121 citations
Economics, Volatility Modeling, External Shock +15
The term structure of CDS spreads and sovereign credit risk
Patrick Augustin · Journal of Monetary Economics · 2018 · 107 citations
Economics, International Finance, Financial Risk Management +10
Ambiguity, Volatility, and Credit Risk
Patrick Augustin, Yehuda Izhakian · Review of Financial Studies · 2019 · 90 citations
Empirical Finance, Economics, Volatility Modeling +13
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