Patrick Augustin : Citation Profile


Are you Patrick Augustin?

McGill University

8

H index

7

i10 index

309

Citations

RESEARCH PRODUCTION:

5

Articles

8

Papers

RESEARCH ACTIVITY:

   8 years (2012 - 2020). See details.
   Cites by year: 38
   Journals where Patrick Augustin has often published
   Relations with other researchers
   Recent citing documents: 34.    Total self citations: 7 (2.22 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pau92
   Updated: 2024-07-05    RAS profile: 2020-05-21    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Song, Dongho (2)

Chernov, Mikhail (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Patrick Augustin.

Is cited by:

Chernov, Mikhail (14)

Tomio, Davide (9)

Gross, Christian (8)

Wu, Eliza (8)

Siklos, Pierre (8)

Montes, Gabriel (7)

Creal, Drew (7)

Hördahl, Peter (7)

Zenios, Stavros (7)

Caporin, Massimiliano (6)

Pelizzon, Loriana (6)

Cites to:

Singleton, Kenneth (19)

Duffie, Darrell (19)

Longstaff, Francis (14)

Acharya, Viral (13)

Pedersen, Lasse (11)

pan, jun (11)

Reis, Ricardo (10)

KRISHNAMURTHY, ARVIND (8)

Reinhart, Carmen (7)

Mayordomo, Sergio (7)

Martin, Alberto (6)

Main data


Where Patrick Augustin has published?


Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc3
CFS Working Paper Series / Center for Financial Studies (CFS)2

Recent works citing Patrick Augustin (2024 and 2023)


YearTitle of citing document
2023CDS contract initiations: REIT board monitoring and corporate decision outcomes. (2023). Jain, Pawan ; Baulkaran, Vishaal. In: Journal of Financial Research. RePEc:bla:jfnres:v:46:y:2023:i:1:p:217-246.

Full description at Econpapers || Download paper

2024Climate Change and Sovereign Risk: A Regional Analysis for the Caribbean. (2024). Mohaddes, Kamiar ; Klusak, P ; Doherty-Bigara, J ; Burke, M ; Agarwala, M. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2420.

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

2024Exchange Rates and Sovereign Risk: A Nonlinear Approach Based on Local Gaussian Correlations. (2024). Legrenzi, Gabriella Deborah ; Heinlein, Reinhold. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11019.

Full description at Econpapers || Download paper

2023Local guarantees and SOE bond pricing in China. (2023). Wu, Sharon Xiaohui ; Wang, Yabin. In: China Economic Review. RePEc:eee:chieco:v:78:y:2023:i:c:s1043951x23000056.

Full description at Econpapers || Download paper

2023How does credit risk affect cost management strategies? Evidence on the initiation of credit default swap and sticky cost behavior. (2023). Yan, Yan ; Huang, Rong ; Dai, Jing. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s0929119923000500.

Full description at Econpapers || Download paper

2023Cross-border Italian sovereign risk transmission in EMU countries. (2023). Napolitano, Oreste ; Fiorelli, Cristiana ; D'Uva, Marcella ; Capasso, Salvatore. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002365.

Full description at Econpapers || Download paper

2024Discrepancy and cross-regional bias in sovereign credit ratings: Analyzing the role of public debt. (2024). Nguimkeu, Pierre ; Tatoutchoup, Didier ; ben Hmiden, Oussama ; Avele, Donatien. In: Economic Modelling. RePEc:eee:ecmode:v:131:y:2024:i:c:s0264999323004121.

Full description at Econpapers || Download paper

2023Who speaks louder, financial instruments or credit rating agencies? Analyzing the effects of different sovereign risk measures on interest rates in Brazil. (2023). Neves, Joo Pedro ; Montes, Gabriel Caldas. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000566.

Full description at Econpapers || Download paper

2023Frontier markets sovereign risk: New evidence from spatial econometric models. (2023). Telila, Henok Fasil. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pd:s1544612323010371.

Full description at Econpapers || Download paper

2023What is mine is yours: Sovereign risk transmission during the European debt crisis. (2023). Shin, Yongcheol ; Nguyen, Viet Hoang ; Greenwood-Nimmo, Matthew. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000037.

Full description at Econpapers || Download paper

2023Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds. (2023). Chernov, Mikhail ; Hordahl, Peter ; Creal, Drew. In: Journal of International Economics. RePEc:eee:inecon:v:140:y:2023:i:c:s0022199622001246.

Full description at Econpapers || Download paper

2024New insights into liquidity resiliency. (2024). Papavassiliou, Vassilios ; Boubaker, Sabri ; Osullivan, Conall ; Wafula, Ronald Wekesa. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001609.

Full description at Econpapers || Download paper

2023Breakup and default risks in the great lockdown. (2023). Consiglio, Andrea ; Borri, Nicola ; Bonaccolto, Giovanni. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s0378426621002600.

Full description at Econpapers || Download paper

2023COVID-19 Pandemic and Global Corporate CDS Spreads. (2023). Wu, Eliza ; To, Thomas Y ; Marra, Miriam ; Hasan, Iftekhar ; Zhang, Gaiyan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s0378426622001984.

Full description at Econpapers || Download paper

2023News indices on country fundamentals. (2023). Kocsis, Zalan ; Fulop, Andras. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001565.

Full description at Econpapers || Download paper

2023Sovereign risk premia and global macroeconomic conditions. (2023). Jeanneret, Alexandre ; Ekponon, Adelphe ; Andrade, Sandro C. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:1:p:172-197.

Full description at Econpapers || Download paper

2023Small and vulnerable: SME productivity in the great productivity slowdown. (2023). Lee, Do ; Chen, Sophia. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:1:p:49-74.

Full description at Econpapers || Download paper

2023A credit-based theory of the currency risk premium. (2023). , Ella ; Jeanneret, Alexandre ; della Corte, Pasquale. In: Journal of Financial Economics. RePEc:eee:jfinec:v:149:y:2023:i:3:p:473-496.

Full description at Econpapers || Download paper

2023Intermediary balance sheets and the treasury yield curve. (2023). Hebert, Benjamin ; Du, Wenxin ; Li, Wenhao. In: Journal of Financial Economics. RePEc:eee:jfinec:v:150:y:2023:i:3:s0304405x23001629.

Full description at Econpapers || Download paper

2023The long-run impact of sovereign yields on corporate yields in emerging markets. (2023). Magud, Nicolas ; Werner, Alejandro ; Li, Delong. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:130:y:2023:i:c:s0261560622001516.

Full description at Econpapers || Download paper

2023Uncertain tone, asset volatility and credit default swap spreads. (2023). Ramani, Srikanth ; Patel, Saurin ; Doshi, Hitesh ; Sooy, Matthew. In: Journal of Contemporary Accounting and Economics. RePEc:eee:jocaae:v:19:y:2023:i:3:s1815566923000309.

Full description at Econpapers || Download paper

2023Financial heterogeneity and monetary union. (2023). Zakrajšek, Egon ; Schoenle, Raphael ; Gilchrist, Simon ; Zakrajek, Egon ; Sim, Jae. In: Journal of Monetary Economics. RePEc:eee:moneco:v:139:y:2023:i:c:p:21-40.

Full description at Econpapers || Download paper

2023Hedging demand and near-zero swap spreads: Evidence from the Chinese interest rate swap market. (2023). Shang, Yuhuang ; Zhu, Chunhui ; Li, Shaoyu. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:91:y:2023:i:c:p:170-185.

Full description at Econpapers || Download paper

2024The effect of economic and political uncertainty on sovereign CDS spreads. (2024). Pan, Wei-Fong ; Wang, Xinjie ; Zhang, Jinfan ; Xu, Weike ; Xiao, Yaqing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:143-155.

Full description at Econpapers || Download paper

2024Assessing the impact of the COVID-19 crisis on sovereign default risk. (2024). Kanno, Masayasu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:68:y:2024:i:c:s0275531923003240.

Full description at Econpapers || Download paper

2023Sovereign Risk and Economic Complexity: Machine Learning Insights on Causality and Prediction. (2023). Valencia, Oscar ; Uribe, Jorge ; Gomez-Gonzalez, Jose. In: IREA Working Papers. RePEc:ira:wpaper:202315.

Full description at Econpapers || Download paper

2024The Changing Behavior of the European Credit Default Swap Spreads During the Covid-19 Pandemic: A Bayesian Network Analysis. (2024). Önder, A. Özlem ; Kila, Gul Huyuguzel ; Cinicioglu, Esma Nur ; Muradolu, Gulnur Y. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:3:d:10.1007_s10614-023-10489-x.

Full description at Econpapers || Download paper

2023Sovereign risk connectedness: the impact of ECB’s policy announcements in Central and Eastern Europe. (2023). Nioi, M ; Ciocirlan, C. In: Empirica. RePEc:kap:empiri:v:50:y:2023:i:4:d:10.1007_s10663-023-09583-y.

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

2023Treasury Safety, Liquidity, and Money Premium Dynamics: Evidence from Debt Limit Impasses. (2023). Klee, Elizabeth ; Syron, Erin E ; Cashin, David. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:55:y:2023:i:6:p:1475-1506.

Full description at Econpapers || Download paper

Works by Patrick Augustin:


YearTitleTypeCited
2016Credit Default Swaps: Past, Present, and Future In: Annual Review of Financial Economics.
[Full Text][Citation analysis]
article29
2018Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper18
2018Sovereign Credit Risk and Exchange Rates: Evidence from CDS Quanto Spreads.(2018) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18
paper
2016Real Economic Shocks and Sovereign Credit Risk In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article32
2016Sovereign to corporate risk spillovers In: Working Paper Series.
[Full Text][Citation analysis]
paper57
2018Sovereign to Corporate Risk Spillovers.(2018) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 57
article
2018The term structure of CDS spreads and sovereign credit risk In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article49
2019Benchmark Interest Rates When the Government is Risky In: NBER Working Papers.
[Full Text][Citation analysis]
paper8
2020The Term Structure of Covered Interest Rate Parity Violations In: NBER Working Papers.
[Full Text][Citation analysis]
paper1
2014Credit Default Swaps: A Survey In: Foundations and Trends(R) in Finance.
[Full Text][Citation analysis]
article90
2012Sovereign Credit Default Swap Premia In: Working Papers.
[Full Text][Citation analysis]
paper20
2016Why do investors buy sovereign default insurance? In: CFS Working Paper Series.
[Full Text][Citation analysis]
paper2
2016How do insiders trade? In: CFS Working Paper Series.
[Full Text][Citation analysis]
paper3

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated June, 27 2024. Contact: CitEc Team