7
H index
7
i10 index
293
Citations
Patrick Augustin : Citation Profile
McGill University | RESEARCH PRODUCTION: 5 Articles 8 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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8 years (2012 - 2020). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Patrick Augustin. | Is cited by:
| Cites to:
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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, Inc | 3 |
| CFS Working Paper Series / Center for Financial Studies (CFS) | 2 |
Recent works citing Patrick Augustin (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | CDS 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 |
| 2023 | Local 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 |
| 2023 | How 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 |
| 2023 | Cross-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 |
| 2023 | Who 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 |
| 2023 | What 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 |
| 2023 | Sovereign 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 |
| 2023 | Breakup 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 |
| 2023 | COVID-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 |
| 2023 | News 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 |
| 2023 | Sovereign 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 |
| 2023 | Small 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 |
| 2023 | A 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 |
| 2023 | The 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 |
| 2023 | Hedging 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 |
| 2023 | Sovereign 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 |
| 2023 | Sovereign 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 |
| 2023 | Treasury 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:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2016 | Credit Default Swaps: Past, Present, and Future In: Annual Review of Financial Economics. [Full Text][Citation analysis] | article | 28 |
| 2018 | Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 18 |
| 2018 | Sovereign 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 | |
| 2016 | Real Economic Shocks and Sovereign Credit Risk In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 31 |
| 2016 | Sovereign to corporate risk spillovers In: Working Paper Series. [Full Text][Citation analysis] | paper | 52 |
| 2018 | Sovereign to Corporate Risk Spillovers.(2018) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | article | |
| 2018 | The term structure of CDS spreads and sovereign credit risk In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 44 |
| 2019 | Benchmark Interest Rates When the Government is Risky In: NBER Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2020 | The Term Structure of Covered Interest Rate Parity Violations In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2014 | Credit Default Swaps: A Survey In: Foundations and Trends(R) in Finance. [Full Text][Citation analysis] | article | 88 |
| 2012 | Sovereign Credit Default Swap Premia In: Working Papers. [Full Text][Citation analysis] | paper | 20 |
| 2016 | Why do investors buy sovereign default insurance? In: CFS Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2016 | How do insiders trade? In: CFS Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2024. Contact: CitEc Team