Access Statistics for Patrick Augustin

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Benchmark Interest Rates When the Government is Risky 0 0 0 26 0 6 20 83
Benchmark interest rates when the government is risky 0 0 0 7 1 4 19 48
How do insiders trade? 0 0 0 36 0 3 17 108
Informed options strategies before corporate events 0 0 0 7 2 6 59 88
Sovereign Credit Default Swap Premia 0 0 1 30 1 4 20 196
Sovereign Credit Risk and Exchange Rates: Evidence from CDS Quanto Spreads 1 1 3 93 4 12 41 250
Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads 1 1 2 33 2 5 15 124
Sovereign to corporate risk spillovers 0 1 3 41 0 5 29 170
The Term Structure of Covered Interest Rate Parity Violations 0 0 1 41 0 6 51 193
The impact of derivatives on spot markets: Evidence from the introduction of bitcoin futures contracts 0 5 18 47 17 156 372 446
The term structure of CIP violations 0 0 0 11 0 6 18 60
Why do investors buy sovereign default insurance? 0 0 1 9 2 5 11 74
Total Working Papers 2 8 29 381 29 218 672 1,840

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Ambiguity, Volatility, and Credit Risk 0 0 0 8 0 4 16 36
Are Corporate Spin-offs Prone to Insider Trading? 0 0 1 6 0 4 10 35
Benchmark interest rates when the government is risky 0 0 3 21 0 6 30 107
CDS Returns 0 1 1 26 0 6 16 77
Credit Default Swaps: A Survey 2 2 4 145 3 11 39 542
Credit Default Swaps: Past, Present, and Future 0 1 1 40 0 7 23 201
Cross-Listings and the Dynamics between Credit and Equity Returns 0 0 0 9 0 4 8 70
Disentangling types of liquidity and testing limits‐to‐arbitrage theories in the CDS–bond basis 0 0 1 5 0 3 14 31
How sovereign is sovereign credit risk? Global prices, local quantities 0 1 3 9 1 7 27 57
In sickness and in debt: The COVID-19 impact on sovereign credit risk 1 2 7 31 2 7 46 127
Informed Options Trading Before Corporate Events 0 0 5 22 0 5 15 53
Informed options strategies before corporate events 0 0 0 0 0 5 20 24
Real Economic Shocks and Sovereign Credit Risk 0 0 2 24 0 3 11 121
Sovereign to Corporate Risk Spillovers 0 0 2 20 0 8 23 145
The Term Structure of Covered Interest Rate Parity Violations 1 1 5 14 4 6 26 53
The term structure of CDS spreads and sovereign credit risk 0 0 3 45 0 2 23 191
Volmageddon and the Failure of Short Volatility Products 0 1 1 2 4 13 51 59
Total Journal Articles 4 9 39 427 14 101 398 1,929

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Statistics updated 2026-07-10