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 1 4 22 87
Benchmark interest rates when the government is risky 0 0 0 7 1 2 19 50
How do insiders trade? 0 0 0 36 0 1 16 109
Informed options strategies before corporate events 0 0 0 7 4 5 41 93
Sovereign Credit Default Swap Premia 0 0 1 30 1 1 18 197
Sovereign Credit Risk and Exchange Rates: Evidence from CDS Quanto Spreads 0 0 2 93 0 2 38 252
Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads 0 0 2 33 2 7 21 131
Sovereign to corporate risk spillovers 0 0 3 41 0 1 29 171
The Term Structure of Covered Interest Rate Parity Violations 0 0 1 41 1 2 53 195
The impact of derivatives on spot markets: Evidence from the introduction of bitcoin futures contracts 1 4 18 51 6 14 360 460
The term structure of CIP violations 0 0 0 11 1 2 19 62
Why do investors buy sovereign default insurance? 0 0 1 9 1 4 15 78
Total Working Papers 1 4 28 385 18 45 651 1,885

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 1 12 37
Are Corporate Spin-offs Prone to Insider Trading? 0 0 1 6 0 1 10 36
Benchmark interest rates when the government is risky 0 1 3 22 2 4 29 111
CDS Returns 0 0 1 26 1 2 16 79
Credit Default Swaps: A Survey 0 1 5 146 1 7 45 549
Credit Default Swaps: Past, Present, and Future 0 0 1 40 0 1 20 202
Cross-Listings and the Dynamics between Credit and Equity Returns 0 0 0 9 1 2 9 72
Disentangling types of liquidity and testing limits‐to‐arbitrage theories in the CDS–bond basis 0 0 0 5 1 1 13 32
How sovereign is sovereign credit risk? Global prices, local quantities 0 0 3 9 2 6 30 63
In sickness and in debt: The COVID-19 impact on sovereign credit risk 0 0 7 31 2 3 45 130
Informed Options Trading Before Corporate Events 0 0 3 22 0 4 16 57
Informed options strategies before corporate events 1 2 2 2 6 11 30 35
Real Economic Shocks and Sovereign Credit Risk 0 0 1 24 0 0 10 121
Sovereign to Corporate Risk Spillovers 0 0 2 20 0 2 22 147
The Term Structure of Covered Interest Rate Parity Violations 0 0 4 14 1 2 25 55
The term structure of CDS spreads and sovereign credit risk 0 3 6 48 1 5 23 196
Volmageddon and the Failure of Short Volatility Products 0 0 1 2 7 14 63 73
Total Journal Articles 1 7 40 434 25 66 418 1,995

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Statistics updated 2026-10-11