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 3 3 21 86
Benchmark interest rates when the government is risky 0 0 0 7 0 2 19 49
How do insiders trade? 0 0 0 36 1 1 17 109
Informed options strategies before corporate events 0 0 0 7 1 3 57 89
Sovereign Credit Default Swap Premia 0 0 1 30 0 1 19 196
Sovereign Credit Risk and Exchange Rates: Evidence from CDS Quanto Spreads 0 1 3 93 2 6 41 252
Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads 0 1 2 33 5 7 19 129
Sovereign to corporate risk spillovers 0 0 3 41 1 1 30 171
The Term Structure of Covered Interest Rate Parity Violations 0 0 1 41 1 1 52 194
The impact of derivatives on spot markets: Evidence from the introduction of bitcoin futures contracts 2 3 18 50 3 25 363 454
The term structure of CIP violations 0 0 0 11 1 1 19 61
Why do investors buy sovereign default insurance? 0 0 1 9 1 5 14 77
Total Working Papers 2 5 29 384 19 56 671 1,867

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 1 1 14 37
Are Corporate Spin-offs Prone to Insider Trading? 0 0 1 6 0 1 11 36
Benchmark interest rates when the government is risky 1 1 3 22 1 2 28 109
CDS Returns 0 0 1 26 1 1 15 78
Credit Default Swaps: A Survey 1 3 5 146 4 9 44 548
Credit Default Swaps: Past, Present, and Future 0 0 1 40 1 1 20 202
Cross-Listings and the Dynamics between Credit and Equity Returns 0 0 0 9 1 1 8 71
Disentangling types of liquidity and testing limits‐to‐arbitrage theories in the CDS–bond basis 0 0 1 5 0 0 13 31
How sovereign is sovereign credit risk? Global prices, local quantities 0 0 3 9 2 5 29 61
In sickness and in debt: The COVID-19 impact on sovereign credit risk 0 1 7 31 0 3 45 128
Informed Options Trading Before Corporate Events 0 0 4 22 2 4 17 57
Informed options strategies before corporate events 0 1 1 1 2 5 25 29
Real Economic Shocks and Sovereign Credit Risk 0 0 1 24 0 0 10 121
Sovereign to Corporate Risk Spillovers 0 0 2 20 1 2 24 147
The Term Structure of Covered Interest Rate Parity Violations 0 1 5 14 1 5 26 54
The term structure of CDS spreads and sovereign credit risk 0 3 6 48 1 4 24 195
Volmageddon and the Failure of Short Volatility Products 0 0 1 2 5 11 57 66
Total Journal Articles 2 10 42 433 23 55 410 1,970

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-09-10