Access Statistics for Patrick Augustin

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Benchmark Interest Rates When the Government is Risky	0	0	1	26	1	5	8	70
Benchmark interest rates when the government is risky	0	0	0	7	3	3	7	34
How do insiders trade?	0	0	1	36	2	5	10	98
Informed options strategies before corporate events	0	0	0	7	16	16	53	68
Sovereign Credit Default Swap Premia	1	1	1	30	2	3	7	182
Sovereign Credit Risk and Exchange Rates: Evidence from CDS Quanto Spreads	0	1	6	92	4	8	27	222
Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads	0	1	2	32	0	3	8	113
Sovereign to corporate risk spillovers	0	0	0	38	3	12	15	154
The Term Structure of Covered Interest Rate Parity Violations	0	0	0	40	2	9	16	151
The impact of derivatives on spot markets: Evidence from the introduction of bitcoin futures contracts	2	5	10	38	49	69	112	169
The term structure of CIP violations	0	0	0	11	1	1	5	44
Why do investors buy sovereign default insurance?	1	1	1	9	2	2	2	65
Total Working Papers	4	9	22	366	85	136	270	1,370

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Ambiguity, Volatility, and Credit Risk	0	0	0	8	2	3	10	28
Are Corporate Spin-offs Prone to Insider Trading?	1	1	1	6	2	2	6	28
Benchmark interest rates when the government is risky	0	0	2	19	3	11	27	93
CDS Returns	0	0	3	25	3	3	11	66
Credit Default Swaps: A Survey	0	1	3	142	2	11	21	515
Credit Default Swaps: Past, Present, and Future	0	0	1	39	4	6	15	188
Cross-Listings and the Dynamics between Credit and Equity Returns	0	0	0	9	1	1	4	64
Disentangling types of liquidity and testing limits‐to‐arbitrage theories in the CDS–bond basis	0	0	1	5	2	5	7	24
How sovereign is sovereign credit risk? Global prices, local quantities	0	2	2	8	3	11	20	44
In sickness and in debt: The COVID-19 impact on sovereign credit risk	1	2	3	26	5	10	21	95
Informed Options Trading Before Corporate Events	0	0	4	19	1	1	7	42
Informed options strategies before corporate events	0	0	0	0	3	5	8	10
Real Economic Shocks and Sovereign Credit Risk	0	0	1	23	0	0	3	111
Sovereign to Corporate Risk Spillovers	0	1	1	19	1	5	11	130
The Term Structure of Covered Interest Rate Parity Violations	1	2	8	12	3	7	21	37
The term structure of CDS spreads and sovereign credit risk	0	0	1	42	5	10	19	183
Volmageddon and the Failure of Short Volatility Products	0	0	1	1	9	11	17	21
Total Journal Articles	3	9	32	403	49	102	228	1,679

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Statistics updated 2026-01-09