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 1 26 1 5 12 74
Benchmark interest rates when the government is risky 0 0 0 7 5 12 15 43
How do insiders trade? 0 0 0 36 0 7 13 103
Informed options strategies before corporate events 0 0 0 7 1 21 56 73
Sovereign Credit Default Swap Premia 0 1 1 30 2 11 15 191
Sovereign Credit Risk and Exchange Rates: Evidence from CDS Quanto Spreads 0 0 6 92 8 19 42 237
Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads 0 0 2 32 0 5 11 118
Sovereign to corporate risk spillovers 0 1 1 39 2 10 21 161
The Term Structure of Covered Interest Rate Parity Violations 0 0 0 40 4 33 40 182
The impact of derivatives on spot markets: Evidence from the introduction of bitcoin futures contracts 2 5 13 41 47 134 195 254
The term structure of CIP violations 0 0 0 11 3 10 12 53
Why do investors buy sovereign default insurance? 0 1 1 9 1 5 5 68
Total Working Papers 2 8 25 370 74 272 437 1,557

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 6 14 32
Are Corporate Spin-offs Prone to Insider Trading? 0 1 1 6 1 3 5 29
Benchmark interest rates when the government is risky 0 1 3 20 3 10 32 100
CDS Returns 0 0 2 25 0 4 9 67
Credit Default Swaps: A Survey 0 0 3 142 5 13 28 526
Credit Default Swaps: Past, Present, and Future 0 0 1 39 2 9 18 193
Cross-Listings and the Dynamics between Credit and Equity Returns 0 0 0 9 0 3 5 66
Disentangling types of liquidity and testing limits‐to‐arbitrage theories in the CDS–bond basis 0 0 1 5 0 6 11 28
How sovereign is sovereign credit risk? Global prices, local quantities 0 0 2 8 1 6 21 47
In sickness and in debt: The COVID-19 impact on sovereign credit risk 0 3 4 28 5 20 33 110
Informed Options Trading Before Corporate Events 1 2 5 21 1 5 9 46
Informed options strategies before corporate events 0 0 0 0 2 11 16 18
Real Economic Shocks and Sovereign Credit Risk 0 1 2 24 3 7 9 118
Sovereign to Corporate Risk Spillovers 1 1 2 20 2 7 15 136
The Term Structure of Covered Interest Rate Parity Violations 0 2 4 13 1 10 20 44
The term structure of CDS spreads and sovereign credit risk 1 2 3 44 2 10 23 188
Volmageddon and the Failure of Short Volatility Products 0 0 0 1 7 23 29 35
Total Journal Articles 3 13 33 413 36 153 297 1,783

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Statistics updated 2026-03-04