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 6 10 21 83
Benchmark interest rates when the government is risky 0 0 0 7 3 9 19 47
How do insiders trade? 0 0 0 36 2 4 16 107
Informed options strategies before corporate events 0 0 0 7 3 13 68 85
Sovereign Credit Default Swap Premia 0 0 1 30 2 5 18 194
Sovereign Credit Risk and Exchange Rates: Evidence from CDS Quanto Spreads 0 0 6 92 5 14 41 243
Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads 0 0 2 32 1 2 13 120
Sovereign to corporate risk spillovers 1 2 3 41 4 10 29 169
The Term Structure of Covered Interest Rate Parity Violations 0 1 1 41 4 13 49 191
The impact of derivatives on spot markets: Evidence from the introduction of bitcoin futures contracts 3 6 16 45 28 111 253 318
The term structure of CIP violations 0 0 0 11 6 10 19 60
Why do investors buy sovereign default insurance? 0 0 1 9 3 5 9 72
Total Working Papers 4 9 31 377 67 206 555 1,689

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 4 5 18 36
Are Corporate Spin-offs Prone to Insider Trading? 0 0 1 6 2 5 8 33
Benchmark interest rates when the government is risky 0 1 4 21 6 10 36 107
CDS Returns 1 1 2 26 6 10 17 77
Credit Default Swaps: A Survey 0 1 2 143 8 18 37 539
Credit Default Swaps: Past, Present, and Future 0 0 0 39 2 5 19 196
Cross-Listings and the Dynamics between Credit and Equity Returns 0 0 0 9 4 4 8 70
Disentangling types of liquidity and testing limits‐to‐arbitrage theories in the CDS–bond basis 0 0 1 5 3 3 14 31
How sovereign is sovereign credit risk? Global prices, local quantities 0 0 2 8 3 7 27 53
In sickness and in debt: The COVID-19 impact on sovereign credit risk 1 2 6 30 2 17 43 122
Informed Options Trading Before Corporate Events 0 2 5 22 5 8 15 53
Informed options strategies before corporate events 0 0 0 0 4 7 20 23
Real Economic Shocks and Sovereign Credit Risk 0 0 2 24 2 5 10 120
Sovereign to Corporate Risk Spillovers 0 1 2 20 7 10 23 144
The Term Structure of Covered Interest Rate Parity Violations 0 0 4 13 2 6 25 49
The term structure of CDS spreads and sovereign credit risk 0 2 4 45 2 5 26 191
Volmageddon and the Failure of Short Volatility Products 0 0 0 1 7 25 46 53
Total Journal Articles 2 10 35 420 69 150 392 1,897

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Statistics updated 2026-05-06