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 3 4 7 69
Benchmark interest rates when the government is risky 0 0 0 7 0 1 4 31
How do insiders trade? 0 0 1 36 1 4 8 96
Informed options strategies before corporate events 0 0 0 7 0 20 37 52
Sovereign Credit Default Swap Premia 0 0 0 29 0 3 5 180
Sovereign Credit Risk and Exchange Rates: Evidence from CDS Quanto Spreads 1 2 6 92 3 7 23 218
Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads 0 1 2 32 2 3 8 113
Sovereign to corporate risk spillovers 0 0 0 38 8 10 12 151
The Term Structure of Covered Interest Rate Parity Violations 0 0 0 40 5 7 14 149
The impact of derivatives on spot markets: Evidence from the introduction of bitcoin futures contracts 1 4 8 36 11 29 63 120
The term structure of CIP violations 0 0 0 11 0 1 4 43
Why do investors buy sovereign default insurance? 0 0 0 8 0 0 0 63
Total Working Papers 2 7 18 362 33 89 185 1,285


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 3 8 26
Are Corporate Spin-offs Prone to Insider Trading? 0 0 0 5 0 1 4 26
Benchmark interest rates when the government is risky 0 0 3 19 7 9 26 90
CDS Returns 0 0 3 25 0 0 8 63
Credit Default Swaps: A Survey 1 1 4 142 5 9 21 513
Credit Default Swaps: Past, Present, and Future 0 0 3 39 1 2 13 184
Cross-Listings and the Dynamics between Credit and Equity Returns 0 0 0 9 0 0 3 63
Disentangling types of liquidity and testing limits‐to‐arbitrage theories in the CDS–bond basis 0 1 1 5 2 4 5 22
How sovereign is sovereign credit risk? Global prices, local quantities 1 2 2 8 5 9 18 41
In sickness and in debt: The COVID-19 impact on sovereign credit risk 1 1 2 25 4 7 16 90
Informed Options Trading Before Corporate Events 0 1 4 19 0 1 6 41
Informed options strategies before corporate events 0 0 0 0 2 3 5 7
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 6 12 129
The Term Structure of Covered Interest Rate Parity Violations 1 2 7 11 2 6 19 34
The term structure of CDS spreads and sovereign credit risk 0 0 1 42 2 7 14 178
Volmageddon and the Failure of Short Volatility Products 0 0 1 1 2 3 8 12
Total Journal Articles 4 9 33 400 33 70 189 1,630


Statistics updated 2025-12-06