Patrick Augustin

10 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0001-9138-4860

McGill University Desautels Faculty of Management and Canadian Derivatives Institute

Publications

• Price Rigidities and Credit Risk — Journal of Financial and Quantitative Analysis 2026
• The Term Structure of Covered Interest Rate Parity Violations — The Journal of Finance 2024
• The Impact of Derivatives on Spot Markets: Evidence from the Introduction of Bitcoin Futures Contracts — Management Science 2023
• In sickness and in debt: The COVID-19 impact on sovereign credit risk — Journal of Financial Economics 2022
• Benchmark interest rates when the government is risky — Journal of Financial Economics 2021
• Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads — Journal of Financial Economics 2020
• Ambiguity, Volatility, and Credit Risk — The Review of Financial Studies 2020
• Cross-Listings and the Dynamics between Credit and Equity Returns — The Review of Financial Studies 2020
• Informed Options Trading Prior to Takeover Announcements: Insider Trading? — Management Science 2019
• Real Economic Shocks and Sovereign Credit Risk — Journal of Financial and Quantitative Analysis 2016