Patrick Augustin

The Term Structure of CDS Spreads and Sovereign Credit Risk

Published: 6Apr2018

Author: Patrick Augustin Publication: Journal of Monetary Economics, Forthcoming Abstract: 

Sovereign to Corporate Risk Spillovers

Published: 19Jan2018

Authors: Patrick Augustin, Hamid Boustanifar, Johannes Breckenfelder and Jan Schinitzler Publication: Journal of Money, Credit and Banking, Forthcoming Abstract:

Real Economic Shocks and Sovereign Credit Risk

Published: 8Aug2016

Authors: Augustin, P., Tédongap, R. Publication: Journal of Financial and Quantitative Analysis, Vol. 51, No. 2, 2016 Abstract: 

Professor Augustin wins 2014 FNR Award for Outstanding PhD Thesis

Published: 15Jul2014

Professor Patrick Augustin has won the 2014 FNR Award for Outstanding PhD Thesis 2014 given by the Luxembourg National Research Fund (FNR) for his thesis entitled, “Essays on Sovereign Credit Risk...

Desautels achieves second consecutive win at PRMIA

Published: 12Apr2017

Congratulations to Desautels undergraduate students: Evan Coulter, Valentyn Litvin, Meagan Prins, and Marina Simonian who won the top prize at the prestigious PRMIA International Risk Management...

Desautels undergraduates secure a win at PRMIA Risk Management Challenge

Published: 3Mar2017

Congratulations to Desautels BCom students Evan Coulter, Valentyn Litvin, Meagan Prins, and Marina Simonian for winning the PRMIA Risk Management Challenge, marking a third consecutive victory for...

Exotic Interest Rate Swaps: Snowballs in Portugal

Published: 8Feb2017

Authors: Vallee, B.,  Augustin, P.,  Rich, P. Publications: Harvard Business Publishing  Abstract:

Detecting Illegal Insider Trading

Published: 1Dec2016

A few years ago, Preet Bharara, the U.S. Attorney of the Southern District of New York, proclaimed that insider trading is “rampant” in U.S. securities markets, a quote well known to followers of...

Patrick Augustin Awarded 2016 CME Group Foundation Grant

Published: 6May2016

Detecting Informed Trading in Illiquid Option Markets Researchers: Augustin, P., Grass, G., and Subrahmanyam, M. G. Summary of research project:

Patrick Augustin awarded 2016 CME Group Foundation Grant: "Detecting Informed Trading in Illiquid Option Markets"

Published: 8Apr2016

This research grant is awarded jointly to Patrick Augustin (Desautels), Gunnar Grass (HEC Montreal), Marti G. Subrahmanyam, Charles E. Merril (New York Stern School of Business) Abstract: 

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