Patrick Augustin, Associate Professor of Finance, awarded Canada Research Chair in Macrofinance and Derivatives

Published: 16 June 2021

Professor Patrick Augustin’s research program seeks to foster our understanding of financial markets and public institutions, focusing on sovereign and corporate credit risk, insider trading, and...

Volmageddon and the Failure of Short Volatility Products

Published: 8 June 2021

Authors: Patrick Augustin, I-H. Cheng and L. Van den BergenPublication: Financial Analysts Journal, Forthcoming; First published online May 20, 2021Abstract:

Delve - "New Normal" podcast: COVID-19, Ethics, and Stock Tips with Patrick Augustin

Published: 3 June 2021

In episode 4 of The ‘New Normal’ hosted by Dave Kaufman, Professor Patrick Augustin from The Desautels Faculty of Management at McGill University examines the allegations of insider trading levied...

The future of ETF regulation

Published: 13 May 2021

Professor Patrick Augustin provides an expert perspective on questions surrounding the regulation of a Bitcoin-traded fund (ETF) proposed by VanEck Associates Group. While the Securities and...

When sovereign debt becomes a problem

Published: 28 April 2021

Professor Patrick Augustin and three other North American economists are ringing an alarm bell about the increasing risks associated with heavy borrowing at the state level. In their recent study...

In Sickness and in Debt: The COVID-19 Impact on Sovereign Credit Risk?

Published: 9 February 2021

Authors: Patrick Augustin, V. Sokolovski, M.G. Subrahmanyam, and D. Tomio Publication: Journal of Financial Economics, ForthcomingAbstract:

Prevent members of U.S. Congress from trading individual stocks

Published: 18 December 2020

Professor Patrick Augustin wades into the debate over the heated race to fill Georgia’s two Senate seats in a runoff and special election scheduled for January. From his perspective, Senator David...

Professor Augustin awarded best COVID research paper

Published: 20 October 2020

Professor Patrick Augustin has been awarded the Best COVID-19 Related Paper at the International Risk Management Conference 2020....

Potential insider trading following landmark Kodak loan

Published: 21 August 2020

In July, the U.S. International Development Finance Corporation (DFC) provided a $765 million loan to support Kodak’s transition from photo giant to producing drugs for the U.S. domestic market....

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