Sovereign to Corporate Risk Spillovers

Authors: Patrick Augustin, Hamid Boustanifar, Johannes Breckenfelder and Jan Schinitzler

Publication: Journal of Money, Credit and Banking, Forthcoming

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Exotic Interest Rate Swaps: Snowballs in Portugal

Authors: Vallee, B.,  Augustin, P.,  Rich, P.

Publications: Harvard Business Publishing 

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Real Economic Shocks and Sovereign Credit Risk

Authors: Augustin, P., Tédongap, R.

Publication: Journal of Financial and Quantitative Analysis, Vol. 51, No. 2, 2016

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Patrick Augustin Awarded 2016 CME Group Foundation Grant

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"

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)

Credit Default Swaps: Past, Present, and Future

Authors: Augustin, P., Subrahmanyam, M. G., Tang, D. Y., and Wang, S. Q.

Publications: Annual Review of Financial Economics

Professor Patrick Augustin wins Best Paper on Empirical Finance

Professor Patrick Augustin wins Best Paper on Empirical Finance at the 2015 Northern Finance Association Annual Meeting for his paper "Informed Options Trading prior to M&A Announcements: Insider Trading?" with co-authors Menachem Brenner and Marti G. Subrahmanyam.

Informed Options Trading prior to M&A Announcements: Insider Trading?

Authors: Augustin, P., Brenner, M., and Subrahmanyam, M. G. 

Publications: Social Science Research Network

More Corporate Actions, More Insider Trading?

Authors: Patrick Augustin, Jianfeng Hu, Menachem Brenner and Marti Subrahmanyam

Publication: The Harvard Law School Forum on Corporate Governance and Financial Regulation

Excerpt:

Credit default swaps: A survey

Authors: Augustin, P., Subrahmanyam, M.G., Tang, D.Y., Wang, S.Q.

Publication: Foundations and Trends in Finance

Abstract

Professor Augustin receives 2014 TCFA Best Paper Award

Professor Patrick Augustin has been selected to receive a 2014 Best Paper Award by the Chinese Finance Association (TCFA) for his paper, entitled “Informed Options Trading prior to M&A Announcements: Insider Trading?” The paper will be presented at the Best Paper Symposium on October 31 in New York City. The Chinese Finance Association (TCFA) was founded in the U.S.

Professor Augustin wins 2014 FNR Award for Outstanding PhD Thesis

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 and Credit Default Swap Spreads.” The FNR provides funding for all branches of science and the humaniti

Real Economic Shocks and Sovereign Credit Risk

Authors: Augustin, Patrick; Tedongap, Romeo

Publication: Journal of Financial and Quantitative Analysis

Abstract: