Patrick Augustin
Finance · 2014–2020
A researcher in the Science corpus: 2 papers; trusts 17 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Finance — 150 citations into it
- Economics and Econometrics — 61 citations into it
- Accounting — 51 citations into it
Whom Patrick Augustin trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Francis A. Longstaff
- V. Acharya
- Olivier J. Blanchard
- Luigi Bocola
- Jens Hilscher
- Peter P. Carr
- Christine A. Parlour
- Jun Pan
- Adam B. Ashcraft
- Pietro Veronesi
Papers from Patrick Augustin's perspective
Ordered by how strongly the researchers Patrick Augustin trusts endorse each paper. Same corpus, a different order for every researcher.
- The Pricing of Options and Corporate Liabilities
- Informational Efficiency of Credit Default Swap and Stock Markets: The Impact of Credit Rating Announcements
- Macroeconomic Conditions and the Puzzles of Credit Spreads and Capital Structure
- Insider Trading in Credit Derivatives
- Counterparty Credit Risk and the Credit Default Swap Market
- Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit-Default Swap Market
- Credit Derivatives, Disintermediation and Investment Decisions
- Regime dependent determinants of credit default swap spreads
- Has the CDS Market Lowered the Cost of Corporate Debt
- Counterparty Credit Risk : The new challenge for global financial markets
Their papers
- In sickness and in debt: The COVID-19 impact on sovereign credit risk (2020) — 132 citations
- Credit Default Swaps: A Survey (2014) — 198 citations