Sovereign to Corporate Risk Spillovers
Authors: Patrick Augustin, Hamid Boustanifar, Johannes Breckenfelder and Jan Schinitzler
Publication: Journal of Money, Credit and Banking, Forthcoming
Abstract:
Exotic Interest Rate Swaps: Snowballs in Portugal
础耻迟丑辞谤蝉:听Vallee, B., 聽Augustin, P., 聽Rich, P.
Publications: Harvard Business Publishing聽
Abstract:
Real Economic Shocks and Sovereign Credit Risk
Authors: Augustin, P.,聽T茅dongap, R.
Publication:聽Journal of Financial and Quantitative Analysis,聽Vol. 51, No. 2, 2016
础产蝉迟谤补肠迟:听
Patrick Augustin Awarded 2016 CME Group Foundation Grant
Detecting Informed Trading in Illiquid Option Markets
Researchers:聽Augustin, P., Grass, G., and聽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聽Patrick Augustin (Desautels),聽Gunnar Grass (HEC Montreal),聽Marti G. Subrahmanyam,聽Charles E. Merril (New York Stern School of Business)
Credit Default Swaps: Past, Present, and Future
础耻迟丑辞谤蝉:听Augustin, P., Subrahmanyam, M. G.,聽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?
础耻迟丑辞谤蝉:听Augustin,聽P., Brenner, M., and Subrahmanyam,聽M. G.聽
Publications: Social Science Research Network
More Corporate Actions, More Insider Trading?
础耻迟丑辞谤蝉:听Patrick Augustin,聽Jianfeng Hu,聽Menachem Brenner and Marti Subrahmanyam
Publication: The Harvard Law School Forum on Corporate Governance and Financial Regulation
Excerpt:
Credit default swaps: A survey
础耻迟丑辞谤蝉:听Augustin, P.,聽Subrahmanyam, M.G.,聽Tang, D.Y.,聽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 鈥淚nformed Options Trading prior to M&A Announcements: Insider Trading?鈥� 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聽Luxembourg National Research Fund (FNR)聽for his thesis entitled, 鈥淓ssays on Sovereign Credit Risk and Credit Default Swap Spreads.鈥� 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
础产蝉迟谤补肠迟:听
