Patrick Augustin

发表的论文11 篇，按出版时间

1. 1
   Price Rigidities and Credit RiskJournal of Financial and Quantitative Analysis20259
2. 2
   The Term Structure of Covered Interest Rate Parity ViolationsJournal of Finance202420
3. 3
   The Impact of Derivatives on Spot Markets: Evidence from the Introduction of Bitcoin Futures ContractsManagement Science202357
4. 4
   In sickness and in debt: The COVID-19 impact on sovereign credit riskJournal of Financial Economics2021170
5. 5
   Benchmark interest rates when the government is riskyJournal of Financial Economics202055
6. 6
   Sovereign credit risk and exchange rates: Evidence from CDS quanto spreadsJournal of Financial Economics201971
7. 7
   Informed Options Trading Prior to Takeover Announcements: Insider Trading?Management Science2019136
8. 8
   Cross-Listings and the Dynamics between Credit and Equity ReturnsReview of Financial Studies201919
9. 9
   Real Economic Shocks and Sovereign Credit RiskJournal of Financial and Quantitative Analysis2016122
10. 10
    Disappointment Aversion, Term Structure, and Predictability Puzzles in Bond MarketsManagement Science201610