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Patrick Augustin

McGill University

ORCID: 0000-0001-9138-4860

Publishes on Credit Risk and Financial Regulations, Banking stability, regulation, efficiency, Financial Markets and Investment Strategies. 63 papers and 1.5k citations.

PubIndex Score54Top 46% · seniorHow it's scored

63Publications

1.5kTotal Citations

First publication: 2011First senior author: 2011

Credit Risk and Financial Regulations Banking stability, regulation, efficiency Financial Markets and Investment Strategies Global Financial Crisis and Policies Monetary Policy and Economic Impact

Top publicationsby citations

In sickness and in debt: The COVID-19 impact on sovereign credit risk

Patrick Augustin, Davide Tomio, Valeri Sokolovski et al.|Journal of Financial Economics|2021

Cited by 160

Informed Options Trading Prior to Takeover Announcements: Insider Trading?

Patrick Augustin, Marti G. Subrahmanyam, Menachem Brenner|Management Science|2019

Cited by 140

Real Economic Shocks and Sovereign Credit Risk

Patrick Augustin, Roméo Tédongap|Journal of Financial and Quantitative Analysis|2016

Cited by 123

The term structure of CDS spreads and sovereign credit risk

Patrick Augustin|Journal of Monetary Economics|2018

Cited by 112

Ambiguity, Volatility, and Credit Risk

Patrick Augustin, Yehuda Izhakian|Review of Financial Studies|2019

Cited by 94