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The Term Structure of CDS Spreads and Sovereign Credit Risk

Published: 6 April 2018

Author: Patrick Augustin Publication: Journal of Monetary Economics, Forthcoming Abstract:聽

Sovereign to Corporate Risk Spillovers

Published: 19 January 2018

Authors: Patrick Augustin, Hamid Boustanifar, Johannes Breckenfelder and Jan Schinitzler Publication: Journal of Money, Credit and Banking, Forthcoming Abstract:

Es m谩s probable que rechace las jerarqu铆as si no se siente atractivo

Published: 15 July 2014

Harvard Business Review. Cuando las personas creen que son atractivas consideran que tienen una clase social m谩s alta y su percepci贸n hacia la desigualdad es m谩s favorable, se帽ala un estudio.

Detecting Illegal Insider Trading

Published: 1 December 2016

A few years ago, Preet Bharara, the U.S. Attorney of the Southern District of New York, proclaimed that insider trading is 鈥渞ampant鈥 in U.S. securities markets, a quote well known to followers of...

Study Asserts Startling Numbers of Insider Trading Rogues

Published: 17 June 2014

There is often a tip.聽Before many big mergers and acquisitions, word leaks out to select investors who seek to covertly trade on the information. Stocks and options move in unusual ways that aren鈥檛...

Credit Default Swaps: Past, Present, and Future

Published: 16 October 2015

Authors:聽Augustin, P., Subrahmanyam, M. G.,聽Tang, D. Y., and Wang, S. Q. Publications: Annual Review of Financial Economics

Credit default swaps: A survey

Published: 6 January 2015

Authors:聽Augustin, P.,聽Subrahmanyam, M.G.,聽Tang, D.Y.,聽Wang, S.Q. Publication: Foundations and Trends in Finance Abstract

Rampant insider trading rarely leads to prosecution, says study

Published: 15 July 2014

Insider trading continues to be 鈥減ervasive鈥 before merger and acquisition deals but rarely leads to prosecutions, according to an analysis of unusual trading patterns by a team of professors in...

Exotic Interest Rate Swaps: Snowballs in Portugal

Published: 8 February 2017

Authors:聽Vallee, B., 聽Augustin, P., 聽Rich, P. Publications: Harvard Business Publishing聽 Abstract:

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