苹果淫院

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:

Professor Augustin wins 2014 FNR Award for Outstanding PhD Thesis

Published: 15 July 2014

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...

Desautels undergraduates secure a win at PRMIA Risk Management Challenge

Published: 3 March 2017

Congratulations to Desautels BCom students Evan Coulter, Valentyn Litvin, Meagan Prins, and Marina Simonian for winning the聽PRMIA Risk Management Challenge, marking a third consecutive victory for...

Are all insiders rogue traders?

Published: 25 June 2014

Insider trading is a topic of intense public debate these days, but this debate must be framed in the context of a clear, objective definition of informed versus insider trading.

Patrick Augustin awarded 2016 CME Group Foundation Grant: "Detecting Informed Trading in Illiquid Option Markets"

Published: 8 April 2016

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) Abstract:聽

Real Economic Shocks and Sovereign Credit Risk

Published: 28 May 2014

Authors: Augustin, Patrick; Tedongap, Romeo Publication: Journal of Financial and Quantitative Analysis Abstract:聽

More Corporate Actions, More Insider Trading?

Published: 2 April 2015

Authors:聽Patrick Augustin,聽Jianfeng Hu,聽Menachem Brenner and Marti Subrahmanyam Publication: The Harvard Law School Forum on Corporate Governance and Financial Regulation Excerpt:

Study: Lots of suspicious trading, but not many convictions

Published: 24 July 2014

According to a new study, insider trading often occurs during merger and acquisitions and is rarely punished. BNN takes a closer look with one of the report's co-authors,聽Patrick Augustin,...

Pages

Back to top