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person:"Huizinga, Harry"
~person:"Augustin, Patrick"
~subject:"Banking crisis"
~subject:"Credit derivative"
~type_genre:"Aufsatz in Zeitschrift"
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Huizinga, Harry
Augustin, Patrick
Hammoudeh, Shawkat
18
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13
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12
Tang, Dragon Yongjun
12
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ECONIS (ZBW)
12
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1
How sovereign is sovereign credit risk? : global prices, local quantities
Augustin, Patrick
;
Sokolovski, Valeri
;
Subrahmanyam, …
- In:
Journal of monetary economics
131
(
2022
),
pp. 92-111
Persistent link: https://www.econbiz.de/10013539318
Saved in:
2
In sickness and in debt : the COVID-19 impact on sovereign credit risk
Augustin, Patrick
;
Sokolovski, Valeri
;
Subrahmanyam, …
- In:
Journal of financial economics
143
(
2022
)
3
,
pp. 1251-1274
Persistent link: https://www.econbiz.de/10013402171
Saved in:
3
Cross-listings and the dynamics between credit and equity returns
Augustin, Patrick
;
Jiao, Feng
;
Sarkissian, Sergei
; …
- In:
The review of financial studies
33
(
2020
)
1
,
pp. 112-154
Persistent link: https://www.econbiz.de/10012135545
Saved in:
4
Ambiguity, volatility, and credit risk
Augustin, Patrick
;
Izhakian, Yehuda
- In:
The review of financial studies
33
(
2020
)
4
,
pp. 1618-1672
Persistent link: https://www.econbiz.de/10012198439
Saved in:
5
Sovereign credit risk and exchange rates : Evidence from CDS quanto spreads
Augustin, Patrick
;
Chernov, Mikhail
;
Song, Dongho
- In:
Journal of financial economics
137
(
2020
)
1
,
pp. 129-151
Persistent link: https://www.econbiz.de/10012631074
Saved in:
6
CDS Returns
Augustin, Patrick
;
Saleh, Fahad
;
Xu, Haohua
- In:
Journal of economic dynamics & control
118
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012503412
Saved in:
7
The term structure of CDS spreads and sovereign credit risk
Augustin, Patrick
- In:
Journal of monetary economics
96
(
2018
),
pp. 53-76
Persistent link: https://www.econbiz.de/10012108993
Saved in:
8
Real economic shocks and sovereign credit risk
Augustin, Patrick
;
Tédongap, Roméo
- In:
Journal of financial and quantitative analysis : JFQA
51
(
2016
)
2
,
pp. 541-587
Persistent link: https://www.econbiz.de/10011577512
Saved in:
9
Credit default swaps : past, present, and future
Augustin, Patrick
;
Subrahmanyam, Marti G.
;
Tang, Dragon …
- In:
Annual review of financial economics
8
(
2016
),
pp. 175-196
Persistent link: https://www.econbiz.de/10011596019
Saved in:
10
Does the European financial stability facility bail out sovereigns or banks? : an event study
Horváth, Bálint
;
Huizinga, Harry
- In:
Journal of money, credit and banking : JMCB
47
(
2015
)
1
,
pp. 177-206
Persistent link: https://www.econbiz.de/10010496932
Saved in:
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