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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
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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
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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