Credit default swaps: A survey P Augustin, MG Subrahmanyam, DY Tang, SQ Wang Foundations and trends® in finance 9 (1–2), 1-196, 2014 | 291 | 2014 |
Informed options trading prior to takeover announcements: Insider trading? P Augustin, M Brenner, MG Subrahmanyam Management Science 65 (12), 5697-5720, 2019 | 208 | 2019 |
Credit default swaps: Past, present, and future P Augustin, MG Subrahmanyam, DY Tang, SQ Wang Annual Review of Financial Economics 8, 175-196, 2016 | 143 | 2016 |
In sickness and in debt: The COVID-19 impact on sovereign credit risk P Augustin, V Sokolovski, MG Subrahmanyam, D Tomio Journal of Financial Economics 143 (3), 1251-1274, 2022 | 137 | 2022 |
The term structure of CDS spreads and sovereign credit risk P Augustin Journal of Monetary Economics 96, 53-76, 2018 | 133 | 2018 |
Sovereign to corporate risk spillovers P Augustin, H Boustanifar, JH Breckenfelder, J Schnitzler Journal of Money, Credit & Banking, 2016 | 129* | 2016 |
Real economic shocks and sovereign credit risk P Augustin, R Tédongap Journal of Financial and Quantitative Analysis, forthcoming 51 (2), 541-587, 2012 | 119* | 2012 |
Sovereign credit default swap premia P Augustin Journal of Investment Management 12 (2), 65-102, 2014 | 101 | 2014 |
Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads P Augustin, M Chernov, D Song Journal of Financial Economics 137 (1), 129-151, 2020 | 84 | 2020 |
Ambiguity, volatility, and credit risk P Augustin, Y Izhakian The Review of Financial Studies 33 (4), 1618-1672, 2020 | 71 | 2020 |
Benchmark interest rates when the government is risky P Augustin, M Chernov, L Schmid, D Song Journal of Financial Economics 140 (1), 74-100, 2021 | 42 | 2021 |
The impact of derivatives on spot markets: Evidence from the introduction of bitcoin futures contracts P Augustin, A Rubtsov, D Shin Management Science 69 (11), 6752-6776, 2023 | 32* | 2023 |
Disentangling types of liquidity and testing limits‐to‐arbitrage theories in the CDS–bond basis P Augustin, J Schnitzler European Financial Management 27 (1), 120-146, 2021 | 31* | 2021 |
Are corporate spin-offs prone to insider trading? P Augustin, M Brenner, J Hu, MG Subrahmanyam Critical Finance Review 9 (1-2), 115-155, 2015 | 29 | 2015 |
The term structure of cip violations P Augustin, M Chernov, L Schmid, D Song National Bureau of Economic Research, 2020 | 25* | 2020 |
Informed options strategies before corporate events P Augustin, M Brenner, G Grass, P Orłowski, MG Subrahmanyam Journal of Financial Markets 63, 100766, 2023 | 24* | 2023 |
Reaching for yield in decentralized financial markets P Augustin, R Chen-Zhang, D Shin LawFin Working Paper, 2022 | 23* | 2022 |
How sovereign is sovereign credit risk? Global prices, local quantities P Augustin, V Sokolovski, MG Subrahmanyam, D Tomio Journal of Monetary Economics 131, 92-111, 2022 | 22* | 2022 |
Informed options trading before corporate events P Augustin, MG Subrahmanyam Annual Review of Financial Economics 12, 327-355, 2020 | 21 | 2020 |
Cross-listings and the dynamics between credit and equity returns P Augustin, F Jiao, S Sarkissian, MJ Schill The Review of Financial Studies 33 (1), 112-154, 2020 | 17* | 2020 |