1. Augustin P., and Roméo Tédongap (2020), Disappointment Aversion, Term Structure, and Predictability Puzzles in Bond Markets, Management Science, Conditionally accepted.
  2. Augustin P., M. Chernov, L. Schmid, and D. Song (2020), Benchmark interest rates when the government is riskyJournal of Financial Economics, Forthcoming (Poster).
  3. Augustin P., M. Chernov, and D. Song (2020), Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads, Journal of Financial Economics, 137(1):129-151 (UCLA Anderson Review).
  4. Augustin P., M. Brenner, J. Hu, and M. G. Subrahmanyam (2020), Are Corporate Spin-offs Prone to Insider Trading?, Critical Finance Review, 9(1-2):115-155 (Bloomberg,Harvard Law School Forum on Corporate Governance and Financial Regulation, Gutrade.net)
  5. Augustin P. and Y. Izhakian (2019), Ambiguity, Volatility, and Credit Risk, Review of Financial Studies, 33(4):1618-1672.
  6. Augustin P., J. Feng, S. Sarkissian, and M. J. Schill (2019), Cross-Listings and the Dynamics between Credit and Equity Returns, Review of Financial Studies, 33(1):112-154.
  7. Augustin P., M. Brenner, and M. G. Subrahmanyam (2019), Informed Options Trading prior to Takeover Announcements: Insider Trading?,  Management Science, 65(12):5449-5956 (New York Times, Wall Street Journal (1,2), Washington PostCNBCInternational Business TimesValueWalkFortuneBloomberg ViewTime MagazineEquities.comHarvard Business ReviewCNBC Squawk BoxCorporate SecretaryRTFrontlineMSN MoneyNightly Business ReportNBC NewsMaclean’sFiscal TimesGlobe and MailDaily TickerIR MagazineFrankfurter Allgemeine Zeitung, L’Echo Fox BusinessBusiness News NetworkReuters Insider ; Poster).
  8. Augustin P. (2018), The Term Structure of CDS Spreads and Sovereign Credit RiskJournal of Monetary Economics, Vol. 96(1):53-76.
  9. Augustin P., and R. Tédongap  (2016), Real Economic Shocks and Sovereign Credit RiskJournal of Financial and Quantitative Analysis, 51(2):541-587.

CV, Full list of publications