1. Augustin P., M. Chernov, L. Schmid, and D. Song, The Term Structure of CIP Violations, (Poster)
  2. Augustin P., V. Sokolovski, M. G. Subrahmanyam, and D. Tomio, How Sovereign is Sovereign Credit Risk? Global Prices, Local Quantities (AFA 2018)
  3. Augustin P., M. Brenner, G. Grass, and M. G. Subrahmanyam, How do Informed Investors Trade in the Options Market? (WFA 2017, EFA 2017, Traders, Global Investor Group).
  4. Augustin P., A. Rubtsov, and D. Shin, The impact of derivatives on cash markets: Evidence from the introduction of bitcoin futures contracts (Fortune).
  5. Augustin P., F. Cong, A. Corhay, and M. Weber, Price Rigidities and Credit Risk.
  6. Augustin P., F. Cong, R. Lopez Aliouchkin, and R. Tedongap, Downside Risk and the Cross-section of Corporate Bond Returns, draft available upon request.