1. Augustin P., M. Chernov, L. Schmid, and D. Song, The Term Structure of CIP Violations, (NBER LTAM 2021, EFA 2021 Poster), Journal of Finance, accepted for publication.
  2. Augustin P., R. Chen-Zhang, and D. Shin, Reaching for Yield in Decentralized Financial Markets. (Delve Research Article)
  3. Augustin P., F. Cong, A. Corhay, and M. Weber, Price Rigidities and Credit Risk (SFS 2022, WFA 2022).
  4. Augustin P., F. Cong, R. Lopez Aliouchkin, and R. Tedongap, Downside Risk and the Cross-section of Corporate Bond Returns.
  5. Augustin P., J. Ericsson, and H. Xu, Why does the Term Structure of Credit Spreads Predict Stock Returns?