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Augustin, Patrick's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
616 |
Total
Citations
3 |
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1.
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Sovereign Credit Default Swap Premia
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Augustin, Patrick Stockholm School of Economics
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Posted:
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09 May 12
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Last Revised:
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11 Aug 12
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Augustin, Patrick Stockholm School of Economics
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Credit Default Swap Spreads, Default Risk, Descriptive Statistics, Literature Review,, Sovereign Debt, Term structure
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Augustin, Patrick Stockholm School of Economics
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09 May 12
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Last Revised:
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04 Jun 12
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261
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Credit Default Swap Spreads, Default Risk, Descriptive Statistics, Literature Review, Sovereign Debt, Term structure
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2.
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Breckenfelder, Johannes H. Stockholm School of Economics Schnitzler, Jan Stockholm School of Economics - Department of Finance Augustin, Patrick Stockholm School of Economics Boustanifar, Hamid Stockholm School of Economics
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02 Jul 12
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Last Revised:
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03 Jul 12
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146
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credit default swap, contagion, cost of debt, sovereign risk, credit risk
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3.
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Augustin, Patrick Stockholm School of Economics Tedongap, Romeo Stockholm School of Economics
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23 Nov 10
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Last Revised:
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07 Jan 12
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133
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Credit Default Swap Spreads, Default Risk, Equilibrium Asset Pricing, Generalized Disappointment aversion, Markov Chain, Sovereign Debt, Term structure
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4.
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Augustin, Patrick Stockholm School of Economics
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08 Nov 12
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Last Revised:
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10 Nov 12
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76
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Credit Default Swaps, Default Risk, Sovereign Debt, Term Structure
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