Patrick Augustin is an Assistant Professor of Finance at the Desautels Faculty of Management at McGill University, and an Associate Fellow at the Canadian Derivatives Institute. He holds a PhD degree in Finance from the Stockholm School of Economics, and held visiting research positions at the New York University Stern School of Business, the Stockholm School of Economics, the University of Sydney, and the Luxembourg School of Finance. He is certified as Financial Risk Manager by the Global Association of Risk Professionals, and served as a Fellow at the Global Future Councils of the World Economic Forum. Before joining academia, he worked as a structured credit officer at Dexia and as attaché to the Luxembourg Ministry of Foreign Affairs. Patrick’s research interests lie at the intersection of macroeconomic and financial markets with a focus on sovereign credit risk, firm fundamentals and credit risk with a focus on credit derivatives, and law and finance with a focus on insider trading. His work has been published in the Review of Financial Studies, the Journal of Financial Economics, the Journal of Monetary Economics, Management Science, and the Journal of Financial and Quantitative Analysis, among others. His work on insider trading in options has been widely covered in the financial press, including The New York Times, The Wall Street Journal, The Washington Post, and The Globe and Mail.
Benchmark interest rates when the government is risky
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- Financial Markets !(../../../../../../../../../../var/folders/34/zq18d8kx7kbgby0j06p_j6t40000gn/T/TemporaryItems/NSIRD_screencaptureui_EM2XPo/Screenshot 2022-01-04 at 17.01.16.png)
- Global crisis