Discussion paper DP14774 The term structure of CIP violations Patrick Augustin Mikhail Chernov Lukas Schmid Dongho Song 18 May 2020 Financial Economics International Macroeconomics and Finance C1 E43 E44 G12 H60
VoxEU Column Benchmark interest rates when the government is risky Dongho Song Mikhail Chernov Lukas Schmid Patrick Augustin 10 Jan 2020 Financial Markets Global crisis
Discussion paper DP14105 Benchmark interest rates when the government is risky Patrick Augustin Mikhail Chernov Lukas Schmid Dongho Song 6 Nov 2019 Financial Economics C1 E43 E44 G12 H60
Discussion paper DP12857 Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads Patrick Augustin Mikhail Chernov 10 Apr 2018 Financial Economics C1 E43 E44 G12 G15