This profile is built from public research funding records (CIHR, NSERC and SSHRC) and PubMed. We have not imported them from a McGill University directory, so their courses and email address may be missing. Find their university profile.
Research
Latest papers
In sickness and in debt: The COVID-19 impact on sovereign credit risk.
Journal of financial economics · 2022 · first author
Latest funding
- $85,693
Digitizing Real Assets: Implications of Tokenizing Property and Public Equity Markets
SSHRC · 2026 · Principal investigator
- $92,227
Currency and Credit Risks in International Corporate Debt Markets
SSHRC · 2025 · Principal investigator
- $58,235
The impact of uncertainty about central bank decision-making on asset prices
SSHRC · 2021 · Co-investigator
1 publications.
In sickness and in debt: The COVID-19 impact on sovereign credit risk.
Augustin P, Sokolovski V, Subrahmanyam MG, Tomio D
Digitizing Real Assets: Implications of Tokenizing Property and Public Equity Markets
Principal investigators: Augustin, Patrick
Currency and Credit Risks in International Corporate Debt Markets
Principal investigators: Augustin, Patrick
The impact of uncertainty about central bank decision-making on asset prices
Principal investigators: Andrei, Daniel
Keywords: Monetary policy; Bayesian learning; Taylor rule; Central bank; Inflation; Unemployment; Macroeconomics; Interest rates; Growth; Welfare
Canada Research Chair in Macrofinance and Derivatives
Principal investigators: Augustin, Patrick
Keywords: Asset Pricing; Credit Risk; Derivatives; Financial Technologies; Insider Trading; International Finance; Law and Finance; Macrofinance; Sovereign Risk
Canada Research Chair in Macrofinance and Derivatives
Principal investigators: Augustin, Patrick
Market efficiency in international debt and equity markets
Principal investigators: Augustin, Patrick P.A.
Keywords: cross-listing; debt markets; frictions; familiarity; globalization; investor recognition; integration; market efficiency; return co-movement; risk premium
Contagion and insolvency in sovereign debt markets
Principal investigators: Ericsson, Jan E.L.
Keywords: asset pricing; frictions; public debt; contagion; credit risk; international finance; investments; risk premium; sovereign risk; spillovers
Informed Trading in Options Prior to Mergers & Acquisitions and Spinoffs: Insider Trading?
Principal investigators: Augustin, Patrick
Keywords: Insider Trading; Equity Options; Law; Mergers and Acquisitions; Regulation; Ethics; Asymmetric Information; Market Microstructure
From CIHR, NSERC and SSHRC funding decisions: CIHR since 2008, NSERC since 1991 and SSHRC since 1998, including their latest published competition results.
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