Institution: McGill University
Primary Field: Finance (weighted toward more recent publications)
Homepage: http://patrickaugustin.ca/
Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).
| Period | S (4x) | A (2x) | B (1x) | C (½x) | Total |
|---|---|---|---|---|---|
| Last 5 Years | 0.00 | 2.01 | 0.00 | 0.00 | 4.02 |
| Last 10 Years | 0.00 | 5.19 | 2.18 | 0.00 | 12.57 |
| All Time | 0.00 | 5.19 | 2.18 | 0.00 | 12.57 |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2024 | The Term Structure of Covered Interest Rate Parity Violations | Journal of Finance | A | 4 |
| 2022 | In sickness and in debt: The COVID-19 impact on sovereign credit risk | Journal of Financial Economics | A | 4 |
| 2022 | How sovereign is sovereign credit risk? Global prices, local quantities | Journal of Monetary Economics | A | 4 |
| 2021 | Benchmark interest rates when the government is risky | Journal of Financial Economics | A | 4 |
| 2020 | CDS Returns | Journal of Economic Dynamics and Control | B | 3 |
| 2020 | Cross-Listings and the Dynamics between Credit and Equity Returns | The Review of Financial Studies | A | 4 |
| 2020 | Ambiguity, Volatility, and Credit Risk | The Review of Financial Studies | A | 3 |
| 2018 | The term structure of CDS spreads and sovereign credit risk | Journal of Monetary Economics | A | 1 |
| 2018 | Sovereign to Corporate Risk Spillovers | Journal of Money, Credit, and Banking | B | 4 |
| 2016 | Real Economic Shocks and Sovereign Credit Risk | Journal of Financial and Quantitative Analysis | B | 2 |