Journal of Financial Economics | Channels - McGill University

In Sickness and in Debt: The COVID-19 Impact on Sovereign Credit Risk?

Published: 9 February 2021

Authors: Patrick Augustin, V. Sokolovski, M.G. Subrahmanyam, and D. Tomio Publication: Journal of Financial Economics, ForthcomingAbstract:

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Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads

Published: 12 September 2019

Authors: Patrick Augustin, Mikhail Chernov and Dongho Song...

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A Large-Scale Approach for Evaluating Asset Pricing Models

Published: 1 May 2018

Author: Laurent Barras...

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