Patrick Augustin, Associate Professor of Finance, awarded Canada Research Chair in Macrofinance and Derivatives

Published: 16 June 2021

Professor Patrick Augustin’s research program seeks to foster our understanding of financial markets and public institutions, focusing on sovereign and corporate credit risk, insider trading, and...

Desautels achieves second consecutive win at PRMIA

Published: 12 April 2017

Congratulations to Desautels undergraduate students: Evan Coulter, Valentyn Litvin, Meagan Prins, and Marina Simonian who won the top prize at the prestigious PRMIA International Risk Management...

Volmageddon and the Failure of Short Volatility Products

Published: 8 June 2021

Authors: Patrick Augustin, I-H. Cheng and L. Van den Bergen Publication: Financial Analysts Journal, Forthcoming; First published online May 20, 2021 Abstract:

Delve - "New Normal" podcast: COVID-19, Ethics, and Stock Tips with Patrick Augustin

Published: 3 June 2021

In episode 4 of The ‘New Normal’ hosted by Dave Kaufman, Professor Patrick Augustin from The Desautels Faculty of Management at McGill University examines the allegations of insider trading levied...

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, Forthcoming Abstract:

The future of ETF regulation

Published: 13 May 2021

Professor Patrick Augustin provides an expert perspective on questions surrounding the regulation of a Bitcoin-traded fund (ETF) proposed by VanEck Associates Group. While the Securities and...

When sovereign debt becomes a problem

Published: 28 April 2021

Professor Patrick Augustin and three other North American economists are ringing an alarm bell about the increasing risks associated with heavy borrowing at the state level. In their recent study...

Prevent members of U.S. Congress from trading individual stocks

Published: 18 December 2020

Professor Patrick Augustin wades into the debate over the heated race to fill Georgia’s two Senate seats in a runoff and special election scheduled for January. From his perspective, Senator David...

Professor Augustin awarded best COVID research paper

Published: 20 October 2020

Professor Patrick Augustin has been awarded the Best COVID-19 Related Paper at the International Risk Management Conference 2020....

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