Patrick Augustin
Regular biography
Patrick Augustin is an Associate Professor of Finance at the Desautels Faculty of Management, McGill University. He serves as Director of the McGill Luxembourg Centre for Finance and Academic Director of the Master of Management in Finance (MMF Luxembourg). His research focuses on derivatives, empirical asset pricing, insider trading, international finance, law and finance, and sovereign and corporate credit risk. Augustin holds a PhD in Finance from the Stockholm School of Economics and has held visiting research positions at several institutions. He is certified as a Financial Risk Manager and has published in leading finance journals such as the Journal of Finance and the Review of Financial Studies. He also serves as an associate editor at Management Science, the Journal of Banking and Finance, and the International Review of Finance.
Scholar-generated biography
Patrick Augustin is an Associate Professor of Finance and Canada Research Chair at McGill University. His research focuses on Macrofinance, Derivatives, Credit Risk, and Insider Trading. His work explores the interplay between macroeconomic factors and financial markets, particularly in the context of credit risk and derivatives. Augustin's publications examine topics such as credit default swaps, sovereign credit risk, and the impact of derivatives on spot markets. He also investigates insider trading and its implications for corporate events and market efficiency. His research contributes to understanding how financial instruments and macroeconomic shocks influence credit risk and market behavior.