Antje Berndt
Cited by
Cited by
Corporate credit risk premia
A Berndt, R Douglas, D Duffie, M Ferguson
Review of Finance 22 (2), 419-454, 2018
Moral hazard and adverse selection in the originate-to-distribute model of bank credit
A Berndt, A Gupta
Journal of Monetary Economics 56 (5), 725-743, 2009
Decomposing european CDS returns
A Berndt, I Obreja
Review of Finance 14 (2), 189-233, 2010
Do equity markets favor credit market news over options market news?
A Berndt, A Ostrovnaya
The Quarterly Journal of Finance 4 (02), 1450006, 2014
Restructuring risk in credit default swaps: An empirical analysis
A Berndt, RA Jarrow, CO Kang
Stochastic Processes and their applications 117 (11), 1724-1749, 2007
What Broker Charges Reveal About Subprime Mortgage Credit Risk
A Berndt, B Hollifield, P Sandås
The Journal of Real Estate Finance and Economics, 1-47, 2020
How does the US government finance fiscal shocks?
A Berndt, H Lustig, S Yeltekin
American Economic Journal: Macroeconomics 4, 69-104, 2012
Default risk premia and asset returns
A Berndt, AA Lookman, I Obreja
AFA 2007 Chicago Meetings Paper, 2007
On correlation and default clustering in credit markets
A Berndt, P Ritchken, Z Sun
The Review of Financial Studies 23 (7), 2680-2729, 2010
A credit spread puzzle for reduced-form models
A Berndt
The Review of Asset Pricing Studies 5 (1), 48-91, 2015
Estimating the term structure of yield spreads from callable corporate bond price data
A Berndt
Tepper School of Business, 46, 2004
The decline of too big to fail
A Berndt, D Duffie, Y Zhu
Available at SSRN 3497897, 2020
Specification analysis of reduced-form credit risk models
A Berndt
Tepper School of Business, article en développement, 2007
How subprime borrowers and mortgage brokers shared the pie
A Berndt, B Hollifield, P Sandås
Real Estate Economics 44 (1), 87-154, 2016
Across-the-Curve Credit Spread Indices
A Berndt, D Duffie, Y Zhu
Stanford University Graduate School of Business Research Paper, 2020
How Does Low for Long Impact Credit Risk Premia?
A Berndt, J Helwege
Available at SSRN, 2018
Dealer inventory, short interest and price efficiency in the corporate bond market
A Berndt, Y Zhu
Short Interest and Price Efficiency in the Corporate Bond Market (December …, 2019
Competition in the Financial Advisory Market: Robo versus Traditional Advisors
A Berndt, S Yeltekin, H Yu
Australian National University, 2017
Monetary policy, bond returns and debt dynamics
A Berndt, Ş Yeltekin
Journal of Monetary Economics 73, 119-136, 2015
The Pitfalls of Originate‐to‐Distribute in Bank Lending
A Berndt, A Gupta
Lessons from the Financial Crisis: Causes, Consequences, and Our Economic …, 2010
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