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Antje Berndt, Ph.D. - Publications

Affiliations: 
2003 Stanford University, Palo Alto, CA 
Area:
Statistics
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9 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2020 Berndt A, Hollifield B, Sandås P. What Broker Charges Reveal About Subprime Mortgage Credit Risk Journal of Real Estate Finance and Economics. 1-47. DOI: 10.1007/S11146-020-09774-5  0.348
2018 Berndt A, Douglas R, Duffie D, Ferguson M. Corporate Credit Risk Premia Review of Finance. 22: 419-454. DOI: 10.1093/Rof/Rfy002  0.47
2015 Berndt A. A Credit Spread Puzzle for Reduced-Form Models The Review of Asset Pricing Studies. 5: 48-91. DOI: 10.2139/Ssrn.2413011  0.352
2014 Berndt A, Ostrovnaya A. Do Equity Markets Favor Credit Market News Over Options Market News Quarterly Journal of Finance. 4: 1450006. DOI: 10.2139/Ssrn.972806  0.327
2012 Berndt A, Lustig H, Yeltekin S. How does the US government finance fiscal shocks? American Economic Journal: Macroeconomics. 4: 69-104. DOI: 10.1257/Mac.4.1.69  0.331
2010 Berndt A, Ritchken P, Sun Z. On correlation and default clustering in credit markets Review of Financial Studies. 23: 2680-2729. DOI: 10.2139/Ssrn.1361328  0.304
2010 Berndt A, Obreja I. Decomposing European CDS returns Review of Finance. 14: 189-233. DOI: 10.1093/Rof/Rfq004  0.301
2009 Berndt A, Gupta A. Moral hazard and adverse selection in the originate-to-distribute model of bank credit Journal of Monetary Economics. 56: 725-743. DOI: 10.1016/J.Jmoneco.2009.04.002  0.361
2007 Berndt A, Jarrow RA, Kang C. Restructuring risk in credit default swaps: An empirical analysis Stochastic Processes and Their Applications. 117: 1724-1749. DOI: 10.1016/J.Spa.2007.01.013  0.414
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