Antje Berndt, Ph.D. - Publications
Affiliations: | 2003 | Stanford University, Palo Alto, CA |
Area:
StatisticsYear | Citation | Score | |||
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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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