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Berndt, Antje's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
5,394 |
Total
Citations
195 |
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1.
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Berndt, Antje
Carnegie Mellon University - Tepper School of Business Gupta, Anurag
Case Western Reserve University - Department of Banking & Finance
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28 Oct 08
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Last Revised:
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29 Jan 09
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1,902
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26
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Syndicated loans, Loan secondary market, Bank credit, Moral hazard, Adverse selection
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2.
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Berndt, Antje
Carnegie Mellon University - Tepper School of Business Douglas, Rohan
Cornell University Duffie, Darrell
Stanford University - Graduate School of Business Ferguson, Mark
affiliation not provided to SSRN Schranz, David
Cornell University
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1,199
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127
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3.
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Berndt, Antje
Carnegie Mellon University - Tepper School of Business Ostrovnaya, Anastasiya
Carnegie Mellon University - David A. Tepper School of Business
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16 Mar 07
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Last Revised:
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06 Apr 08
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565
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10
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Credit and equity derivatives, Lead-lag analysis, Accounting scandals, Negative Earnings, Leveraged Buyouts
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4.
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Berndt, Antje
Carnegie Mellon University - Tepper School of Business Lookman, Aziz A.
University of Pittsburgh - Finance Group Obreja, Iulian
University of Colorado at Boulder - Department of Finance
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19 Mar 06
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Last Revised:
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06 Apr 08
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431
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13
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default risk premia, asset pricing across multiple markets
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5.
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Berndt, Antje
Carnegie Mellon University - Tepper School of Business Ritchken, Peter H.
Case Western Reserve University - Department of Banking & Finance Sun, Zhiqiang
National City Bank
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17 Mar 09
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Last Revised:
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27 Oct 09
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412
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2
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Markovian HJM Models, Credit Derivatives, Default Clustering, Counterparty Credit Risk
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6.
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The Role of Mortgage Brokers in the Subprime Crisis
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Versions (2)
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Berndt, Antje
Carnegie Mellon University - Tepper School of Business Hollifield, Burton
Carnegie Mellon University - David A. Tepper School of Business Sandås, Patrik
University of Virginia
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Posted:
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22 Mar 10
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Last Revised:
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21 Jun 12
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330
(43,093)
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14
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Berndt, Antje
Carnegie Mellon University - Tepper School of Business Hollifield, Burton
Carnegie Mellon University - David A. Tepper School of Business Sandås, Patrik
University of Virginia
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24
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14
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Berndt, Antje
Carnegie Mellon University - Tepper School of Business Hollifield, Burton
Carnegie Mellon University - David A. Tepper School of Business Sandås, Patrik
University of Virginia
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22 Mar 10
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Last Revised:
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21 Jun 12
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306
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12
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Mortgage brokers, Loan performance, Subprime crisis, Credit risk retention, Qualified residential mortgages
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7.
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How Does the U.S. Government Finance Fiscal Shocks?
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Show Abstracts |
Hide Abstracts |
Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Berndt, Antje
Carnegie Mellon University - Tepper School of Business Lustig, Hanno N.
National Bureau of Economic Research (NBER) Yeltekin, Sevin
Carnegie Mellon University - David A. Tepper School of Business
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Posted:
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06 Mar 09
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Last Revised:
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27 Aug 12
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268
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1
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Berndt, Antje
Carnegie Mellon University - Tepper School of Business Lustig, Hanno N.
National Bureau of Economic Research (NBER) Yeltekin, Sevin
Carnegie Mellon University - David A. Tepper School of Business
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10
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1
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Berndt, Antje
Carnegie Mellon University - Tepper School of Business Lustig, Hanno N.
National Bureau of Economic Research (NBER) Yeltekin, Sevin
Carnegie Mellon University - David A. Tepper School of Business
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06 Mar 09
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Last Revised:
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27 Aug 12
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258
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1
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Fiscal shocks, fiscal adjustment, defense spending, bond returns, debt maturity
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8.
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Berndt, Antje
Carnegie Mellon University - Tepper School of Business Obreja, Iulian
University of Colorado at Boulder - Department of Finance
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179
(83,197)
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2
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Credit default swap, default risk premium, European credit market, European corporate bond markets, risk factors
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9.
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Berndt, Antje
Carnegie Mellon University - Tepper School of Business Obreja, Iulian
University of Colorado at Boulder - Department of Finance
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25 Mar 08
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Last Revised:
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07 Apr 08
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108
(127,997)
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European credit and bond markets, decomposing returns, risk factors
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