People
Professor Antje Berndt
Research School of Finance, Actuarial Studies & Statistics
Position: Head of Finance
Email: antje.berndt@anu.edu.au
Phone: +61 2 612 54560
Office:
Room 4.44, CBE Bld (26C)
CV: CV (.PDF, 148KB)
Research Interests
Asset pricing, with focus on fixed income, credit and mortgage markets
Upcoming and Recent Presentations: HKU, Hong Kong, November 2018; HKUST, Hong Kong, November 2018; Macquarie University, Sydney, November 2018; NUS, Singapore, October 2018; Federal Reserve Bank of Boston, September 2018; Australian Office of Financial Management, August 2018; WFA Annual Meeting, June 2018 (discussant); Goethe University, Frankfurt, Germany, April 2018; University of Hamburg, Germany, April 2018; University of Hannover, Germany, April 2018; 2018 Financial Risk Day, Sydney, March 2018 (plenary talk); 2018 MFA Meetings, March 2018; UC Riverside, February 2018
Working papers:
"The Decline of Too Big to Fail" with D. Duffie and Y. Zhu
"How Does Low for Long Impact Credit Risk Premia?" with J. Helwege
“Dealer Inventory, Short Interest and Price Efficiency in the Corporate Bond Market” with Y. Zhu
"Competition in the Financial Advisory Market: Robo versus Traditional Advisors" with S. Yeltekin and H. Yu
“The Credit and Liquidity Effects of Hedge Fund Activism”
"Repo Liquidity and Bond Returns" with J. Nason
“What Broker Charges Reveal about Mortgage Credit Risk” with B. Hollifield and P. Sandas
