Professor Antje Berndt

Research School of Finance, Actuarial Studies & Statistics

Position: Head of Finance
Phone: +61 2 612 54560
Office: Room 4.44, CBE Bld (26C)
CV: CV (.PDF, 117KB)

Professor Antje Berndt

Research Interests

Asset pricing, with focus on fixed income, credit and mortgage markets

Personal Research Page

Upcoming and Recent Presentations:

2019: First Dolomites Winter Finance Conference, Italy, February; Finance Down Under Conference (discussant), Melbourne, March; Victoria University of Wellington, NZ, March; QUT, Brisbane, March; University of Hamburg, Germany, April; SFS Cavalcade, Pittsburgh, May; WFA (presenter and discussant), Huntington Beach, June 

2018: HKU, Hong Kong, November; HKUST, Hong Kong, November; Macquarie University, Sydney, November; NUS, Singapore, October; Federal Reserve Bank of Boston, September; Australian Office of Financial Management, August 2018; WFA Annual Meeting, June (discussant); Goethe University, Frankfurt, Germany, April; University of Hamburg, Germany, April; University of Hannover, Germany, April; 2018 Financial Risk Day, Sydney, March (plenary talk); 2018 MFA Meetings, March; UC Riverside, February

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

Updated:   21 April 2015 / Responsible Officer:  CBE Communications and Outreach / Page Contact:  College Web Team