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20072025

Research activity per year

Personal profile

Biography

Antje Berndt is Professor of Finance. Antje’s research focuses on the theoretical and empirical analysis of different sources of delinquency risk: corporate credit risk, mortgage default risk and fiscal risk. Antje has written widely and published in leading finance and economics journals including Review of Financial StudiesReview of FinanceJournal of Monetary Economics and the American Economics Journal: Macroeconomics. Antje is regarded an expert in her field, with her work featuring in the Wall Street Journal and on CNBC Squawk Box, National Public Radio and Reuters, amongst others. Antje has presented her research at a number of academic and industry events including National Bureau of Economic Research workshops, the American Finance Association, Western Finance Association, European Finance Association, Society for Financial Studies, Econometrics Society and Society of Economic Dynamics annual meetings, and in over 70 invited seminars. Antje has received multiple research awards as well as being recipient of the ANU Futures Scheme, PNC Professorship in Computational Finance, the Global Association of Risk Professionals Research Management Award, and the Fulbright Enterprise Scholarship. Antje’s research has been funded by the US National Science Foundation and the US National Security Agency.

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Collaborations and top research areas from the last five years

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  • Adaptive Risk Preferences: Unraveling the Impact of Monetary Policy on Output

    Berndt, A. & Helwege, J., 27 Mar 2025, In: Journal of Financial Econometrics. 23, 2, p. 1-24 24 p., nbaf009.

    Research output: Contribution to journalArticlepeer-review

    Open Access
  • The Decline of Too Big to Fail

    Berndt, A., Duffie, D. & Zhu, Y., 2025, In: American Economic Review. 115, 3, p. 945-974 30 p.

    Research output: Contribution to journalArticlepeer-review

    5 Citations (Scopus)
  • What Broker Charges Reveal About Subprime Mortgage Credit Risk

    Berndt, A., Hollifield, B. & Sandås, P., Aug 2021, In: Journal of Real Estate Finance and Economics. 63, 2, p. 280-326 47 p.

    Research output: Contribution to journalArticlepeer-review

  • Corporate credit risk premia

    Berndt, A., Douglas, R., Duffie, D. & Ferguson, M., 1 Mar 2018, In: Review of Finance. 22, 2, p. 419-454 36 p.

    Research output: Contribution to journalArticlepeer-review

    Open Access
    50 Citations (Scopus)
  • How Subprime Borrowers and Mortgage Brokers Shared the Pie

    Berndt, A., Hollifield, B. & Sandås, P., 1 Mar 2016, In: Real Estate Economics. 44, 1, p. 87-154 68 p.

    Research output: Contribution to journalArticlepeer-review

    Open Access
    6 Citations (Scopus)