| Corporate credit risk premia A Berndt, R Douglas, D Duffie, M Ferguson Review of Finance 22 (2), 419-454, 2018 | 649* | 2018 |
| Moral hazard and adverse selection in the originate-to-distribute model of bank credit A Berndt, A Gupta Journal of Monetary Economics 56 (5), 725-743, 2009 | 348 | 2009 |
| Decomposing european CDS returns A Berndt, I Obreja Review of Finance 14 (2), 189-233, 2010 | 216 | 2010 |
| Do equity markets favor credit market news over options market news? A Berndt, A Ostrovnaya The Quarterly Journal of Finance 4 (02), 1450006, 2014 | 131* | 2014 |
| Restructuring risk in credit default swaps: An empirical analysis A Berndt, RA Jarrow, CO Kang Stochastic Processes and their applications 117 (11), 1724-1749, 2007 | 106 | 2007 |
| What broker charges reveal about subprime mortgage credit risk A Berndt, B Hollifield, P Sandås The Journal of Real Estate Finance and Economics 63, 280-326, 2021 | 88* | 2021 |
| How does the US government finance fiscal shocks? A Berndt, H Lustig, S Yeltekin American Economic Journal: Macroeconomics 4, 69-104, 2012 | 81 | 2012 |
| The decline of too big to fail A Berndt, D Duffie, Y Zhu Available at SSRN 3497897, 2023 | 71 | 2023 |
| Default risk premia and asset returns A Berndt, AA Lookman, I Obreja AFA 2007 Chicago Meetings Paper, 2007 | 36 | 2007 |
| A credit spread puzzle for reduced-form models A Berndt The Review of Asset Pricing Studies 5 (1), 48-91, 2015 | 35* | 2015 |
| On correlation and default clustering in credit markets A Berndt, P Ritchken, Z Sun The Review of Financial Studies 23 (7), 2680-2729, 2010 | 30 | 2010 |
| Across‐the‐Curve Credit Spread Indices A Berndt, D Duffie, Y Zhu Financial Markets, Institutions & Instruments 32 (3), 115-130, 2023 | 21 | 2023 |
| Specification analysis of reduced-form credit risk models A Berndt Tepper School of Business, article en dévelopement, 2007 | 18 | 2007 |
| Estimating the term structure of yield spreads from callable corporate bond price data A Berndt GSIA Working Papers, 2004 | 18* | 2004 |
| How subprime borrowers and mortgage brokers shared the pie A Berndt, B Hollifield, P Sandås Real Estate Economics 44 (1), 87-154, 2016 | 8 | 2016 |
| Monetary policy, bond returns and debt dynamics A Berndt, Ş Yeltekin Journal of Monetary Economics 73, 119-136, 2015 | 8 | 2015 |
| Dealer inventory, short interest and price efficiency in the corporate bond market A Berndt, Y Zhu Short Interest and Price Efficiency in the Corporate Bond Market (December …, 2019 | 4 | 2019 |
| How Does Low for Long Impact Credit Risk Premia? A Berndt, J Helwege Available at SSRN, 2018 | 3 | 2018 |
| Risk Aversion in Corporate Bond Markets A Berndt, I Dergunov, J Helwege Available at SSRN 3939949, 2022 | 2 | 2022 |
| Corporate credit risk premia R Douglas, A Berndt, D Duffie, M Ferguson Stanford University, Graduate School of Business Research Papers, 2017 | 1 | 2017 |
Darrell DuffieStanford University在 stanford.edu 的電子郵件地址已通過驗證