RSFAS
Research School of Finance, Actuarial Studies & Statistics
Asset pricing; Financial institutions; Financial stability; Macro finance.
Antje Berndt is Professor of Finance. Antje’s research focuses on issues related to asset pricing in fixed-income markets, financial institutions and stability, and macro finance. Antje has written widely and published in leading finance and economics journals including American Economic Review (forthcoming), Review of Financial Studies, Review of Finance, Journal 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 80 invited seminars.
In 2020, Antje co-conceived the Across-the-Curve Credit Spread Index (AXI) and the Financial Conditions Credit Spread Index (FXI). Antje is co-chairing the annual ANU-FIRN Banking and Financial Stability Meeting.
Antje has received multiple research awards as well as being recipient of an ANU Futures Scheme grant, the 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 Australian Research Council, the US National Science Foundation and the US National Security Agency.