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Details about Max Bruche

Homepage:http://www.maxbruche.net
Postal address:Wirtschaftswissenschaftliche Fakultät Humboldt-Universität zu Berlin Dorotheenstr. 1 10099 Berlin
Workplace:Wirtschaftswissenschaftliche Fakultät (Faculty of Economics), Humboldt-Universität Berlin (Humboldt University Berlin), (more information at EDIRC)

Access statistics for papers by Max Bruche.

Last updated 2019-07-08. Update your information in the RePEc Author Service.

Short-id: pbr210


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Working Papers

2017

  1. Pipeline Risk in Leveraged Loan Syndication
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (10)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) Downloads View citations (2)

2016

  1. Debt maturity and the liquidity of secondary debt markets
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (1)
    Also in FMG Discussion Papers, Financial Markets Group (2013) Downloads View citations (10)
    Working Papers, CEMFI (2013) Downloads View citations (4)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2013) Downloads View citations (2)

    See also Journal Article in Journal of Financial Economics (2017)

2011

  1. Walking Wounded or Living Dead? Making Banks Foreclose Bad Loans
    FMG Discussion Papers, Financial Markets Group Downloads View citations (2)
    Also in Working Papers, CEMFI (2010) Downloads

2009

  1. Bankruptcy Codes, Liquidation Timing, and Debt Valuation
    Working Papers, CEMFI Downloads View citations (4)
  2. The Macroeconomics of Money Market Freezes
    Working Papers, CEMFI Downloads View citations (1)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) Downloads View citations (6)

2006

  1. Estimating Structural Models of Corporate Bond Prices
    Working Papers, CEMFI Downloads View citations (6)
  2. Recovery Rates, Default Probabilities and the Credit Cycle
    FMG Discussion Papers, Financial Markets Group Downloads View citations (29)
    Also in Working Papers, CEMFI (2006) Downloads View citations (2)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2006) Downloads

    See also Journal Article in Journal of Banking & Finance (2010)

2005

  1. Estimating structural bond pricing models via simulated maximum likelihood
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads View citations (6)

2003

  1. Corporate bond prices and co-ordination failure
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads View citations (1)

2002

  1. A structural model of corporate bond pricing with co-ordination failure
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads View citations (2)

Journal Articles

2017

  1. Debt maturity and the liquidity of secondary debt markets
    Journal of Financial Economics, 2017, 124, (3), 599-613 Downloads View citations (4)
    See also Working Paper (2016)

2014

  1. Preventing Zombie Lending
    Review of Financial Studies, 2014, 27, (3), 923-956 Downloads View citations (25)

2011

  1. Creditor Coordination, Liquidation Timing, and Debt Valuation
    Journal of Financial and Quantitative Analysis, 2011, 46, (5), 1407-1436 Downloads View citations (3)

2010

  1. A structural model of debt pricing with creditor-determined liquidation
    Journal of Economic Dynamics and Control, 2010, 34, (5), 951-967 Downloads View citations (10)
  2. Deposit insurance and money market freezes
    Journal of Monetary Economics, 2010, 57, (1), 45-61 Downloads View citations (44)
  3. Recovery rates, default probabilities, and the credit cycle
    Journal of Banking & Finance, 2010, 34, (4), 754-764 Downloads View citations (65)
    See also Working Paper (2006)
 
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