Details about Max Bruche

Access statistics for papers by Max Bruche.

Last updated 2024-01-04. Update your information in the RePEc Author Service.

Short-id: pbr210

Working Papers

2023

1. What Do Lead Banks Learn from Leveraged Loan Investors?
   Working Paper Series, Federal Reserve Bank of Chicago

2021

2. Dealer Funding and Market Liquidity
   CEPR Discussion Papers, C.E.P.R. Discussion Papers

2017

3. Pipeline Risk in Leveraged Loan Syndication
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (11)
   Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2017)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) View citations (12)
   See also Journal Article Pipeline Risk in Leveraged Loan Syndication, The Review of Financial Studies, Society for Financial Studies (2020) View citations (29) (2020)

2016

4. Debt maturity and the liquidity of secondary debt markets
   Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (5)
   Also in Working Papers, CEMFI (2013) View citations (4)
   FMG Discussion Papers, Financial Markets Group (2013) View citations (14)
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2013) View citations (2)
   See also Journal Article Debt maturity and the liquidity of secondary debt markets, Journal of Financial Economics, Elsevier (2017) View citations (16) (2017)

2011

5. Walking Wounded or Living Dead? Making Banks Foreclose Bad Loans
   FMG Discussion Papers, Financial Markets Group View citations (2)
   Also in Working Papers, CEMFI (2010)
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2011)

2009

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

2006

8. Estimating Structural Models of Corporate Bond Prices
   Working Papers, CEMFI View citations (6)
9. Recovery Rates, Default Probabilities and the Credit Cycle
   Working Papers, CEMFI View citations (4)
   Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2006) View citations (4)
   FMG Discussion Papers, Financial Markets Group (2006) View citations (29)
   See also Journal Article Recovery rates, default probabilities, and the credit cycle, Journal of Banking & Finance, Elsevier (2010) View citations (96) (2010)

2005

10. Estimating structural bond pricing models via simulated maximum likelihood
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (7)

2003

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

2002

12. 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 View citations (2)

Journal Articles

2020

1. Pipeline Risk in Leveraged Loan Syndication
   The Review of Financial Studies, 2020, 33, (12), 5660-5705 View citations (29)
   See also Working Paper Pipeline Risk in Leveraged Loan Syndication, Finance and Economics Discussion Series (2017) View citations (11) (2017)

2017

2. Debt maturity and the liquidity of secondary debt markets
   Journal of Financial Economics, 2017, 124, (3), 599-613 View citations (16)
   See also Working Paper Debt maturity and the liquidity of secondary debt markets, Temi di discussione (Economic working papers) (2016) View citations (5) (2016)

2014

3. Preventing Zombie Lending
   The Review of Financial Studies, 2014, 27, (3), 923-956 View citations (65)

2011

4. Creditor Coordination, Liquidation Timing, and Debt Valuation
   Journal of Financial and Quantitative Analysis, 2011, 46, (5), 1407-1436 View citations (6)

2010

5. A structural model of debt pricing with creditor-determined liquidation
   Journal of Economic Dynamics and Control, 2010, 34, (5), 951-967 View citations (11)
6. Deposit insurance and money market freezes
   Journal of Monetary Economics, 2010, 57, (1), 45-61 View citations (60)
7. Recovery rates, default probabilities, and the credit cycle
   Journal of Banking & Finance, 2010, 34, (4), 754-764 View citations (96)
   See also Working Paper Recovery Rates, Default Probabilities and the Credit Cycle, Working Papers (2006) View citations (4) (2006)

Chapters

2007

1. Currency Crises, (Hidden) Linkages and Volume
   Chapter 10 in International Financial Instability Global Banking and National Regulation, 2007, pp 125-137