Access Statistics for Max Bruche

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A structural model of corporate bond pricing with co-ordination failure 0 0 0 5 0 2 9 46
Bankruptcy Codes, Liquidation Timing, and Debt Valuation 0 0 0 37 0 2 7 188
Corporate bond prices and co-ordination failure 0 0 0 0 2 6 11 47
Dealer Funding and Market Liquidity 0 0 0 4 1 10 16 30
Debt Maturity and the Liquidity of Secondary Debt Markets 0 0 1 5 0 2 11 67
Debt Maturity and the Liquidity of Secondary Debt Markets 0 0 0 26 0 2 12 180
Debt maturity and the liquidity of secondary debt markets 0 0 1 31 1 6 13 94
Debt maturity and the liquidity of secondary debt markets 0 0 0 13 1 3 8 88
Estimating Structural Models of Corporate Bond Prices 0 0 0 203 0 5 15 614
Estimating structural bond pricing models via simulated maximum likelihood 0 0 1 6 0 5 14 77
Pipeline Risk in Leveraged Loan Syndication 0 0 1 15 1 6 14 96
Pipeline Risk in Leveraged Loan Syndication 0 0 0 46 0 2 6 200
Pipeline risk in leveraged loan syndication 0 0 2 2 0 5 12 17
Recovery Rates, Default Probabilities and the Credit Cycle 0 0 0 228 0 1 13 876
Recovery Rates, Default Probabilities and the Credit Cycle 0 0 1 113 0 3 12 374
Recovery rates, default probabilities and the credit cycle 0 0 0 17 2 4 10 88
The Macroeconomics of Money Market Freezes 0 0 1 59 1 3 8 241
The Macroeconomics of Money Market Freezes 0 0 0 100 0 1 10 510
Walking Wounded or Living Dead? Making Banks Foreclose Bad Loans 0 0 0 11 1 5 12 112
Walking Wounded or Living Dead? Making Banks Foreclose Bad Loans 0 0 0 41 0 5 14 209
Walking wounded or living dead? Making banks foreclose bad loans 0 0 0 0 1 1 8 11
What Do Lead Banks Learn from Leveraged Loan Investors? 0 0 0 0 0 2 12 12
What Do Lead Banks Learn from Leveraged Loan Investors? 0 0 0 0 0 6 13 16
Total Working Papers 0 0 8 962 11 87 260 4,193


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A structural model of debt pricing with creditor-determined liquidation 0 0 0 19 1 4 13 133
Creditor Coordination, Liquidation Timing, and Debt Valuation 0 0 0 12 0 4 7 77
Debt maturity and the liquidity of secondary debt markets 0 0 0 22 0 4 8 112
Deposit insurance and money market freezes 0 0 2 165 3 5 21 714
Pipeline Risk in Leveraged Loan Syndication 0 2 3 19 0 2 61 149
Preventing Zombie Lending 0 0 0 77 0 3 8 218
Recovery rates, default probabilities, and the credit cycle 0 0 3 156 1 9 36 533
Total Journal Articles 0 2 8 470 5 31 154 1,936


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Currency Crises, (Hidden) Linkages and Volume 0 0 0 0 0 2 8 9
Total Chapters 0 0 0 0 0 2 8 9


Statistics updated 2026-06-04