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 0 1 38
Bankruptcy Codes, Liquidation Timing, and Debt Valuation 0 0 0 37 0 1 1 182
Corporate bond prices and co-ordination failure 0 0 0 0 1 1 2 38
Dealer Funding and Market Liquidity 0 0 0 4 2 3 5 18
Debt Maturity and the Liquidity of Secondary Debt Markets 0 0 0 26 0 1 3 169
Debt Maturity and the Liquidity of Secondary Debt Markets 0 0 1 5 1 2 4 59
Debt maturity and the liquidity of secondary debt markets 0 0 0 13 0 1 3 82
Debt maturity and the liquidity of secondary debt markets 0 0 1 31 0 1 4 84
Estimating Structural Models of Corporate Bond Prices 0 0 0 203 2 6 7 606
Estimating structural bond pricing models via simulated maximum likelihood 0 0 1 6 1 2 8 68
Pipeline Risk in Leveraged Loan Syndication 0 0 0 46 0 0 2 194
Pipeline Risk in Leveraged Loan Syndication 0 0 1 15 2 4 7 87
Pipeline risk in leveraged loan syndication 0 2 2 2 2 4 6 10
Recovery Rates, Default Probabilities and the Credit Cycle 0 0 1 113 1 2 4 366
Recovery Rates, Default Probabilities and the Credit Cycle 0 0 0 228 3 7 7 870
Recovery rates, default probabilities and the credit cycle 0 0 0 17 3 3 4 82
The Macroeconomics of Money Market Freezes 0 0 1 59 0 2 4 237
The Macroeconomics of Money Market Freezes 0 0 0 100 2 3 3 503
Walking Wounded or Living Dead? Making Banks Foreclose Bad Loans 0 0 1 41 1 1 3 196
Walking Wounded or Living Dead? Making Banks Foreclose Bad Loans 0 0 0 11 1 1 3 102
Walking wounded or living dead? Making banks foreclose bad loans 0 0 0 0 3 6 7 9
What Do Lead Banks Learn from Leveraged Loan Investors? 0 0 0 0 0 1 4 6
What Do Lead Banks Learn from Leveraged Loan Investors? 0 0 0 0 2 4 4 4
Total Working Papers 0 2 9 962 27 56 96 4,010

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 5 125
Creditor Coordination, Liquidation Timing, and Debt Valuation 0 0 0 12 1 1 1 71
Debt maturity and the liquidity of secondary debt markets 0 0 0 22 1 2 3 106
Deposit insurance and money market freezes 1 1 2 165 2 6 10 702
Pipeline Risk in Leveraged Loan Syndication 1 1 1 17 29 33 37 124
Preventing Zombie Lending 0 0 1 77 0 3 6 213
Recovery rates, default probabilities, and the credit cycle 0 1 3 156 0 6 16 512
Total Journal Articles 2 3 7 468 34 55 78 1,853

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 2 3
Total Chapters 0 0 0 0 0 2 2 3

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2026-01-09