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 2 2 3 40
Bankruptcy Codes, Liquidation Timing, and Debt Valuation 0 0 0 37 3 4 4 185
Corporate bond prices and co-ordination failure 0 0 0 0 3 4 5 41
Dealer Funding and Market Liquidity 0 0 0 4 0 3 5 18
Debt Maturity and the Liquidity of Secondary Debt Markets 0 0 1 5 5 7 9 64
Debt Maturity and the Liquidity of Secondary Debt Markets 0 0 0 26 4 5 6 173
Debt maturity and the liquidity of secondary debt markets 0 0 1 31 4 5 8 88
Debt maturity and the liquidity of secondary debt markets 0 0 0 13 3 4 5 85
Estimating Structural Models of Corporate Bond Prices 0 0 0 203 1 5 8 607
Estimating structural bond pricing models via simulated maximum likelihood 0 0 1 6 3 4 11 71
Pipeline Risk in Leveraged Loan Syndication 0 0 1 15 3 6 10 90
Pipeline Risk in Leveraged Loan Syndication 0 0 0 46 4 4 6 198
Pipeline risk in leveraged loan syndication 0 2 2 2 1 5 7 11
Recovery Rates, Default Probabilities and the Credit Cycle 0 0 0 228 3 6 10 873
Recovery Rates, Default Probabilities and the Credit Cycle 0 0 1 113 4 6 8 370
Recovery rates, default probabilities and the credit cycle 0 0 0 17 1 4 5 83
The Macroeconomics of Money Market Freezes 0 0 0 100 4 7 7 507
The Macroeconomics of Money Market Freezes 0 0 1 59 1 2 5 238
Walking Wounded or Living Dead? Making Banks Foreclose Bad Loans 0 0 0 41 4 5 6 200
Walking Wounded or Living Dead? Making Banks Foreclose Bad Loans 0 0 0 11 1 2 3 103
Walking wounded or living dead? Making banks foreclose bad loans 0 0 0 0 1 6 8 10
What Do Lead Banks Learn from Leveraged Loan Investors? 0 0 0 0 4 4 8 10
What Do Lead Banks Learn from Leveraged Loan Investors? 0 0 0 0 5 9 9 9
Total Working Papers 0 2 8 962 64 109 156 4,074

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 3 6 8 128
Creditor Coordination, Liquidation Timing, and Debt Valuation 0 0 0 12 2 3 3 73
Debt maturity and the liquidity of secondary debt markets 0 0 0 22 2 3 5 108
Deposit insurance and money market freezes 0 1 2 165 7 11 16 709
Pipeline Risk in Leveraged Loan Syndication 0 1 1 17 23 54 59 147
Preventing Zombie Lending 0 0 0 77 2 4 5 215
Recovery rates, default probabilities, and the credit cycle 0 1 3 156 8 12 23 520
Total Journal Articles 0 3 6 468 47 93 119 1,900

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 4 4 6 7
Total Chapters 0 0 0 0 4 4 6 7

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Statistics updated 2026-02-12