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 0 6 11 47
Dealer Funding and Market Liquidity 0 0 0 4 1 9 16 31
Debt Maturity and the Liquidity of Secondary Debt Markets 0 0 0 5 0 2 10 67
Debt Maturity and the Liquidity of Secondary Debt Markets 0 0 0 26 2 4 14 182
Debt maturity and the liquidity of secondary debt markets 0 0 0 13 1 4 9 89
Debt maturity and the liquidity of secondary debt markets 0 0 0 31 2 6 14 96
Estimating Structural Models of Corporate Bond Prices 0 0 0 203 0 2 14 614
Estimating structural bond pricing models via simulated maximum likelihood 0 0 0 6 0 3 13 77
Pipeline Risk in Leveraged Loan Syndication 0 0 0 46 0 2 6 200
Pipeline Risk in Leveraged Loan Syndication 0 0 0 15 1 5 14 97
Pipeline risk in leveraged loan syndication 0 0 2 2 0 4 12 17
Recovery Rates, Default Probabilities and the Credit Cycle 0 0 1 113 0 2 11 374
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 0 17 0 4 9 88
The Macroeconomics of Money Market Freezes 0 0 0 59 1 4 8 242
The Macroeconomics of Money Market Freezes 0 0 0 100 0 1 10 510
Tracing the Impact of Bank Shocks under Bank-Specific Credit Demand 0 0 0 0 1 2 2 2
Walking Wounded or Living Dead? Making Banks Foreclose Bad Loans 0 0 0 11 1 5 13 113
Walking Wounded or Living Dead? Making Banks Foreclose Bad Loans 0 0 0 41 1 5 15 210
Walking wounded or living dead? Making banks foreclose bad loans 0 0 0 0 1 2 9 12
What Do Lead Banks Learn from Leveraged Loan Investors? 1 1 1 1 1 2 13 13
What Do Lead Banks Learn from Leveraged Loan Investors? 0 0 0 0 2 6 14 18
Total Working Papers 1 1 4 963 15 85 266 4,209


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 0 4 13 133
Creditor Coordination, Liquidation Timing, and Debt Valuation 1 1 1 13 1 5 8 78
Debt maturity and the liquidity of secondary debt markets 0 0 0 22 1 4 9 113
Deposit insurance and money market freezes 0 0 2 165 0 5 21 714
Pipeline Risk in Leveraged Loan Syndication 0 1 3 19 0 1 60 149
Preventing Zombie Lending 1 1 1 78 3 5 11 221
Recovery rates, default probabilities, and the credit cycle 0 0 2 156 0 5 35 533
Total Journal Articles 2 3 9 472 5 29 157 1,941


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 2026-07-10