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 1 1 9 47
Bankruptcy Codes, Liquidation Timing, and Debt Valuation 0 0 0 37 2 2 9 190
Corporate bond prices and co-ordination failure 0 0 0 0 0 0 11 47
Dealer Funding and Market Liquidity 0 0 0 4 0 2 17 32
Debt Maturity and the Liquidity of Secondary Debt Markets 0 0 0 5 0 0 10 67
Debt Maturity and the Liquidity of Secondary Debt Markets 0 0 0 26 1 3 15 183
Debt maturity and the liquidity of secondary debt markets 0 0 0 13 0 1 8 89
Debt maturity and the liquidity of secondary debt markets 0 0 0 31 0 2 13 96
Estimating Structural Models of Corporate Bond Prices 0 0 0 203 0 0 14 614
Estimating structural bond pricing models via simulated maximum likelihood 0 0 0 6 0 0 12 77
Pipeline Risk in Leveraged Loan Syndication 0 0 0 46 0 0 6 200
Pipeline Risk in Leveraged Loan Syndication 0 0 0 15 1 2 15 98
Pipeline risk in leveraged loan syndication 0 0 2 2 2 2 13 19
Recovery Rates, Default Probabilities and the Credit Cycle 0 0 0 228 0 0 13 876
Recovery Rates, Default Probabilities and the Credit Cycle 0 0 0 113 1 1 11 375
Recovery rates, default probabilities and the credit cycle 0 0 0 17 1 1 10 89
The Macroeconomics of Money Market Freezes 0 0 0 59 0 1 8 242
The Macroeconomics of Money Market Freezes 0 0 0 100 1 2 12 512
Tracing the Impact of Bank Shocks under Bank-Specific Credit Demand 0 0 0 0 0 2 3 3
Walking Wounded or Living Dead? Making Banks Foreclose Bad Loans 0 0 0 11 0 1 12 113
Walking Wounded or Living Dead? Making Banks Foreclose Bad Loans 0 0 0 41 0 1 15 210
Walking wounded or living dead? Making banks foreclose bad loans 0 0 0 0 0 1 9 12
What Do Lead Banks Learn from Leveraged Loan Investors? 0 1 1 1 1 3 15 15
What Do Lead Banks Learn from Leveraged Loan Investors? 0 0 0 0 1 3 14 19
Total Working Papers 0 1 3 963 12 31 274 4,225


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 2 3 15 136
Creditor Coordination, Liquidation Timing, and Debt Valuation 0 1 1 13 1 2 9 79
Debt maturity and the liquidity of secondary debt markets 0 0 0 22 0 2 10 114
Deposit insurance and money market freezes 0 0 1 165 1 2 20 716
Pipeline Risk in Leveraged Loan Syndication 0 0 3 19 1 1 60 150
Preventing Zombie Lending 0 1 1 78 0 3 11 221
Recovery rates, default probabilities, and the credit cycle 0 0 1 156 0 0 32 533
Total Journal Articles 0 2 7 472 5 13 157 1,949


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 0 8 9
Total Chapters 0 0 0 0 0 0 8 9


Statistics updated 2026-09-10