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 6 7 44
Bankruptcy Codes, Liquidation Timing, and Debt Valuation 0 0 0 37 0 4 5 186
Corporate bond prices and co-ordination failure 0 0 0 0 0 3 5 41
Dealer Funding and Market Liquidity 0 0 0 4 2 4 8 22
Debt Maturity and the Liquidity of Secondary Debt Markets 0 0 0 26 0 9 10 178
Debt Maturity and the Liquidity of Secondary Debt Markets 0 0 1 5 0 6 9 65
Debt maturity and the liquidity of secondary debt markets 0 0 1 31 2 6 10 90
Debt maturity and the liquidity of secondary debt markets 0 0 0 13 0 3 5 85
Estimating Structural Models of Corporate Bond Prices 0 0 0 203 3 6 13 612
Estimating structural bond pricing models via simulated maximum likelihood 0 0 1 6 2 6 12 74
Pipeline Risk in Leveraged Loan Syndication 0 0 1 15 2 5 10 92
Pipeline Risk in Leveraged Loan Syndication 0 0 0 46 0 4 5 198
Pipeline risk in leveraged loan syndication 0 0 2 2 1 3 8 13
Recovery Rates, Default Probabilities and the Credit Cycle 0 0 0 228 0 5 12 875
Recovery Rates, Default Probabilities and the Credit Cycle 0 0 1 113 1 6 10 372
Recovery rates, default probabilities and the credit cycle 0 0 0 17 0 2 6 84
The Macroeconomics of Money Market Freezes 0 0 1 59 0 1 5 238
The Macroeconomics of Money Market Freezes 0 0 0 100 0 6 9 509
Walking Wounded or Living Dead? Making Banks Foreclose Bad Loans 0 0 0 11 1 6 8 108
Walking Wounded or Living Dead? Making Banks Foreclose Bad Loans 0 0 0 41 1 9 10 205
Walking wounded or living dead? Making banks foreclose bad loans 0 0 0 0 0 1 8 10
What Do Lead Banks Learn from Leveraged Loan Investors? 0 0 0 0 1 7 11 11
What Do Lead Banks Learn from Leveraged Loan Investors? 0 0 0 0 2 6 10 12
Total Working Papers 0 0 8 962 18 114 196 4,124


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 9 129
Creditor Coordination, Liquidation Timing, and Debt Valuation 0 0 0 12 0 2 3 73
Debt maturity and the liquidity of secondary debt markets 0 0 0 22 1 3 5 109
Deposit insurance and money market freezes 0 0 2 165 0 7 16 709
Pipeline Risk in Leveraged Loan Syndication 1 1 2 18 1 24 60 148
Preventing Zombie Lending 0 0 0 77 1 3 6 216
Recovery rates, default probabilities, and the credit cycle 0 0 3 156 4 16 31 528
Total Journal Articles 1 1 7 469 7 59 130 1,912


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


Statistics updated 2026-04-09