Max Bruche
Max Bruche
Verified email at hu-berlin.de - Homepage
Title
Cited by
Cited by
Year
Recovery rates, default probabilities, and the credit cycle
M Bruche, C González-Aguado
Journal of Banking & Finance 34 (4), 754-764, 2010
2502010
Deposit insurance and money market freezes
M Bruche, J Suarez
Journal of Monetary Economics 57 (1), 45-61, 2010
872010
Preventing zombie lending
M Bruche, G Llobet
The Review of Financial Studies 27 (3), 923-956, 2014
68*2014
Estimating structural bond pricing models via simulated maximum likelihood
M Bruche
Financial Markets Group, London School of Economics and Political Science, 2005
51*2005
Pipeline risk in leveraged loan syndication
M Bruche, F Malherbe, RR Meisenzahl
The Review of Financial Studies, 2017
402017
Debt maturity and the liquidity of secondary debt markets
M Bruche, A Segura
Journal of Financial Economics 124 (3), 599-613, 2017
362017
A structural model of debt pricing with creditor-determined liquidation
M Bruche, H Naqvi
Journal of Economic Dynamics and Control 34 (5), 951-967, 2010
212010
Creditor coordination, liquidation timing, and debt valuation
M Bruche
Journal of Financial and Quantitative Analysis, 1407-1436, 2011
20*2011
A note on embarassingly parallel computation using OpenMosix and Ox
M Bruche
working paper, Financial Markets Group, London School of Economics, 2003
42003
Dealer Funding and Market Liquidity
M Bruche, JCF Kuong
Available at SSRN 3281303, 2019
22019
Joint Estimation of Default and Non-Default Components of Corporate Bond Spreads
M Bruche, J Reneby
unpublished, mimeo, 2005
12005
Currency Crises,(Hidden) Linkages and Volume
M Bruche, J Danielsson, G Galati
International Financial Instability: Global Banking and National Regulation …, 2007
2007
Structural models of corporate bond prices.
M Bruche
London School of Economics and Political Science (United Kingdom), 2005
2005
Learning and asset price dynamics
M Bruche
University of Oxford, 2000
2000
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Articles 1–14