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Max Bruche
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Recovery rates, default probabilities, and the credit cycle
M Bruche, C González-Aguado
Journal of Banking & Finance 34 (4), 754-764, 2010
3092010
Preventing zombie lending
M Bruche, G Llobet
The Review of Financial Studies 27 (3), 923-956, 2014
158*2014
Pipeline risk in leveraged loan syndication
M Bruche, F Malherbe, RR Meisenzahl
The Review of Financial Studies 33 (12), 5660-5705, 2020
1102020
Deposit insurance and money market freezes
M Bruche, J Suarez
Journal of Monetary Economics 57 (1), 45-61, 2010
1002010
Estimating structural bond pricing models via simulated maximum likelihood
M Bruche
Financial Markets Group, The London School of Economics and Political Science, 2005
51*2005
Debt maturity and the liquidity of secondary debt markets
M Bruche, A Segura
Journal of Financial Economics 124 (3), 599-613, 2017
502017
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
252010
Creditor coordination, liquidation timing, and debt valuation
M Bruche
Journal of Financial and Quantitative Analysis 46 (5), 1407-1436, 2011
23*2011
Dealer funding and market liquidity
M Bruche, JCF Kuong
CEPR Discussion Paper No. DP16548, 2021
92021
A note on embarassingly parallel computation using OpenMosix and Ox
M Bruche
working paper, Financial Markets Group, London School of Economics, 2003
42003
Estimating Structural Models of Corporate Bond Prices
M Bruche
World Scientific Reference on Contingent Claims Analysis in Corporate …, 2019
22019
Joint Estimation of Default and Non-Default Components of Corporate Bond Spreads
M Bruche, J Reneby
unpublished, mimeo, 2005
12005
What Do Lead Banks Learn from Leveraged Loan Investors?
M Bruche, R Meisenzahl, DX Xu
FRB of Chicago Working Paper, 2023
2023
Dealer Funding and Market Liquidity
JCF Kuong, M Bruche
CEPR Discussion Papers, 2021
2021
Agency Frictions, Dealer Funding, and Market Liquidity
M Bruche, JCF Kuong
Dealer Funding, and Market Liquidity (November 8, 2018), 2018
2018
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
PQDT-Global, 2005
2005
Learning and asset price dynamics
M Bruche
University of Oxford, 2000
2000
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Articles 1–18