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Max Bruche

Personal Details

First Name:Max
Middle Name:
Last Name:Bruche
Suffix:
RePEc Short-ID:pbr210
[This author has chosen not to make the email address public]
http://www.maxbruche.net
Wirtschaftswissenschaftliche Fakultät Humboldt-Universität zu Berlin Dorotheenstr. 1 10099 Berlin
Terminal Degree:2005 Finance Department; London School of Economics (LSE) (from RePEc Genealogy)

Affiliation

Wirtschaftswissenschaftliche Fakultät
Humboldt-Universität Berlin

Berlin, Germany
http://www.wiwi.hu-berlin.de/
RePEc:edi:wfhubde (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Max Bruche & Ralf R. Meisenzahl & David Xiaoyu Xu, 2023. "What Do Lead Banks Learn from Leveraged Loan Investors?," Working Paper Series WP 2023-44, Federal Reserve Bank of Chicago.
  2. Kuong, John Chi-Fong & Bruche, Max, 2021. "Dealer Funding and Market Liquidity," CEPR Discussion Papers 16548, C.E.P.R. Discussion Papers.
  3. Malherbe, Frédéric & Bruche, Max & Meisenzahl, Ralf R, 2017. "Pipeline Risk in Leveraged Loan Syndication," CEPR Discussion Papers 11956, C.E.P.R. Discussion Papers.
  4. Max Bruche & Anatoli Segura, 2016. "Debt maturity and the liquidity of secondary debt markets," Temi di discussione (Economic working papers) 1049, Bank of Italy, Economic Research and International Relations Area.
  5. Max Bruche & Gerard Llobet, 2010. "Walking Wounded or Living Dead? Making Banks Foreclose Bad Loans," Working Papers wp2010_1003, CEMFI.
  6. Max Bruche & Javier Suarez, 2009. "The Macroeconomics of Money Market Freezes," Working Papers wp2009_0901, CEMFI.
  7. Max Bruche, 2009. "Bankruptcy Codes, Liquidation Timing, and Debt Valuation," Working Papers wp2009_0902, CEMFI.
  8. Max Bruche & Carlos González-Aguado, 2006. "Recovery Rates, Default Probabilities and the Credit Cycle," Working Papers wp2006_0612, CEMFI.
  9. Max Bruche, 2006. "Estimating Structural Models of Corporate Bond Prices," Working Papers wp2006_0610, CEMFI.
  10. Bruche, Max, 2005. "Estimating structural bond pricing models via simulated maximum likelihood," LSE Research Online Documents on Economics 24647, London School of Economics and Political Science, LSE Library.
  11. Bruche, Max, 2003. "Corporate bond prices and co-ordination failure," LSE Research Online Documents on Economics 24825, London School of Economics and Political Science, LSE Library.
  12. Bruche, Max, 2002. "A structural model of corporate bond pricing with co-ordination failure," LSE Research Online Documents on Economics 24930, London School of Economics and Political Science, LSE Library.

Articles

  1. Max Bruche & Frederic Malherbe & Ralf R Meisenzahl, 2020. "Pipeline Risk in Leveraged Loan Syndication," The Review of Financial Studies, Society for Financial Studies, vol. 33(12), pages 5660-5705.
  2. Bruche, Max & Segura, Anatoli, 2017. "Debt maturity and the liquidity of secondary debt markets," Journal of Financial Economics, Elsevier, vol. 124(3), pages 599-613.
  3. Max Bruche & Gerard Llobet, 2014. "Preventing Zombie Lending," The Review of Financial Studies, Society for Financial Studies, vol. 27(3), pages 923-956.
  4. Bruche, Max, 2011. "Creditor Coordination, Liquidation Timing, and Debt Valuation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 46(5), pages 1407-1436, October.
  5. Bruche, Max & González-Aguado, Carlos, 2010. "Recovery rates, default probabilities, and the credit cycle," Journal of Banking & Finance, Elsevier, vol. 34(4), pages 754-764, April.
  6. Bruche, Max & Naqvi, Hassan, 2010. "A structural model of debt pricing with creditor-determined liquidation," Journal of Economic Dynamics and Control, Elsevier, vol. 34(5), pages 951-967, May.
  7. Bruche, Max & Suarez, Javier, 2010. "Deposit insurance and money market freezes," Journal of Monetary Economics, Elsevier, vol. 57(1), pages 45-61, January.

Chapters

  1. Max Bruche & Jon Danielsson & Gabriele Galati, 2007. "Currency Crises, (Hidden) Linkages and Volume," World Scientific Book Chapters, in: Douglas D Evanoff & George G Kaufman & John R LaBrosse (ed.), International Financial Instability Global Banking and National Regulation, chapter 10, pages 125-137, World Scientific Publishing Co. Pte. Ltd..

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 9 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BAN: Banking (4) 2006-12-01 2009-05-30 2010-07-10 2024-01-15
  2. NEP-MAC: Macroeconomics (3) 2006-12-01 2009-05-30 2009-10-24
  3. NEP-CBA: Central Banking (2) 2009-05-30 2009-10-24
  4. NEP-CFN: Corporate Finance (2) 2017-04-30 2017-04-30
  5. NEP-FMK: Financial Markets (2) 2006-10-07 2016-02-17
  6. NEP-MON: Monetary Economics (2) 2009-05-30 2009-10-24
  7. NEP-CTA: Contract Theory and Applications (1) 2010-07-10
  8. NEP-RMG: Risk Management (1) 2006-12-01

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