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Information about:
Max Bruche

Personal Details | Affiliation | Works
This is information that was supplied by Max Bruche in registering through RePEc. If you are Max Bruche , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Max
Middle Name:
Last Name: Bruche
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RePEc Short-ID: pbr210

Email: [This author has chosen not to make the email address public]
Homepage: http://fmg.lse.ac.uk/~max
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Affiliation

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Works

| Working papers | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Bruche, Max & Suarez, Javier, 2009. "The Macroeconomics of Money Market Freezes," CEPR Discussion Papers 7304, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

  2. Max Bruche, 2006. "Estimating Structural Models Of Corporate Bond Prices," Working Papers wp2006_0610, CEMFI. [Downloadable!]

  3. Carlos González-Aguado & Max Bruche, 2006. "Recovery Rates, Default Probabilities and the Credit Cycle," FMG Discussion Papers dp572, Financial Markets Group. [Downloadable!] (restricted)
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NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (2) 2006-12-01 2009-05-30 Author is listed
  2. NEP-CBA: Central Banking (1) 2009-05-30 Author is listed
  3. NEP-FMK: Financial Markets (1) 2006-10-07 Author is listed
  4. NEP-MAC: Macroeconomics (2) 2006-12-01 2009-05-30 Author is listed
  5. NEP-MON: Monetary Economics (1) 2009-05-30 Author is listed
  6. NEP-RMG: Risk Management (1) 2006-12-01 Author is listed
Did you know? About 2700 working paper series are listed on RePEc.

This page was last updated on 2009-11-11.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.