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Max Bruche

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

Personal Details

First Name: Max
Middle Name:
Last Name: Bruche
Suffix:

RePEc Short-ID: pbr210

Email: [This author has chosen not to make the email address public]
Homepage: http://www.maxbruche.net
Postal Address: Cass Business School 106 Bunhill Row London EC1Y 8TZ
Phone:

Affiliation

(80%) Faculty of Finance
Cass Business School
City University
Location: London, United Kingdom
Homepage: http://www.cass.city.ac.uk/facfin/
Email:
Phone: +44 (0)20 7040 0287
Fax: +44 (0)20 7040 8881
Postal: 106 Bunhill Row, London EC1Y 8TZ
Handle: RePEc:edi:ffcituk (more details at EDIRC)
(20%) Financial Markets Group (FMG)
London School of Economics (LSE)
Location: London, United Kingdom
Homepage: http://fmg.lse.ac.uk/
Email:
Phone: 020-7955-7002
Fax: 020-7242-1006
Postal: Houghton Street, London WC2A 2AE
Handle: RePEc:edi:fmlseuk (more details at EDIRC)

Works

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Working papers

  1. Max Bruche & Anatoli Segura, 2013. "Debt Maturity And The Liquidity Of Secondary Debt Markets," Working Papers wp2013_1303, CEMFI.
  2. Max Bruche & Gerard Llobet, 2010. "Walking Wounded Or Living Dead? Making Banks Foreclose Bad Loans," Working Papers wp2010_1003, CEMFI.
  3. Max Bruche, 2009. "Bankruptcy Codes, Liquidation Timing, And Debt Valuation," Working Papers wp2009_0902, CEMFI.
  4. Bruche, Max & Suarez, Javier, 2009. "The Macroeconomics of Money Market Freezes," CEPR Discussion Papers 7304, C.E.P.R. Discussion Papers.
  5. Max Bruche, 2006. "Estimating Structural Models Of Corporate Bond Prices," Working Papers wp2006_0610, CEMFI.
  6. Carlos González-Aguado & Max Bruche, 2006. "Recovery Rates, Default Probabilities and the Credit Cycle," FMG Discussion Papers dp572, Financial Markets Group.
  7. Max Bruche, 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.
  8. Max Bruche, 2003. "Corporate bond prices and co-ordination failure," LSE Research Online Documents on Economics 24825, London School of Economics and Political Science, LSE Library.
  9. Max Bruche, 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. Bruche, Max, 2011. "Creditor Coordination, Liquidation Timing, and Debt Valuation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 46(05), pages 1407-1436, October.
  2. 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.
  3. 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.
  4. Bruche, Max & Suarez, Javier, 2010. "Deposit insurance and money market freezes," Journal of Monetary Economics, Elsevier, vol. 57(1), pages 45-61, January.

NEP Fields

7 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (3) 2006-12-01 2009-05-30 2010-07-10. Author is listed
  2. NEP-CBA: Central Banking (2) 2009-05-30 2009-10-24. Author is listed
  3. NEP-CTA: Contract Theory & Applications (1) 2010-07-10
  4. NEP-FMK: Financial Markets (1) 2006-10-07
  5. NEP-MAC: Macroeconomics (3) 2006-12-01 2009-05-30 2009-10-24. Author is listed
  6. NEP-MON: Monetary Economics (2) 2009-05-30 2009-10-24. Author is listed
  7. NEP-RMG: Risk Management (1) 2006-12-01

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