Max Bruche : Citation Profile


Are you Max Bruche?

City University (95% share)
London School of Economics (LSE) (5% share)

6

H index

4

i10 index

169

Citations

RESEARCH PRODUCTION:

6

Articles

16

Papers

RESEARCH ACTIVITY:

   15 years (2002 - 2017). See details.
   Cites by year: 11
   Journals where Max Bruche has often published
   Relations with other researchers
   Recent citing documents: 25.    Total self citations: 1 (0.59 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pbr210
   Updated: 2018-07-14    RAS profile: 2017-07-25    
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Relations with other researchers


Works with:

Segura, Anatoli (4)

Malherbe, Frederic (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Max Bruche.

Is cited by:

Serrano, Roberto (6)

Suarez, Javier (5)

von Peter, Goetz (5)

Heider, Florian (4)

Costain, James (4)

Bonfim, Diana (4)

Hoerova, Marie (4)

Seidler, Jakub (3)

Bologna, Pierluigi (3)

McAleer, Michael (3)

Kamber, Gunes (3)

Cites to:

FREIXAS, XAVIER (6)

Hoerova, Marie (5)

Rogoff, Kenneth (5)

Heider, Florian (5)

Obstfeld, Maurice (5)

Ericsson, Jan (5)

Sentana, Enrique (4)

Ratnovski, Lev (3)

Geske, Robert (3)

Diamond, Douglas (3)

Suarez, Javier (3)

Main data


Where Max Bruche has published?


Recent works citing Max Bruche (2018 and 2017)


YearTitle of citing document
2017A CDS Option Miscellany. (2017). Martin, Richard J. In: Papers. RePEc:arx:papers:1201.0111.

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2018The determinants of bank loan recovery rates in good times and bad - new evidence. (2018). Wang, Hong ; Vaz, John ; Fenech, Jean-Pierre ; Forbes, Catherine S. In: Papers. RePEc:arx:papers:1804.07022.

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2017Optimal Interbank Regulation. (2017). Carter, Thomas J. In: Staff Working Papers. RePEc:bca:bocawp:17-48.

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2017Narrow Banking with Modern Depository Institutions: Is there a Reason to Panic?. (2017). Rodriguez Mendizabal, Hugo. In: Working Papers. RePEc:bge:wpaper:955.

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2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

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2017Is monetary policy less effective when interest rates are persistently low?. (2017). Hofmann, Boris ; BORIO, Claudio. In: BIS Working Papers. RePEc:bis:biswps:628.

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2017Syndicated loans and CDS positioning. (2017). Barth, Andreas ; Aldasoro, Iñaki. In: BIS Working Papers. RePEc:bis:biswps:679.

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2017The time dimension of the links between loss given default and the macroeconomy. (2017). Seidler, Jakub ; Konecny, Tomas ; Belyaev, Konstantin ; Belyaeva, Aelita ; Konen, Toma . In: Working Paper Series. RePEc:ecb:ecbwps:20172037.

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2018The use of equity financing in debt renegotiation. (2018). Silaghi, Florina . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:86:y:2018:i:c:p:123-143.

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2017Corporate failure prediction in the European energy sector: A multicriteria approach and the effect of country characteristics. (2017). Doumpos, Michalis ; Zopounidis, Constantin ; Makridou, Georgia ; Galariotis, Emilios ; Andriosopoulos, Kostas. In: European Journal of Operational Research. RePEc:eee:ejores:v:262:y:2017:i:1:p:347-360.

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2017Fuzzy decision fusion approach for loss-given-default modeling. (2017). Nazemi, Abdolreza ; Fabozzi, Frank J ; Heidenreich, Konstantin ; Pour, Farnoosh Fatemi . In: European Journal of Operational Research. RePEc:eee:ejores:v:262:y:2017:i:2:p:780-791.

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2018Liquidity tail risk and credit default swap spreads. (2018). Irresberger, Felix ; Gabrysch, Sandra. In: European Journal of Operational Research. RePEc:eee:ejores:v:269:y:2018:i:3:p:1137-1153.

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2017Is it obligor or instrument that explains recovery rate: Evidence from US corporate bond. (2017). Yao, Xiao ; Andreeva, Galina ; Crook, Jonathan. In: Journal of Financial Stability. RePEc:eee:finsta:v:28:y:2017:i:c:p:1-15.

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2018Macroeconomic variable selection for creditor recovery rates. (2018). Nazemi, Abdolreza ; Fabozzi, Frank J. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:89:y:2018:i:c:p:14-25.

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2017Forgiveness Versus Financing: The determinants and impact of SME debt forbearance in Japan. (2017). Ono, Arito ; Arito, ONO ; Yukihiro, Yasuda . In: Discussion papers. RePEc:eti:dpaper:17086.

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2017The Time Dimension of the Links Between Loss Given Default and the Macroeconomy. (2017). Seidler, Jakub ; Konecny, Tomas ; Belyaev, Konstantin ; Belyaeva, Aelta. In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:67:y:2017:i:6:p:462-491.

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2017Private and Public Liquidity Provision in Over-the-Counter Markets. (2017). Arseneau, David ; Vardoulakis, Alexandros ; Rappoport, David . In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-33.

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2018The Rate Elasticity of Retail Deposits in the United Kingdom: A Macroeconomic Investigation. (2018). Chiu, Ching-Wai (Jeremy) ; Hill, John . In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2018:q:1:a:3.

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2017Copula-based factor model for credit risk analysis. (2017). Härdle, Wolfgang ; Hardle, Wolfgang Karl ; Chen, Cathy Yi-Hsuan ; Lu, Meng-Jou. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:49:y:2017:i:4:d:10.1007_s11156-016-0613-x.

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2018The determinants of bank loan recovery rates in good times and bad -- new evidence. (2018). Wang, Hong ; Vaz, John ; Fenech, Jean-Pierre ; Forbes, Catherine S. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2018-7.

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2017Long-Term Finance and Economic Development: The Role of Liquidity in Corporate Debt Markets. (2017). Kozlowski, Julian. In: 2017 Meeting Papers. RePEc:red:sed017:699.

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2018Asset volatility. (2018). Correia, Maria ; Richardson, Scott ; Kang, Johnny. In: Review of Accounting Studies. RePEc:spr:reaccs:v:23:y:2018:i:1:d:10.1007_s11142-017-9431-1.

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2017Syndicated loans and CDS positioning. (2017). Barth, Andreas ; Aldasoro, Iñaki. In: ESRB Working Paper Series. RePEc:srk:srkwps:201758.

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2017Cyclicality in Losses on Bank Loans. (2017). Kole, Erik ; Keijsers, Bart ; Diris, Bart . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150050.

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2017PROBABILITY DENSITY OF RECOVERY RATE GIVEN DEFAULT OF A FIRM’S DEBT AND ITS CONSTITUENT TRANCHES. (2017). Chellathurai, Thamayanthi. In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:20:y:2017:i:04:n:s0219024917500236.

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Works by Max Bruche:


YearTitleTypeCited
2016Debt maturity and the liquidity of secondary debt markets In: Temi di discussione (Economic working papers).
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paper7
2013Debt Maturity and the Liquidity of Secondary Debt Markets.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 7
paper
2017Debt maturity and the liquidity of secondary debt markets.(2017) In: Journal of Financial Economics.
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This paper has another version. Agregated cites: 7
article
2013Debt maturity and the liquidity of secondary debt markets.(2013) In: LSE Research Online Documents on Economics.
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This paper has another version. Agregated cites: 7
paper
2013Debt Maturity and the Liquidity of Secondary Debt Markets.(2013) In: FMG Discussion Papers.
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This paper has another version. Agregated cites: 7
paper
2009The Macroeconomics of Money Market Freezes In: Working Papers.
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paper5
2009The Macroeconomics of Money Market Freezes.(2009) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 5
paper
2009Bankruptcy Codes, Liquidation Timing, and Debt Valuation In: Working Papers.
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paper4
2010Walking Wounded or Living Dead? Making Banks Foreclose Bad Loans In: Working Papers.
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paper2
2011Walking Wounded or Living Dead? Making Banks Foreclose Bad Loans.(2011) In: FMG Discussion Papers.
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This paper has another version. Agregated cites: 2
paper
2017Pipeline Risk in Leveraged Loan Syndication In: CEPR Discussion Papers.
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paper2
2017Pipeline Risk in Leveraged Loan Syndication.(2017) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 2
paper
2011Creditor Coordination, Liquidation Timing, and Debt Valuation In: Journal of Financial and Quantitative Analysis.
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article2
2010A structural model of debt pricing with creditor-determined liquidation In: Journal of Economic Dynamics and Control.
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article10
2010Recovery rates, default probabilities, and the credit cycle In: Journal of Banking & Finance.
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article79
2006Recovery rates, default probabilities and the credit cycle.(2006) In: LSE Research Online Documents on Economics.
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This paper has another version. Agregated cites: 79
paper
2006Recovery Rates, Default Probabilities and the Credit Cycle.(2006) In: FMG Discussion Papers.
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This paper has another version. Agregated cites: 79
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2010Deposit insurance and money market freezes In: Journal of Monetary Economics.
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article36
2005Estimating structural bond pricing models via simulated maximum likelihood In: LSE Research Online Documents on Economics.
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paper6
2003Corporate bond prices and co-ordination failure In: LSE Research Online Documents on Economics.
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paper1
2002A structural model of corporate bond pricing with co-ordination failure In: LSE Research Online Documents on Economics.
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paper3
2014Preventing Zombie Lending In: Review of Financial Studies.
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article12

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