Max Bruche : Citation Profile


Are you Max Bruche?

Humboldt-Universität Berlin

6

H index

6

i10 index

245

Citations

RESEARCH PRODUCTION:

7

Articles

18

Papers

RESEARCH ACTIVITY:

   15 years (2002 - 2017). See details.
   Cites by year: 16
   Journals where Max Bruche has often published
   Relations with other researchers
   Recent citing documents: 17.    Total self citations: 1 (0.41 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pbr210
   Updated: 2021-03-27    RAS profile: 2021-01-17    
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Relations with other researchers


Works with:

Malherbe, Frederic (2)

Segura, Anatoli (2)

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

Is cited by:

Suarez, Javier (14)

Hoerova, Marie (8)

Fecht, Falko (6)

Heider, Florian (6)

Serrano, Roberto (6)

Bonfim, Diana (5)

von Peter, Goetz (5)

Craig, Ben (5)

Nakashima, Kiyotaka (4)

Schepens, Glenn (4)

Takahashi, Koji (4)

Cites to:

Sentana, Enrique (7)

Ericsson, Jan (7)

FREIXAS, XAVIER (6)

Serrano, Roberto (5)

Heider, Florian (5)

Obstfeld, Maurice (5)

Suarez, Javier (5)

Rogoff, Kenneth (5)

Hoerova, Marie (5)

Repullo, Rafael (4)

Geske, Robert (4)

Main data


Where Max Bruche has published?


Journals with more than one article published# docs
Review of Financial Studies2

Recent works citing Max Bruche (2021 and 2020)


YearTitle of citing document
2020Meta-learning approaches for recovery rate prediction. (2020). Vrins, Frédéric ; Roccazzella, Francesco ; Gambetti, Paolo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2020007.

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2020.

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2020Copula-Based Factor Model for Credit Risk Analysis. (2020). Hardle, Wolfgang Karl ; Chen, Cathy Yi-Hsuan ; Lu, Meng-Jou. In: Papers. RePEc:arx:papers:2009.12092.

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2020Bank Loan Forbearance: evidence from a million restructured loans. (2020). Schiozer, Rafael F ; Mourad, Frederico A. In: Working Papers Series. RePEc:bcb:wpaper:541.

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2020Money markets, central bank balance sheet and regulation. (2020). Sigaux, Jean-David ; Hoerova, Marie ; Eisenschmidt, Jens ; Schepens, Glenn ; Linzert, Tobias ; Corradin, Stefano. In: Working Paper Series. RePEc:ecb:ecbwps:20202483.

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2020Default recovery rates and aggregate fluctuations. (2020). Candian, Giacomo ; Dmitriev, Mikhail. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:121:y:2020:i:c:s0165188920301792.

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2020Discount or premium? Pricing of structured products: An analysis of Chinese market. (2020). Liu, Jia ; Jin, Chenglu ; Zhou, Hanxian ; Chen, Rongda. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s105752192030137x.

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2020The time has come for banks to say goodbye: New evidence on bank roles and duration effects in relationship terminations. (2020). Takahashi, Koji ; Nakashima, Kiyotaka. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:115:y:2020:i:c:s0378426620300807.

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2021Identifying ever-greening: Evidence using loan-level data. (2021). Tantri, Prasanna. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:122:y:2021:i:c:s0378426620302594.

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2020The determinants of bank loan recovery rates in good times and bad – New evidence. (2020). Vaz, John ; Fenech, Jean-Pierre ; Forbes, Catherine S ; Wang, Hong. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:177:y:2020:i:c:p:875-897.

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2020Accounting Model for Impairment under IFRS 9 and its Impact on Loss Allowance. (2020). Tamimi, Oday ; Orban, Ildiko. In: European Research Studies Journal. RePEc:ers:journl:v:xxiii:y:2020:i:4:p:1259-1277.

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2020Risk-Based Loan Pricing: Portfolio Optimization Approach with Marginal Risk Contribution. (2020). Lejeune, Miguel ; Chun, So Yeon. In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:8:p:3735-3753.

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2020Interest Rates and the Design of Financial Contracts. (2020). Schwert, Michael ; Roberts, Michael. In: NBER Working Papers. RePEc:nbr:nberwo:27195.

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2020Bank lending during the COVID-19 pandemic. (2020). Politsidis, Panagiotis ; HASAN, IFTEKHAR ; Sharma, Zenu. In: MPRA Paper. RePEc:pra:mprapa:103565.

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2020Private and public liquidity provision in over-the-counter markets. (2020). Rappoport, David E ; Vardoulakis, Alexandros P ; Arseneau, David M. In: Theoretical Economics. RePEc:the:publsh:3419.

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2020The rise of shadow banking: evidence from capital regulation. (2018). Peydro, Jose-Luis ; Meisenzahl, Ralf R ; Iyer, Rajkamal ; Irani, Rustom M. In: Economics Working Papers. RePEc:upf:upfgen:1652.

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2020Global Corporate Debt during Crises : Implications of Switching Borrowing across Markets. (2020). Schmukler, Sergio ; Brandao, Tatiana Didier ; Cortina, Juan Jose. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:9142.

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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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paper18
2013Debt Maturity and the Liquidity of Secondary Debt Markets.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 18
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: 18
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: 18
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: 18
paper
2006ESTIMATING STRUCTURAL MODELS OF CORPORATE BOND PRICES In: Working Papers.
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paper6
2006RECOVERY RATES, DEFAULT PROBABILITIES AND THE CREDIT CYCLE In: Working Papers.
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paper102
2010Recovery rates, default probabilities, and the credit cycle.(2010) In: Journal of Banking & Finance.
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This paper has another version. Agregated cites: 102
article
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: 102
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: 102
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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paper10
2017Pipeline Risk in Leveraged Loan Syndication.(2017) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 10
paper
2011Creditor Coordination, Liquidation Timing, and Debt Valuation In: Journal of Financial and Quantitative Analysis.
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article3
2010A structural model of debt pricing with creditor-determined liquidation In: Journal of Economic Dynamics and Control.
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article10
2010Deposit insurance and money market freezes In: Journal of Monetary Economics.
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article46
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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paper2
2014Preventing Zombie Lending In: Review of Financial Studies.
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article30
Pipeline Risk in Leveraged Loan Syndication In: Review of Financial Studies.
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article0

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