Max Bruche : Citation Profile

Are you Max Bruche?

Humboldt-Universität Berlin

7

H index

6

i10 index

305

Citations

RESEARCH PRODUCTION:

7

Articles

17

Papers

1

Chapters

RESEARCH ACTIVITY:

   18 years (2002 - 2020). See details.
   Cites by year: 16
   Journals where Max Bruche has often published
   Relations with other researchers
   Recent citing documents: 22.    Total self citations: 1 (0.33 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbr210
   Updated: 2024-01-16    RAS profile: 2024-01-04    
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Relations with other researchers

Works with:

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 (10)

Hoerova, Marie (9)

Serrano, Roberto (6)

Schmidt-Eisenlohr, Tim (6)

Fecht, Falko (6)

Peydro, Jose-Luis (6)

Heider, Florian (6)

Bonfim, Diana (6)

Craig, Ben (5)

Segura, Anatoli (5)

von Peter, Goetz (5)

Cites to:

Leland, Hayne (13)

Hoerova, Marie (8)

Heider, Florian (8)

Sentana, Enrique (7)

Ericsson, Jan (7)

FREIXAS, XAVIER (6)

Suarez, Javier (5)

Rogoff, Kenneth (5)

Serrano, Roberto (5)

Obstfeld, Maurice (5)

Repullo, Rafael (4)

Main data

Where Max Bruche has published?

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

Working Papers Series with more than one paper published# docs
CEPR Discussion Papers / C.E.P.R. Discussion Papers2

Recent works citing Max Bruche (2024 and 2023)

YearTitle of citing document
2023Probability of Default modelling with L\evy-driven Ornstein-Uhlenbeck processes and applications in credit risk under the IFRS 9. (2023). Yannacopoulos, Athanasios N ; Georgiou, Kyriakos. In: Papers. RePEc:arx:papers:2309.12384.

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2023Interbank money market concerns and actors’ strategies—A systematic review of 21st century literature. (2023). Dugdale, Julie ; Reaidy, Paul J ; Madies, Philippe ; Alaeddini, Morteza. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:573-654.

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2023Does SOFR-linked debt cost borrowers more than LIBOR-linked debt?. (2023). Syrstad, Olav ; Klingler, Sven. In: Working Paper. RePEc:bno:worpap:2023_7.

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2023Nonbank lenders as global shock absorbers: evidence from US monetary policy spillovers. (2023). Peydro, Jose-Luis ; Meisenzah, Ralf R ; Elliott, David. In: Bank of England working papers. RePEc:boe:boeewp:1012.

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2023Implicit and Explicit Deposit Insurance and Depositor Behavior. (2023). Ongena, Steven ; Schoors, Koen ; Kirschenmann, Karolin ; Atmaca, Sumeyra. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2023_476.

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2023Implicit and Explicit Deposit Insurance and Depositor Behavior. (2023). Ongena, Steven ; Schoors, Koen ; Kirschenmann, Karolin ; Atmaca, Sumeyra. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10768.

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2023Loan guarantees, bank underwriting policies and financial fragility. (2023). Marquez, Robert ; Leonello, Agnese ; Carletti, Elena. In: Working Paper Series. RePEc:ecb:ecbwps:20232782.

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2023Syndicate structure and IPO outcomes: The impact of underwriter roles and syndicate concentration. (2023). King, Michael R ; Dunbar, Craig G. In: Journal of Corporate Finance. RePEc:eee:corfin:v:79:y:2023:i:c:s0929119923000317.

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2023Secured and unsecured debt in creditor-friendly bankruptcy. (2023). Naqvi, Hassan ; Franois, Pascal. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s0929119923000627.

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2023Bond liquidity, debt maturity and bond risk premium. (2023). Wei, XU ; Zhou, Yimin. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323000909.

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2023Local institutional investors and debt maturity. (2023). Zhang, Jun ; Wang, Qin. In: Journal of Financial Markets. RePEc:eee:finmar:v:62:y:2023:i:c:s1386418122000507.

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2023Spillover effects between liquidity risks through endogenous debt maturity. (2023). Zhou, Yi ; Xiao, Xiao ; Wei, XU. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418123000125.

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2023A large creditor in contagious liquidity crises. (2023). Park, Junghum ; Oh, Frederick Dongchuhl. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002862.

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2023Distressed firms, zombie firms and zombie lending: A taxonomy. (2023). Mayordomo, Sergio ; Garcia-Posada, Miguel ; Alvarez, Laura. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000067.

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2023Institutional investors, the dollar, and U.S. credit conditions. (2023). Schmidt-Eisenlohr, Tim ; Niepmann, Friederike. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:1:p:198-220.

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2023Loan guarantees, bank underwriting policies and financial stability. (2023). leonello, agnese ; Marquez, Robert ; Carletti, Elena. In: Journal of Financial Economics. RePEc:eee:jfinec:v:149:y:2023:i:2:p:260-295.

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2023The consequences of bank loan growth: Evidence from Asia. (2023). Vithessonthi, Chaiporn. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:252-270.

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2023Nonbank Lenders as Global Shock Absorbers: Evidence from US Monetary Policy Spillovers. (2023). Peydro, Jose-Luis ; Meisenzahl, Ralf R ; Elliott, David. In: Working Paper Series. RePEc:fip:fedhwp:96668.

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2023The Costs of Agglomeration: Misallocation of Credit in Chinese Cities. (2023). Chen, Haiquan ; Tian, YU ; Liu, LU. In: Land. RePEc:gam:jlands:v:12:y:2023:i:3:p:578-:d:1082932.

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2023On-Site Inspecting Zombie Lending. (2023). Ongena, Steven ; Degryse, Hans ; Cerqueiro, Geraldo ; Bonfim, Diana. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:5:p:2547-2567.

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2023Forbearance vs foreclosure in a general equilibrium model. (2023). Tirelli, Patrizio ; Barbaro, Bianca. In: Working Papers. RePEc:mib:wpaper:516.

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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).
[Full Text][Citation analysis]		paper24
2013Debt Maturity and the Liquidity of Secondary Debt Markets.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		paper
2017Debt maturity and the liquidity of secondary debt markets.(2017) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		article
2013Debt maturity and the liquidity of secondary debt markets.(2013) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		paper
2006Estimating Structural Models of Corporate Bond Prices In: Working Papers.
[Full Text][Citation analysis]		paper6
2006Recovery Rates, Default Probabilities and the Credit Cycle In: Working Papers.
[Full Text][Citation analysis]		paper93
2010Recovery rates, default probabilities, and the credit cycle.(2010) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 93		article
2006Recovery rates, default probabilities and the credit cycle.(2006) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 93		paper
2009The Macroeconomics of Money Market Freezes In: Working Papers.
[Full Text][Citation analysis]		paper5
2009The Macroeconomics of Money Market Freezes.(2009) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2009Bankruptcy Codes, Liquidation Timing, and Debt Valuation In: Working Papers.
[Full Text][Citation analysis]		paper4
2010Walking Wounded or Living Dead? Making Banks Foreclose Bad Loans In: Working Papers.
[Full Text][Citation analysis]		paper0
2011Walking wounded or living dead? Making banks foreclose bad loans.(2011) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2017Pipeline Risk in Leveraged Loan Syndication In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper33
2017Pipeline risk in leveraged loan syndication.(2017) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 33		paper
2017Pipeline Risk in Leveraged Loan Syndication.(2017) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 33		paper
2020Pipeline Risk in Leveraged Loan Syndication.(2020) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 33		article
2011Creditor Coordination, Liquidation Timing, and Debt Valuation In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article6
2010A structural model of debt pricing with creditor-determined liquidation In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article11
2010Deposit insurance and money market freezes In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article58
2005Estimating structural bond pricing models via simulated maximum likelihood In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper7
2003Corporate bond prices and co-ordination failure In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper1
2002A structural model of corporate bond pricing with co-ordination failure In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper2
2014Preventing Zombie Lending In: Review of Financial Studies.
[Full Text][Citation analysis]		article55
2007Currency Crises, (Hidden) Linkages and Volume In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0

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