Recovery rates, default probabilities, and the credit cycle M Bruche, C González-Aguado Journal of Banking & Finance 34 (4), 754-764, 2010 | 318 | 2010 |
Preventing zombie lending M Bruche, G Llobet The Review of Financial Studies 27 (3), 923-956, 2014 | 176 | 2014 |
Pipeline risk in leveraged loan syndication M Bruche, F Malherbe, RR Meisenzahl The Review of Financial Studies 33 (12), 5660-5705, 2020 | 120 | 2020 |
Deposit insurance and money market freezes M Bruche, J Suarez Journal of Monetary Economics 57 (1), 45-61, 2010 | 102 | 2010 |
Debt maturity and the liquidity of secondary debt markets M Bruche, A Segura Journal of Financial Economics 124 (3), 599-613, 2017 | 53 | 2017 |
Estimating structural bond pricing models via simulated maximum likelihood M Bruche Financial Markets Group, The London School of Economics and Political Science, 2005 | 52* | 2005 |
Creditor coordination, liquidation timing, and debt valuation M Bruche Journal of Financial and Quantitative Analysis 46 (5), 1407-1436, 2011 | 24* | 2011 |
A structural model of debt pricing with creditor-determined liquidation M Bruche, H Naqvi Journal of Economic Dynamics and Control 34 (5), 951-967, 2010 | 24 | 2010 |
Dealer funding and market liquidity M Bruche, JCF Kuong CEPR Discussion Paper No. DP16548, 2021 | 11 | 2021 |
A note on embarassingly parallel computation using OpenMosix and Ox M Bruche working paper, Financial Markets Group, London School of Economics, 2003 | 4 | 2003 |
What Do Lead Banks Learn from Leveraged Loan Investors? M Bruche, R Meisenzahl, DX Xu FRB of Chicago Working Paper, 2023 | 3 | 2023 |
Estimating Structural Models of Corporate Bond Prices M Bruche World Scientific Reference on Contingent Claims Analysis in Corporate …, 2019 | 2 | 2019 |
Joint Estimation of Default and Non-Default Components of Corporate Bond Spreads M Bruche, J Reneby unpublished, mimeo, 2005 | 1 | 2005 |
Dealer Funding and Market Liquidity JCF Kuong, M Bruche CEPR Discussion Papers, 2021 | | 2021 |
Agency Frictions, Dealer Funding, and Market Liquidity M Bruche, JCF Kuong Dealer Funding, and Market Liquidity (November 8, 2018), 2018 | | 2018 |
Currency Crises,(Hidden) Linkages and Volume M Bruche, J Danielsson, G Galati International Financial Instability: Global Banking and National Regulation …, 2007 | | 2007 |
Structural models of corporate bond prices M Bruche PQDT-Global, 2005 | | 2005 |
Learning and asset price dynamics M Bruche University of Oxford, 2000 | | 2000 |