Assistant Professor of Economics
CEMFI
Casado del Alisal 5, 28014 Madrid, Spain
Email: bruche@cemfi.es
tel: +34-91-4290551
fax: +34-91-4291056
"A Structural Model of Debt Pricing with Creditor-Determined Liquidation," with Hassan Naqvi, September 2009. [PDF on SSRN]
"Deposit Insurance and Money Market Freezes," with Javier Suárez, September 2009. [PDF on SSRN]
"Bankruptcy Codes, Liquidation Timing, and Debt Valuation," February 2008. [PDF on SSRN]
(AFA 2009 San Francisco Meetings Paper)
"Estimating Structural Models of Corporate Bond Prices," July 2007. [PDF]
"Recovery Rates, Default Probabilities and the Credit Cycle," with Carlos González-Aguado, Journal of Banking and Finance, forthcoming. [PDF on SSRN] [Web appendix]
I have a page on computer code and related notes that I wrote.
If you are interested in arts and financial markets, have a look at my Blackshoals fan page.
I also have a page on Useful software for economists.