Efficient ex-ante stabilization of firms
From MaRDI portal
Publication:2359383
DOI10.1016/j.jet.2017.04.001zbMath1400.91267OpenAlexW2606354886MaRDI QIDQ2359383
Publication date: 28 June 2017
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jet.2017.04.001
Production theory, theory of the firm (91B38) Macroeconomic theory (monetary models, models of taxation) (91B64) Rationality and learning in game theory (91A26) Special types of economic markets (including Cournot, Bertrand) (91B54)
Cites Work
- Recurrent crises in global games
- Strategic merger waves: A theory of musical chairs
- Contagion of self-fulfilling financial crises due to diversification of investment portfolios
- Equilibrium selection in global games with strategic complementarities.
- Equilibrium selection in \(n\)-person coordination games
- Global Games and Equilibrium Selection
- Fear of Miscoordination and the Robustness of Cooperation in Dynamic Global Games With Exit
- Measuring Strategic Uncertainty in Coordination Games
- Coordinating Regime Switches
- Resolving Indeterminacy in Dynamic Settings: The Role of Shocks*
- Fast Equilibrium Selection by Rational Players Living in a Changing World
- Selection-free predictions in global games with endogenous information and multiple equilibria
- Liquidity Black Holes *
- A Structure Theorem for Rationalizability with Application to Robust Predictions of Refinements
This page was built for publication: Efficient ex-ante stabilization of firms