Pages that link to "Item:Q1146099"
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The following pages link to Optimal contracts and competitive markets with costly state verification (Q1146099):
Displayed 43 items.
- A Bayesian approach to optimal monetary policy with parameter and model uncertainty (Q428007) (← links)
- A continuous-time analysis of optimal restructuring of contracts with costly information disclosure (Q436947) (← links)
- Firm heterogeneity, credit constraints, and endogenous growth (Q453470) (← links)
- On the firm-level implications of the bank lending channel of monetary policy (Q602984) (← links)
- The non-neutrality of debt in investment timing: a new NPV rule (Q665553) (← links)
- Fluctuation of firm size in the long-run and bimodal distribution (Q666404) (← links)
- The dynamic structure of optimal debt contracts (Q753636) (← links)
- Optimal incentive contracts with imperfect information (Q755409) (← links)
- Dynamic incentive contracts under no-commitment to periodic auditing and a non-retrospective penalty system (Q814831) (← links)
- Optimal insurance under costly falsification and costly, inexact verification (Q844672) (← links)
- Optimal debt contracts and product market competition with exit and entry (Q848613) (← links)
- The price of size and financial market allocations (Q852329) (← links)
- Bankruptcy and firm finance (Q929351) (← links)
- Multi-lender coalitions in costly state verification models (Q934897) (← links)
- Computing solutions to moral-hazard programs using the Dantzig-Wolfe decomposition algorithm (Q951495) (← links)
- Optimal debt contracts under costly enforcement (Q976769) (← links)
- Monitoring a common agent: Implications for financial contracting (Q996364) (← links)
- Optimal interest rate rules, asset prices, and credit frictions (Q1027416) (← links)
- Financial intermediary-coalitions (Q1072421) (← links)
- Optimal indemnity contracts (Q1077858) (← links)
- Optimal contracts with public ex post information (Q1099054) (← links)
- Conflict dissolution by reframing game payoffs using linear perturbations (Q1161690) (← links)
- Monitoring the monitor: An incentive structure for a financial intermediary (Q1196667) (← links)
- Financial market frictions, monetary policy, and capital accumulation in a small open economy (Q1270742) (← links)
- Real business cycles, investment finance, and multiple equilibria (Q1294007) (← links)
- Demand deposit contracts, suspension of convertibility, and optimal financial intermediation (Q1338115) (← links)
- Measurement distortion and missing contingencies in optimal contracts (Q1339027) (← links)
- The equilibrium allocation of investment capital in the presence of adverse selection and costly state verification (Q1341443) (← links)
- Optimal multilateral contracts (Q1341481) (← links)
- Financial markets in development, and the development of financial markets (Q1351033) (← links)
- Capital market imperfections, international credit markets, and nonconvergence (Q1357583) (← links)
- A theory of the non-neutrality of money with banking frictions and bank recapitalization (Q1949206) (← links)
- Renegotiation-proof contracting, disclosure, and incentives for efficient investment (Q1958955) (← links)
- Optimal debt contracts and the single-crossing condition (Q1960685) (← links)
- Investment timing, asymmetric information, and audit structure: a real options framework (Q2271679) (← links)
- Collateral premia and risk sharing under limited commitment (Q2431100) (← links)
- Risk-bearing and entrepreneurship (Q2469834) (← links)
- Default and aggregate income (Q2485956) (← links)
- Dynamic mechanism design with hidden income and hidden actions (Q2490130) (← links)
- Lotteries, insurance, and star-shaped utility functions (Q2641204) (← links)
- Dynamic incentive contracts in multiple penalty systems with no-commitment to tenure-track auditing (Q2642565) (← links)
- Country risk and capital flow reversals (Q5941123) (← links)
- Rent-seeking bureaucracies and oversight in a simple growth model (Q5941342) (← links)