Pages that link to "Item:Q375019"
From MaRDI portal
The following pages link to Repeated principal-agent relationships with lending and borrowing (Q375019):
Displaying 13 items.
- Non-exclusive dynamic contracts, competition, and the limits of insurance (Q337821) (← links)
- On the first-order approach in principal-agent models with hidden borrowing and lending (Q634506) (← links)
- Income fluctuation and asymmetric information: An example of a repeated principal-agent problem (Q751456) (← links)
- A solvable continuous time dynamic principal-agent model (Q900607) (← links)
- Short-term contracts and long-term agency relationships (Q913628) (← links)
- Money and dynamic credit arrangements with private information (Q1572944) (← links)
- Markov-perfect risk sharing, moral hazard and limited commitment (Q1624474) (← links)
- Default and efficient debt markets. (Q1867771) (← links)
- Retained earnings, interest rates and lending relationship (Q2098967) (← links)
- Optimal liquidity policy with shadow banking (Q2305050) (← links)
- Dynamic mechanism design with hidden income and hidden actions (Q2490130) (← links)
- On the robustness of Laissez-Faire (Q2653922) (← links)
- Insurance contracts and financial markets (Q2682021) (← links)
