Default and efficient debt markets.
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Cites work
- Debt Constrained Asset Markets
- scientific article; zbMATH DE number 1154015 (Why is no real title available?)
- Implications of Efficient Risk Sharing without Commitment
- Income fluctuation and asymmetric information: An example of a repeated principal-agent problem
- Liquidity Preference and Financial Intermediation
- On Efficient Distribution with Private Information
- Repeated principal-agent relationships with lending and borrowing
Cited in
(17)- Reaching nirvana with a defaultable asset?
- Competitive equilibria with limited enforcement
- Critical debt and debt dynamics.
- Trading constraints penalizing default: A recursive approach
- Exclusive contracts and the institution of bankruptcy
- Debt contracts and cooperative improvements
- Sustainable debt
- Consumer default with complete markets: default-based pricing and finite punishment
- Default and Renegotiation: A Dynamic Model of Debt
- Debt Constrained Asset Markets
- Credit markets, limited commitment, and government debt
- Regulating Exclusion from Financial Markets
- A Theory of Debt Based on the Inalienability of Human Capital
- Default Risk, Asset Pricing, and Debt Control
- On the sovereign debt paradox
- Forgive or buy back: An experimental study of debt relief
- Optimal debt contracts under costly enforcement
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