Intermediation in networks

DOI10.1007/S00199-024-01611-7MaRDI QIDQ6966927zbMATH OpenFDO

Authors Jan-Peter Siedlarek

Publication date 26 June 2025

Published in Economic Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S00199-024-01611-7

zbMATH Keywords

financial networksintermediationover-the-counter marketsstochastic games

Mathematics Subject Classification ID

Trade models (91B60) Stochastic models in economics (91B70)

Cites work

• A Stochastic Model of Sequential Bargaining with Complete Information
• Bargaining frictions in trading networks
• Bargaining in a network of buyers and sellers.
• Bilateral bargaining in networks
• Bilateral trading in networks
• Coalitional bargaining in networks
• Dynamic multilateral markets
• Efficiency in decentralized oligopolistic markets
• Efficient delays in a stochastic model of bargaining
• Equilibrium Price Dispersion
• Over-the-Counter Markets
• Stores
• Structural holes in social networks
• The optimal design of a market
• Trading networks with price-setting agents

Cited in

(1)

• Pro-competitive horizontal merger with cost reducing investments and network externalities

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