Default and efficient debt markets.
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Publication:1867771
DOI10.1016/S0304-4068(02)00065-4zbMath1034.91050MaRDI QIDQ1867771
Publication date: 2 April 2003
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
91B26: Auctions, bargaining, bidding and selling, and other market models
91B54: Special types of economic markets (including Cournot, Bertrand)
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Cites Work
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- Repeated principal-agent relationships with lending and borrowing
- Income fluctuation and asymmetric information: An example of a repeated principal-agent problem
- On Efficient Distribution with Private Information
- Liquidity Preference and Financial Intermediation
- Debt Constrained Asset Markets
- Implications of Efficient Risk Sharing without Commitment