Repeated principal-agent relationships with lending and borrowing
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Publication:375019
DOI10.1016/0165-1765(85)90121-1zbMATH Open1273.91257OpenAlexW2031158619MaRDI QIDQ375019FDOQ375019
Publication date: 24 October 2013
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0165-1765(85)90121-1
Cites Work
Cited In (15)
- Retained earnings, interest rates and lending relationship
- Money and dynamic credit arrangements with private information
- Income fluctuation and asymmetric information: An example of a repeated principal-agent problem
- Default and efficient debt markets.
- A NOTE ON THE ROBUSTNESS OF THE TOBIN EFFECT IN INCOMPLETE MARKETS
- Non-exclusive dynamic contracts, competition, and the limits of insurance
- On the first-order approach in principal-agent models with hidden borrowing and lending
- A solvable continuous time dynamic principal-agent model
- Short-term contracts and long-term agency relationships
- Markov-perfect risk sharing, moral hazard and limited commitment
- A theory of progressive lending
- Insurance contracts and financial markets
- On the robustness of Laissez-Faire
- Optimal liquidity policy with shadow banking
- Dynamic mechanism design with hidden income and hidden actions
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