Incentive efficient risk sharing in a settlement mechanism

DOI10.1016/J.JET.2007.01.015zbMATH Open1152.91652OpenAlexW1992818920MaRDI QIDQ951008FDOQ951008

Authors: Hiroshi Fujiki, Edward J. Green, Akira Yamazaki 

Publication date: 29 October 2008

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jet.2007.01.015

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zbMATH Keywords

risksettlement

Mathematics Subject Classification ID

Trade models (91B60)

Cites Work

• Title not available (Why is that?)
• Cooperative extensions of the Bayesian game.
• Incentives and the core of an exchange economy: a survey.
• Differential information economies: Introduction

Cited In (7)

• An analysis of settlement risk contagion in alternative securities settlement architectures
• Stable risk-sharing
• A dynamic model of settlement
• Improving Risk Sharing and Borrower Incentives in Mortgage Design
• Title not available (Why is that?)
• Payments systems design in deterministic and private information environments
• Introduction to monetary and macro economics

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