Signaling in Credit Markets

DOI10.2307/1882644MaRDI QIDQ3779961zbMATH OpenOpenAlexFDO

Authors Helmuth Milde, John G. Riley

Publication date 1988

Published in The Quarterly Journal of Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1882644

zbMATH Keywords

competitive market for loanscredit marketsprivate informationscreeningsignaling

Mathematics Subject Classification ID

Trade models (91B60)

Recommendations

• Competitive equilibrium in the credit market under asymmetric information
• Credit markets with asymmetric information
• Competition in Lending: Theory and Experiments*
• Signalling with Many Signals
• Screening, Bidding, and the Loan Market Tightness *

Cited in

(14)

• Competitive equilibrium in the credit market under asymmetric information
• Why are credit card rates sticky?
• Optimal consumption when capital markets are imperfect
• Consumer credit under asymmetric information: the wrong types apply
• Leverage dynamics and credit quality
• Redenomination risk and bank runs in a monetary union with and without deposit insurance schemes
• Screening and financial contracting in the face of outside competition
• Multiple bank lending, creditor rights, and information sharing
• Collateral in banking policy: on the possibility of signaling
• Screening, Bidding, and the Loan Market Tightness *
• Endogenous information revelation in a competitive credit market and credit crunch
• Competition in Lending: Theory and Experiments*
• Financial maintenance covenants in bank loans
• Imperfect competition in differentiated credit contract markets

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