Show simple item record

dc.contributor.authorElliott, M.
dc.contributor.authorTalamàs, E.
dc.date.accessioned2020-12-04T16:25:19Z
dc.date.available2020-12-04T16:25:19Z
dc.date.issued2020-07-20
dc.identifier.otherCWPE2070
dc.identifier.otherC-INET2032
dc.identifier.urihttps://www.repository.cam.ac.uk/handle/1810/314724
dc.description.abstractIn many markets, heterogenous agents make non-contractible investments before bargaining over both who matches with whom and the terms of trade. In static markets, the holdup problem—that is, inefficient investments caused by agents receiving only a fract
dc.publisherFaculty of Economics & Cambridge-INET Institute, University of Cambridge
dc.relation.ispartofseriesCambridge Working Papers in Economics
dc.relation.ispartofseriesCambridge-INET Working Paper Series
dc.rightsAll Rights Reserved
dc.rights.urihttps://www.rioxx.net/licenses/all-rights-reserved/
dc.titleNo Holdup in Dynamic Markets
dc.typeWorking Paper
dc.identifier.doi10.17863/CAM.61830


Files in this item

Thumbnail

This item appears in the following Collection(s)

Show simple item record