IDEAS home Printed from
MyIDEAS: Login to save this article or follow this journal

Predatory Dumping

  • James C. Hartigan
Registered author(s):

    This is a model of predatory dumping that relies upon a capital market imperfection and an asymmetry in financial resources that favors the foreign firm. The capital market imperfection may prevent the home firm from issuing debt to defend itself against predation. The asymmetry in financial resources may enable the foreign firm to use foreign market profits to underwrite predation. In contrast to cyclical dumping models, predation occurs when foreign demand is high. A home antidumping law incompletely insulates the home firm from predatory dumping. The home antidumping law, however, tends to make predation correspond to cyclical dumping's characteristics.

    If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

    File URL:
    Download Restriction: only available to JSTOR subscribers

    As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

    Article provided by Canadian Economics Association in its journal Canadian Journal of Economics.

    Volume (Year): 29 (1996)
    Issue (Month): 1 (February)
    Pages: 228-39

    in new window

    Handle: RePEc:cje:issued:v:29:y:1996:i:1:p:228-39
    Contact details of provider: Postal: Canadian Economics Association Prof. Steven Ambler, Secretary-Treasurer c/o Olivier Lebert, CEA/CJE/CPP Office C.P. 35006, 1221 Fleury Est Montréal, Québec, Canada H2C 3K4
    Web page:

    More information through EDIRC

    Order Information: Web: Email:

    No references listed on IDEAS
    You can help add them by filling out this form.

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    When requesting a correction, please mention this item's handle: RePEc:cje:issued:v:29:y:1996:i:1:p:228-39. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Prof. Werner Antweiler)

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.