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Signal Jamming in New Credit Markets

  • van Tassel, Eric

This paper develops a simple two-period model in which a lender's credit operations in a new market end up externalizing information on borrowers' repayment capabilities. This information improves the competitive position of outside lenders by allowing them to enter the credit market with a more accurate description of potential clients. Equilibrium strategies are then identified where an inside lender chooses to offer a costly first-period contract with the explicit objective of distorting the quality of the external information flow in the second period.

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Article provided by Blackwell Publishing in its journal Journal of Money, Credit and Banking.

Volume (Year): 34 (2002)
Issue (Month): 2 (May)
Pages: 469-90

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Handle: RePEc:mcb:jmoncb:v:34:y:2002:i:2:p:469-90
Contact details of provider: Web page: http://www.blackwellpublishing.com/journal.asp?ref=0022-2879

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