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Tacit Collusion Under Intrest Rate Fluctuations

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  • Pedro Dal BÛ, 2002. "Tacit Collusion Under Intrest Rate Fluctuations," Working Papers 2002-21, Brown University, Department of Economics.
    • Handle: RePEc:bro:econwp:2002-21
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    File URL: https://economics.brown.edu/sites/g/files/dprerj726/files/papers/wp2002-21.pdf
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    Cited by:

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    3. Benoît, Jean-Pierre & Galbiati, Roberto & Henry, Emeric, 2017. "Investing to cooperate: Theory and experiment," Journal of Economic Behavior & Organization, Elsevier, vol. 144(C), pages 1-17.
    4. repec:hal:spmain:info:hdl:2441/d3pr45c1e8egae1q88dc5jo6u is not listed on IDEAS
    5. Bar-Isaac, Heski & Shapiro, Joel, 2013. "Ratings quality over the business cycle," Journal of Financial Economics, Elsevier, vol. 108(1), pages 62-78.
    6. Mikael Juselius & Moshe Kim & Staffan Ringbom, 2015. "Do markup dynamics reflect fundamentals or changes in conduct?," Empirical Economics, Springer, vol. 48(3), pages 1119-1147, May.
    7. Opp, Marcus M. & Parlour, Christine A. & Walden, Johan, 2014. "Markup cycles, dynamic misallocation, and amplification," Journal of Economic Theory, Elsevier, vol. 154(C), pages 126-161.
    8. repec:hal:spmain:info:hdl:2441/59r8grug28881rf8or7715f88g is not listed on IDEAS

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