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Tacit Collusion under Interest Rate Fluctuations

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  • Pedro Dal Bó

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  • Pedro Dal Bó, 2001. "Tacit Collusion under Interest Rate Fluctuations," Theory workshop papers 357966000000000030, UCLA Department of Economics.
    • Handle: RePEc:cla:uclatw:357966000000000030
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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. 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.
    5. Mathias Herzing, 2011. "Does hidden information make trade liberalization more fragile?," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 44(2), pages 561-579, May.
    6. 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.
    7. Lenhard, Severin, 2024. "Cartel Stability in Times of Low Interest Rates," VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges 302361, Verein für Socialpolitik / German Economic Association.
    8. repec:hal:spmain:info:hdl:2441/59r8grug28881rf8or7715f88g is not listed on IDEAS
    9. repec:spo:wpmain:info:hdl:2441/59r8grug28881rf8or7715f88g is not listed on IDEAS

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