Default Risk in Implicit Contract Models of the Credit Market
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Other versions of this item:
- Olekalns, Nilss & Sibly, Hugh, 1994. "Default Risk in Implicit Contract Models of the Credit Market," Australian Economic Papers, Wiley Blackwell, vol. 33(63), pages 215-227, December.
- Hugh Sibly & Nilss Olekalns, 1992. "Default Risk in Implicit Contract Models of the Credit Market," Working Papers 1992.10, School of Economics, La Trobe University.
References listed on IDEAS
- Bardsley, Peter, 1991. "Global measures of risk aversion," Journal of Economic Theory, Elsevier, vol. 55(1), pages 145-160, October.
- Zeckhauser, Richard & Keeler, Emmett, 1970. "Another Type of Risk Aversion," Econometrica, Econometric Society, vol. 38(5), pages 661-665, September.
- Sandmo, Agnar, 1971. "On the Theory of the Competitive Firm under Price Uncertainty," American Economic Review, American Economic Association, vol. 61(1), pages 65-73, March.
- Hawawini, Gabriel, 1978. "A mean-standard deviation exposition of the theory of the firm under uncertainty," MPRA Paper 10148, University Library of Munich, Germany.
- Meyer, Jack, 1987. "Two-moment Decision Models and Expected Utility Maximization," American Economic Review, American Economic Association, vol. 77(3), pages 421-430, June.
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Keywordscontracts ; financial market ; risk;
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