Credit frictions and participation in over-the-counter markets

A-Tier
Journal: Journal of Economic Theory
Year: 2020
Volume: 189
Issue: C

Score contribution per author:

4.022 = (α=2.01 / 1 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper formalizes a Nash bargaining game between two players constrained by capacity decisions made prior to entering the negotiation. In equilibrium, strategic interactions drive capacity choices to zero and shut trade down despite the existence of gains from trade. The game is embedded in a general equilibrium model of decentralized asset trade with credit frictions to investigate the interaction between availability of credit and investors' participation, modeled through their choices of inventory and payment capacity. Partial access to credit is sufficient to restore trade. The strategic interactions between payment capacity and inventory generate endogenous heterogeneity in holdings, trade sizes and prices, and complementarity between money and credit.

Technical Details

RePEc Handle
repec:eee:jetheo:v:189:y:2020:i:c:s0022053120300934
Journal Field
Theory
Author Count
1
Added to Database
2026-01-25