Is there a paradox of pledgeability?

A-Tier
Journal: Journal of Financial Economics
Year: 2020
Volume: 137
Issue: 3
Pages: 606-611

Authors (3)

Bernhardt, Dan (University of Illinois at Urba...) Koufopoulos, Kostas (not in RePEc) Trigilia, Giulio (not in RePEc)

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

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

Abstract

We show that in the limited-commitment framework of Donaldson et al. (2019), firm value always increases in the fraction of cash flows that can be pledged as collateral. That is, pledgeability increases investment efficiency and relaxes a firm’s financing constraint. We derive this conclusion using the same contracts considered by the authors and generalize the result to an arbitrary number of states. We also show that the first best can always be implemented by a nonstate-contingent secured debt contract, which differs from the ones they consider.

Technical Details

RePEc Handle
repec:eee:jfinec:v:137:y:2020:i:3:p:606-611
Journal Field
Finance
Author Count
3
Added to Database
2026-01-24