Bargaining with asymmetric information in non-stationary markets
From MaRDI portal
Publication:1293741
DOI10.1007/S001990050271zbMATH Open0957.91041OpenAlexW2035584581MaRDI QIDQ1293741
Publication date: 29 June 1999
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s001990050271
Related Items (7)
A multistage exchange trading model with asymmetric information and elements of bargaining ⋮ Bargaining and regulation with asymmetric information about demand and supply ⋮ Asymmetric Information Bargaining Problems with Many Agents ⋮ Pirates of the Mediterranean: An empirical investigation of bargaining with asymmetric information ⋮ Non-cooperative bargaining and the incomplete informational core ⋮ A new equilibrium in the one-sided asymmetric information market with pairwise meetings ⋮ Bargaining in a non-stationary environment.
This page was built for publication: Bargaining with asymmetric information in non-stationary markets
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1293741)