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dc.contributor.authorBieta, Volkeren
dc.contributor.authorBroll, Udoen
dc.contributor.authorSiebe, Wilfrieden
dc.date.accessioned2009-01-29-
dc.date.accessioned2010-07-15T09:39:23Z-
dc.date.available2010-07-15T09:39:23Z-
dc.date.issued2008-
dc.identifier.urihttp://hdl.handle.net/10419/36482-
dc.description.abstractIn this paper we challenge basic results of signaling models. In our banking model each project of a borrower is described by a continuous density of outcomes. Different density functions are classified according to second stochastisch dominance. Combining these features we find that in a banking model collateral is no longer in a position to signal the degree of riskiness of the borrower to the lender. In most cases the equilibrium is a pooling equilibrium.en
dc.language.isoengen
dc.publisher|aTechnische Universität Dresden, Fakultät Wirtschaftswissenschaften |cDresdenen
dc.relation.ispartofseries|aDresden Discussion Paper Series in Economics |x04/08en
dc.subject.jelD8en
dc.subject.jelG20en
dc.subject.ddc330en
dc.subject.keywordSignalingen
dc.subject.keywordcollateralen
dc.subject.keywordperfect Bayesian equilibriumen
dc.subject.stwSignallingen
dc.subject.stwKreditgeschäften
dc.subject.stwAsymmetrische Informationen
dc.subject.stwBayes-Statistiken
dc.titleThe banking firm: the role of signaling with collaterals-
dc.type|aWorking Paperen
dc.identifier.ppn590241001en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen
dc.identifier.repecRePEc:zbw:tuddps:0408en

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