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When are signals complements or substitutes?

Börgers, Tilman; Hernando-Veciana, Angel; Krähmer, Daniel - In: Journal of economic theory 148 (2013) 1, pp. 165-195

Persistent link: https://www.econbiz.de/10010083653

Anticipated regret as an explanation of uncertainty aversion

Krähmer, Daniel; Stone, Rebecca - In: Economic theory 52 (2013) 2, pp. 709-728

Persistent link: https://www.econbiz.de/10010098708

Equilibrium learning in simple contests

Krähmer, Daniel - In: Games and economic behavior 59 (2007) 1, pp. 105-131

Persistent link: https://www.econbiz.de/10008221938

Delegation and incentives

Bester, Helmut; Krähmer, Daniel - In: The Rand journal of economics 39 (2008) 3, pp. 664-682

Persistent link: https://www.econbiz.de/10008097810

Standardization as a Solution to the Reading Costs of Form Contracts

Krähmer, Daniel - In: Journal of institutional and theoretical economics : JITE 167 (2011) 1, pp. 45-49

Persistent link: https://www.econbiz.de/10008846929

Auction design with endogenously correlated buyer types

Krähmer, Daniel - In: Journal of economic theory 147 (2012) 1, pp. 118-142

Persistent link: https://www.econbiz.de/10009819457

Message-contingent delegation

Krähmer, Daniel - In: Journal of economic behavior & organization : JEBO 60 (2006) 4, pp. 490-506

Persistent link: https://www.econbiz.de/10007285988

Comment on “Correlated information, mechanism design and informational rents” [J. Econ. Theory 123 (2) (2005) 210–217]

Krähmer, Daniel; Strausz, Roland - In: Journal of economic theory 146 (2011) 5, pp. 2159-2165

Persistent link: https://www.econbiz.de/10009289913

Dynamic screening with liquidity constraints

Krähmer, Daniel; Strausz, Roland - In: Economic Theory 79 (2024) 4, pp. 1421-1453

Abstract We consider a dynamic screening model with serially independent types where the agent is short-term liquidity constrained. We model a liquidity constraint as a hard constraint that forces the agent to renege whenever he would suffer a loss from fulfilling the contract terms in a given...

Persistent link: https://www.econbiz.de/10015436188