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Liquidation Values and the Credibility of Financial Contract Renegotiation: Evidence from U.S. Airlines / Efraim Benmelech, Nittai K. Bergman.

NBER Working papers Available online

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Format:
Book
Author/Creator:
Benmelech, Efraim.
Contributor:
National Bureau of Economic Research.
Bergman, Nittai K.
Series:
Working Paper Series (National Bureau of Economic Research) no. w14059.
NBER working paper series no. w14059
Language:
English
Physical Description:
1 online resource: illustrations (black and white);
Other Title:
Liquidation Values and the Credibility of Financial Contract Renegotiation
Place of Publication:
Cambridge, Mass. National Bureau of Economic Research 2008.
Summary:
How do liquidation values affect financial contract renegotiation? While the 'incomplete contracting' theory of financial contracting predicts that liquidation values determine the allocation of bargaining power between creditors and debtors, there is little empirical evidence on financial contract renegotiations and the role asset values play in such bargaining. This paper attempts to fill this gap. We develop an incomplete-contracting model of financial contract renegotiation and estimate it using data on the airline industry in the United States. We find that airlines successfully renegotiate their lease obligations downwards when their financial position is sufficiently poor and when the liquidation value of their fleet is low. Our results show that strategic renegotiation is common in the airline industry. Moreover, the results emphasize the importance of the incomplete contracting perspective to real world financial contract renegotiation.
Notes:
Print version record
June 2008.

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