Piga, Claudio: Strategic Debt in Vertical Relationships
World Conference Econometric Society, 2000, Seattle

Gianni deFraja, University of York
Claudio Piga, University of Nottingham
Strategic Debt in Vertical Relationships
Session: C-12-6  Wednesday 16 August 2000  by Piga, Claudio
We study a vertical relationship between two firms, and we show that the extent of the downstream firm's borrowing affects the contract offered by the upstream firm. We establish a negative relationship between the level of debt and the downstream firm's probability of bankruptcy. We also show that, unless the interest rate is very high, there exists a conflict of interest between the upstream and the downstream firm: the latter wants to take on more debt than the former would like it to. We interpret this finding as an explanation of the constraint imposed by franchisors on the debt level of their franchisees. Such a result is tested using a dataset combining both survey and balance sheet data. We find some support for our theoretical prediction that agent firms can use debt strategically.
Submitted paper full-text in .pdf


File created by Jurgen Doornik with eswc2000.ox on 2-01-2001