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Details about Aloisio Pessoa de Araujo

Workplace:EPGE Escola Brasileira de Economia e Finanças (EPGE Brazilian School of Economics and Finance), Fundação Getúlio Vargas (FGV) (Getulio Vargas Foundation), (more information at EDIRC)

Access statistics for papers by Aloisio Pessoa de Araujo.

Last updated 2019-12-09. Update your information in the RePEc Author Service.

Short-id: par368


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Working Papers

2021

  1. The Labor Effects of Judicial Bias in Bankruptcy
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (7)

2019

  1. Crashing of Efficient Stochastic Bubbles
    School of Economics Discussion Papers, School of Economics, University of Surrey Downloads
    See also Journal Article Crashing of efficient stochastic bubbles, Journal of Mathematical Economics, Elsevier (2019) Downloads (2019)
  2. Endogenous Discounting, Wariness, and Effcient Capital Taxation
    School of Economics Discussion Papers, School of Economics, University of Surrey Downloads
    See also Journal Article Endogenous discounting, wariness, and efficient capital taxation, Journal of Economic Theory, Elsevier (2019) Downloads View citations (1) (2019)

2017

  1. Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (3)
    See also Journal Article Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents, Economic Theory, Springer (2017) Downloads View citations (3) (2017)

2016

  1. Bargained Haircuts and Debt Policy Implications
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (1)
    See also Journal Article Bargained haircuts and debt policy implications, Economic Theory, Springer (2017) Downloads View citations (4) (2017)
  2. On the Efficiency of Monetary Equilibrium when Agents are Wary
    School of Economics Discussion Papers, School of Economics, University of Surrey Downloads

2015

  1. Optimal Risk Sharing with Optimistic and Pessimistic Decision Makers
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL Downloads View citations (1)
    Also in Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2015) Downloads View citations (1)
    Working Papers, Department of Research, Ipag Business School (2014) Downloads View citations (1)

2014

  1. Conventional and Unconventional Monetary Policy with Endogenous Collateral Constraints
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (2)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2013) Downloads View citations (6)

    See also Journal Article Conventional and Unconventional Monetary Policy with Endogenous Collateral Constraints, American Economic Journal: Macroeconomics, American Economic Association (2015) Downloads View citations (19) (2015)
    Chapter Conventional and Unconventional Monetary Policy with Endogenous Collateral Constraints, NBER Chapters, National Bureau of Economic Research, Inc (2013) View citations (6) (2013)
  2. General equilibrium, risk taking and volatility
    Working Papers, Department of Research, Ipag Business School Downloads View citations (5)

2013

  1. Bankruptcy law and credit market: a general-equilibrium approach
    Fucape Working Papers, Fucape Business School Downloads
  2. How much should debtors be punished in case of default?
    Fucape Working Papers, Fucape Business School Downloads
    See also Journal Article How Much Should Debtors be Punished in Case of Default?, Journal of Financial Services Research, Springer (2015) Downloads View citations (2) (2015)

2012

  1. Pricing rules and Arrow-Debreu ambiguous valuation
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (11)
    See also Journal Article Pricing rules and Arrow–Debreu ambiguous valuation, Economic Theory, Springer (2012) Downloads View citations (18) (2012)

2010

  1. Long-lived collateralized assets and bubbles
    Working Papers, University of Chile, Department of Economics Downloads
    Also in Working Papers, University of Chile, Department of Economics (2008) Downloads View citations (1)
    Textos para discussão, Department of Economics PUC-Rio (Brazil) (2007) Downloads

    See also Journal Article Long-lived collateralized assets and bubbles, Journal of Mathematical Economics, Elsevier (2011) Downloads View citations (31) (2011)
  2. The Brazilian Bankruptcy Law Experiment
    Fucape Working Papers, Fucape Business School Downloads View citations (15)

2008

  1. How much debtors’ punishment?
    Fucape Working Papers, Fucape Business School Downloads
    Also in FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2006) Downloads View citations (13)

2007

  1. A NOVA LEI DE FALÊNCIAS BRASILEIRA: PRIMEIROS IMPACTOS
    Anais do XXXV Encontro Nacional de Economia [Proceedings of the 35th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics] Downloads
  2. Inflation Targeting, Credibility and Confidence Crises
    Working Papers Series, Central Bank of Brazil, Research Department Downloads
    Also in FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2007) Downloads View citations (2)
  3. Monetary arrangements for emerging economies
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) Downloads View citations (1)
  4. Social welfare analysis in a simple financial economy with risk regulation
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) Downloads
  5. Speculative attacks, openness and crises
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) Downloads
    See also Journal Article Speculative attacks, openness and crises, Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2012) Downloads (2012)

2006

  1. Bubbles, Collateral and Monetary Equilibrium
    Levine's Working Paper Archive, David K. Levine Downloads View citations (1)
    Also in FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2006) Downloads
    Textos para discussão, Department of Economics PUC-Rio (Brazil) (2005) Downloads View citations (1)
  2. Contagion, Bankruptcy and Social Welfare Analysis in a Financial Economy with Risk Regulation Constraint
    Working Papers Series, Central Bank of Brazil, Research Department Downloads
  3. Non-monotoniticies and the all-pay auction tie-breaking rule
    UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía Downloads View citations (1)
    See also Journal Article Non-monotoniticies and the all-pay auction tie-breaking rule, Economic Theory, Springer (2008) Downloads View citations (16) (2008)
  4. Pure strategy equilibria of single and double auctions with interdependent values
    UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía Downloads View citations (5)
    See also Journal Article Pure strategy equilibria of single and double auctions with interdependent values, Games and Economic Behavior, Elsevier (2009) Downloads View citations (9) (2009)

2005

  1. Past and future of the bankruptcy law in Brazil and Latin America
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) Downloads View citations (16)

2004

  1. A model of mixed signals with applications to countersignaling an the GED
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) Downloads View citations (20)
  2. ANÁLISE DA INFLUÊNCIA DA LEI DE FALÊNCIAS E DA EFICIÊNCIA DO JUDICIÁRIO NO DESENVOLVIMENTO DO MERCADO DE CRÉDITO
    Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32nd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics] Downloads
  3. Do dividends signal more earnings?
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) Downloads View citations (2)
  4. Endogenous Collateral
    Finance Lab Working Papers, Finance Lab, Insper Instituto de Ensino e Pesquisa Downloads View citations (11)
    Also in FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2003) Downloads View citations (1)
    Econometric Society 2004 Latin American Meetings, Econometric Society (2004) Downloads View citations (3)

    See also Journal Article Endogenous collateral, Journal of Mathematical Economics, Elsevier (2005) Downloads View citations (29) (2005)
  5. Pure Strategy Equilibria of Multidimensional and Non-Monotonic Auctions
    Econometric Society 2004 Latin American Meetings, Econometric Society Downloads View citations (9)
    Also in FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2004) Downloads View citations (9)
  6. Speculative Attacks on Debts and Optimum Currency Area: A Welfare Analysis
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (21)
    Also in FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2003) Downloads
  7. The trade-off between incentives and endogenous risk
    Econometric Society 2004 North American Summer Meetings, Econometric Society Downloads View citations (2)
    Also in FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2004) Downloads View citations (5)
    Econometric Society 2004 Latin American Meetings, Econometric Society (2004) Downloads View citations (2)

    See also Journal Article The Trade-Off Between Incentives and Endogenous Risk, Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE (2007) Downloads View citations (1) (2007)

2003

  1. As leis de falência: uma abordagem econômica
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) Downloads
    Also in Working Papers Series, Central Bank of Brazil, Research Department (2002) Downloads View citations (1)
  2. Endogenous Collateral: Arbitrage and Equilibrium without Bounded Short Sales
    Finance Lab Working Papers, Finance Lab, Insper Instituto de Ensino e Pesquisa Downloads
    Also in FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2001) Downloads
  3. Equilibria in security markets with a continuum of agents
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) Downloads View citations (2)
  4. Non-monotone insurance contracts and their empirical consequences
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) Downloads View citations (6)
    Also in Textos para discussão, Department of Economics PUC-Rio (Brazil) (2001) Downloads View citations (4)

2002

  1. Speculative Attacks on Debts, Dollarization and Optimum Currency Areas
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (36)
    Also in FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2002) Downloads

2001

  1. A general lagrangian approach for non-concave moral hazard problems
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) Downloads View citations (11)
    Also in Textos para discussão, Department of Economics PUC-Rio (Brazil) (2000) Downloads View citations (1)
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2000) Downloads

    See also Journal Article A general Lagrangian approach for non-concave moral hazard problems, Journal of Mathematical Economics, Elsevier (2001) Downloads View citations (14) (2001)
  2. A note on learning chaotic sunspot equilibrium
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) Downloads
  3. Adverse selection problems without the spence-mirrlees condition
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) Downloads View citations (4)
    Also in Textos para discussão, Department of Economics PUC-Rio (Brazil) (2000) Downloads View citations (4)
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2000) Downloads View citations (12)

    See also Journal Article Adverse selection problems without the Spence-Mirrlees condition, Journal of Economic Theory, Elsevier (2010) Downloads View citations (34) (2010)
  4. Collateral avoids Ponzi schemes in incomplete markets
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) Downloads View citations (14)
    See also Journal Article Collateral Avoids Ponzi Schemes in Incomplete Markets, Econometrica, Econometric Society (2002) View citations (85) (2002)

1998

  1. Incomplete markets, continuum of states and default
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (6)
    See also Journal Article Incomplete markets, continuum of states and default, Economic Theory, Springer (1997) Downloads View citations (15) (1997)

1994

  1. Bandas de cambio: teoria, evidencia empirica e sua possivel aplicação no Brasil
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) Downloads
  2. Existence of equilibria with infinitely many goods, incomplete markets and bankruptcy
    Working Papers, Instituto de Matematica Pura e Aplicada de Rio de Janeiro Downloads View citations (2)
    Also in GE, Growth, Math methods, University Library of Munich, Germany (1994) Downloads View citations (2)
  3. O Hedge da divida externa brasileira
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) Downloads

1984

  1. A teoria monetária moderna e o equilíbrio geral Walrasiano com um número infinito de bens
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) Downloads
  2. Uma análise estatística das causas da emissão do cheque sem fundos: formulação de um projeto piloto
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) Downloads View citations (3)

Journal Articles

2019

  1. Crashing of efficient stochastic bubbles
    Journal of Mathematical Economics, 2019, 84, (C), 136-143 Downloads
    See also Working Paper Crashing of Efficient Stochastic Bubbles, School of Economics Discussion Papers (2019) Downloads (2019)
  2. Endogenous discounting, wariness, and efficient capital taxation
    Journal of Economic Theory, 2019, 183, (C), 520-545 Downloads View citations (1)
    See also Working Paper Endogenous Discounting, Wariness, and Effcient Capital Taxation, School of Economics Discussion Papers (2019) Downloads (2019)
  3. Teoria Macroeconômica com Fragilidade Fiscal
    Revista Brasileira de Economia - RBE, 2019, 73, (3) Downloads
  4. Updating pricing rules
    Economic Theory, 2019, 68, (2), 335-361 Downloads View citations (1)

2018

  1. Financial market structures revealed by pricing rules: Efficient complete markets are prevalent
    Journal of Economic Theory, 2018, 173, (C), 257-288 Downloads View citations (10)
  2. General Equilibrium With Uncertainty Loving Preferences
    Econometrica, 2018, 86, (5), 1859-1871 Downloads View citations (8)
  3. Heterogeneous expectations, collateral constraints and unconventional monetary policy
    Economics Bulletin, 2018, 38, (4), 2064-2072 Downloads

2017

  1. Bargained haircuts and debt policy implications
    Economic Theory, 2017, 64, (4), 635-656 Downloads View citations (4)
    See also Working Paper Bargained Haircuts and Debt Policy Implications, Working Papers Series (2016) Downloads View citations (1) (2016)
  2. Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents
    Economic Theory, 2017, 63, (1), 131-157 Downloads View citations (3)
    See also Working Paper Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2017) View citations (3) (2017)

2016

  1. A note on auctions with compulsory partnership
    Revista Brasileira de Economia - RBE, 2016, 70, (4) Downloads View citations (1)
  2. Ambiguity aversion in the long run: “To disagree, we must also agree”
    Journal of Economic Theory, 2016, 165, (C), 242-256 Downloads View citations (4)
  3. Editorial to the special issue in honor of Bernard Cornet
    Economic Theory, 2016, 62, (1), 1-2 Downloads
  4. Shortcomings of the Brazilian Pre-Salt Auction Design
    Revista Brasileira de Economia - RBE, 2016, 70, (4) Downloads

2015

  1. Conventional and Unconventional Monetary Policy with Endogenous Collateral Constraints
    American Economic Journal: Macroeconomics, 2015, 7, (1), 1-43 Downloads View citations (19)
    See also Chapter Conventional and Unconventional Monetary Policy with Endogenous Collateral Constraints, NBER Chapters, 2013 (2013) View citations (6) (2013)
    Working Paper Conventional and Unconventional Monetary Policy with Endogenous Collateral Constraints, CEPR Discussion Papers (2014) Downloads View citations (2) (2014)
  2. General equilibrium, preferences and financial institutions after the crisis
    Economic Theory, 2015, 58, (2), 217-254 Downloads View citations (3)
  3. How Much Should Debtors be Punished in Case of Default?
    Journal of Financial Services Research, 2015, 47, (2), 229-245 Downloads View citations (2)
    See also Working Paper How much should debtors be punished in case of default?, Fucape Working Papers (2013) Downloads (2013)
  4. The marginal tariff approach without single-crossing
    Journal of Mathematical Economics, 2015, 61, (C), 166-184 Downloads

2013

  1. Welfare analysis of currency regimes with defaultable debts
    Journal of International Economics, 2013, 89, (1), 143-153 Downloads View citations (21)

2012

  1. Pricing rules and Arrow–Debreu ambiguous valuation
    Economic Theory, 2012, 49, (1), 1-35 Downloads View citations (18)
    See also Working Paper Pricing rules and Arrow-Debreu ambiguous valuation, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2012) View citations (11) (2012)
  2. Regulating collateral-requirements when markets are incomplete
    Journal of Economic Theory, 2012, 147, (2), 450-476 Downloads View citations (30)
  3. Speculative attacks, openness and crises
    Revista Brasileira de Economia - RBE, 2012, 66, (2) Downloads
    See also Working Paper Speculative attacks, openness and crises, FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) (2007) Downloads (2007)
  4. The Brazilian bankruptcy law experience
    Journal of Corporate Finance, 2012, 18, (4), 994-1004 Downloads View citations (48)

2011

  1. Do dividend changes signal future earnings?
    Journal of Financial Intermediation, 2011, 20, (1), 117-134 Downloads View citations (3)
  2. General equilibrium, wariness and efficient bubbles
    Journal of Economic Theory, 2011, 146, (3), 785-811 Downloads View citations (28)
  3. Long-lived collateralized assets and bubbles
    Journal of Mathematical Economics, 2011, 47, (3), 260-271 Downloads View citations (31)
    See also Working Paper Long-lived collateralized assets and bubbles, Working Papers (2010) Downloads (2010)

2010

  1. Adverse selection problems without the Spence-Mirrlees condition
    Journal of Economic Theory, 2010, 145, (3), 1113-1141 Downloads View citations (34)
    See also Working Paper Adverse selection problems without the spence-mirrlees condition, FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) (2001) Downloads View citations (4) (2001)
  2. Social Welfare Analysis in a Financial Economy with Risk Regulation
    Journal of Public Economic Theory, 2010, 12, (3), 561-586 Downloads

2009

  1. Pure strategy equilibria of single and double auctions with interdependent values
    Games and Economic Behavior, 2009, 65, (1), 25-48 Downloads View citations (9)
    See also Working Paper Pure strategy equilibria of single and double auctions with interdependent values, UC3M Working papers. Economics (2006) Downloads View citations (5) (2006)

2008

  1. Non-monotoniticies and the all-pay auction tie-breaking rule
    Economic Theory, 2008, 35, (3), 407-440 Downloads View citations (16)
    See also Working Paper Non-monotoniticies and the all-pay auction tie-breaking rule, UC3M Working papers. Economics (2006) Downloads View citations (1) (2006)

2007

  1. A model of mixed signals with applications to countersignalling
    RAND Journal of Economics, 2007, 38, (4), 1020-1043 Downloads View citations (21)
  2. The Trade-Off Between Incentives and Endogenous Risk
    Brazilian Review of Econometrics, 2007, 27, (2) Downloads View citations (1)
    See also Working Paper The trade-off between incentives and endogenous risk, Econometric Society 2004 North American Summer Meetings (2004) Downloads View citations (2) (2004)

2006

  1. Risk Regulation in Brazil: A General Equilibrium Model
    Brazilian Review of Econometrics, 2006, 26, (1) Downloads

2005

  1. Bankruptcy Law in Latin America: Past and Future
    Economía Journal, 2005, Volume 6 Number 1, (Fall 2005), 149-216 Downloads View citations (13)
  2. Endogenous collateral
    Journal of Mathematical Economics, 2005, 41, (4-5), 439-462 Downloads View citations (29)
    See also Working Paper Endogenous Collateral, Finance Lab Working Papers (2004) Downloads View citations (11) (2004)

2004

  1. Equilibria in reflexive Banach lattices with a continuum of agents
    Economic Theory, 2004, 24, (3), 469-492 Downloads View citations (5)

2002

  1. Ataques Especulativos sobre Dívidas e Dolarização
    Revista Brasileira de Economia - RBE, 2002, 56, (1) Downloads View citations (7)
  2. Bancruptcy in a model of unsecured claims
    Economic Theory, 2002, 20, (3), 455-481 Downloads View citations (20)
  3. Collateral Avoids Ponzi Schemes in Incomplete Markets
    Econometrica, 2002, 70, (4), 1613-1638 View citations (85)
    See also Working Paper Collateral avoids Ponzi schemes in incomplete markets, FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) (2001) Downloads View citations (14) (2001)

2001

  1. A general Lagrangian approach for non-concave moral hazard problems
    Journal of Mathematical Economics, 2001, 35, (1), 17-39 Downloads View citations (14)
    See also Working Paper A general lagrangian approach for non-concave moral hazard problems, FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) (2001) Downloads View citations (11) (2001)

2000

  1. Equilibrium with Default and Endogenous Collateral
    Mathematical Finance, 2000, 10, (1), 1-21 Downloads View citations (31)

1999

  1. Ergodic chaos, learning and sunspot equilibrium
    Economic Theory, 2000, 15, (1), 163-184 Downloads View citations (3)
  2. On the Convergence to Homogeneous Expectations when Markets Are Complete
    Econometrica, 1999, 67, (3), 663-672 View citations (26)

1997

  1. Incomplete markets, continuum of states and default
    Economic Theory, 1997, 11, (1), 205-213 Downloads View citations (15)
    See also Working Paper Incomplete markets, continuum of states and default, LIDAM Reprints CORE (1998) View citations (6) (1998)

1996

  1. INFINITE HORIZON INCOMPLETE MARKETS WITH A CONTINUUM OF STATES
    Mathematical Finance, 1996, 6, (2), 119-132 Downloads View citations (17)

1995

  1. As Reservas e o Caso de Bandas Múltiplas
    Brazilian Review of Econometrics, 1995, 15, (1) Downloads

1994

  1. Teoria econômica e caos
    Revista Brasileira de Economia - RBE, 1994, 48, (2) Downloads
  2. The General Existence of Extended Price Equilibria with Infinitely Many Commodities
    Journal of Economic Theory, 1994, 63, (2), 408-416 Downloads View citations (6)

1991

  1. Generic non-existence of equilibria in finance models
    Journal of Mathematical Economics, 1991, 20, (5), 489-499 Downloads View citations (5)
  2. The Once but Not Twice Differentiability of the Policy Function
    Econometrica, 1991, 59, (5), 1383-93 Downloads View citations (33)

1989

  1. Equilibrium without uniform conditions
    Journal of Economic Theory, 1989, 48, (2), 416-427 Downloads View citations (40)

1988

  1. The non-existence of smooth demand in general banach spaces
    Journal of Mathematical Economics, 1988, 17, (4), 309-319 Downloads View citations (12)

1987

  1. A note on the existence of Pareto optima in topological vector spaces
    Economics Letters, 1987, 23, (1), 5-7 Downloads

1985

  1. A teoria monetária e o equilíbrio geral walrasiano com um número infinito de bens
    Revista Brasileira de Economia - RBE, 1985, 39, (2) Downloads
  2. Lack of Pareto Optimal Allocations in Economies with Infinitely Many Commodities: The Need for Impatience
    Econometrica, 1985, 53, (2), 455-61 Downloads View citations (34)
  3. Regular economies and sets of measure zero in Banach spaces
    Journal of Mathematical Economics, 1985, 14, (1), 61-66 Downloads View citations (1)

1983

  1. Maximum principle and transversality condition for concave infinite horizon economic models
    Journal of Economic Theory, 1983, 30, (1), 1-16 Downloads View citations (8)

1978

  1. Notes on the smoothing of aggregate demand
    Journal of Mathematical Economics, 1978, 5, (2), 113-127 Downloads View citations (9)
  2. On the central limit theorem in Banach spaces
    Journal of Multivariate Analysis, 1978, 8, (4), 598-613 Downloads View citations (4)

1977

  1. On lévy measure and integrability of the norm in C[0, 1]
    Journal of Multivariate Analysis, 1977, 7, (1), 220-222 Downloads
  2. Smoothness, Comparative Dynamics, and the Turnpike Property
    Econometrica, 1977, 45, (3), 601-20 Downloads View citations (41)

Chapters

2013

  1. Conventional and Unconventional Monetary Policy with Endogenous Collateral Constraints
    A chapter in Lessons from the Financial Crisis for Monetary Policy, 2013 View citations (6)
    See also Journal Article Conventional and Unconventional Monetary Policy with Endogenous Collateral Constraints, American Economic Association (2015) Downloads View citations (19) (2015)
    Working Paper Conventional and Unconventional Monetary Policy with Endogenous Collateral Constraints, C.E.P.R. Discussion Papers (2014) Downloads View citations (2) (2014)
 
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