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Details about Aloisio Pessoa de Araujo

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

Access statistics for papers by Aloisio Pessoa de Araujo.

Last updated 2017-09-13. Update your information in the RePEc Author Service.

Short-id: par368


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Working Papers

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
    See also Journal Article in Economic Theory (2017)

2016

  1. Bargained Haircuts and Debt Policy Implications
    Working Papers Series, Central Bank of Brazil, Research Department Downloads
  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
    Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne Downloads
    Also in Working Papers, Department of Research, Ipag Business School (2014) Downloads View citations (1)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2015) Downloads

2014

  1. Conventional and Unconventional Monetary Policy with Endogenous Collateral Constraints
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (1)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2013) Downloads View citations (4)

    See also Chapter (2013)
    Journal Article in American Economic Journal: Macroeconomics (2015)
  2. General equilibrium, risk taking and volatility
    Working Papers, Department of Research, Ipag Business School Downloads View citations (3)

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 in Journal of Financial Services Research (2015)

2012

  1. Pricing rules and Arrow-Debreu ambiguous valuation
    PSE - Labex "OSE-Ouvrir la Science Economique", HAL View citations (2)
    See also Journal Article in Economic Theory (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 in Journal of Mathematical Economics (2011)
  2. The Brazilian Bankruptcy Law Experiment
    Fucape Working Papers, Fucape Business School Downloads

2008

  1. How much debtors’ punishment?
    Fucape Working Papers, Fucape Business School Downloads
    Also in FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (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 Pósgraduação 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), FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) (2007) Downloads View citations (2)
  3. Monetary arrangements for emerging economies
    FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (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), FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) Downloads
  5. Speculative attacks, openness and crises
    FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) Downloads
    See also Journal Article in Revista Brasileira de Economia - RBE (2012)

2006

  1. Bubbles, Collateral and Monetary Equilibrium
    Levine's Working Paper Archive, David K. Levine Downloads View citations (1)
    Also in Textos para discussão, Department of Economics PUC-Rio (Brazil) (2005) Downloads
    FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) (2006) Downloads
  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
    See also Journal Article in Economic Theory (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 in Games and Economic Behavior (2009)

2005

  1. Past and future of the bankruptcy law in Brazil and Latin America
    FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) Downloads View citations (14)

2004

  1. A model of mixed signals with applications to countersignaling an the GED
    FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) Downloads View citations (19)
  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 32th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pósgraduação 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), FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (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 Econometric Society 2004 Latin American Meetings, Econometric Society (2004) Downloads View citations (1)
    FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) (2003) Downloads View citations (1)

    See also Journal Article in Journal of Mathematical Economics (2005)
  5. Pure Strategy Equilibria of Multidimensional and Non-Monotonic Auctions
    Econometric Society 2004 Latin American Meetings, Econometric Society Downloads View citations (8)
    Also in FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (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), FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) (2003) Downloads
  7. The trade-off between incentives and endogenous risk
    Econometric Society 2004 Latin American Meetings, Econometric Society Downloads
    Also in FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) (2004) Downloads View citations (4)
    Econometric Society 2004 North American Summer Meetings, Econometric Society (2004) Downloads

    See also Journal Article in Brazilian Review of Econometrics (2007)

2003

  1. As leis de falência: uma abordagem econômica
    FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (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), FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) (2001) Downloads
  3. Equilibria in security markets with a continuum of agents
    FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) Downloads View citations (2)

2002

  1. Non-monotone insurance contracts and their empirical consequences
    FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) Downloads View citations (6)
    Also in Textos para discussão, Department of Economics PUC-Rio (Brazil) (2001) Downloads View citations (2)
  2. Speculative Attacks on Debts, Dollarization and Optimum Currency Areas
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (21)
    Also in FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) (2002) Downloads

2001

  1. A general lagrangian approach for non-concave moral hazard problems
    FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) Downloads View citations (8)
    Also in FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) (2000) Downloads
    Textos para discussão, Department of Economics PUC-Rio (Brazil) (2000) Downloads

    See also Journal Article in Journal of Mathematical Economics (2001)
  2. A note on learning chaotic sunspot equilibrium
    FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) Downloads
  3. Adverse selection problems without the spence-mirrlees condition
    FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) Downloads View citations (4)
    Also in Textos para discussão, Department of Economics PUC-Rio (Brazil) (2000) Downloads
    FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) (2000) Downloads View citations (12)

    See also Journal Article in Journal of Economic Theory (2010)
  4. Collateral avoids Ponzi schemes in incomplete markets
    FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) Downloads View citations (14)
    See also Journal Article in Econometrica (2002)

1994

  1. Bandas de cambio: teoria, evidencia empirica e sua possivel aplicação no Brasil
    FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (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 (1)
    Also in GE, Growth, Math methods, EconWPA (1994) Downloads View citations (1)
  3. O Hedge da divida externa brasileira
    FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) Downloads

1989

  1. General equilibrium with infinitely many goods: The case of seperable utilities
    Discussion Paper Serie A, University of Bonn, Germany View citations (9)

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), FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (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), FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) Downloads View citations (3)

Undated

  1. Incomplete markets, continuum of states and default
    CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads
    See also Journal Article in Economic Theory (1997)

Journal Articles

2017

  1. Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents
    Economic Theory, 2017, 63, (1), 131-157 Downloads
    See also Working Paper (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
  3. Editorial to the special issue in honor of Bernard Cornet
    Economic Theory, 2016, 62, (1), 1-2 Downloads
  4. INFLATION TARGETING WITH IMPERFECT INFORMATION
    International Economic Review, 2016, 57, 255-270 Downloads
  5. 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 (12)
    See also Chapter (2013)
    Working Paper (2014)
  2. General equilibrium, preferences and financial institutions after the crisis
    Economic Theory, 2015, 58, (2), 217-254 Downloads View citations (1)
  3. How Much Should Debtors be Punished in Case of Default?
    Journal of Financial Services Research, 2015, 47, (2), 229-245 Downloads
    See also Working Paper (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 (12)

2012

  1. Pricing rules and Arrow–Debreu ambiguous valuation
    Economic Theory, 2012, 49, (1), 1-35 Downloads View citations (8)
    See also Working Paper (2012)
  2. Regulating collateral-requirements when markets are incomplete
    Journal of Economic Theory, 2012, 147, (2), 450-476 Downloads View citations (19)
  3. Speculative attacks, openness and crises
    Revista Brasileira de Economia - RBE, 2012, 66, (2) Downloads
    See also Working Paper (2007)
  4. The Brazilian bankruptcy law experience
    Journal of Corporate Finance, 2012, 18, (4), 994-1004 Downloads View citations (22)

2011

  1. Do dividend changes signal future earnings?
    Journal of Financial Intermediation, 2011, 20, (1), 117-134 Downloads View citations (1)
  2. General equilibrium, wariness and efficient bubbles
    Journal of Economic Theory, 2011, 146, (3), 785-811 Downloads View citations (12)
  3. Long-lived collateralized assets and bubbles
    Journal of Mathematical Economics, 2011, 47, (3), 260-271 Downloads View citations (20)
    See also Working Paper (2010)

2010

  1. Adverse selection problems without the Spence-Mirrlees condition
    Journal of Economic Theory, 2010, 145, (3), 1113-1141 Downloads View citations (16)
    See also Working Paper (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 (3)
    See also Working Paper (2006)

2008

  1. Non-monotoniticies and the all-pay auction tie-breaking rule
    Economic Theory, 2008, 35, (3), 407-440 Downloads View citations (12)
    See also Working Paper (2006)

2007

  1. A model of mixed signals with applications to countersignalling
    RAND Journal of Economics, 2007, 38, (4), 1020-1043 Downloads View citations (7)
  2. The Trade-Off Between Incentives and Endogenous Risk
    Brazilian Review of Econometrics, 2007, 27, (2) Downloads View citations (1)
    See also Working Paper (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
    ECONOMIA JOURNAL OF THE LATIN AMERICAN AND CARIBBEAN ECONOMIC ASSOCIATION, 2005, Volume 6 Number 1, (Fall 2005), 149-216 Downloads View citations (9)
  2. Endogenous collateral
    Journal of Mathematical Economics, 2005, 41, (4-5), 439-462 Downloads View citations (24)
    See also Working Paper (2004)

2004

  1. Equilibria in reflexive Banach lattices with a continuum of agents
    Economic Theory, 2004, 24, (3), 469-492 Downloads View citations (4)

2002

  1. Ataques Especulativos sobre Dívidas e Dolarização
    Revista Brasileira de Economia - RBE, 2002, 56, (1) Downloads View citations (6)
  2. Bancruptcy in a model of unsecured claims
    Economic Theory, 2002, 20, (3), 455-481 Downloads View citations (12)
  3. Collateral Avoids Ponzi Schemes in Incomplete Markets
    Econometrica, 2002, 70, (4), 1613-1638 Downloads View citations (60)
    See also Working Paper (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 (11)
    See also Working Paper (2001)

2000

  1. Equilibrium with Default and Endogenous Collateral
    Mathematical Finance, 2000, 10, (1), 1-21 Downloads View citations (30)

1999

  1. Ergodic chaos, learning and sunspot equilibrium
    Economic Theory, 2000, 15, (1), 163-184 Downloads View citations (2)
  2. On the Convergence to Homogeneous Expectations when Markets Are Complete
    Econometrica, 1999, 67, (3), 663-672 View citations (14)

1997

  1. Incomplete markets, continuum of states and default
    Economic Theory, 1997, 11, (1), 205-213 Downloads View citations (14)
    See also Working Paper

1996

  1. INFINITE HORIZON INCOMPLETE MARKETS WITH A CONTINUUM OF STATES
    Mathematical Finance, 1996, 6, (2), 119-132 Downloads View citations (14)

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 (21)

1989

  1. Equilibrium without uniform conditions
    Journal of Economic Theory, 1989, 48, (2), 416-427 Downloads View citations (38)

1988

  1. The non-existence of smooth demand in general banach spaces
    Journal of Mathematical Economics, 1988, 17, (4), 309-319 Downloads View citations (9)

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 (18)
  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 (7)

1978

  1. Notes on the smoothing of aggregate demand
    Journal of Mathematical Economics, 1978, 5, (2), 113-127 Downloads View citations (7)
  2. On the central limit theorem in Banach spaces
    Journal of Multivariate Analysis, 1978, 8, (4), 598-613 Downloads

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 (34)

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 (2)
    See also Working Paper (2014)
    Journal Article in American Economic Journal: Macroeconomics (2015)
 
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