Advanced Search
MyIDEAS: Login

Aloisio Araujo

Contents:

This is information that was supplied by Aloisio Araujo in registering through RePEc. If you are Aloisio Araujo , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Aloisio
Middle Name:
Last Name: Araujo
Suffix:

RePEc Short-ID: par368

Email: [This author has chosen not to make the email address public]
Homepage:
Postal Address:
Phone:

Affiliation

FGV/EPGE Escola Brasileira de Economia e Finanças
Fundação Getulio Vargas
Location: Rio de Janeiro, Brazil
Homepage: http://epge.fgv.br/
Email:
Phone: 55-21-2559-5871
Fax: 55-21-2553-8821
Postal: Praia de Botafogo 190, sala 1100, Rio de Janeiro/RJ - CEP: 22253-900
Handle: RePEc:edi:epgvfbr (more details at EDIRC)

Works

as in new window

Working papers

  1. Araujo A. & Chateauneuf A. & Gama-Torres J. & Novinski R., 2014. "General equilibrium, risk taking and volatility," Working Papers 2014-181, Department of Research, Ipag Business School.
  2. Aloisio Araujo & Bruno Funchal, 2013. "How much should debtors be punished in case of default?," Fucape Working Papers 41, Fucape Business School.
  3. Aloisio Araujo & Bruno Funcha, 2013. "Bankruptcy law and credit market: a general-equilibrium approach," Fucape Working Papers 39, Fucape Business School.
  4. Aloísio Araújo & Susan Schommer & Michael Woodford, 2013. "Conventional and Unconventional Monetary Policy with Endogenous Collateral Constraints," NBER Working Papers 19711, National Bureau of Economic Research, Inc.
  5. Aloisio Araujo & Bruno Funchal & Rafael Ferreira, 2010. "The Brazilian Bankruptcy Law Experiment," Fucape Working Papers 23, Fucape Business School.
  6. Aloisio Araujo & Mário R. Pascoa & Juan Pablo Torres-Martínez, 2010. "Long-lived collateralized assets and bubbles," Working Papers wp314, University of Chile, Department of Economics.
  7. Bruno Funchal & Aloisio Araujo, 2007. "A Nova Lei De Falências Brasileira: Primeiros Impactos," Anais do XXXV Encontro Nacional de Economia [Proceedings of the 35th Brazilian Economics Meeting] 079, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  8. Rafael Santos & Aloisio Araujo, 2007. "Inflation Targeting, Credibility and Confidence Crises," Working Papers Series 140, Central Bank of Brazil, Research Department.
  9. Araújo, Aloísio Pessoa de & Vicente, José Valentim M., 2007. "Social Welfare Analysis in a Simple Financial Economy with Risk Regulation," Economics Working Papers (Ensaios Economicos da EPGE) 651, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  10. Santos, Rafael Chaves & Araújo, Aloísio Pessoa de & Leon, Márcia Saraiva, 2007. "Speculative Attacks, Openness and Crises," Economics Working Papers (Ensaios Economicos da EPGE) 654, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  11. Santos, Rafael Chaves & Araújo, Aloísio Pessoa de & Leon, Márcia Saraiva, 2007. "Monetary Arrangements for Emerging Economies," Economics Working Papers (Ensaios Economicos da EPGE) 652, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  12. Aloísio P. Araújo & José Valentim M. Vicente, 2006. "Contagion, Bankruptcy and Social Welfare Analysis in a Financial Economy with Risk Regulation Constraint," Working Papers Series 118, Central Bank of Brazil, Research Department.
  13. Aloisio Araujo & Luciano I. de Castro, 2006. "Pure Strategy Equilibria Of Single And Double Auctions With Interdependent Values," Economics Working Papers we065320, Universidad Carlos III, Departamento de Economía.
  14. Aloisio Araujo & Luciano I. de Castro & Humberto Moreira, 2006. "Non-Monotoniticies And The All-Pay Auction Tie-Breaking Rule," Economics Working Papers we065924, Universidad Carlos III, Departamento de Economía.
  15. Aloisio Araujo & Mário R. Páscoa & Juan Pablo Torres-Martínez, 2006. "Bubbles, Collateral and Monetary Equilibrium," Levine's Working Paper Archive 122247000000001055, David K. Levine.
  16. Araújo, Aloísio Pessoa de & Funchal, Bruno, 2006. "How much debtors' punishment?," Economics Working Papers (Ensaios Economicos da EPGE) 615, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  17. Araújo, Aloísio Pessoa de & Funchal, Bruno, 2005. "Past and Future of the Bankruptcy Law in Brazil and Latin America," Economics Working Papers (Ensaios Economicos da EPGE) 599, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  18. Tsuchida, Marcos H. & Araújo, Aloísio Pessoa de & Moreira, Humberto Ataíde, 2004. "Do dividends signal more earnings?," Economics Working Papers (Ensaios Economicos da EPGE) 524, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  19. Tsuchida, Marcos H. & Araújo, Aloísio Pessoa de & Moreira, Humberto Luiz Ataide, 2004. "The trade-off between incentives and endogenous risk," Economics Working Papers (Ensaios Economicos da EPGE) 523, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  20. Mário Páscoa & Aloisio Araujo & José Fajardo, 2004. "Endogenous Collateral," Econometric Society 2004 Latin American Meetings 161, Econometric Society.
  21. Aloisio Araujo & Luciano I. de Castro Filho, 2004. "Pure Strategy Equilibria of Multidimensional and Non-Monotonic Auctions," Econometric Society 2004 Latin American Meetings 300, Econometric Society.
  22. Aloisio Araújo & Bruno Funchal, 2004. "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] 062, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  23. Araujo, Aloisio & Martins-da-Rocha, Victor-Filipe & Monteiro, Paulo K., 2004. "Equilibria in reflexive Banach lattices with a continuum of agents," Economics Papers from University Paris Dauphine 123456789/6273, Paris Dauphine University.
  24. Gottlieb, Daniel & Moreira, Humberto Ataíde & Araújo, Aloísio Pessoa de, 2004. "A model of mixed signals with applications to countersignaling an the GED," Economics Working Papers (Ensaios Economicos da EPGE) 553, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  25. Aloisio Araujo & Marcia Leon, 2004. "Speculative Attacks on Debts and Optimum Currency Area: A Welfare Analysis," Working Papers Series 84, Central Bank of Brazil, Research Department.
  26. Monteiro, Paulo Klinger & Araújo, Aloísio Pessoa de & Martins-da-Rocha, Victor Filipe, 2003. "Equilibria in security markets with a continuum of agents," Economics Working Papers (Ensaios Economicos da EPGE) 513, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  27. Araújo, Aloísio Pessoa de, 2003. "As Leis de Falência: Uma Abordagem Econômica," Economics Working Papers (Ensaios Economicos da EPGE) 474, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  28. Aloisio Araujo & Marcia Leon, 2002. "Speculative Attacks on Debts, Dollarization and Optimum Currency Areas," Working Papers Series 40, Central Bank of Brazil, Research Department.
  29. Aloisio Araujo & Humberto Moreira, 2001. "Non-monotone insurance contracts and their empirical consequences," Textos para discussão 449, Department of Economics PUC-Rio (Brazil).
  30. Araújo, Aloísio Pessoa de & Maldonado, Wilfredo L., 2001. "A Note on Learning Chaotic Sunspot Equilibrium," Economics Working Papers (Ensaios Economicos da EPGE) 423, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  31. Páscoa, Mario Rui & Araújo, Aloísio Pessoa de & Torres-Martínez, Juan Pablo, 2001. "Collateral Avoids Ponzi Schemes in Incomplete Markets," Economics Working Papers (Ensaios Economicos da EPGE) 419, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  32. Páscoa, Mario Rui & Araújo, Aloísio Pessoa de & Barbachan, José Fajardo, 2001. "Endogenous Collateral: Arbitrage and Equilibrium without Bounded Short Sales," Economics Working Papers (Ensaios Economicos da EPGE) 418, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  33. Araújo, Aloísio Pessoa de & Moreira, Humberto Ataíde, 2000. "Adverse Selection Problems Without the Spence-Mirrlees Condition," Economics Working Papers (Ensaios Economicos da EPGE) 389, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  34. Araújo, Aloísio Pessoa de & Moreira, Humberto Ataíde, 2000. "A General Lagrangian Approach for Non-Concave Moral Hazard Problems," Economics Working Papers (Ensaios Economicos da EPGE) 390, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  35. Araújo, Aloísio Pessoa de & Feijó Filho, Cypriano Lopes, 1994. "Bandas de Câmbio: Teoria, Evidência Empírica e Sua Possível Aplicação no Brasil," Economics Working Papers (Ensaios Economicos da EPGE) 234, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  36. Araújo, Aloísio Pessoa de & Semblano, Amélia de Fátima F. & Morales, Maria Haydée & Barbosa, Túlio Luz, 1994. "Hedge da Dívida Externa Brasileira," Economics Working Papers (Ensaios Economicos da EPGE) 235, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  37. A.Araujo & P.K.Monteiro & M.Pascoa, 1994. "Existence of equilibria with infinitely many goods,incomplete markets and bankruptcy," GE, Growth, Math methods 9406001, EconWPA, revised 13 Jun 1994.
  38. Araujo,A. & Monteiro,P.K., 1989. "General equilibrium with infinitely many goods: The case of seperable utilities," Discussion Paper Serie A 249, University of Bonn, Germany.
  39. Araújo, Aloísio Pessoa de, 1984. "A Teoria Monetária Moderna e o Equilíbrio Geral Walrasiano Com Um Número Infinito de Bens," Economics Working Papers (Ensaios Economicos da EPGE) 51, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  40. Barbosa, Fernando de Holanda & Araújo, Aloísio Pessoa de & Faro, Clovis de, 1984. "Uma Análise Estatística das Causas da Emissão do Cheque Sem Fundos: Formulação de Um Projeto Piloto," Economics Working Papers (Ensaios Economicos da EPGE) 54, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  41. Araujo, A. & Monteiro, P. K. & Páscoa, M.R., . "Incomplete markets, continuum of states and default," CORE Discussion Papers RP -1297, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

Articles

  1. Araujo, Aloisio & Leon, Marcia & Santos, Rafael, 2013. "Welfare analysis of currency regimes with defaultable debts," Journal of International Economics, Elsevier, vol. 89(1), pages 143-153.
  2. Aloisio Araujo & Marcia Leon & Rafael Santos, 2012. "Speculative attacks, openness and crises," Revista Brasileira de Economia, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 66(2), pages 135-165, June.
  3. Aloisio Araujo & Alain Chateauneuf & José Faro, 2012. "Pricing rules and Arrow–Debreu ambiguous valuation," Economic Theory, Springer, vol. 49(1), pages 1-35, January.
  4. Araújo, Aloísio & Kubler, Felix & Schommer, Susan, 2012. "Regulating collateral-requirements when markets are incomplete," Journal of Economic Theory, Elsevier, vol. 147(2), pages 450-476.
  5. Araujo, Aloisio P. & Ferreira, Rafael V.X. & Funchal, Bruno, 2012. "The Brazilian bankruptcy law experience," Journal of Corporate Finance, Elsevier, vol. 18(4), pages 994-1004.
  6. Araujo, Aloisio & Novinski, Rodrigo & Páscoa, Mário R., 2011. "General equilibrium, wariness and efficient bubbles," Journal of Economic Theory, Elsevier, vol. 146(3), pages 785-811, May.
  7. Araujo, Aloisio & Moreira, Humberto & Tsuchida, Marcos, 2011. "Do dividend changes signal future earnings?," Journal of Financial Intermediation, Elsevier, vol. 20(1), pages 117-134, January.
  8. Araujo, Aloisio & Páscoa, Mário R. & Torres-Martínez, Juan Pablo, 2011. "Long-lived collateralized assets and bubbles," Journal of Mathematical Economics, Elsevier, vol. 47(3), pages 260-271.
  9. Araujo, Aloisio & Moreira, Humberto, 2010. "Adverse selection problems without the Spence-Mirrlees condition," Journal of Economic Theory, Elsevier, vol. 145(3), pages 1113-1141, May.
  10. José Vicente & Alo�Sio Ara�Jo, 2010. "Social Welfare Analysis in a Financial Economy with Risk Regulation," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 12(3), pages 561-586, 06.
  11. Araujo, Aloisio & de Castro, Luciano I., 2009. "Pure strategy equilibria of single and double auctions with interdependent values," Games and Economic Behavior, Elsevier, vol. 65(1), pages 25-48, January.
  12. Aloisio Araujo & Luciano Castro & Humberto Moreira, 2008. "Non-monotoniticies and the all-pay auction tie-breaking rule," Economic Theory, Springer, vol. 35(3), pages 407-440, June.
  13. Aloisio Araujo & Daniel Gottlieb & Humberto Moreira, 2007. "A model of mixed signals with applications to countersignalling," RAND Journal of Economics, RAND Corporation, vol. 38(4), pages 1020-1043, December.
  14. Araujo, Aloisio & Fajardo, Jose & Pascoa, Mario R., 2005. "Endogenous collateral," Journal of Mathematical Economics, Elsevier, vol. 41(4-5), pages 439-462, August.
  15. Aloisio Araujo & Bruno Funchal, 2005. "Bankruptcy Law in Latin America: Past and Future," JOURNAL OF LACEA ECONOMIA, LACEA - LATIN AMERICAN AND CARIBBEAN ECONOMIC ASSOCIATION.
  16. Aloisio Araujo & V. Martins-da-Rocha & Paulo Monteiro, 2004. "Equilibria in reflexive Banach lattices with a continuum of agents," Economic Theory, Springer, vol. 24(3), pages 469-492, October.
  17. Mário R. Páscoa & Aloisio P. Araujo, 2002. "Bancruptcy in a model of unsecured claims," Economic Theory, Springer, vol. 20(3), pages 455-481.
  18. Aloisio Pessoa de Araújo & Márcia Saraiva Leon, 2002. "Ataques Especulativos sobre Dívidas e Dolarização," Revista Brasileira de Economia, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 56(1), pages 7-46, January.
  19. Aloisio Araujo & M�rio Rui P�scoa & Juan Pablo Torres-Mart�nez, 2002. "Collateral Avoids Ponzi Schemes in Incomplete Markets," Econometrica, Econometric Society, vol. 70(4), pages 1613-1638, July.
  20. Araujo, Aloisio & Moreira, Humberto, 2001. "A general Lagrangian approach for non-concave moral hazard problems," Journal of Mathematical Economics, Elsevier, vol. 35(1), pages 17-39, February.
  21. Aloisio Ara�jo & Jaime Orrillo & Mario R. Páscoa, 2000. "Equilibrium with Default and Endogenous Collateral," Mathematical Finance, Wiley Blackwell, vol. 10(1), pages 1-21.
  22. Wilfredo L. Maldonado & Aloisio P. Araujo, 2000. "Ergodic chaos, learning and sunspot equilibrium," Economic Theory, Springer, vol. 15(1), pages 163-184.
  23. Aloisio Araujo & Alvaro Sandroni, 1999. "On the Convergence to Homogeneous Expectations when Markets Are Complete," Econometrica, Econometric Society, vol. 67(3), pages 663-672, May.
  24. A. Araujo & M. R. Páscoa & P. K. Monteiro, 1997. "Incomplete markets, continuum of states and default," Economic Theory, Springer, vol. 11(1), pages 205-213.
  25. Aloisio Araujo & Paulo K. Monteiro & M�rio Rui P�ascoa, 1996. "Infinite Horizon Incomplete Markets With A Continuum Of States," Mathematical Finance, Wiley Blackwell, vol. 6(2), pages 119-132.
  26. Araujo A. & Monteiro P. K., 1994. "The General Existence of Extended Price Equilibria with Infinitely Many Commodities," Journal of Economic Theory, Elsevier, vol. 63(2), pages 408-416, August.
  27. A. Araújo, 1994. "Teoria econômica e caos," Revista Brasileira de Economia, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 48(2), pages 147-154, April.
  28. Araujo, A, 1991. "The Once but Not Twice Differentiability of the Policy Function," Econometrica, Econometric Society, vol. 59(5), pages 1383-93, September.
  29. Araujo, A. & Monteiro, P. K., 1991. "Generic non-existence of equilibria in finance models," Journal of Mathematical Economics, Elsevier, vol. 20(5), pages 489-499.
  30. Araujo, A. & Monteiro, P. K., 1989. "Equilibrium without uniform conditions," Journal of Economic Theory, Elsevier, vol. 48(2), pages 416-427, August.
  31. Araujo, A., 1988. "The non-existence of smooth demand in general banach spaces," Journal of Mathematical Economics, Elsevier, vol. 17(4), pages 309-319, September.
  32. Araujo, A., 1987. "A note on the existence of Pareto optima in topological vector spaces," Economics Letters, Elsevier, vol. 23(1), pages 5-7.
  33. Araujo, A., 1985. "Regular economies and sets of measure zero in Banach spaces," Journal of Mathematical Economics, Elsevier, vol. 14(1), pages 61-66, February.
  34. Araujo, Aloisio, 1985. "Lack of Pareto Optimal Allocations in Economies with Infinitely Many Commodities: The Need for Impatience," Econometrica, Econometric Society, vol. 53(2), pages 455-61, March.
  35. Aloisio Pessoa de Araújo, 1985. "A teoria monetária e o equilíbrio geral walrasiano com um número infinito de bens," Revista Brasileira de Economia, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 39(2), pages 175-184, April.
  36. Araujo, A. & Scheinkman, J. A., 1983. "Maximum principle and transversality condition for concave infinite horizon economic models," Journal of Economic Theory, Elsevier, vol. 30(1), pages 1-16, June.
  37. de Araujo, Aloisio Pessoa, 1978. "On the central limit theorem in Banach spaces," Journal of Multivariate Analysis, Elsevier, vol. 8(4), pages 598-613, December.
  38. Araujo, Aloisio & Mas-Colell, Andreu, 1978. "Notes on the smoothing of aggregate demand," Journal of Mathematical Economics, Elsevier, vol. 5(2), pages 113-127, September.
  39. Araujo, A & Scheinkman, Jose A, 1977. "Smoothness, Comparative Dynamics, and the Turnpike Property," Econometrica, Econometric Society, vol. 45(3), pages 601-20, April.
  40. de Araujo, Aloisio Pessoa, 1977. "On lévy measure and integrability of the norm in C[0, 1]," Journal of Multivariate Analysis, Elsevier, vol. 7(1), pages 220-222, March.

NEP Fields

32 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (1) 2013-11-02
  2. NEP-CBA: Central Banking (7) 2006-02-28 2006-03-12 2006-07-15 2007-04-21 2007-10-06 2007-10-06 2007-12-01. Author is listed
  3. NEP-FIN: Finance (2) 2003-10-20 2004-06-02
  4. NEP-FMK: Financial Markets (3) 2003-10-20 2006-03-09 2006-07-10
  5. NEP-GTH: Game Theory (1) 2005-08-20
  6. NEP-IAS: Insurance Economics (1) 2002-05-07
  7. NEP-IFN: International Finance (1) 2004-06-02
  8. NEP-LAW: Law & Economics (1) 2013-11-02
  9. NEP-MAC: Macroeconomics (6) 2006-01-30 2006-02-08 2006-07-03 2007-10-06 2007-10-06 2007-12-01. Author is listed
  10. NEP-MIC: Microeconomics (2) 2004-10-30 2014-03-30
  11. NEP-MON: Monetary Economics (6) 2006-01-30 2006-02-11 2006-07-03 2007-10-06 2007-10-06 2007-12-01. Author is listed
  12. NEP-REG: Regulation (2) 2007-06-02 2007-10-06
  13. NEP-RMG: Risk Management (2) 2003-10-20 2007-06-02
  14. NEP-UPT: Utility Models & Prospect Theory (1) 2014-03-30

Statistics

This author is among the top 5% authors according to these criteria:
  1. Number of Works
  2. Number of Distinct Works
  3. Number of Distinct Works, Weighted by Recursive Impact Factor
  4. Number of Journal Pages
  5. Number of Journal Pages, Weighted by Simple Impact Factor
  6. Number of Journal Pages, Weighted by Recursive Impact Factor
  7. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  8. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  9. Betweenness measure in co-authorship network
  10. Strength of students

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Aloisio Araujo should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.