Long-Lived Collateralized Assets and Bubbles
Aloisio Araujo,
Mário Páscoa,
Juan Pablo Torres Martinez
Journal of Mathematical Economics,
vol. 47, 2011, p. 260-271.
Endogenous Collateral
Aloisio Araujo,
Jose Fajardo,
Mário Páscoa
Journal of Mathematical Economics,
vol. 41, 2005, p. 439-462.
Bankruptcy in a Model of Unsecured Claims
Aloisio Araujo,
Mário Páscoa
Economic Theory,
vol. 20, 2002, p. 455-481.
Collateral Avoids Ponzi Schemes in Incomplete Markets
Aloisio Araujo,
Mário Páscoa,
Juan Pablo Torres Martinez
Econometrica,
vol. 70, 2002, p. 1613-1638.
Discreteness of Equilibria in Incomplete Markets with a Continuum of States
Paulo Santos Monteiro,
Mário Páscoa
Journal of Mathematical Economics,
vol. 33, 2000, p. 229-237.
Equilibrium with Default and Endogenous Collateral
Aloisio Araujo,
Jaime Orrillo,
Mário Páscoa
Mathematical Finance,
vol. 10, 2000, p. 1-21.
Equilibrium with Default and Endogenous Collateral
Aloisio Araujo,
Jaime Orrillo,
Mário Páscoa
Mathematical Finance,
vol. 10, 2000, p. 1-21.
Infinite Horizon Incomplete Markets with a Continuum of States
Aloisio Araujo,
Paulo Santos Monteiro,
Mário Páscoa
Mathematical Finance,
vol. 6, 1996, p. 119-132.
Infinite Horizon Incomplete Markets with a Continuum of States
Aloisio Araujo,
Paulo Santos Monteiro,
Mário Páscoa
Mathematical Finance,
vol. 6, 1996, p. 119-132.
On the Differentiability of the Consumer Demand Function
Paulo Santos Monteiro,
Mário Páscoa,
Sergio Werlang
Journal of Mathematical Economics,
vol. 25, 1996, p. 247-261.