Jaime Orrillo
Jaime Orrillo
Catholic University of Brasilia
Verified email at impa.br
Title
Cited by
Cited by
Year
Equilibrium with default and endogenous collateral
A Araújo, J Orrillo, MR Páscoa
Mathematical Finance 10 (1), 1-21, 2000
522000
Default and exogenous collateral in incomplete markets with a continuum of states
J Orrillo
Journal of Mathematical Economics 35 (1), 151-165, 2001
192001
Collateral or utility penalties?
WL Maldonado, J Orrillo
International Journal of Economic Theory 3 (2), 95-111, 2007
112007
Collateral once again
J Orrillo
Economics Letters 87 (1), 27-33, 2005
112005
Interest rates and default in unsecured loan markets
JA Divino, ES Lima, J Orrillo
Quantitative Finance 13 (12), 1925-1934, 2013
102013
Default and bankruptcy in an entrepreneurial economy with incomplete markets
J Carvalho, JA Divino, J Orrillo
Journal of Banking & Finance 37 (7), 2162-2172, 2013
82013
Making promises in infinite-horizon economies with default
J Orrillo
Catholic University of Brasilia Working Paper, 2002
72002
Two-sided altruism in an OLG model with incomplete markets and default
WL Maldonado, J Orrillo
Brazilian Review of Econometrics 26 (2), 291-308, 2006
62006
Taxa de juros e default em mercados de empréstimos colateralizados
SRF Batista, JA Divino, J Orrillo
Estudos Econômicos (São Paulo) 41 (4), 691-718, 2011
52011
The fundamental theorem of asset pricing under default and collateral in finite discrete time
B Alvarez-Samaniego, J Orrillo
Journal of mathematical analysis and applications 320 (1), 425-438, 2006
42006
Interest rates and default in unsecured loan markets
JA Divino, ES Lima, J Orrillo
31º Meeting of the Brazilian Econometric Society, 2009
32009
Manager's effort and endogenous economic discrimination
J Orrillo, PRA Loureiro
Estudos Econômicos (São Paulo) 34 (3), 431-440, 2004
32004
Hyperopic topologies on
PK Monteiro, J Orrillo, RJR Bazán
Journal of Dynamics & Games 5 (1), 1, 2018
22018
Existence of collateral Equilibrium without survival assumption
J Orrillo
Estudos Econômicos (São Paulo) 41 (1), 7-24, 2011
22011
Arbitrage in defaultable securities markets with a continuum of states
J Orrillo
Catholic University of Brasilia Working Paper, 2002
22002
Probability of default in collateralized credit operations for small business
J Carvalho, J Orrillo, FRG da Silva
The North American Journal of Economics and Finance, 101129, 2019
12019
Failure of the Ricardian Equivalence Theory in Economies with Incomplete Markets
JA Divino, J Orrillo
Brazilian review of econometrics 37 (1), 19-30, 2017
12017
Production and endogenous bankruptcy under collateral constraints
MA León-Ledesma, J Orrillo
School of Economics Discussion Papers, 2016
12016
Determinantes do requerimento de colateral em empréstimos empresariais
J Carvalho, JA Divino, J Orrillo
Revista Brasileira de Economia 68 (1), 5-18, 2014
12014
Making promises in infinite-horizon economies with default and collateral
J Orrillo
Mathematics and Computers in Simulation 79 (10), 3055-3068, 2009
12009
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Articles 1–20