Future blindness and the product topology, 2025 (with Menezes de Andrade Prado and Bastianello)

Ricardian Equivalence with Incomplete Markets: A Differentiable Approach, 2025(with Santana Filho)

The Q theory,   Corporate debt and Default: An Application to Brazil, 2025 (with Alberti Docha, Candido and Faria)

Endogenous Fiscal-Monetary Interactions, 2025 (with Divino, Candido and McAdam)

Collateral Strikes  Again:  Theory and Evidence from Brazilian Real-State Market, 2024 (with Oliveira Farias and Candido)

Serial Sovereign Default: The Role of Shocks and Fiscal Habits, 2021 Dec 20.  (with J. Faria and P. McAdam) Available from:https://www.ecb.europa.eu/pub/pdf/scpwps/ecb.wp2629~45e8ddbf58.en.pdf

Asset Pricing, Default, and Default Habits, 2023 (with J. Faria and P. McAdam)

Overconfidence  and the Failure of Fisher's Separation Theorem, 2020. ( with M. León-Ledesma and Fernanda Rocha Gomes da Silva)

Default in a Real Business Cycle Model with Collateral Constraints, 2020. ( with J.A. Divino and R. M. Veras.)

Vintage Capital with Endogenous Labour Supply, 2020. (with F. Gamboa)

Arbitrage and Existence of Equilibrium in Unbounded Non-Convex Economies, 2018. (with Mario Pascoa and Wilfredo Sosa)

Insider Lending in General Equilibrium, 2019. (with Adriano Menezes)

 "Are the loans of state-owned banks politically motivated?," Empirical Economics, Springer, vol. 68(1), pages 405-432, 2025. (with Figueiredo, Faria and Pereira)

Robust Effects of a Debt-Financed Tax Cut in an Economy with Incomplete Markets.  International Tax and Public Finance, v. 29, p. 191-200, 2022. (with J. A. Divino)

Distracting Activities in Times of COVID-19 Pendemic and its Relation to Labour Supply, International Journal of  Economic Theory , v.18,p.219-231,2022 (with N. de Olviveira and F. Gamboa).

Production, bankruptcy, and financial policies under collateral constraints, Mathematical Social Sciences, Volume 112, July 2021, Pages 109-119 (with M. León-Ledesma)

Probability of default in collateralized credit operations for small business. The North American Journal of Economics and Finance, v. 52, 10 abr. 2019. (with J. Carvalho and F. Rocha da Silva)

Hyperopic Topologies Once Again. ECONOMICS BULLETIN, v. 39, p. 2706-2710, 2019. (with P.K. Monteiro and R. Rosas)

From Arrow-Debreu condition to star shape preferences. OPTIMIZATION, v. 69, p. 1-15, 2019.(with S. Braga de Freita and W. Sosa)

Hyperopic topologies on $l^{infty}$. Journal of Dynamics and Games, v. 5, p. 1-7, 2018.(with P.K. Monteiro and R. Rosas)

Concerning the Seizure of Collateral in Collateralized Loan Markets.  Annals of Financial Economics, v. 13, p. 1850013, 2018.(with A. Menezes)

Default and bankruptcy in an entrepreneurial economy with incomplete markets. Journal of Banking & Finance, v. 37, p. 2162-2172, 2013. (with J. Carvalho and J.A. Divino)

Interest rates and default in unsecured loan markets. Quantitative Finance, v. 13, p. 1925-1934, 2013. (with E. Lima and J.A. Divino)

Making promises in infinite-horizon economies with default and collateral. Mathematics and Computers in Simulation, v. 79, p. 3055-3068, 2009.

Collateral or utility penalties?. International Journal of Economic Theory, v. 3, p. 95-111, 2007. (with W. Maldonado)

The fundamental theorem of asset pricing under default and collateral in finite discrete time. Journal of Mathematical Analysis and Applications, v. 320, p. 425-438, 2006. (with B. Alvarez-Samaniengo)

Orrillo, Jaime. Collateral once again. Economics Letters, v. 87, n.1, p. 27-33, 2005.

Orrillo, Jaime. Default and exogenous collateral in incomplete markets with a continuum of states. Journal of Mathematical Economics, v. 35, p. 151-165, 2001.

Equilibrium with Default and Endogenous Collateral. Mathematical Finance. v. 10, n.1, p. 1-21, 2000. (with A. Araujo and M. Pascoa)

The Ricardian Equivalence under Collateral Constraints.  Estudos Econômicos, São Paulo, vol.53 n.4, p.673-690, out.-dez. 2023 ( with J.A. Divino and J. Santana Filho)

Existence and Non-Triviality of Equilibria in Economies with Default and Government. Brazilian Review of Econometrics, v. 39, n. 2, p. 327-346,2019 (with J. de Santana Filho) 

Dissaving of the Past via Reverse Mortgages. Revista Brasileira de Economia, v. 71, p. 29-41, 2017. (with A. Champloni) 

Failure of the Ricardian Equivalence Theory in Economies with Incomplete Markets. Brazilian review of econometrics, v. 37, p. 19-30, 2017. (with J. A. Divino)

Impunity and Rationality in a Market for Offenses. Economic Analysis of Law Review, v. 8, p. 264-276, 2017. (with J. Fajardo)

An Agency Cost Approach to Child Support. Economic Analysis of Law Review, v. 5, p. 244-254, 2014.

Determinantes do Requerimento de Colateral em Empréstimos Empresariais. Revista Brasileira de Economia. v. 68, p. 3-16, 2014. (with J. Carvalho and J.A. Divino)

 Existence of Collateral Equilibrium without Survival Assumption. Estudos Econômicos, v. 41, p. 7-24, 2011.

Taxa de Juros e Default em Mercados de Empréstimos Colateralizados. Estudos Econômicos. v. 41, p. 691-718, 2011. (with S. Batista and J.A. Divino)

Another Proof of the Existence of GEI Equilibrium with Default and Exogenous Collateral. Revista de Econometria, v. 26, p. 155-170, 2006.

Two-Sided Altruism in an OLG Model with Incomplete Markets and Default. Revista de Econometria, v. 26, p. 291-308, 2006. (with W. Maldonado)

Manager's Effort and Endogenous Economic Discrimination. Estudos Econômicos, v. 34, n.3, p. 431-440, 2004. (with P. Loureiro)