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Rodrigo Andrés de Souza Peñaloza

Personal Details

First Name:Rodrigo Andrés
Middle Name:de Souza
Last Name:Peñaloza
Suffix:
RePEc Short-ID:ppe480
http://www.rodrigopenaloza.unb.br

Affiliation

Faculdade de Economia, Administração, Contabilidade e Ciência da Informação e Documentação (FACE)
Universidade de Brasília

Brasília, Brazil
http://www.unb.br/face/

: 61-3307-2348
61-3273-1105
Campus Darcy Ribeiro - Prédio da FACE - Asa Norte - CEP: 70910-900 - Brasília - DF
RePEc:edi:feunbbr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Solange Maria Guerra & Benjamin Miranda Tabak & Rodrigo Andrés de Souza Penaloza & Rodrigo César de Castro Miranda, 2013. "Systemic Risk Measures," Working Papers Series 321, Central Bank of Brazil, Research Department.
  2. Solange Maria Guerra & Benjamin Miranda Tabak & Rodrigo Andrés de Souza Peñaloza, 2013. "Exposição Cambial e Assunção de Risco dos Bancos Atuantes no Brasil," Working Papers Series 343, Central Bank of Brazil, Research Department.
  3. Solange Maria Guerra & Rodrigo Andrés de Souza Peñaloza & Benjamin Miranda Tabak, 2013. "Existência de equilíbrio num jogo com bancarrota e agentes heterogêneos," Working Papers Series 326, Central Bank of Brazil, Research Department.
  4. Isabel Marques & Rodrigo Peñaloza, 2011. "Brazilian 2010 presidential election: psychometric scaling of voting intention," Working papers - Textos para Discussao do Departamento de Economia da Universidade de Brasilia 345, Departamento de Economia da Universidade de Brasilia.
  5. Gabriela Silvestrin Pantoja & Rodrigo Andres De Souza Penaloza, 2011. "Evasão Fiscal: Um Jogo Bayesiano Comestruturas Comportamentais," Anais do XXXVIII Encontro Nacional de Economia [Proceedings of the 38th Brazilian Economics Meeting] 098, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  6. Rodrigo Peñaloza & Gabriel Rabello, 2011. "Vantagem informacional em um duopólio de Cournot com valores parcialmente privados," Working papers - Textos para Discussao do Departamento de Economia da Universidade de Brasilia 344, Departamento de Economia da Universidade de Brasilia.
  7. Gabriela Pantoja & Rodrigo Peñaloza, 2011. "Evasão fiscal sob estruturas comportamentais," Working papers - Textos para Discussao do Departamento de Economia da Universidade de Brasilia 346, Departamento de Economia da Universidade de Brasilia.
  8. Rodrigo Peñaloza & Raquel Filgueiras, 2011. "Microcrédito com moral hazard," Working papers - Textos para Discussao do Departamento de Economia da Universidade de Brasilia 350, Departamento de Economia da Universidade de Brasilia.
  9. Rodrigo Peñaloza, 2011. "Dissimilarities between categorical variables," Working papers - Textos para Discussao do Departamento de Economia da Universidade de Brasilia 351, Departamento de Economia da Universidade de Brasilia.
  10. Rodrigo Peñaloza & Herton Ellery Araújo, 2011. "Medida gradiente de mobilidade regional," Working papers - Textos para Discussao do Departamento de Economia da Universidade de Brasilia 352, Departamento de Economia da Universidade de Brasilia.
  11. Rodrigo Peñaloza, 2011. "A theory of multidimensional poverty measures for ordinal variables with endogenous weights," Working papers - Textos para Discussao do Departamento de Economia da Universidade de Brasilia 349, Departamento de Economia da Universidade de Brasilia.
  12. Rodrigo Peñaloza, 2011. "Implementation of optimal settlement functions in real-time gross settlement systems," Working papers - Textos para Discussao do Departamento de Economia da Universidade de Brasilia 353, Departamento de Economia da Universidade de Brasilia.
  13. Rodrigo Peñaloza, 2011. "Contágio marginal no novo Sistema de Pagamentos Brasileiro," Working papers - Textos para Discussao do Departamento de Economia da Universidade de Brasilia 354, Departamento de Economia da Universidade de Brasilia.
  14. Eduardo Athayde de Souza Moreira & Rodrigo Peñaloza, 2004. "Programas De Leniência, Corrupção E O Papel Da Corregedoria Da Autoridade Antitruste," Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32th Brazilian Economics Meeting] 091, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  15. Rodrigo Andrés de Souza Peñaloza, 2003. "On Shadow-Prices of Banks in Real-Time Gross Settlement Systems," Working Papers Series 71, Central Bank of Brazil, Research Department.

Articles

  1. Guerra, Solange Maria & Silva, Thiago Christiano & Tabak, Benjamin Miranda & de Souza Penaloza, Rodrigo Andrés & de Castro Miranda, Rodrigo César, 2016. "Systemic risk measures," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 442(C), pages 329-342.
  2. Gabriela S. Pantoja & Rodrigo S. Penaloza, 2014. "Tax evasion under behavioral structures," Economia, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 15(1), pages 30-40.
  3. Rodrigo Peñaloza & Gabriel Rabello, 2012. "Vantagem Informacional em um Duopólio de Cournot com Valores Parcialmente Privados," Economia, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 13(3a), pages 467-480.
  4. Benjamin Miranda Tabak & Solange Maria Guerra & Rodrigo Andres De Souza Penaloza, 2009. "Banking concentration and the price-concentration relationship: the case of Brazil," International Journal of Accounting and Finance, Inderscience Enterprises Ltd, vol. 1(4), pages 415-435.
  5. Peñaloza, Rodrigo, 2009. "A duality theory of payment systems," Journal of Mathematical Economics, Elsevier, vol. 45(9-10), pages 679-692, September.
  6. Peñaloza, Rodrigo Andrés de Souza, 2005. "Preços-Sombra no Sistema de Pagamentos: Uma Abordagem Dual para a Política Monetária Intradiária," Revista Brasileira de Economia - RBE, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 59(4), October.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Solange Maria Guerra & Benjamin Miranda Tabak & Rodrigo Andrés de Souza Penaloza & Rodrigo César de Castro Miranda, 2013. "Systemic Risk Measures," Working Papers Series 321, Central Bank of Brazil, Research Department.

    Cited by:

    1. Machado, Vicente da Gama & Portugal, Marcelo Savino, 2014. "Measuring inflation persistence in Brazil using a multivariate model," Revista Brasileira de Economia - RBE, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 68(2), June.
    2. Constantino, Michel & Candido, Osvaldo & Tabak, Benjamin M. & da Costa, Reginaldo Brito, 2017. "Modeling stochastic frontier based on vine copulas," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 486(C), pages 595-609.
    3. Silva, Thiago Christiano & Tabak, Benjamin Miranda & Guerra, Solange Maria, 2017. "Why do vulnerability cycles matter in financial networks?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 471(C), pages 592-606.
    4. Souza, Sergio Rubens Stancato de & Silva, Thiago Christiano & Tabak, Benjamin Miranda & Guerra, Solange Maria, 2016. "Evaluating systemic risk using bank default probabilities in financial networks," Journal of Economic Dynamics and Control, Elsevier, vol. 66(C), pages 54-75.
    5. João Barata Ribeiro Blanco Barroso & Sergio Rubens Stancato de Souza & Solange Maria Guerra, 2016. "Systemic Risk-Taking Channel of Domestic and Foreign Monetary Policy," Working Papers Series 412, Central Bank of Brazil, Research Department.
    6. Jacob Kleinow & Tobias Nell, 2015. "Determinants of systemically important banks: the case of Europe," Journal of Financial Economic Policy, Emerald Group Publishing, vol. 7(4), pages 446-476, November.
    7. Silva, Thiago Christiano & Tabak, Benjamin Miranda & Cajueiro, Daniel Oliveira & Dias, Marina Villas Boas, 2017. "A comparison of DEA and SFA using micro- and macro-level perspectives: Efficiency of Chinese local banks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 469(C), pages 216-223.
    8. Silva, Walmir & Kimura, Herbert & Sobreiro, Vinicius Amorim, 2017. "An analysis of the literature on systemic financial risk: A survey," Journal of Financial Stability, Elsevier, vol. 28(C), pages 91-114.

  2. Solange Maria Guerra & Rodrigo Andrés de Souza Peñaloza & Benjamin Miranda Tabak, 2013. "Existência de equilíbrio num jogo com bancarrota e agentes heterogêneos," Working Papers Series 326, Central Bank of Brazil, Research Department.

    Cited by:

    1. Machado, Vicente da Gama & Portugal, Marcelo Savino, 2014. "Measuring inflation persistence in Brazil using a multivariate model," Revista Brasileira de Economia - RBE, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 68(2), June.

  3. Rodrigo Andrés de Souza Peñaloza, 2003. "On Shadow-Prices of Banks in Real-Time Gross Settlement Systems," Working Papers Series 71, Central Bank of Brazil, Research Department.

    Cited by:

    1. Peñaloza, Rodrigo, 2009. "A duality theory of payment systems," Journal of Mathematical Economics, Elsevier, vol. 45(9-10), pages 679-692, September.

Articles

  1. Guerra, Solange Maria & Silva, Thiago Christiano & Tabak, Benjamin Miranda & de Souza Penaloza, Rodrigo Andrés & de Castro Miranda, Rodrigo César, 2016. "Systemic risk measures," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 442(C), pages 329-342.
    See citations under working paper version above.
  2. Benjamin Miranda Tabak & Solange Maria Guerra & Rodrigo Andres De Souza Penaloza, 2009. "Banking concentration and the price-concentration relationship: the case of Brazil," International Journal of Accounting and Finance, Inderscience Enterprises Ltd, vol. 1(4), pages 415-435.

    Cited by:

    1. Benjamin M. Tabak & Dimas M. Fazio & Daniel O. Cajueiro, 2011. "Profit, Cost and Scale Efficiency for Latin American Banks: Concentration-Performance Relationship," Working Papers Series 244, Central Bank of Brazil, Research Department.
    2. Tabak, Benjamin M. & Fazio, Dimas M. & Cajueiro, Daniel O., 2013. "Systemically important banks and financial stability: The case of Latin America," Journal of Banking & Finance, Elsevier, vol. 37(10), pages 3855-3866.

  3. Peñaloza, Rodrigo Andrés de Souza, 2005. "Preços-Sombra no Sistema de Pagamentos: Uma Abordagem Dual para a Política Monetária Intradiária," Revista Brasileira de Economia - RBE, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 59(4), October.

    Cited by:

    1. Peñaloza, Rodrigo, 2009. "A duality theory of payment systems," Journal of Mathematical Economics, Elsevier, vol. 45(9-10), pages 679-692, September.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 14 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BAN: Banking (3) 2011-02-26 2013-08-16 2014-03-15
  2. NEP-CBA: Central Banking (2) 2013-08-16 2014-03-15
  3. NEP-RMG: Risk Management (2) 2013-08-16 2014-03-15
  4. NEP-ACC: Accounting & Auditing (1) 2011-01-23
  5. NEP-CDM: Collective Decision-Making (1) 2011-01-23
  6. NEP-DCM: Discrete Choice Models (1) 2011-01-23
  7. NEP-ECM: Econometrics (1) 2011-02-05
  8. NEP-GEO: Economic Geography (1) 2011-02-26
  9. NEP-LAM: Central & South America (1) 2013-08-16
  10. NEP-MFD: Microfinance (1) 2011-02-05
  11. NEP-MIG: Economics of Human Migration (1) 2011-02-26
  12. NEP-POL: Positive Political Economics (1) 2011-01-23
  13. NEP-SPO: Sports & Economics (1) 2013-08-16

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