Bernardus Ferdinandus Nazar Van Doornik

Government of the Federative Republic of Brazil - Central Bank of Brazil

P.O. Box 08670

SBS Quadra 3 Bloco B - Edificio-Sede

Brasilia, Distr. Federal 70074-900

Brazil

SCHOLARLY PAPERS

6

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in Total Papers Downloads

3,412

CITATIONS

2

Scholarly Papers (6)

1.

The Empirical Relationship between Stock Returns, Return Volatility and Trading Volume in the Brazilian Stock Market

Number of pages: 14 Posted: 22 Apr 2006
Otavio Ribeiro de Medeiros and Bernardus Ferdinandus Nazar Van Doornik
University of Brasilia and Government of the Federative Republic of Brazil - Central Bank of Brazil
Downloads 2,021 (6,919)
Citation 3

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Stock returns, Return Volatility, Trading Volume, GARCH, Granger causality

2.

Modeling and Forecasting a Firm's Financial Statements with a VAR-VECM Model

Number of pages: 21 Posted: 24 Jan 2009
Bernardus Ferdinandus Nazar Van Doornik, Otavio Ribeiro de Medeiros and Gustavo R. De Oliveira
Government of the Federative Republic of Brazil - Central Bank of Brazil, University of Brasilia and Universidade de Brasília (UnB)
Downloads 837 (27,448)
Citation 1

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econometric modeling, financial statements, VAR Model, financial forecasting, Petrobras

3.

Testing for Lead-Lag Effects Between the American and the Brazilian Stock Markets

Number of pages: 22 Posted: 23 Mar 2009
Otavio Ribeiro de Medeiros, Gustavo R. De Oliveira and Bernardus Ferdinandus Nazar Van Doornik
University of Brasilia, Universidade de Brasília (UnB) and Government of the Federative Republic of Brazil - Central Bank of Brazil
Downloads 322 (91,722)

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4.

Simulating Fundamental Analysis of a Firm Using a VECX Model

Number of pages: 21 Posted: 28 Feb 2011
Otavio Ribeiro de Medeiros, José Bonifácio De Araújo Júnior and Bernardus Ferdinandus Nazar Van Doornik
University of Brasilia, University of Brasilia and Government of the Federative Republic of Brazil - Central Bank of Brazil
Downloads 161 (181,112)

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Fundamental Analysis, Econometric Model, Forecasts, Sadia, VARX, VECX

5.

Unemployment Insurance, Strategic Unemployment, and Firm-Worker Collusion

Number of pages: 67 Posted: 30 Apr 2018 Last Revised: 07 May 2019
Bernardus Ferdinandus Nazar Van Doornik, David Schoenherr and Janis Skrastins
Government of the Federative Republic of Brazil - Central Bank of Brazil, Princeton University, Bendheim Center for Finance and Washington University in St. Louis
Downloads 51 (378,414)

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unemployment insurance, informal labor markets, collusion, law and economics

6.

Credit Supply Responses to Reserve Requirement: Loan-Level Evidence from Macroprudential Policy

BIS Working Paper No. 674
Number of pages: 41 Posted: 11 Dec 2017
Joao Barroso, Rodrigo Gonzalez and Bernardus Ferdinandus Nazar Van Doornik
Banco Central do Brasil, Banco Central do Brasil and Government of the Federative Republic of Brazil - Central Bank of Brazil
Downloads 20 (512,564)

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Reserve requirement, credit supply, capital ratio, liquidity ratio, macroprudential policy