Zobrazeno 1 - 10
of 15
pro vyhledávání: '"Bernardus Ferdinandus Nazar Van Doornik"'
Autor:
Otávio Ribeiro de Medeiros, Bernardus Ferdinandus Nazar Van Doornik, Gustavo Rezende de Oliveira
Publikováno v:
BBR: Brazilian Business Review, Vol 8, Iss 3, Pp 20-40 (2011)
Este artigo relata o desenvolvimento e estimação de um modelo econométrico de Vetores Autoregressivos (VAR) representando as demonstrações financeiras de uma empresa. Embora o modelo possa ser generalizado para representar as demonstrações fin
Externí odkaz:
https://doaj.org/article/82cc1b23318d4c57adb3a89f45dd88fc
Publikováno v:
BBR: Brazilian Business Review, Vol 5, Iss 1, Pp 1-17 (2008)
O presente trabalho investiga a relação empírica entre retorno acionário, volatilidade dos retornos e volume de negócios no mercado de ações brasileiro (Bovespa). A amostra compreende dados de retorno acionário e volume de negócios de uma ca
Externí odkaz:
https://doaj.org/article/3a0a00c302dc4a9e81a5db1f25d05c94
Publikováno v:
Journal of Financial Economics. 143:550-568
We estimate the effect of increased access to bank credit on the employment and wages of high- and low-skilled workers. To do so, we consider a bankruptcy reform that led to an expansion of bank credit to Brazilian firms. We use administrative data a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::deb5ee6d4f135aa3d0a760f08870a2ef
https://doi.org/10.1016/j.jfineco.2021.06.009
https://doi.org/10.1016/j.jfineco.2021.06.009
Publikováno v:
Economic Inquiry. 59:1215-1233
Credit unions (CUs) may respond to a financial shock differently than other types of banks because of their unique membership‐based governance structure. We exploit the financial crisis of 2008/09 as a negative shock to Brazilian banks and analyze
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8655fbbe451bb9e32d447c47ae3c10d9
https://doi.org/10.1111/ecin.12982
https://doi.org/10.1111/ecin.12982
Publikováno v:
SSRN Electronic Journal.
We assess the employment and income effects of access to credit dedicated to investment in individual mobility (a motorcycle). For identification, we exploit random time-series variation in access to credit through random lotteries for participants i
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b0a6b376af3f142ea7e377187ef8712f
https://doi.org/10.2139/ssrn.3800020
https://doi.org/10.2139/ssrn.3800020
Publikováno v:
Journal of Banking & Finance. 138:106408
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9453790b13cf1c89969adb0b10ef3293
https://doi.org/10.1016/j.jbankfin.2022.106408
https://doi.org/10.1016/j.jbankfin.2022.106408
This paper studies the links between competition in the lending market and spreads of bank loans in Brazil. Evidence from a dataset of more than 13 million loan-level observations from private banks shows a positive relationship between market power,
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a4410a8ff51bff99440e7f6feba7270a
https://doi.org/10.18235/0002508
https://doi.org/10.18235/0002508
Publikováno v:
SSRN Electronic Journal.
Exploiting an unemployment insurance (UI) reform in Brazil, we study incentive effects of UI in the presence of informal labor markets. We find that eligibility for UI benefits increases formal layoffs by twelve percent. Most of the additional formal
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8ac0d71c847f7ad1bb4dba4ca2741287
https://doi.org/10.2139/ssrn.3168769
https://doi.org/10.2139/ssrn.3168769
Autor:
Gustavo Rezende de Oliveira, Otávio Ribeiro de Medeiros, Bernardus Ferdinandus Nazar Van Doornik
Publikováno v:
Brazilian Business Review. 8:20-39
This paper reports the development and estimation of a Vector Autoregressive (VAR) econometric model representing the financial statements of a firm. Although the model can be generalized to represent the financial statements of any firm, this work w
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::816c09d5d433901f41b9b6f620d2ef7a
https://doi.org/10.15728/bbr.2011.8.3.2
https://doi.org/10.15728/bbr.2011.8.3.2
Autor:
Otavio Ribeiro de Medeiros, Bernardus Ferdinandus Nazar Van Doornik, Gustavo Rezende de Oliveira
Publikováno v:
Brazilian Business Review. 8(3):20-39
This paper reports the development and estimation of a Vector Autoregressive (VAR) econometric model representing the financial statements of a firm. Although the model can be generalized to represent the financial statements of any firm, this work w
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::f942ff2b9d3864dead60ffb3b1ec986f
http://www.bbronline.com.br/public/edicoes/8_3/artigos/96ne6m9u441122011175431.pdf
http://www.bbronline.com.br/public/edicoes/8_3/artigos/96ne6m9u441122011175431.pdf