The solvation and electrochemical behaviour of Copper acetylacetonate complexes in ionic liquids

The behavior of copper(II) complexes of pentane-2,4-dione and 1,1,1,5,5,5-hexafluoro-2,4-pentanedione, [Cu(acac)(2) (1) and [Cu(HFacac)(2)(H2O)] (2), in ionic liquids and molecular organic solvents, was studied by spectroscopic and electrochemical techniques. The electron paramagnetic resonance characterization (EPR) showed well-resolved spectra in most solvents. In general the EPR spectra of [Cu(acac)(2)] show higher g(z) values and lower hyperfine coupling constants, A(z), in ionic liquids than in organic solvents, in agreement with longer Cu-O bond lengths and higher electron charge in the copper ion in the ionic liquids, suggesting coordination of the ionic liquid anions. For [Cu(HFacac)(2)(H2O)] the opposite was observed suggesting that in ionic liquids there is no coordination of the anions and that the complex is tetrahedrically distorted. The redox properties of the Cu(II) complexes were investigated by cyclic voltammetry (CV) at a Pt electrode (d = 1 mm), in bmimBF(4) and bmimNTf(2) ionic liquids and, for comparative purposes, in neat organic solvents. The neutral copper(II) complexes undergo irreversible reductions to Cu(I) and Cu(0) species in both ILs and common organic solvents (CH2Cl2 or acetonitrile), but, in ILs, they are usually more easier to reduce (less cathodic reduction potential) than in the organic solvents. Moreover, 1 and 2 are easier to reduce in bmimNTf(2) than in bmimBF(4) ionic liquid. (C) 2013 Elsevier B.V. All rights reserved.

A dramatic effect of double bond configuration in N-oxy-3-aza Cope rearrangements: a simple synthesis of functionalised allenes

The first examples of low temperature N-oxy-3-aza Cope rearrangements, leading to functionalised allenes are described, where the Z-configuration of the enaminic double bond in the rearranging system proves critical.

The problem of estimating the volatility of zero coupon bond interest rate

Financial literature and financial industry use often zero coupon yield curves as input for testing hypotheses, pricing assets or managing risk. They assume this provided data as accurate. We analyse implications of the methodology and of the sample selection criteria used to estimate the zero coupon bond yield term structure on the resulting volatility of spot rates with different maturities. We obtain the volatility term structure using historical volatilities and Egarch volatilities. As input for these volatilities we consider our own spot rates estimation from GovPX bond data and three popular interest rates data sets: from the Federal Reserve Board, from the US Department of the Treasury (H15), and from Bloomberg. We find strong evidence that the resulting zero coupon bond yield volatility estimates as well as the correlation coefficients among spot and forward rates depend significantly on the data set. We observe relevant differences in economic terms when volatilities are used to price derivatives.

Long-run consumption risk with durable goods : UK evidence for equity and bond markets

"It is a widely accepted fact that the consumption-based capital asset pricing model (CCAPM) fails to provide a good explanation of many important features of the behaviour of financial market returns in a large range of countries over a long period of time. However, within a representative consumer/investor model, it is hard to see how the basic structure of the consumption based model can be safely abandoned." [introdução]