Análise prospetiva de modelos de transporte e usos do solo

Dissertação para obtenção do grau de Mestre em Engenharia Civil na Área de Especialização de Vias de Comunicação e Transportes

Interest rate exposure of Spanish banks: A nonparametric analysis

Interest rate risk is one of the major financial risks faced by banks due to the very nature of the banking business. The most common approach in the literature has been to estimate the impact of interest rate risk on banks using a simple linear regression model. However, the relationship between interest rate changes and bank stock returns does not need to be exclusively linear. This article provides a comprehensive analysis of the interest rate exposure of the Spanish banking industry employing both parametric and non parametric estimation methods. Its main contribution is to use, for the first time in the context of banks’ interest rate risk, a nonparametric regression technique that avoids the assumption of a specific functional form. One the one hand, it is found that the Spanish banking sector exhibits a remarkable degree of interest rate exposure, although the impact of interest rate changes on bank stock returns has significantly declined following the introduction of the euro. Further, a pattern of positive exposure emerges during the post-euro period. On the other hand, the results corresponding to the nonparametric model support the expansion of the conventional linear model in an attempt to gain a greater insight into the actual degree of exposure.

Use of a-SiC:H Semiconductor-Based Transducer for Glucose Sensing through FRET Analysis

Glucose sensing is an issue with great interest in medical and biological applications. One possible approach to glucose detection takes advantage of measuring changes in fluorescence resonance energy transfer (FRET) between a fluorescent donor and an acceptor within a protein which undergoes glucose-induced changes in conformation. This demands the detection of fluorescent signals in the visible spectrum. In this paper we analyzed the emission spectrum obtained from fluorescent labels attached to a protein which changes its conformation in the presence of glucose using a commercial spectrofluorometer. Different glucose nanosensors were used to measure the output spectra with fluorescent signals located at the cyan and yellow bands of the spectrum. A new device is presented based on multilayered a-SiC:H heterostructures to detect identical transient visible signals. The transducer consists of a p-i'(a-SiC:H)-n/p-i(a-Si:H)-n heterostructure optimized for the detection of the fluorescence resonance energy transfer between fluorophores with excitation in the violet (400 nm) and emissions in the cyan (470 nm) and yellow (588 nm) range of the spectrum. Results show that the device photocurrent signal measured under reverse bias and using appropriate steady state optical bias, allows the separate detection of the cyan and yellow fluorescence signals presented.