7 resultados para Complex Financial Transactions and Derivatives

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A novel water soluble organometallic compound, [RuCp(mTPPMSNa)(2,2'-bipy)][CF3SO3] (TM85, where Cp=eta(5)-cyclopentadienyl, mTPPMS = diphenylphosphane-benzene-3-sulfonate and 2,2'-bipy = 2,2'-bipyridine) is presented herein. Studies of interactions with relevant proteins were performed to understand the behavior and mode of action of this complex in the biological environment. Electrochemical and fluorescence studies showed that TM85 strongly binds to albumin. Studies carried out to study the formation of TM85 which adducts with ubiquitin and cytochrome c were performed by electrospray ionization mass spectrometry (ESI-MS). Antitumor activity was evaluated against a variety of human cancer cell lines, namely A2780, A2780cisR, MCF7, MDAMB231, HT29, PC3 and V79 non-tumorigenic cells and compared with the reference drug cisplatin. TM85 cytotoxic effect was reduced in the presence of endocytosis modulators at low temperatures, suggesting an energy-dependent mechanism consistent with endocytosis. Ultrastructural analysis by transmission electron microscopy (TEM) revealed that TM85 targets the endomembranar system disrupting the Golgi and also affects the mitochondria. Disruption of plasma membrane observed by flow cytometry could lead to cellular damage and cell death. On the whole, the biological activity evaluated herein combined with the water solubility property suggests that complex TM85 could be a promising anticancer agent. (C) 2013 Elsevier Inc. All rights reserved.

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The benzoyl hydrazone based dimeric dicopper(II) complex [Cu2(R)(CH3O)(NO3)]2(CH3O)2 (R-Cu2+), recently reported by us, catalyzes the aerobic oxidation of catechols (catechol (S1), 3,5- itertiarybutylcatechol (S2) and 3-nitrocatechol (S3)) to the corresponding quinones (catecholase like activity), as shown by UV–Vis absorption spectroscopy in methanol/HEPES buffer (pH 8.2) medium at 25 C. The highest activity is observed for the substituted catechol (S2) with the electron donor tertiary butyl group, resulting in a turnover frequency (TOF) value of 1.13 103 h1. The complex R-Cu2+ also exhibits a good catalytic activity in the oxidation (without added solvent) of 1-phenylethanol to acetophenone by But OOH under low power (10 W) microwave (MW) irradiation. 2014 Elsevier B.V. All rights reserved.

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Mestrado em Contabilidade e Análise Financeira

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Mestrado em Contabilidade e Análise Financeira

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Nesta tese estudamos os efeitos de contágio financeiro e de memória longa causados pelas crises financeiras de 2008 e 2010 em alguns mercados acionistas internacionais. A tese é composta por três ensaios interligados. No Ensaio 1, recorremos à teoria das cópulas para testar a existência de contágio e revelar os canais “investor induced” de transmissão da crise de 2008 aos mercados da Bélgica, França, Holanda e Portugal (grupo NYSE Euronext). Concluímos que existe contágio nestes mercados, que o canal “portfolio rebalancing” é o mecanismo mais importante de transmissão da crise, e que o fenómeno “flight to quality” está presente nos mercados. No Ensaio 2, usando novamente modelos de cópulas, avaliamos os efeitos de contágio provocados pelo mercado acionista grego nos mercados do grupo NYSE Euronext, no contexto da crise de 2010. Os resultados obtidos sugerem que durante a crise de 2010 apenas o mercado português foi objeto de contágio; além disso, conclui-se que os efeitos de contágio provocados pela crise de 2008 são claramente superiores aos efeitos provocados pela crise de 2010. No Ensaio 3, abordamos o tema da memória longa através do estudo do expoente de Hurst dos mercados acionistas da Bélgica, E.U.A., França, Grécia, Holanda, Japão, Reino Unido e Portugal. Verificamos que as propriedades de memória longa dos mercados foram afetadas pelas crises, especialmente a de 2008 – que aumentou a memória longa dos mercados e tornou-os mais persistentes. Finalmente, usando cópulas mais uma vez, verificamos que as crises provocaram, em geral, um aumento na correlação entre os expoentes de Hurst locais dos mercados foco das crises (E.U.A. e Grécia) e os expoentes de Hurst locais dos outros mercados da amostra, sugerindo que o expoente de Hurst pode ser utilizado para detetar efeitos de contágio financeiro. Em síntese, os resultados desta tese sugerem que comparativamente com períodos de acalmia, os períodos de crises financeiras tendem a provocar ineficiência nos mercados acionistas e a conduzi-los na direção da persistência e do contágio financeiro.

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"The purpose of the XII Iberian-Italian Congress of Financial and Actuarial Mathematics is to provide a meeting point for researchers in Financial Economics from different countries and research backgrounds in universities, government or financial institutions. In fact, the Congress which is currently taking place in Lisbon has been organized to encourage communication and debate among the participants as well as to reinforce the bonds between us.The current edition of the Congress is characterized by the quality and diversity of the papers that have been submitted with special attention to the International Financial Crisis and measures of risk in different financial markets. However, as the Congress Program indicates, there are also parallel sessions about traditional topics in finance such as asset pricing, insurance, corporate finance, etc.Although this Congress has always been organized alternately between Spain and Italy, this year we have the great pleasure of celebrating it in Portugal which will be included as a permanent partner." [prefácio]