Three essays on the term structure of interest rates

A PhD Dissertation, presented as part of the requirements for the Degree of Doctor of Philosophy from the NOVA - School of Business and Economics

How do current term structure model behave beyond the last liquid point?: A comparison of the DNS and Smith-Wilson methods

A Work Project, presented as part of the requirements for the Award of a Master’s Double Degree in Finance from Maastricht University and NOVA – School of Business and Economics

Testing for volatility persistence change: The effect of the credit crisis on the Portuguese banks

A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics

Long-term behaviour of railway transitions under dynamic loading application to soft soil sites

Dissertação para obtenção do Grau de Doutor em Engenharia Civil

Identification of mating type genes in the bipolar basidiomycetous yeast rhodosporidium toruloides: first insight into the MAT Locus structure of the sporidiobolales

Eukaryotic Cell, Vol.7, Nº6

The Crystal Structure of the Escherichia coli Autoinducer-2 Processing Protein LsrF

PLOS ONE, 4(8):ARTe6820

Influence of commercially available polyimide and formation conditions on the performance and structure of asymmetric polyimide organic solvent nanofiltration membranes

Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para a obtenção do grau de Mestre em Engenharia Química e Bioquímica

Update on the population structure of MRSA causing infection in a central hospital and in healthcare centers in Portugal

RESUMO:Staphylococcus aureus é um dos principais agentes patogénicos humanos, sendo frequentemente associado a infecções nosocomiais e infecções na comunidade. A prevalência de S. aureus resistentes à meticilina (MRSA) em hospitais portugueses é uma das mais elevadas da Europa e tem sido caracterizada extensivamente; contrariamente, a prevalência e epidemiologia de MRSA na comunidade em Portugal não tem sido devidamente seguida. Com o objectivo de compreender as causas possíveis do aumento na frequência de MRSA num dos maiores hospitais centrais portugueses (HSM) ao longo de 17 anos, isolados de MRSA recolhidos em 1993 (n=54) e 2010 (n=180) de pus, sangue e urina foram analisados por PFGE, MLST, tipagem do spa e tipagem de SCCmec. Os resultados mostraram que ocorreu uma mudança global nos tipos clonais predominantes, onde o clone ST22-IVh substituiu os clones, ST239-IIIvar e ST247-I, representando mais de 70% da população actual. Além disso, entre 1993 e 2010 verificou-se um aumento na diversidade genética dos tipos clonais de MRSA. Para determinar a frequência e a natureza clonal de MRSA e S. aureus sensíveis à meticilina (MSSA) isolados de infecções de pele e tecidos moles (SSTI) em pessoas que frequentam centros de saúde em Portugal, 73 amostras foram recolhidas em nove centros de saúde (Rede Médicos Sentinela). Isolou-se um total de 40 S. aureus (55%), dos quais 17,5% eram MRSA. Os isolados de MRSA pertenciam aos clones ST22-IVh (n=4), ST5-IVc (n=2) e ST105-II (n=1), que foram descritos neste estudo como sendo clones de origem hospitalar. Os nossos resultados sugerem que o aumento da frequência de MRSA no HSM pode estar associado à emergência de um clone de MRSA com maior capacidade epidémica. Além disso, verificámos que a principal causa de SSTI em pessoas que frequentam centros de saúde em Portugal são MRSA de origem hospitalar e não MRSA associados à comunidade.------ABSTRACT: Staphylococcus aureus is one of the most important human pathogens, being a major cause of infections worldwide both in the hospital and in the community. In Portugal, the prevalence of methicillin resistant S. aureus (MRSA) in hospitals is one of the highest in Europe and has been characterized extensively; contrarily the prevalence and epidemiology of MRSA in the community has not been followed in a meaningful way. To understand the epidemiological events that could explain a steep increase in MRSA frequency in a major Portuguese central hospital (HSM) within a 17 year period, two MRSA collections recovered in 1993 (n=54) and 2010 (n=180) from pus, blood and urine were analyzed by PFGE, MLST, spa and SCCmec typing. The results showed that a major clonal shift occurred, wherein ST22-IVh clone has replaced the previous ST239-IIIvar and ST247-I clones and accounts for more than 70% of the present population. Moreover, an increase in genetic diversity of MRSA clonal types was observed between the two study periods. With the aim of determining the frequency and clonal nature of MRSA and methicillin-susceptible S. aureus (MSSA) causing skin and soft tissue infections (SSTI) in patients attending healthcare centers in Portugal, 73 samples were collected from nine healthcare centers (Medicos Sentinela Network). A total of 40 S. aureus were isolated, accounting for 55% of the SSTI, of which 17.5% were MRSA. MRSA isolates belonged to ST22-IVh (n=4), ST5-IVc (n=2) and ST105-II (n=1) that have also been described in the hospital in an equivalent period. Our results suggest that the increase in MRSA frequency in HSM may be associated to the emergence of a MRSA clone with higher epidemic potential. Moreover, we propose that the spillover of MRSA from the hospital rather than community-associated-MRSA was the main cause of SSTI in persons attending healthcare centers in Portugal.

Crystal structure of the zinc-, cobalt-, and iron-containing adenylate kinase from Desulfovibrio gigas: a novel metal-containing adenylate kinase from Gram-negative bacteria

J Biol Inorg Chem (2011) 16:51–61 DOI 10.1007/s00775-010-0700-8

The first crystal structure of class III superoxide reductase from Treponema pallidum

J Biol Inorg Chem (2006) 11: 548–558 DOI 10.1007/s00775-006-0104-y

InovCity – structure of trials evaluation

A Work Project, presented as part of the requirements for the Award of a Masters Degree in Management from the NOVA – School of Business and Economics

The impact of changing the transportation cost structure of a food retail company

A Work Project, presented as part of the requirements for the Award of a Masters Degree in Management from the NOVA – School of Business and Economics

Long-term characterization of air lime mortars with ceramic waste

Due to their exposure to environmental conditions, outer coatings composed by render and painting system are usually the first construction elements to deteriorate and require intervention. A correct conservation and rehabilitation of these materials is fundamental once they provide protection to other façade materials. It is known that old mortar renders were essentially air lime based mortars. To maintain the integrity of the whole wall-render elements, the image of the building and to avoid accelerated degradation, conservation and rehabilitation must be implemented with compatible mortars. As that, lime based mortars would be preferable. It was also common, in ancient renders, the incorporation of ceramic residues, which is, nowadays, an abundant material, especially in Central Region of Portugal. The reuse of these materials has great relevance once their landfilling causes serious environmental issues. In an attempt to combine the environmental and technical advantages of the use of ceramic waste in mortars’ production for rehabilitation purposes, a research has been developed at the University of Coimbra, in cooperation with Nova University of Lisbon, on the long term behaviour of air lime mortars with ceramic residues. In this paper the most significant up to one year results of an experimental campaign with air lime mortars with 1:3 and 1:2 volumetric proportions and ceramic residues are presented.

Trading the differences in expectations between the CDS and bond markets

This paper uses the framework developed by Vrugt (2010) to extract the recovery rate and term-structure of risk-neutral default probabilities implied in the cross-section of Portuguese sovereign bonds outstanding between March and August 2011. During this period the expectations on the recovery rate remain firmly anchored around 50 percent while the instantaneous default probability increases steadily from 6 to above 30 percent. These parameters are then used to calculate the fair-value of a 5-year and 10- year CDS contract. A credit-risk-neutral strategy is developed from the difference between the market price of a CDS of the same tenors and the fair-value calculated, yielding a sharpe ratio of 3.2

Evaluation of long term persistence of Diabetes Mellitus Type II treatment newly diagnosed patients in Lisbon and Tagus health administration region : a three year follow up study

RESUMO: Raional: A persistência à terapêutica é o tempo em qualquer antidiabético oral, desde o seu início até à descontinuação de todas as medicações ou até ao fim do período do estudo. Os objetivos deste estudo foi a análise da persistência à terapêutica no segundo e terceiro anos após início do tratamento em doentes adultos diagnosticados na região de Lisboa e Vale do Tejo e determinar o efeito de determinadas variáveis na persistência a longo prazo. Métodos: Um estudo retrospetivo não interventivo foi desenhado com base nos dados a obter do SIARS (prescrições e aquisições na farmácia) e Pordata. A persistência foi quantificada como a percentagem de doentes que continuam a adquirir pelo menos um antidiabético oral ao segundo e terceiro anos após a compra da primeira receita. A associação entre a persistência e o segundo e terceiro anos com cada uma das co-variáveis foi aferido pelo teste qui-quadrado e os odd ratios foram calculados com recurso a um modelo de regressão logística. Resultados: A persistência à terapêutica obtida foi de 80% e 62% para o segundo e terceiro anos após início da terapêutica. Odd ratios para primeiro e segundo ano: número de grupos farmacoterapêuticos diferentes (OR = 2.167, 1.807 – 2.598, p = 0.000 / OR = 1.863, 1.621 – 2.142, p = 0.000); idade (OR = 0.914, 0.772 – 1.081, p = 0.294 / OR = 0.875, 0.764 – 1.002, p = 0.054); sexo (OR = 1.163, 0.983 – 1.377, p = 0.079); número de diferentes prescritores (OR = 3.594, 3.030 – 4.262, p = 0.000 / OR = 2.167, 1.886 – 2.491, p = 0.000); instituição de prescrição (OR = 0.725, 0.698 – 0.753, p = 0.000 / OR = 0.683, 0.650 – 0.717, p = 0.000); grupo farmacoterapêutico (OR = 1.056, 1.043 – 1.069, p = 0.000 / OR = 1.077, 1.060 – 1.095, p = 0.000); relação com o médico (OR = 0.834, 0.816 – 0.852, p = 0.000 / OR = 0.799, 0.777 – 0.821, p = 0.000) e custo médio mensal por grupo farmacoterapêutico (OR = 0.954, 0.942 – 0.968, p = 0.000 / OR = 0.930, 0.914 – 0.947, p = 0.000). Conclusões: O valor da persistência à terapêutica no segundo ano é ligeiramente acima do que é mencionado na literatura e não existem dados para comparar os resultados do terceiro ano. Relativamente ao efeito das co-variáveis no segundo e terceiro anos após o início do tratamento, os resultados são sobreponíveis, sendo que o sexo não está associado à persistência ao terceiro ano.----------------------------------ABSTRACT: Background: Therapy persistence is the time on any antidiabetic medication, from initiation of therapy to discontinuation of all medications or the end of the study period. The aim of the study was to analyse the therapy persistence in the second and third years after treatment initiation in newly diagnosed adult patients in the Lisbon and Tagus Valley region and to determine the effect of several co-variables in the long term persistence. Methods: A retrospective non-interventional study based on SIARS data (drug prescriptions and acquisitions) and Pordata was designed. Persistence was quantified as the percentage of patients that continued to purchase at least one type of antidiabetic at year 2 and 3 after the date of first prescription acquisition. Association between persistence at second and third years with each of the other co-variables were verified by using the Chi-Square test and odds ratio were calculated using a regression logistic model. Results: Therapy persistence obtained was 80% and 62% for the second and third years after treatment initiation. Odd ratios for second and third years: number of different pharmacotherapeutic groups (OR = 2.167, 1.807 – 2.598, p = 0.000 / OR = 1.863, 1.621 – 2.142, p = 0.000); age (OR = 0.914, 0.772 – 1.081, p = 0.294 / OR = 0.875, 0.764 – 1.002, p = 0.054); gender (OR = 1.163, 0.983 – 1.377, p = 0.079); number of different prescribers (OR = 3.594, 3.030 – 4.262, p = 0.000 / OR = 2.167, 1.886 – 2.491, p = 0.000); institution of prescription (OR = 0.725, 0.698 – 0.753, p = 0.000 / OR = 0.683, 0.650 – 0.717, p = 0.000); pharmacotherapeutic group (OR = 1.056, 1.043 – 1.069, p = 0.000 / OR = 1.077, 1.060 – 1.095, p = 0.000); relationship with the physician (OR = 0.834, 0.816 – 0.852, p = 0.000 / OR = 0.799, 0.777 – 0.821, p = 0.000) and average cost per month and per pharmacotherapeutic group (OR = 0.954, 0.942 – 0.968, p = 0.000 / OR = 0.930, 0.914 – 0.947, p = 0.000). Conclusions: Second year therapy persistence value is slightly above of what is referenced in literature and no data was found to compare the third year value. Regarding the effect of the co-variables analysed at second and third years after treatment initiation, the results were overlapping with gender being not associated with persistence at the third year.