A duration e um modelo alternativo: um teste empírico

Estratégias de hedge para portfólios de renda fixa são comumente baseadas na duration. Esse conceito foi desenvolvido tendo como pressuposto que alterações nas taxas de juros serão constantes para toda a estrutura a termo da yield curve, ou seja, que os deslocamentos na yield curve serão paralelos. Este artigo pretende testar esse pressuposto para o mercado futuro de DI1 da BM&F, tendo como base o ano de 1996. Além disso, o artigo compara estratégias de hedge baseadas na duration com estratégias cujo balanceamento é dado por um modelo alternativo que incorpora os efeitos de deslocamentos não-paralelos na yield curve.

Duration of larval and pupal development stages of Aedes albopictus in natural and artificial containers

Aedes albopictus were reared in different containers: a tree hole, a bamboo stump and an auto tire. The total times from egg hatching to adult emergence were of 19.6,27.3 and 37.5 days, respectively, according to the container. The first, second and third-instar larvae presented growth periods with highly similar durations. The fourth-instar larvae was longer than the others stages. The pupation time was longer than the fourth-instar larvae growth period. The temperature of the breeding sites studied, which was of 18° C to 22° C on average, was also taken into consideration. The mortality of the immature stages was analysed and compared as between the experimental groups; it was lower in the natural containers than in the discarded tire. The average wing length of adult females emerging from tree hole was significantly larger (p < 0.05) than that of those emerging from the tire.

Effect of a booster-dose of rabies vaccine on the duration of virus neutralizing antibody titers in bovines

Humoral immune response using inactivated rabies vaccine was studied in 35 nelore cross-bred bovines of western region of São Paulo state. Ninety days after vaccination, 13 (92.8%) animals presented titers 30.5IU/ml, through mouse neutralization test. After 180 days, 9 (64.3%) sera showed titers 30.5IU/ml, after 270 days, only one (7.1%) showed a titer of 0.51IU/ml, and after 360 days, all animals showed titers < 0.5IU/ml. Group of animals receiving booster dose 30 days after vaccination presented, two months after, all with titers > 0.5IU/ml. At 180 days, 17 (80.9%) sera presented titers > 0.5IU/ml; at 270 days, 15 (71.4%), with titers 30.5IU/ml and at 360 days, 4 (19.0%), with titers 30.5IU/ml. Booster-dose ensured high levels of neutralizing antibodies for at least three months, and 240 days after revaccination, 71.4% of animals were found with titers 30.5IU/ml.

QRS Voltage-Duration Product in the Identification of Left Ventricular Hypertrophy in Spontaneously Hypertensive Rats

OBJECTIVE - Evaluation of the performance of the QRS voltage-duration product (VDP) for detection of left ventricular hypertrophy (LVH) in spontaneously hypertensive rats (SHR). METHODS - Orthogonal electrocardiograms (ECG) were recorded in male SHR at the age of 12 and 20 weeks, when systolic blood pressure (sBP) reached the average values of 165±3 mmHg and 195±12 mmHg, respectively. Age- and sex- matched normotensive Wistar Kyoto (WKY) rats were used as controls. VDP was calculated as a product of maximum QRS spatial vector magnitude and QRS duration. Left ventricular mass (LVM) was weighed after rats were sacrificed. RESULTS - LVM in SHR at 12 and 20 weeks of age (0.86±0.05 g and 1.05±0.07 g, respectively) was significantly higher as compared with that in WKY (0.65±0.07 g and 0.70±0.02 g). The increase in LVM closely correlated with the sBP increase. VDP did not reflect the increase in LVM in SHR. VDP was lower in SHR as compared with that in WKY, and the difference was significant at the age of 20 weeks (18.2mVms compared with 10.7mVms, p<0.01). On the contrary, a significant increase in the VDP was observed in the control WKY at the age of 20 weeks without changes in LVM. The changes in VDP were influenced mainly by the changes in QRSmax. CONCLUSION - LVM was not the major determinant of QRS voltage changes and consequently of the VDP. These data point to the importance of the nonspatial determinants of the recorded QRS voltage in terms of the solid angle theory.

Hypotensive Response Magnitude and Duration in Hypertensives: Continuous and Interval Exercise

Background: Although exercise training is known to promote post-exercise hypotension, there is currently no consistent argument about the effects of manipulating its various components (intensity, duration, rest periods, types of exercise, training methods) on the magnitude and duration of hypotensive response. Objective: To compare the effect of continuous and interval exercises on hypotensive response magnitude and duration in hypertensive patients by using ambulatory blood pressure monitoring (ABPM). Methods: The sample consisted of 20 elderly hypertensives. Each participant underwent three ABPM sessions: one control ABPM, without exercise; one ABPM after continuous exercise; and one ABPM after interval exercise. Systolic blood pressure (SBP), diastolic blood pressure (DBP), mean arterial pressure (MAP), heart rate (HR) and double product (DP) were monitored to check post-exercise hypotension and for comparison between each ABPM. Results: ABPM after continuous exercise and after interval exercise showed post-exercise hypotension and a significant reduction (p < 0.05) in SBP, DBP, MAP and DP for 20 hours as compared with control ABPM. Comparing ABPM after continuous and ABPM after interval exercise, a significant reduction (p < 0.05) in SBP, DBP, MAP and DP was observed in the latter. Conclusion: Continuous and interval exercise trainings promote post-exercise hypotension with reduction in SBP, DBP, MAP and DP in the 20 hours following exercise. Interval exercise training causes greater post-exercise hypotension and lower cardiovascular overload as compared with continuous exercise.

Behavior of triatomines (Hemiptera, Reduviidae) vectors of Chagas' disease. II. Influence of feeding, lighting and time of day on the number of mating, mating speed and duration of copulation of Panstrongylus megistus (Burm, 1835) under laboratory conditions

To determine in influence of feeding, lighting and time of day on the copulating behavior of Panstrongylus megistus, 480 insect pairs were divided into four groups of 120 each and tested in the following respective situations: without food deprivation (F.D.), with five days of F.D., with ten days of F.D., and with 20 days of F. D. The tests were performed between 9:00 a.m. to 12:00a.m. and 7:00 p.m. to 10:00 p.m., with light (700-1400 lux) and in the dark (1.4-2.8 lux) and behavior was recorded by the time sampling technique. Mating spped (MS) and duration of copulation (DC) were also calculated for each situation. The maximum frequency of copulation was observed after five days of F.D., at night, in the dark (n = 16), and the minimum was observed for recently-fed pairs, at night, with light (n = 4). Males approached females more often than females approached males. MS was lowest in pairs with twenty days of F.D., at night, with light (X = 23.0 ± 16.0 minutes), and highest in recently-fed pairs, during the day, with light (X = 2.9 ± 2.5 minutes). DC was shortest in recently-fed insects, during the day, in the dark (X = 23.5 ± 6.7 minutes), and longest in recently-fed animals, at night, in the dark (X = 38.3 ± 6.9 minutes).

Duration of pairing and use of allosperm in Biomphalaria glabrata (Gastropoda: Planorbidae)

Virgin homozygous black pigmented and albino Biomphalaria glabrata are paired during a period varying from 1 to 20 days. The rate of cross-fertilized parents is statistically similar for the various lengths of pairing. As a whole, nearly 80% of the albino snails produce a pigmented progeny. This production begins as soon as the snails are mated and continues after their separation. To measure the actual use of the allosperm, its use during the postmating period must be added to the length of mating. So, it appears that the real use of the allosperm is statistically constant (mean slightly inferior to 8 weeks) and not related to the length of the previous pairing.

Laboratory estimation of the effects of increasing temperatures on the duration of gonotrophic cycle of Anopheles albimanus (Diptera: Culicidae)

The increase of malaria transmission in the Pacific Coast of Colombia during the occurrence of El Niño warm event has been found not to be linked to increases in the density of the vector Anopheles albimanus, but to other temperature-sensitive variables such as longevity, duration of the gonotrophic cycle or the sporogonic period of Plasmodium. The present study estimated the effects of temperature on duration of the gonotrophic cycle and on maturation of the ovaries of An. albimanus. Blood fed adult mosquitoes were exposed to temperatures of 24, 27, and 30°C, held individually in oviposition cages and assessed at 12 h intervals. At 24, 27, and 30°C the mean development time of the oocytes was 91.2 h (95% C.I.: 86.5-96), 66.2 h (61.5-70.8), and 73.1 h (64-82.3), respectively. The mean duration of the gonotrophic cycle for these three temperatures was 88.4 h (81.88-94.9), 75 h (71.4-78.7), and 69.1 h (64.6-73.6) respectively. These findings indicate that both parameters in An. albimanus are reduced when temperatures rose from 24 to 30°C, in a nonlinear manner. According to these results the increase in malaria transmission during El Niño in Colombia could be associated with a shortening of the gonotrophic cycle in malaria vectors, which could enhance the frequency of man-vector contact, affecting the incidence of the disease.

Duration of smoking cessation for the prevention of surgical wound healing complications

The study aimed to find scientific evidence about the duration of preoperative smoking cessation required to reduce surgical wound healing complications. An integrative review was performed in the databases, Latin American and Caribbean Literature on Health Sciences (LILACS) and Medical Literature Analysis and Retrieval System Online (MEDLINE), from 08/17/2012 to 09/17/2012, using the keywords: tobacco use cessation and wound healing; tobacco use cessation and preoperative period; tobacco use cessation and perioperative period (LILACS) and tobacco use cessation and perioperative period; tobacco use cessation and wound healing (MEDLINE). Out of the 81 eligible studies, 12 were included. The duration of smoking cessation needed to reduce healing complications was at least four weeks (four studies with level of evidence I, three studies with level of evidence II, two studies with level of evidence IV, and one study with level of evidence VII).

Leaf consumption and duration of instars of the cassava defoliator Erinnyis ello (L., 1758) (Lepidoptera, Sphingidae)

The objectives of this research were to evaluate leaf consumption and the developmental time of the larvae of Erynnyis ello (L., 1758) (Lepidoptera, Sphingidae) reared on cassava, in order to obtain information for the integrated management of this pest. The larvae were reared on excised cassava leaves in Petri dishes and later in gerbox, and kept in chambers at 24 ± 2 ºC and 75 ± 10% RH. The total leaf area consumed by the larva to complete its development was 589.67 cm²; each of the five instars consumed, respectively: 1.89 cm²; 5.74 cm²; 17.48 cm²; 76.66 cm²; and 487.90 cm². The consumption by the first three instars was insignificant, and did not reach 5% altogether; the 4th represented 13%; the 5th presented a consumption significantly higher, about 82.7%. The total time for the larval development was 22.61 days, and the duration for each of the five larval instar was, respectively: 4.35; 3.19; 3.32; 4.52; and 4.94 days. The pre-pupal period lasted 2.29 days. Since the highest consumption is by the 5th instar larva, the control should be applied before this age to avoid heavier damages to the cassava crop.

Soil shear strength under non-irrigated and irrigated short duration grazing systems

Pasture productivity can drop due to soil compaction caused by animal trampling. Physical and mechanical alterations are therefore extremely important indicators for pasture management. The objective of this research was to: draw and evaluate the Mohr failure line of a Red Yellow Latossol under different pasture cycles and natural forest; calculate apparent cohesion; observe possible physical alterations in this soil; and propose a correction factor for stocking rates based on shear strength properties. This study was conducted between March/2006 and March/2007 on the Experimental Farm of Fundação de Ensino Superior de Passos, in Passos, state of Minas Gerais. The total study area covered 6 ha, of which 2 ha were irrigated pasture, 2 ha non-irrigated pasture and 2 ha natural forest. Brachiaria brizantha cv. MG-5 Vitória was used as forage plant. The pasture area was divided into paddocks. The Mohr failure line of samples of a Red Yellow Latossol under irrigated pasture equilibrated at a tension of water content of 6 kPa indicated higher shear strength than under non-irrigated pasture. The shear strength under irrigated pasture and natural forest was higher than under non-irrigated pasture. At a tension of water content of 33 kPa no difference was found in shear strength between management and use. Possible changes in soil structure were caused by apparent cohesion. The values of the correction factor were close to 1, which may indicate a possible soil compaction in prolonged periods of management.

Duration-frequency relationships of heavy rainfall in Santa Catarina, Brazil

The purpose of this study was to adjust equations that establish relationships between rainfall events with different duration and data from weather stations in the state of Santa Catarina, Brazil. In this study, the relationships between different duration heavy rainfalls from 13 weather stations of Santa Catarina were analyzed. From series of maximum annual rainfalls, and using the Gumbel-Chow distribution, the maximum rainfall for durations between 5 min and 24 h were estimated considering return periods from 2 to 100 years. The data fit to the Gumbel-Chow model was verified by the Kolmogorov-Smirnov test at 5 % significance. The coefficients of Bell's equation were adjusted to estimate the relationship between rainfall duration t (min) and the return period T (y) in relation to the maximum rainfall with a duration of 1 hour and a 10 year return period. Likewise, the coefficients of Bell's equation were adjusted based on the maximum rainfall with a duration of 1 day and a 10 year return period. The results showed that these relationships are viable to estimate short-duration rainfall events at locations where there are no rainfall records.

Effect of temperature, wetness duration and cultivar on the development of anthracnose in guava fruits

The development of a large number of postharvest diseases is closely associated with fruit ripeness. Environmental conditions may affect both the pathogen development and the fruit ripening rate. The aim of this study was to determine the most favorable temperature and wetness duration to the development of anthracnose in guava fruits. Cultivars 'Kumagai' (white pulp) and 'Pedro Sato' (red pulp) were inoculated with a conidial suspension of Colletotrichum gloeosporioides and C. acutatum and incubated at constant temperature ranging from 10 to 35ºC and wetness duration of 6 and 24 hours. Disease severity and incidence were evaluated at every two days during 12 days. No infection occurred at 10 and 35ºC, regardless of the wetness duration. The optimum conditions for fruit infection were 26 and 27ºC for 'Kumagai' and 25 and 26ºC for 'Pedro Sato', adopting 24 hours of wetness. In general, the disease development in 'Kumagai' cultivar was more affected by the wetness period, compared to 'Pedro Sato'. Disease severity for 'Kumagai' fruits was maximal between 25 and 30ºC , depending on the Colletotrichum species. Regarding 'Pedro Sato', the mean diameter of lesions was greater in fruits stored at 20, 25 and 30ºC , compared to 'Kumagai' cultivar, depending on the wetness period and the species. The incubation period (between 6 and 7 days) and the latent period (between 8 and 10 days) were minimal at 30ºC. The data generated in this study will be useful either for the development of a disease warning system or for the increase in the shelf life of guavas in the postharvest.

Influence of temperature and leaf wetness duration in the severity of Cercospora leaf spot of beet

ABSTRACT In the present study, the influence of temperature (15, 20, 25, 30 and 35°C) and leaf wetness period (6, 12, 24 and 48 hours) on the severity of Cercospora leaf spot of beet, caused by Cercospora beticola, was studied under controlled conditions. Lesion density was influenced by temperature and leaf wetness duration (P<0.05). Data were subjected to nonlinear regression analysis. The generalized beta function was used for fitting the disease severity and temperature data, while a logistic function was chosen to represent the effect of leaf wetness on the severity of Cercospora leaf spot. The response surface resultant of the product of the two functions was expressed as ES = 0.0001105 * (((x-8)2.294387) * ((36-x)0.955017)) * (0.39219/(1+25.93072 * exp (-0.16704*y))), where: ES represents the estimated severity value (0.1); x, the temperature (ºC) and y, the leaf wetness duration (hours). This model should be validated under field conditions to assess its use as a computational forecast system for Cercospora leaf spot of beet.