Evidence that free polyunsaturated fatty acids modify Na+ channels by directly binding to the channel proteins.

The effects of free polyunsaturated fatty acids (PUFA) on the binding of ligands to receptors on voltage-sensitive Na+ channels of neonatal rat cardiac myocytes were assessed. The radioligand was [benzoyl-2,5-(3)H] batrachotoxinin A 20alpha-benzoate ([(3)H]BTXB), a toxin that binds to the Na+ channel. The PUFA that have been shown to be antiarrhythmic, including eicosapentaenoic acid (EPA; C20:5n-3), docosahexaenoic acid (DHA; C22:6n-3), eicosatetraynoic acid (ETYA), linolenic acid (C18:3n-3), and linoleic acid (C18:2n-6), inhibited [(3)H]BTXB binding in a dose-dependent fashion with IC50 values of 28-35 microM, whereas those fatty acids that have no antiarrhythmic effects including saturated fatty acid (stearic acid, C18:0), monounsaturated fatty acid (oleic acid; C18:1n-9), and EPA methyl ester did not have a significant effect on [(3)H]BTXB binding. Enrichment of the myocyte membrane with cholesterol neither affected [(3)H]BTXB binding when compared with control cells nor altered the inhibitory effects of PUFA on [(3)H]BTXB binding. Scatchard analysis of [(3)H]BTXB binding showed that EPA reduced the maximal binding without altering the Kd for [(3)H]BTXB binding, indicating allosteric inhibition. The inhibition by EPA of [(3)H]BTXB binding was reversible (within 30 min) when delipidated bovine serum albumin was added. The binding of the PUFA to this site on the Na+ channel is reversible and structure-specific and occurs at concentrations close to those required for apparent antiarrhythmic effects and a blocking effect on the Na+ current, suggesting that binding of the PUFA at this site relates to their antiarrhythmic action.

The impact of financial development and market conditions on investment-cash flow sensitivity: global evidence

In this study, we analyze the impact of financial development and market conditions on investment-cash flow sensitivity during the 2006-2014 for 76 countries. First, the results show a relationship between investment-cash flow sensitivity and an index of financial development and its components. Second, 68 countries are affected by the 2008-2009 financial crisis, but only 16 countries exhibit a higher investment-cash flow sensitivity during the crisis. Third, investment-cash flow sensitivity is lower in countries with a larger primary debt market, while the size of the primary equity market has no impact. Finally, analyzing investment-cash flow sensitivity over time, we find lower sensitivity during years associated with higher primary debt market activity.