Forecasting the Yield Curve of Government Bonds: A Comparative Study

For the past 20 years, researchers have applied the Kalman filter to the modeling and forecasting the term structure of interest rates. Despite its impressive performance in in-sample fitting yield curves, little research has focused on the out-of-sample forecast of yield curves using the Kalman filter. The goal of this thesis is to develop a unified dynamic model based on Diebold and Li (2006) and Nelson and Siegel’s (1987) three-factor model, and estimate this dynamic model using the Kalman filter. We compare both in-sample and out-of-sample performance of our dynamic methods with various other models in the literature. We find that our dynamic model dominates existing models in medium- and long-horizon yield curve predictions. However, the dynamic model should be used with caution when forecasting short maturity yields

Form letter: a printed, 2 1/2 page copy of Jarvis Conklin and Co. Mortgage, Loans and Municipal Bonds letter to S.D. Woodruff, signed by James Conklin

Form letter: a printed, 2 1/2 page copy of Jarvis Conklin and Co. Mortgage, Loans and Municipal Bonds letter to S.D. Woodruff, signed by James Conklin, n.d.

Printed blank to S.D. Woodruff from Jarvis, Conklin and Co. regarding enclosure of coupons for bonds

Printed blank to S.D. Woodruff from Jarvis, Conklin and Co. regarding enclosure of coupons for bonds, Jan. 24, 1885.

Printed blank of Statement of Security Form naming the bond as Jones County Texas Bonds for the purpose of building a courthouse

Printed blank of Statement of Security Form naming the bond as Jones County Texas Bonds for the purpose of building a courthouse. It is made out to S.D. Woodruff and dated June 12, 1885. An envelope addressed to Mr. S.D. Woodruff is also included. The postmarks are Kansas, 1885 and St. Catharines, June 13, 1885.

Notice regarding bonds and shareholders and the rights of the directors of the Long Point Compan

Notice regarding bonds and shareholders and the rights of the directors of the Long Point Company, n.d.

Flyer about the Dominion Power and Transmission Company bonds from R.W. Harris and Co. Bankers

Flyer (2 double sided pages, printed) about the Dominion Power and Transmission Company bonds from R.W. Harris and Co. Bankers, New York, n.d.

Flyer about railroad bonds from E.D. Shepard and Co. Bankers

Flyer (2 double sided pages, printed) about railroad bonds from E.D. Shepard and Co. Bankers, New York, n.d.

« Qui dit contractuel, dit juste. » (Fouillée) … en trois petits bonds, à reculons

Ce texte s’inspire d’une communication faite au IXe Congrès de l’Association internationale de méthodologie juridique (Tunis, nov. 2005) : « Les principes généraux de droit ».

Molecular Networks Created by Charge-Assisted Hydrogen Bonds Between Bis(aminidinium) Cations and Carboxylates, Sulfonates, Phosphonates and Phosphates

L'objectif de cette étude est d'apprendre à créer de nouveaux matériaux moléculaires par design. À l'heure actuelle, il n'existe aucune méthode générale pour la prédiction des structures et des propriétés, mais des progrès importants ont été accomplis, en particulier dans la fabrication de matériaux moléculaires ordonnés tels que des cristaux. En ces matériaux, l'organisation peut être contrôlée efficacement par la stratégie de la tectonique moléculaire. Cette approche utilise des molécules appelées “tectons”, qui peuvent s’associer de manière dirigée par des interactions non covalentes prévisibles. De cette façon, la position de chaque molécule par rapport à ses voisins peut être programmée avec un degré élevé de fiabilité pour créer des cristaux et d'autres matériaux organisés avec des caractéristiques et des propriétés structurelles souhaitables. Le travail que nous allons décrire est axé sur l'utilisation de l'association des cations bis(aminidinium) avec des carboxylates, sulfonates, phosphonates et phosphates, afin de créer des réseaux moléculaires prévisibles. Ces réseaux promettent d'être particulièrement robuste, car ils sont maintenus ensemble par de multiples liaisons hydrogène assistées par des interactions électrostatiques.

The bonds of democratic politics

This paper is an attempt to analyze bonds and their relevance within the confines of economics. They are discussed as both exogenous and endogenous variables. More specifically, the bonds of democratic politics are compared with those of non-democratic politics. It is argued that only those societies that have at their disposition certain kinds of bonds will be able to sustain democracy. It is further argued that the differential effects of democratic vs. non-democratic regimes on the respective bonds are rather weak. But then again, different kinds of democratic institutions might well have an effect on the prevalent bonds found in a society.

Dihydrogen bonds: a study

Un pont de dihidrogen (dihydrogen bond,DHB) és un tipus de pont d'hidrogen atípic que s'estableix entre un hidrur metàl·lic i un donador de protons com un grup OH o NH. Els ponts de dihidrogen són claus en les característiques geomètriques i altres propietats de compostos que en presenten tan de molècules petites com el dímer de NH3BH3, com d'estructures superiors més complicades com complexes metàl·lics o sòlids. Poden ser útils aplicats a certes molècules o síntesis moleculars per a obtenir nous materials amb propietats o característiques fetes a mida. El treball d'aquesta tesi està orientat a millorar la comprensió dels ponts de dihidrogen, aprofundint en certs aspectes de la seva naturalesa atòmica/molecular utilitzant mètodes teòrics basats en la química física quàntica.

Rational modification of the hierarchy of intermolecular interactions in molecular crystal structures by using tunable halogen bonds

A family of 16 isomolecular salts (3-XpyH)(2)[MX'(4)] (3-XpyH=3-halopyridinium; M=Co, Zn; X=(F), Cl, Br, (I); X'=Cl, Br, I) each containing rigid organic cations and tetrahedral halometallate anions has been prepared and characterized by X-ray single crystal and/or powder diffraction. Their crystal structures reflect the competition and cooperation between non-covalent interactions: N-H center dot center dot center dot X'-M hydrogen bonds, C-X center dot center dot center dot X'-M halogen bonds and pi-pi stacking. The latter are essentially unchanged in strength across the series, but both halogen bonds and hydrogen bonds are modified in strength upon changing the halogens involved. Changing the organic halogen (X) from F to I strengthens the C-X center dot center dot center dot X'-M halogen bonds, whereas an analogous change of the inorganic halogen (X') weakens both halogen bonds and N-H center dot center dot center dot X'-M hydrogen bonds. By so tuning the strength of the putative halogen bonds from repulsive to weak to moderately strong attractive interactions, the hierarchy of the interactions has been modified rationally leading to systematic changes in crystal packing. Three classes of crystal structure are obtained. In type A (C-F center dot center dot center dot X'-M) halogen bonds are absent. The structure is directed by N-H center dot center dot center dot X'-M hydrogen bonds and pi-stacking interactions. In type B structures, involving small organic halogens (X) and large inorganic halogens (X'), long (weak) C-X center dot center dot center dot X'-M interactions are observed with type I halogen-halogen interaction geometries (C-X center dot center dot center dot X' approximate to X center dot center dot center dot X'-M approximate to 155 degrees), but hydrogen bonds still dominate. Thus, minor but quite significant perturbations from the type A structure arise. In type C, involving larger organic halogens (X) and smaller inorganic halogens (X'), stronger halogen bonds are formed with a type II halogen-halogen interaction geometry (C-X center dot center dot center dot X' approximate to 180 degrees; X center dot center dot center dot X'-M approximate to 110 degrees) that is electrostatically attractive. The halogen bonds play a major role alongside hydrogen bonds in directing the type C structures, which as a result are quite different from type A and B.

Financial protection in the UK building industry: bonds, retentions and guarantees

Financial Protection in the UK Building Industry provides comprehensive treatment of a complex aspect of construction management which is increasingly important in modern construction contracts. The term 'Financial Protection' refers to refers to the various mechanisms by which funds are made available to ensure the due performance of a partys contractual obligations. This book is based on material written for a research project funded by the Reading Construction Forum. Financial Protection in the UK Building Industry looks at the legal and economic background to the problem of providing financial protection to clients to guard against poor performance and or the insolvency of contractors, consultants and sub-contractors. The inclusion of practical guidance notes and summaries makes this a valuable guide for the construction professional as well as for the researcher. * provides in-depth analysis of financial protection measures * explores the ways in which financial protection can increase efficiency in the industry * financial protection in construction is beset with problems - this book points toward practical solutions

Analysing the ability to retain sidechain hydrogen-bonds in mutant proteins

Motivation: Hydrogen bonds are one of the most important inter-atomic interactions in biology. Previous experimental, theoretical and bioinformatics analyses have shown that the hydrogen bonding potential of amino acids is generally satisfied and that buried unsatisfied hydrogen-bond-capable residues are destabilizing. When studying mutant proteins, or introducing mutations to residues involved in hydrogen bonding, one needs to know whether a hydrogen bond can be maintained. Our aim, therefore, was to develop a rapid method to evaluate whether a sidechain can form a hydrogen-bond. Results: A novel knowledge-based approach was developed in which the conformations accessible to the residues involved are taken into account. Residues involved in hydrogen bonds in a set of high resolution crystal structures were analyzed and this analysis is then applied to a given protein. The program was applied to assess mutations in the tumour-suppressor protein, p53. This raised the number of distinct mutations identified as disrupting sidechain-sidechain hydrogen bonding from 181 in our previous analysis to 202 in this analysis.