The utility of leaf flavonoids as taxonomic markers for some Malaysian species of the tribe Shoreae (Dipterocarpaceae)

A flavonoid survey was carried out on 45 taxa from the genera Shorea, Hopea, Parashorea, Neobalanocarpus, and Dryobalanops of the tribe Shoreae in the Dipterocarpaceae. The study showed significant chemotaxonomic differences in leaf flavonoid aglycone patterns and the presence of tannins in these taxa. The flavonoid patterns are useful in the delimitation of some taxa. For example, the genus Parashorea is distinguished by the universal presence of kaempferol 3-methyl ether, and the monotypic genus Neobalanocarpus is unique in not producing ellagic and gallo tannins. The presence of chalcones and flavone C-glycosides supports the separation of the genus Hopea into two sections, section Dryobalanoides and section Hopea in Ashton's classification, which is based on the type of venation. The flavonoid distributions in this study show that they can be very useful for differentiating between the Balau group in the genus Shorea, and some scaly barked Hopea species, particularly H. helferi (lintah bukit), H. nutans (giam), and H. ferrea (malut). (C) 2008 The Linnean Society of London.

Development of new methodologies for entry to targets of therapeutic interest

This Account provides an overview of strategies that have been reported from our laboratories for the synthesis of targets of therapeutic interest, namely carbohydrates, and prodrugs for the treatment of melanoma. These programmes have involved the development of new synthetic methodologies including the regio- and stereoselective synthesis of specific carbohydrate isomers, and new protecting group methodologies. This review provides an insight into the progress of these research themes, and suggests some applications for the targets that are currently being explored.

Interest in Medieval accounts: examples from England, 1272-1340

The charging of interest for borrowing money, and the level at which it is charged, is of fundamental importance to the economy. Unfortunately, the study of the interest rates charged in the middle ages has been hampered by the diversity of terms and methods used by historians. This article seeks to establish a standardized methodology to calculate interest rates from historical sources and thereby provide a firmer foundation for comparisons between regions and periods. It should also contribute towards the current historical reassessment of medieval economic and financial development. The article is illustrated with case studies drawn from the credit arrangements of the English kings between 1272 and c.1340, and argues that changes in interest rates reflect, in part, contemporary perceptions of the creditworthiness of the English crown.

Testing for non-stationarity and cointegration allowing for the possibility of a structural break: an application to EuroSterling interest rates

In this paper we examine the order of integration of EuroSterling interest rates by employing techniques that can allow for a structural break under the null and/or alternative hypothesis of the unit-root tests. In light of these results, we investigate the cointegrating relationship implied by the single, linear expectations hypothesis of the term structure of interest rates employing two techniques, one of which allows for the possibility of a break in the mean of the cointegrating relationship. The aim of the paper is to investigate whether or not the interest rate series can be viewed as I(1) processes and furthermore, to consider whether there has been a structural break in the series. We also determine whether, if we allow for a break in the cointegration analysis, the results are consistent with those obtained when a break is not allowed for. The main results reported in this paper support the conjecture that the ‘short’ Euro-currency rates are characterised as I(1) series that exhibit a structural break on or near Black Wednesday, 16 September 1992, whereas the ‘long’ rates are I(1) series that do not support the presence of a structural break. The evidence from the cointegration analysis suggests that tests of the expectations hypothesis based on data sets that include the ERM crisis period, or a period that includes a structural break, might be problematic if the structural break is not explicitly taken into account in the testing framework.