835 resultados para financial deregulation


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Background: In this paper we investigate the definition and formation of financial networks. Specifically, we study the influence of the time scale on their construction.

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The purpose of this article is twofold. First, we introduce a novel definition of financial networks obtained from time series data from the stock market. Second, we demonstrate that these networks can be used as an index with the property to reflect critical states of the market, respectively, crashes sufficiently. Our work aims to advocate a network-based analysis in the context of the stock market, because such a collective phenomenon can not only be economically described by networks but also analyzed as demonstrated in this article. (C) 2010 Wiley Periodicals, Inc. Complexity 16: 24-33, 2010

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Osteosarcomas are the most prevalent primary bone tumors found in pediatric patients. To understand their molecular etiology, cell culture models are used to define disease mechanisms under controlled conditions. Many osteosarcoma cell lines (e.g., SAOS-2, U2OS, MG63) are derived from Caucasian patients. However, patients exhibit individual and ethnic differences in their responsiveness to irradiation and chemotherapy. This motivated the establishment of osteosarcoma cell lines (OS1, OS2, OS3) from three ethnically Chinese patients. OS1 cells, derived from a pre-chemotherapeutic tumor in the femur of a 6-year-old female, were examined for molecular markers characteristic for osteoblasts, stem cells, and cell cycle control by immunohistochemistry, reverse transcriptase-PCR, Western blotting and flow cytometry. OS I have aberrant G-banded karyotypes, possibly reflecting chromosomal abnormalities related to p53 deficiency. OS I had ossification profiles similar to human fetal osteoblasts rather than SAOS-2 which ossifies ab initio, (P

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This paper challenges the recent suggestion that a new financial elite has evolved which is able to capture substantial profit shares for itself. Specifically, it questions the assumption that new groups of financial intermediaries have increased in significance primarily because there is evidence that various types of financial speculators have played a similarly extensive role at several junctures of economic development. The paper then develops the alternative hypothesis that, rather than being a recent development, the rise of these financial intermediaries is a cyclical phenomenon which is linked to specific regimes of capital accumulation. The hypothesis is underpinned by historical data from the US National Income and Product Accounts for the period from 1930 to 2000, which suggest that the activities of `mainstream' financial intermediaries have been accompanied by the frequently countercyclical activities of a `speculative' sector of security and commodity brokers. Based on the combination of this qualitative and quantitative evidence, the paper concludes that the rise of a speculative financial sector is a potentially recurrent phenomenon which is linked to periods of economic restructuring and turmoil.