Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events

This paper applies two measures to assess spillovers across markets: the Diebold Yilmaz (2012) Spillover Index and the Hafner and Herwartz (2006) analysis of multivariate GARCH models using volatility impulse response analysis. We use two sets of data, daily realized volatility estimates taken from the Oxford Man RV library, running from the beginning of 2000 to October 2016, for the S&P500 and the FTSE, plus ten years of daily returns series for the New York Stock Exchange Index and the FTSE 100 index, from 3 January 2005 to 31 January 2015. Both data sets capture both the Global Financial Crisis (GFC) and the subsequent European Sovereign Debt Crisis (ESDC). The spillover index captures the transmission of volatility to and from markets, plus net spillovers. The key difference between the measures is that the spillover index captures an average of spillovers over a period, whilst volatility impulse responses (VIRF) have to be calibrated to conditional volatility estimated at a particular point in time. The VIRF provide information about the impact of independent shocks on volatility. In the latter analysis, we explore the impact of three different shocks, the onset of the GFC, which we date as 9 August 2007 (GFC1). It took a year for the financial crisis to come to a head, but it did so on 15 September 2008, (GFC2). The third shock is 9 May 2010. Our modelling includes leverage and asymmetric effects undertaken in the context of a multivariate GARCH model, which are then analysed using both BEKK and diagonal BEKK (DBEKK) models. A key result is that the impact of negative shocks is larger, in terms of the effects on variances and covariances, but shorter in duration, in this case a difference between three and six months.

Analysis of Sampling Data

A Similar Exposure Group (SEG) can be created through the evaluation of workers performing the same or similar task, hazards they are exposed to, frequency and duration of their exposures, engineering controls available during their operations, personal protective equipment used, and exposure data. For this report, the samples of one facility that has collected nearly 40,000 various types of samples will be evaluated to determine if the creation of a SEG can be supported. The data will be reviewed for consistency with collection methods and laboratory detection limits. A subset of the samples may be selected based on the review. Data will also be statistically evaluated in order to determine whether the data is sufficient to terminate the sampling. IHDataAnalyst V1.27 will be used to assess the data. This program uses Bayesian Analysis to assist in making determinations. The 95 percent confidence interval will be calculated and evaluated in making decisions. This evaluation will be used to determine if a SEG can be created for any of the workers and determine the need for future sample collection. The data and evaluation presented in this report have been selected and evaluated specifically for the purposes of this project.

ANALYSIS OF POPULUS TREMULOIDES CLONAL VARIATION AND DELINEATION IN THE OTTAWA NATIONAL FOREST

The technique of delineating Populus tremuloides (Michx.) clonal colonies based on morphology and phenology has been utilized in many studies and forestry applications since the 1950s. Recently, the availability and robustness of molecular markers has challenged the validity of such approaches for accurate clonal identification. However, genetically sampling an entire stand is largely impractical or impossible. For that reason, it is often necessary to delineate putative genet boundaries for a more selective approach when genetically analyzing a clonal population. Here I re-evaluated the usefulness of phenotypic delineation by: (1) genetically identifying clonal colonies using nuclear microsatellite markers, (2) assessing phenotypic inter- and intraclonal agreement, and (3) determining the accuracy of visible characters to correctly assign ramets to their respective genets. The long-term soil productivity study plot 28 was chosen for analysis and is located in the Ottawa National Forest, MI (46° 37'60.0" N, 89° 12'42.7" W). In total, 32 genets were identified from 181 stems using seven microsatellite markers. The average genet size was 5.5 ramets and six of the largest were selected for phenotypic analyses. Phenotypic analyses included budbreak timing, DBH, bark thickness, bark color or brightness, leaf senescence, leaf serrations, and leaf length ratio. All phenotypic characters, except for DBH, were useful for the analysis of inter- and intraclonal variation and phenotypic delineation. Generally, phenotypic expression was related to genotype with multiple response permutation procedure (MRPP) intraclonal distance values ranging from 0.148 and 0.427 and an observed MRPP delta value=0.221 when the expected delta=0.5. The phenotypic traits, though, overlapped significantly among some clones. When stems were assigned into phenotypic groups, six phenotypic groups were identified with each group containing a dominant genotype or clonal colony. All phenotypic groups contained stems from at least two clonal colonies and no clonal colony was entirely contained within one phenotypic group. These results demonstrate that phenotype varies with genotype and stand clonality can be determined using phenotypic characters, but phenotypic delineation is less precise. I therefore recommend that some genetic identification follow any phenotypic delineation. The amount of genetic identification required for clonal confirmation is likely to vary based on stand and environmental conditions. Further analysis, however, is needed to test these findings in other forest stands and populations.

Study on health status and remediation potential of Phragmites australis employed in an Emilia Romagna (IT) Constructed Wetland to assess zonal variability of the facility.

Phragmites australis (Cav.) Trin. ex Steud. is a hydrophyte particularly resistant to harsh conditions, e.g. drought, high salinity, contaminants, such as heavy metals and toxic molecules, and high nutrients concentrations. These resistances render the plant suitable for water depuration, where its particular metabolism is exploited to remove pollutants and excessive nutrients from the environment. In constructed wetlands, this principle is applied to phyto-purify wastewater with various origins, such as industrial, agricultural and household, with the aim to improve its quality to an extent which would render its reuse possible. In the framework of a pre-existing project of Department of Agricultural and Food Sciences (DiSTAl), this work integrates the knowledge and data relative to an Emilia Romagna (IT) constructed wetland plant, in order to expand the knowledge about this particular facility and of the system in general. By assaying antioxidants, both non- enzymatic and enzymatic, chlorophylls content and net photosynthetic rates, and by measuring the elemental composition of the specimens, the health status and the elemental uptake of the wetland plants sampled in different areas were investigated. The results were compared amongst the examined specimens with the aim to detect areas where there may be a higher stress due to a different wastewater composition, potentially varying along the constructed route. In addition, different parameters regarding the extraction and assay protocols were investigated, in order to optimise the procedure and to select the best conditions to perform the analyses, as well as to integrate information missing in literature or found as contradictory.

Alcohol Dependence: Analysis of Factors Associated with Retention of Patients in Outpatient Treatment

Aims: To identify factors associated with retention in treatment of alcohol-dependent individuals and to compare treatment retention between men and women. Methods: Analysis of the treatment attendance records and baseline characteristics of 833 men and 218 women who undertook to attend follow-up treatment in an alcoholism treatment centre. Results: Retention after 4 weeks of treatment is more likely to occur among those using adjuvant medication (the most frequent of which was disulfiram), those presenting severe alcoholism and those who are older and tend to be frequent drinkers. There was no gender difference regarding treatment retention. Conclusion: Such results suggest possibilities for developing specific strategies to reduce the risk of early dropout from treatment.

Analysis of Wolbachia protein synthesis in Drosophila in vivo

Intracellular Wolbachia infections are extremely common in arthropods and exert profound control over the reproductive biology of the host. However, very little is known about the underlying molecular mechanisms which mediate these interactions with the host. We examined protein synthesis by Wolbachia in a Drosophila host in vivo by selective metabolic labelling of prokaryotic proteins and subsequent analysis by 1D and 2D gel electrophoresis. Using this method we could identify the major proteins synthesized by Wolbachia in ovaries and testes of flies. Of these proteins the most abundant was of low molecular weight and showed size variation between Wolbachia strains which correlated with the reproductive phenotype they generated in flies. Using the gel systems we employed it was not possible to identify any proteins of Wolbachia origin in the mature sperm cells of infected flies.

Analysis of immunosuppressive proteins in serum of liver-transplanted rats by using an anti-LSF-1 affinity column

Liver suppressor factor one (LSF-1) is a 40-kDa immunosuppressive protein in the serum of rats 60 days after orthotopic liver transplantation (OLT) between the nonrejector combination of DA donors into PVG; recipients. In the present study, the purification of proteins from rat OLT serum taken 60 days after transplantation Mras performed by affinity chromatography using the anti-LSF-1 polyclonal antibody (pAb). The assessment of column eluates using anti-LSF-1 and OLT serum was studied using rat heart and liver transplantation models. Rejection was not suppressed by the administration of OLT serum in heart or liver allografts. However, heart allografts treated with peak eluates (450 mu g single shot im, dissolved in Intralipos) taken from the affinity OLT serum survived significantly longer than untreated rats (median = 36.5 days; n = 7 vs 6.5 days; n = 5, respectively, P = 0.011). The same treatment with anti-LSF-1 column eluates also prolonged liver allografts significantly (>200 days) than those in either the untreated group (median = 11 days; n = 7) or those which received only Intralipos (median = 10.5 days; n = 5, P = 0.019). Subsequent analysis of the N-terminal sequences of some of the proteins which were eluted from the affinity column revealed that the homology of a 30-kDa protein was identical to hemoglobin alpha-chain, a 59-kDa protein to granulocyte inhibitory factor, a 70-kDa and a 90-kDa to albumin and its precursor, respectively. Although the specific immunosuppressive component has not been isolated, our results suggested that the anti-LSF-1 column can extract immunosuppressive moiety of LSF-1 from OLT serum. (C) 1998 Academic Press.

Influence of differently oriented dentin surfaces and the regional variation of specimens on adhesive layer thickness and bond strength

Statement of the Problem: Adhesive systems can spread differently onto a substrate and, consequently, influence bonding. Purpose: The purpose of this study was to evaluate the effect of differently oriented dentin surfaces and the regional variation of specimens on adhesive layer thickness and microtensile bond strength (MTBS). Materials and Methods: Twenty-four molars were sectioned mesiodistally to expose flat buccal and lingual halves. Standardized drop volumes of adhesive systems (Single Bond [SB] and Prime & Bond 2.1 [PB2.1]) were applied to dentin according to the manufacturer`s instructions. Teeth halves were randomly divided into groups: 1A-SB/parallel to gravity; 1B-SB/perpendicular to gravity; 2A-PB2.1/parallel to gravity; and 2B-PB2.1/perpendicular to gravity. The bonded assemblies were stored in 37 degrees C distilled water for 24 hours and then sectioned to obtain dentin sticks (0.8 mm(2)). The adhesive layer thickness was determined in a light microscope (x200), and after 48 hours the specimens were subjected to MTBS test. Data were analyzed by one-way and two-way analysis of variance and Student-Newman-Keuls tests. Results: Mean values (MPa +/- SD) of MTBS were: 39.1 +/- 12.9 (1A); 32.9 +/- 12.4 (1B); 52.9 +/- 15.2 (2A); and 52.3 +/- 16.5 (2B). The adhesive systems` thicknesses (mu m +/- SD) were: 11.2 +/- 2.9 (1A); 18.1 +/- 7.3 (1B); 4.2 +/- 1.8 (2A); and 3.9 +/- 1.3 (2B). No correlation between bond strength and adhesive layer thickness for both SB and PB2.1 (r = -0.224, p = 0.112 and r = 0.099, p = 0.491, respectively) was observed. Conclusions: The differently oriented dentin surfaces and the regional variation of specimens on the adhesive layer thickness are material-dependent. These variables do not influence the adhesive systems` bond strength to dentin. CLINICAL SIGNIFICANCE Adhesive systems have different viscosities and spread differently onto a substrate, influencing the bond strength and also the adhesive layer thickness. Adhesive thickness does not influence dentin bond strength, but it may impair adequate solvent evaporation, polymer conversion, and may also determine water sorption and adhesive degradation over time. In the literature, many studies have shown that the adhesive layer is a permeable membrane and can fail over timebecause ofits continuous plasticizing and degradation when in contact with water. Therefore, avoiding thick adhesive layers may minimize these problems and provide long-term success for adhesive restorations.

Kinematic analysis of lingual fatigue in myasthenia gravis

This study describes a preliminary examination of the viability and suitability of the physiologic technique electromagnetic articulography (EMA) in investigating lingual fatigue in myasthenia gravis (MG). A 52.9-year-old female diagnosed with MG at the age of 18 years, but who was in remission, participated in the study with a matched control subject. Changes in the duration, speed, and range of tongue-tip and tongue-back movements during repetition of /taka/ over two minutes were investigated. Results revealed that the MG subject did not exhibit significant changes in duration, maximum velocity, maximum acceleration, or the distance travelled by her tongue as measured by EMA over the task. The kinematic results were, in part, expected since the MG subject was in remission. The results, therefore, may not be representative of the majority of individuals with active MG. The examination of the current case did highlight, however, the potential advantages of EMA in providing detailed, objective information regarding lingual kinematics for future investigations of individuals with MG. It also showed that EMA may be sensitive in detecting subclinical kinematic features of fatigue in individuals who are in remission from MG. Finally, EMA led to the identification of possible physiologic factors underlying the CV transform effect, which was evident for the MG subject's syllable productions. In the past, the effect had been assumed to be a purely perceptual-based phenomenon.

The tidiest revolution: Regulative feminist autobiography and the de-facement of the Australian women's movement

Examines the use of writing autobiographies as a feminist strategy for expanding and realigning the historical record. Significance of autobiographies in describing the oppression experienced by women in the society; Discussion on three memoirs by Australian feminist activists Susan Ryan, Wendy McCarthy and Anne Summers; Analysis of the textual strategies employed and the paradoxes that emerged from the memoirs; Details on the use of prosopopoeia in autobiographies.

EMA analysis of tongue function in children with dysarthria following traumatic brain injury

Primary objective : To investigate the speed and accuracy of tongue movements exhibited by a sample of children with dysarthria following severe traumatic brain injury (TBI) during speech using electromagnetic articulography (EMA). Methods and procedures : Four children, aged between 12.75-17.17 years with dysarthria following TBI, were assessed using the AG-100 electromagnetic articulography system (Carstens Medizinelektronik). The movement trajectories of receiver coils affixed to each child's tongue were examined during consonant productions, together with a range of quantitative kinematic parameters. The children's results were individually compared against the mean values obtained by a group of eight control children (mean age of 14.67 years, SD 1.60). Main outcomes and results : All four TBI children were perceived to exhibit reduced rates of speech and increased word durations. Objective EMA analysis revealed that two of the TBI children exhibited significantly longer consonant durations compared to the control group, resulting from different underlying mechanisms relating to speed generation capabilities and distances travelled. The other two TBI children did not exhibit increased initial consonant movement durations, suggesting that the vowels and/or final consonants may have been contributing to the increased word durations. Conclusions and clinical implications : The finding of different underlying articulatory kinematic profiles has important implications for the treatment of speech rate disturbances in children with dysarthria following TBI.

Mutational Analysis of Portuguese Families with Multiple Endocrine Neoplasia Type 1 Reveals Large Germline Deletions

OBJECTIVE: To determine the spectrum of MEN1 mutations in Portuguese kindreds, and identify mutation-carriers. PATIENTS, DESIGN AND RESULTS: Six unrelated MEN1 families were studied for MEN1 gene mutations by single-strand conformational polymorphism (SSCP) and DNA sequence analysis of the coding region and exon-intron boundaries of the MEN1 gene. These methods identified 4 different heterozygous mutations in four families: two mutations are novel (mt 1539 delG and mt 655 ims 11 bp) and two have been previously observed (mt 735 del 46p and mt 1656 del C) all resulting in a premature stop codon. In the remaining two families, in whom no mutations or abnormal MEN1 transcripts were detected, segregation studies of the 5' intragenic marker D11S4946 and codon 418 polymorphism in exon 9 revealed two large germline deletions of the MEN1 gene. Southern blot and tumour loss of heterozygosity analysis confirmed and refined the limits of these deletions, which spanned the MEN1 gene at least from: exon 7 to the 3' untranslated region, in one family, and the 5' polymorphic site D11S4946 to exon 9 (obliterating the initiation codon), in the other family. Twenty-six mutant-gene carriers were identified, 6 of which were asymptomatic. CONCLUSIONS: These results emphasize the importance of the detection of MEN1 germline deletions in patients who do not have mutations of the coding region. Important clues indicating the presence of such deletions may be obtained by segregation studies using the intragenic polymorphisms D11S4946 and at codon 418. The detection of these mutations will help in the genetic counselling of clinical management of the MEN1 families in Portugal.

Preliminary analysis of Sm14 in distinct fractions of Schistosoma mansoni adult worm extract

In previous studies it was shown that the recombinant molecule, r-Sm14, induces high levels of protection against Schistosoma mansoni infection in two outbred animal models and immune crossprotection against infection by Fasciola hepatica in Swiss outbred mice. r-Sm14 was derived from a living worm extract, called SE, and is being developed as the molecular basis of an anti-helminth bivalent vaccine against the two parasites, for medical and veterinary application. Present data refer to SDS-PAGE and Western Blotting analysis of four different preparations of S. mansoni adult worms focusing Sm14 identification. The extracts correspond to the initial fraction of the SE extraction process, containing products released by living worms (SEi); SE2, reextraction of adult worms in PBS; and SE of separated male and female adult worms. In all extracts it was possible to detect the component of 14 kDa, that was recognized by specific anti-rSm14 antibody raised in rabbits.

Identification of corticosteroid-regulated genes in cardiomyocytes by serial analysis of gene expression.

Corticosteroids (aldosterone, cortisol/corticosterone) exert direct functional effects on cardiomyocytes. However, gene networks activated by corticosteroids in cardiomyocytes, as well as the involvement of the mineralocorticoid receptor (MR) vs the glucocorticoid receptor (GR) in these effects, remain largely unknown. Here we characterized the corticosteroid-dependent transcriptome in primary culture of neonatal mouse cardiomyocytes treated with 10(-6) M aldosterone, a concentration predicted to occupy both MR and GR. Serial analysis of gene expression revealed 101 aldosterone-regulated genes. The MR/GR specificity was characterized for one regulated transcript, namely ecto-ADP-ribosyltransferase-3 (Art3). Using cardiomyocytes from GR(null/null) or MR(null/null) mice we demonstrate that in GR(null/null) cardiomyocytes the response is abrogated, but it is fully maintained in MR(null/null) cardiomyocytes. We conclude that Art3 expression is regulated exclusively via the GR. Our study identifies a new set of corticosteroid-regulated genes in cardiomyocytes and demonstrates a new approach to studying the selectivity of MR- vs GR-dependent effects.

Analysis of LEDGF/p75 expression regulation

Background To replicate, retroviruses must insert DNA copies of their RNA genomes into the host genome. This integration process is catalyzed by the viral integrase protein. The site of viral integration has been shown to be non-random and retrovirus-specific. LEDGF/p75, a splice variant encoded by PSIP1 gene and described as a general transcription coactivator, was identified as a tethering factor binding both to chromatin and to lentiviral integrases, thereby affecting integration efficiency as well as integration site selection. LEDGF/p75 is still a poorly characterized protein, and its cellular endogenous function has yet to be fully determined. In order to start unveiling the roles of LEDGF/p75 in the cell, we started to investigate the mechanisms involved in the regulation of LEDGF/p75. Materials and methods To identify PSIP1 minimal promoter and associated regulatory elements, we cloned a region starting 5 kb upstream the transcription start site (TSS, +1 reference position) to the ATG start codon (+816), as well as systematic truncations, in a plasmid containing the firefly luciferase reporter gene. These constructs were co-transfected into HEK293 cells with a plasmid encoding the Renilla luciferase under the pTK promoter as an internal control for transfection efficiency. Both luciferase activities were assessed by luminescence as an indicator of promoter activity. Results Luciferase assays identified regions -76 to +1 and +1 to +94 as two independent minimal promoters showing respectively a 3.7x and 2.3x increase in luciferase activity. These two independent minimal promoters worked synergistically increasing luciferase activity up to 16.3x as compared to background. Moreover, we identified five regulatory blocks which modulated luciferase activity depending on the DNA region tested, three enhancers (- 2007 to -1159, -284 to -171 and +94 to +644) and two silencers (-171 to -76 and +796 to +816). However, the silencing effect of the region -171 to -76 is dependent on the presence of the +94 to +644 region, ruling out the enhancer activity of the latter. Computational analysis of PSIP1 promoter revealed the absence of TATA box and initiator (INR) sequences, classifying this promoter as nonconventional. TATA-less and INR-less promoters are characterized by multiple Sp1 binding sites, involved in the recruitment of the RNA pol II complex. Consistent with this, PSIP1 promoter contains multiple putative Sp1 binding sequences in regions -76 to +1 and +1 to +94.