619 resultados para ISM : bubbles
Resumo:
Mode of access: Internet.
Resumo:
Text of al-Maqrīzī's Ilmām bi-akhbār man bi-arḍ al-Ḥabashah min mulūk al-Islām in Latin and Arabic; selections from Abulfeda's Taqwīm al-buldān in Arabic.
Resumo:
In Arabic; pref. material in French.
Resumo:
The "Excerpta ex Abulfeda" and the "Excerpta ex Ispahanensi" are each paged separately.
Resumo:
Mode of access: Internet.
Resumo:
Includes the text of Abū al-Fidāʾ, in J.J. Reiske's Latin translation.
Resumo:
Aphrodite, the kittiwake.--Margot, the crow shrike.--"Petey.--Two gentleman of France--Julius Caesar; an appreciation.--A hermit crab of the Great Kills.--Silas Wegg.--the wife of Caesar, the adjutant.--"Bubbles." Madame Cistudo.--Lena Patéa.--The passing of Maud Mulvaney.
Resumo:
Mode of access: Internet.
Resumo:
(cont.) [v.8]. Wild oats; Serious family; Paul Pry; Charles II; Game of Love; Queen Mary's bower; Andy Blake; Naval engagements; Rochester; Artist's wife; Delicate ground; Two queens; Damon and Pythias; Rose of Arragon; Charles I; Mary Stuart; Love's frailties; Fanchon, the cricket; Lear of private life; Robert Macaire.
Resumo:
Microfilm.
Resumo:
Caption title.
Resumo:
Considering the importance of the proper detection of bubbles in financial markets for policymakers and market agents, we used two techniques described in Diba and Grossman (1988b) and in Phillips, Shi, and Yu (2015) to detect periods of exuberance in the recent history of the Brazillian stock market. First, a simple cointegration test is applied. Secondly, we conducted several augmented, right-tailed Dickey-Fuller tests on rolling windows of data to determine the point in which there’s a structural break and the series loses its stationarity.
Resumo:
We present a new, accurate measurement of the H I mass function of galaxies from the HIPASS Bright Galaxy Catalog, a sample of 1000 galaxies with the highest H I peak flux densities in the southern (delta
Resumo:
Froth recovery measurements have been conducted in both the presence (three-phase froth) and absence (two-phase froth) of particles of different contact angles in a specially modified laboratory flotation column. Increasing the particle hydrophobicity increased the flow rate of particles entering the froth, while the recovery of particles across the froth phase itself also increased for particle contact angles to 63 and at all vertical heights of the froth column. However, a further increase in the contact angle to 69 resulted in lower particle recovery across the froth phase. The reduced froth recovery for particles of 69 contact angle was linked to significant bubble coalescence within the froth phase. The reduced froth recovery occurred uniformly across the entire particle size range, and was, presumably, a result of particle detachment from coalescing bubbles. Water flow rates across the froth phase also varied with particle contact angle. The general trend was a decrease in the concentrate flow rate of water with increasing particle contact angle. An inverse relationship between water flow rate and bubble radius was also observed, possibly allowing prediction of water flow rate from bubble size measurements in the froth. Comparison of the froth structure, defined by bubble size, gas hold-up and bubble layer thickness, for two- and three-phase froths, at the same frother concentration, showed there was a relationship between water flow rate and froth structure. (c) 2005 Elsevier B.V. All rights reserved.
Resumo:
The problem of asset price bubbles, and more generally of instability in the financial system, has been a matter of concern since the 1980s but has only recently moved to the center of the macroeconomic policy debate. The main concern with bubbles arises when they burst, imposing losses on investors holding the bubble assets and potentially on the financial institutions that have extended credit to them. Asset price volatility is an inevitable consequence of financial market liberalization and, in extreme cases, generates asset price bubbles, the bursting of which can impose substantial economic and social costs. Policy responses within the existing liberalized financial system face daunting levels of uncertainty and risk. Given the pattern of increasing asset market volatility over recent decades and the policy issues highlighted in this paper, the future looks uncertain. Another significant cycle of asset price movements, especially in one of the major economies, could see a fundamental revision of thinking about the costs and benefits of liberalized financial systems.