Symptoms of imbalance associated with cervical spine pathology

The goals of the present study are: to determine the prevalence of dizziness or imbalance in a population of patients with cervical-spine pathology as compared to that in the general population; to determine correlations between cervical spinal pathology and symptoms of dizziness or imbalance.

Artichoke leaf extract reduces symptoms of irritable bowel syndrome and improves quality of life in otherwise healthy volunteers suffering from concomitant dyspepsia: a subset analysis

Objectives: Does artichoke leaf extract (ALE) ameliorate symptoms of Irritable bowel syndrome (IBS) in otherwise healthy volunteers suffering concomitant dyspepsia? Methods: A subset analysis of a previous dose-ranging, open, postal study, in adults suffering dyspepsia. Two hundred and eight (208) adults were identified post hoc as suffering with IBS. IBS incidence, self-reported usual bowel pattern, and the Nepean Dyspepsia Index (NDI) were compared before and after a 2-month intervention period. Results: There was a significant fall in IBS incidence of 26.4% (p<0.001) after treatment. A significant shift in self-reported usual bowel pattern away from "alternating constipation/diarrhea" toward "normal" (p<0.001) was observed. NDI total symptom score significantly decreased by 41% (p<0.001) after treatment. Similarly, there was a significant 20% improvement in the NDI total quality-of-life (QOL) score in the subset after treatment. Conclusion: This report supports previous findings that ALE ameliorates symptoms of IBS, plus improves health-related QOL.

The multidimensional measurement of the positive symptoms of psychosis

The measures most frequently used to assess psychotic symptoms fail to reflect important dimensions. The Psychotic Symptom Rating Scale (PSYRATS) aims to capture the multidimensional nature of auditory hallucinations and delusions. Individuals (N = 276) who had recently relapsed with positive symptoms completed the auditory hallucinations and delusions PSYRATS scales. These scores were compared with the relevant items from the SAPS and PANSS, and with measures of current mood. Total scores and distribution of items of the PSYRATS scales are presented and correlated with other measures. Positive symptom items from the SAPS and PANSS reflected the more objective aspects of PSYRATS ratings of auditory hallucinations and delusions (frequency and conviction) but were relatively poor at measuring distress. A major strength of the PSYRATS scales is the specific measurement of the distress dimension of symptoms, which is a key target of psychological intervention. It is advised that the PSYRATS should not be used as a total score alone, whilst further research is needed to clarify the best use of potential subscales. Copyright (c) 2007 John Wiley & Sons, Ltd.

The interpretation of symptoms of starvation/severe dietary restraint in eating disorder patients

The aims of the study were to test the hypotheses that some symptoms of starvation/severe dietary restraint are interpreted by patients with eating disorders in terms or control. Sixty-nine women satisfying the Diagnostic and Statistical Manual of Mental Disorders - IV edition (DSM-IV) criteria for a clinical eating disorder and 107 controls participated in the Study. All the participants completed an ambiguous scenarios paradigm, the Eating Disorder Lamination Questionnaire (EDE-Q) and the Beck Depression Inventory (BDI). Significantly more eating disorder patients than non clinical participants interpreted the starvation/dietary restraint symptoms of hunger, heightened satiety, and dizziness in terms of control. The data give further Support to the recent cognitive-behavioural theory of eating disorders suggesting that eating disorder patients interpret some starvation/dietary restraint symptoms in terms of control.

Consumption of a Flaxseed-Rich Food Is Not More Effective Than a Placebo in Alleviating the Climacteric Symptoms of Postmenopausal Women

Our objective in this work was to test the effects of daily intake of bread produced with partially defatted ground flaxseed on the climacteric symptoms and endometrial thickness of postmenopausal women. A double-blind, placebo-controlled, randomized clinical trial was performed with 38 women who had been postmenopausal for 1-10 y and consumed 2 slices of bread containing 25 g of flaxseed (46 mg lignans) or wheat bran (<1 mg lignans; control) every day for 12 consecutive weeks. The outcome variables were the daily number of hot flashes, the Kupperman Menopausal Index (KMI), and endometrial thickness. The plasma lipid profile (total cholesterol and HDL, LDL, and VLDL cholesterol fractions and triglycerides) and the hormones estradiol, follicle-stimulating hormone, thyroid-stimulating hormone, and free thyroxine also were measured. Food intake was evaluated by means of 2 24-hrecalls, before and after the treatment. Twenty patients in the study group and 18 in the control group completed the study. The general characteristics did not differ between the 2 groups at the start of the study. Both had significant, but similar, reductions in hot flashes and KMI after 3 mo of treatment. Moreover, endometrial thickness was not affected in either group. Our findings clearly show that although flaxseed is safe, its consumption at this level (46 mg lignans/d) is no more effective than placebo for reducing hot flashes and KMI. J. Nutr. 140: 293-297, 2010.

The forward- and the equity-premium puzzles: two symptoms of the same illness?

In this paper we revisit the relationship between the equity and the forward premium puzzles. We construct return-based stochastic discount factors under very mild assumptions and check whether they price correctly the equity and the foreign currency risk premia. We avoid log-linearizations by using moments restrictions associated with euler equations to test the capacity of our return-based stochastic discount factors to price returns on the relevant assets. Our main finding is that a pricing kernel constructed only using information on American domestic assets accounts for both domestic and international stylized facts that escape consumption based models. In particular, we fail to reject the null hypothesis that the foreign currency risk premium has zero price when the instrument is the own current value of the forward premium.

The forward- and the equity-premium puzzles: two symptoms of the same illness?

We build a pricing kernel using only US domestic assets data and check whether it accounts for foreign markets stylized facts that escape consumption based models. By interpreting our stochastic discount factor as the projection of a pricing kernel from a fully specified model in the space of returns, our results indicate that a model that accounts for the behavior of domestic assets goes a long way toward accounting for the behavior of foreign assets. We address predictability issues associated with the forward premium puzzle by: i) using instruments that are known to forecast excess returns in the moments restrictions associated with Euler equations, and; ii) by pricing Lustig and Verdelhan (2007)'s foreign currency portfolios. Our results indicate that the relevant state variables that explain foreign-currency market asset prices are also the driving forces behind U.S. domestic assets behavior.

The forward- and the equity-premium puzzles: two symptoms of the same illness?

Using information on US domestic financial data only, we build a stochastic discount factor—SDF— and check whether it accounts for foreign markets stylized facts that escape consumption based models. By interpreting our SDF as the projection of a pricing kernel from a fully specified model in the space of returns, our results indicate that a model that accounts for the behavior of domestic assets goes a long way toward accounting for the behavior of foreign assets prices. We address predictability issues associated with the forward premium puzzle by: i) using instruments that are known to forecast excess returns in the moments restrictions associated with Euler equations, and; ii) by pricing Lustig and Verdelhan (2007)’s foreign currency portfolios. Our results indicate that the relevant state variables that explain foreign-currency market asset prices are also the driving forces behind U.S. domestic assets behavior.

The forward- and the equity-premium puzzles: two symptoms of the same illness?

Using information on US domestic financial data only, we build a stochastic discount factor—SDF— and check whether it accounts for foreign markets stylized facts that escape consumption based models. By interpreting our SDF as the projection of a pricing kernel from a fully specified model in the space of returns, our results indicate that a model that accounts for the behavior of domestic assets goes a long way toward accounting for the behavior of foreign assets prices. We address predictability issues associated with the forward premium puzzle by: i) using instruments that are known to forecast excess returns in the moments restrictions associated with Euler equations, and; ii) by comparing this out-of-sample results with the one obtained performing an in-sample exercise, where the return-based SDF captures sources of risk of a representative set of developed and emerging economies government bonds. Our results indicate that the relevant state variables that explain foreign-currency market asset prices are also the driving forces behind U.S. domestic assets behavior.

The forward and the equity-premium puzzles: a straightforward test of whether they are two symptoms of the same illness

We build a stochastic discount factor—SDF— using information on US domestic financial data only, and provide evidence that it accounts for foreign markets stylized facts that escape SDF’s generated by consumption based models. By interpreting our SDF as the projection of the pricing kernel from a fully specified model in the space of returns, our results indicate that a model that accounts for the behavior of domestic assets goes a long way toward accounting for the behavior of foreign assets prices. In our tests, we address predictability, a defining feature of the Forward Premium Puzzle—FPP— by using instruments that are known to forecast excess returns in the moments restrictions associated with Euler equations both in the equity and the foreign markets.

A note on the forward and the equity-premium puzzles: two symptoms of the same illness?

We build a stochastic discount factor—SDF— using information on US domestic financial data only, and provide evidence that it accounts for foreign markets stylized facts that escape SDF’s generated by consumption based models. By interpreting our SDF as the projection of the pricing kernel from a fully specified model in the space of returns, our results indicate that a model that accounts for the behavior of domestic assets goes a long way toward accounting for the behavior of foreign assets prices. In our tests, we address predictability, a defining feature of the Forward Premium Puzzle—FPP— by using instruments that are known to forecast excess returns in the moments restrictions associated with Euler equations both in the equity and the foreign markets.

The forward and the equity premium puzzles: two symptoms of the same illness?

The Forward Premium Puzzle (FPP) is how the empirical observation of a negative relation between future changes in the spot rates and the forward premium is known. Modeling this forward bias as a risk premium and under weak assumptions on the behavior of the pricing kernel, we characterize the potential bias that is present in the regressions where the FPP is observed and we identify the necessary and sufficient conditions that the pricing kernel has to satisfy to account for the predictability of exchange rate movements. Next, we estimate the pricing kernel applying two methods: i) one, du.e to Araújo et aI. (2005), that exploits the fact that the pricing kernel is a serial correlation common feature of asset prices, and ii) a traditional principal component analysis used as a procedure 1;0 generate a statistical factor modeI. Then, using on the sample and out of the sample exercises, we are able to show that the same kernel that explains the Equity Premi um Puzzle (EPP) accounts for the FPP in all our data sets. This suggests that the quest for an economic mo deI that generates a pricing kernel which solves the EPP may double its prize by simultaneously accounting for the FPP.

Symptoms of Temporomandibular Disorders in the Population: An Epidemiological Study

Aims: To estimate the prevalence of symptoms of temporomandibular disorders (TMD) as a function of age and gender, in a representative urban sample from the Brazilian population. Methods: A total of 1,230 inhabitants (51.5% women) aged 15 to 65 years were interviewed by a validated phone survey. Sample size had been previously calculated. TMD symptoms were assessed through five questions, as recommended by the American Academy of Orofacial Pain, in an attempt to identify possible TMD. Data were derived by age and gender. Prevalence of each TMD symptom, and of combination of symptoms, was calculated. Results: At least one TMD symptom was reported by 39.2% of the individuals. Pain related to TMD was noted by 25.6% of the population. Temporomandibular joint (TMJ) sound was the most common symptom of TMD, followed by TMJ pain and masticatory muscle pain. All symptoms were more prevalent in women than in men. With men used as the reference, a relative risk (RR) of at least one TMD symptom in women was 1.31 (95% confidence interval [CI] = 1.14 to 1.52). When at least two symptoms were present, the RR was 1.93 (95% CI = 1.49 to 2.51). For three or more TMD symptoms, the RR was 2.49 (95% CI = 1.67 to 3.71). Women were also more likely than men to have TMD pain (RR = 1.78; 9% CI = 1.45 to 2.18). Conclusion: Individual symptoms, as well as a combination of TMD symptoms, are prevalent in the Brazilian urban population and are more frequent in women than in men. Additional studies should focus on risk factors for and relevance of TMD for the sufferers. J OROFAC PAIN 2010;24:270-278

Headache and Symptoms of Temporomandibular Disorder: An Epidemiological Study

Objectives.-A population-based cross-sectional study was conducted to estimate the prevalence of migraine, episodic tension-type headaches (ETTH), and chronic daily headaches (CDH), as well as the presence of symptoms of temporomandibular disorders (TMD) in the adult population.Background.-The potential comorbidity of headache syndromes and TMD has been established mostly based on clinic-based studies.Methods.-A representative sample of 1230 inhabitants (51.5% women) was interviewed by a validated phone survey. TMD symptoms were assessed through 5 questions, as recommended by the American Academy of Orofacial Pain, in an attempt to classify possible TMD. Primary headaches were diagnosed based on the International Classification of Headache Disorders.Results.-When at least 1 TMD symptom was reported, any headache happened in 56.5% vs 31.9% (P < .0001) in those with no symptoms. For 2 symptoms, figures were 65.1% vs 36.3% (P < .0001); for 3 or more symptoms, the difference was even more pronounced: 72.8% vs 37.9%. (P < .0001). Taking individuals without headache as the reference, the prevalence of at least 1 TMD symptom was increased in ETTH (prevalence ratio = 1.48, 95% confidence interval = 1.20-1.79), migraine (2.10, 1.80-2.47) and CDH (2.41, 1.84-3.17). At least 2 TMD symptoms also happened more frequently in migraine (4.4, 3.0-6.3), CDH (3.4; 1.5-7.6), and ETTH (2.1; 1.3-3.2), relative to individuals with no headaches. Finally, 3 or more TMD symptoms were also more common in migraine (6.2; 3.8-10.2) than in no headaches. Differences were significant for ETTH (2.7 1.5-4.8), and were numerically but not significant for CDH (2.3; 0.66-8.04).Conclusions.-Temporomandibular disorder symptoms are more common in migraine, ETTH, and CDH relative to individuals without headache. Magnitude of association is higher for migraine. Future studies should clarify the nature of the relationship.