Differential effects of TR ligands on hormone dissociation rates: Evidence for multiple ligand entry/exit pathways

Some nuclear receptor (NR) ligands promote dissociation of radiolabeled bound hormone from the buried ligand binding cavity (LBC) more rapidly than excess unlabeled hormone itself This result was interpreted to mean that challenger ligands bind allosteric sites on the LBD to induce hormone dissociation, and recent findings indicate that ligands bind weakly to multiple sites on the LBD surface. Here we show, that a large fraction of thyroid hormone receptor (TR) ligands promote rapid dissociation (T(1/2) < 2 h) of , radiolabeled T(3) vs. T(3) (T(1/2), approximate to 5-7 h). We cannot discern relationships between this effect and ligand size, activity or affinity for TR beta. One ligand, GC-24, binds the TR LBC and (weakly) to the TR beta-LBD surface that mediates dimer/heterodimer interaction, but we cannot link this interaction to rapid T(3) dissociation. Instead, several lines of evidence suggest that the challenger ligand must interact with the buried LBC to promote rapid T(3) release. Since previous molecular dynamics simulations suggest that TR ligands leave the LBC by several routes, we propose that a subset of challenger ligands binds and stabilizes a partially unfolded intermediate state of TR that arises during T(3) release and that this effect enhances hormone dissociation. (C) 2009 Elsevier Ltd. All rights reserved.

Characterization of the products of aniline peroxydisulfate oligo/polymerization in media with different pH by resonance Raman spectroscopy at 413.1 and 1064 nm excitation wavelengths

The pH-structure correlation of the products of aniline peroxydisulfate reaction was mainly investigated by resonance Raman spectroscopy. The reactions of aniline and ammonium peroxydisulfate were carried out in aqueous solutions of initial pH ranging from 4.9 to 13.2 and monomer/oxidant molar ratio of 4/1. For an initial pH of 4.9, the spectroscopic techniques showed that the emeraldine salt form of polyaniline (PANI-ES) is the main product, corroborating that the usual head-to-tail coupling mechanism is taking place. The resonance Raman spectra at 1064 nm exciting wavelength were useful to detect the emeraldine salt as a minor product for reactions at an initial pH of 5.3-11.5. The Raman spectra of the main product of the reaction at initial pH of 13.2 excited at 1064 and 413.1 nm showed new spectral features consistent with 1,4-Michael-type adducts of aniline monomers and 1,4-benzoquinone-monoimine unit. These compounds and their products of hydrolysis/oxidation are the predominant species for the reaction media of initial pH from 5.3 to 13.2. In order to get PANI with different nanoscale morphologies, a pH value of more than 0 or 1 was used in the aniline polymerization. The spectroscopic data obtained in this work reveal that head-to-tail coupling does not occur when aniline reacts at media pH higher than about 5. It is suggested that chemical structures of the products of aniline oxidation by an unusual mechanism are the driving force for the development of assorted morphologies. Copyright (C) 2011 John Wiley & Sons, Ltd.

Studies on the resonance Raman spectra of polyaniline obtained with near-IR excitation

The effects of near-IR (NIR) laser power over the Raman spectra of poly(aniline) emeraldine salt (PANIES) and base (PANI-EB) were investigated. The reasons for the existence of several bands from 1324 to 1500 cm-1 in the Raman spectra of poly(aniline) obtained at NIR region were also studied. The bands from 1324 to 1375 cm-` were associated to vC-N of polarons with different conjugation lengths and the bands from 1450 to 1500 cm-1 in Raman spectra of PANI emeraldine and pernigraniline base forms were correlated to vC=N modes associated with quinoid units having different conjugation lengths. The increase of laser power at 1064.0 run causes the deprotonation of PANI-ES and the formation of cross-linking segments having phenazine and/or oxazine rings. For PANI-EB only a small spectral change is observed when the laser power is increased, owing to the low absorption of this form in the NIR region. Copyright (c) 2007 John Wiley & Sons, Ltd.

Evaluation of intramolecular energy transfer process in the lanthanide(III) bis- and tris-(TTA) complexes: Photoluminescent and triboluminescent behavior

This work reports the energy transfer mechanism process of [Eu(TTA)(2)(NO(3))(TPPO)(2)] (bis-TTA complex) and [Eu(TTA)(3)(TPPO)(2)] (tris-TTA complex) based on experimental and theoretical spectroscopic properties, where TTA = 2-thienoyltrifluoroacetone and TPPO = triphenylphosphine oxide. These complexes were synthesized and characterized by elemental analyses, infrared spectroscopy and thermogavimetric analysis. The theoretical complexes geometry data by using Sparkle model for the calculation of lanthanide complexes (SMLC) is in agreement with the crystalline structure determined by single-crystal X-ray diffraction analysis. The emission spectra for [Gd(TTA)(3)(TPPO)(2)] and [Gd(TTA)(2) (NO(3))(TPPO)(2)] complexes are associated to T -> S(0) transitions centered on coordinated TTA ligands. Experimental luminescent properties of the bis-TTA complex have been quantified through emission intensity parameters Omega(lambda)(lambda = 2 and 4), spontaneous emission rates (A(rad)), luminescence lifetime (tau), emission quantum efficiency (eta) and emission quantum yield (q), which were compared with those for tris-TTA complex. The experimental data showed that the intensity parameter value for bis-TTA complex is twice smaller than the one for tris-TTA complex, indicating the less polarizable chemical environment in the system containing nitrate ion. A good agreement between the theoretical and experimental quantum yields for both Eu(Ill) complexes was obtained. The triboluminescence (TL) of the [Eu(TTA)(2)(NO(3))(TPPO)(2)] complexes are discussed in terms of ligand-to-metal energy transfer. (c) 2007 Elsevier B.V. All fights reserved.

MODELLING AND FORECASTING INFLATION RATES IN GHANA: AN APPLICATION OF SARIMA MODELS

Ghana faces a macroeconomic problem of inflation for a long period of time. The problem in somehow slows the economic growth in this country. As we all know, inflation is one of the major economic challenges facing most countries in the world especially those in African including Ghana. Therefore, forecasting inflation rates in Ghana becomes very important for its government to design economic strategies or effective monetary policies to combat any unexpected high inflation in this country. This paper studies seasonal autoregressive integrated moving average model to forecast inflation rates in Ghana. Using monthly inflation data from July 1991 to December 2009, we find that ARIMA (1,1,1)(0,0,1)12 can represent the data behavior of inflation rate in Ghana well. Based on the selected model, we forecast seven (7) months inflation rates of Ghana outside the sample period (i.e. from January 2010 to July 2010). The observed inflation rate from January to April which was published by Ghana Statistical Service Department fall within the 95% confidence interval obtained from the designed model. The forecasted results show a decreasing pattern and a turning point of Ghana inflation in the month of July.

The Determinants of Recovery Rates on Defaulted Corporate Securities: Why do Fallen Angels recover more than Original High Yield Issues?

Regression analysis has shown that recovery rates are determined by a variety of conditions at the time of default. These conditions can be broken into five major categories: (1) a security's seniority within the capital structure of the defaulting firm, (2) the type of default event, (3) firm-specific factors, (4) industry-specific factors, and (5) macroeconomic factors. Expectations of these inputs determine the expected recovery rate if default were to occur, thereby determining credit ratings and security prices. Although it is widely understood how recovery rate estimates influence credit rating assignments (the higher the expected recovery rate, the higher the assigned credit rating), no research, to the best of my knowledge, has investigated the reasons why higher rated securities recover more than lower rated securities in the event of default. Specifically, this paper will empirically investigate why securities originally rated investment grade, fallen angels, recover more than securities originally rated high yield in the event of default.

Strategies to Increase Course Completion Rates in Lower-Level, High-Enrollment Classes

With an increase in performance-based funding based on credit hours, retention, and graduation rates, administrators seek strategies to increase course completion rates in low-level, high-enrollment courses. This report examines pedagogical strategies implemented within the classroom to increase course completion rates in gateway courses. It also examines how administrators identify qualities that indicate experience and motivation to improve students’ success when hiring new faculty.

Addressing Compensation Rates Below Market Value

Strategies for Recruiting and Retaining Faculty and Staff (Business Affairs Forum, attached): Many institutions face limitations on the salary rates they can offer faculty and staff due to decreases in state funding, which can create challenges in recruitment and retention of qualified employees. This brief explores strategies institutions use to lessen the impact of budget limitations on faculty and staff salaries and to recruit and retain faculty in spite of limited salary offerings.

A model to estimate the US term structure of interest rates

The US term structure of interest rates plays a central role in fixed-income analysis. For example, estimating accurately the US term structure is a crucial step for those interested in analyzing Brazilian Brady bonds such as IDUs, DCBs, FLIRBs, EIs, etc. In this work we present a statistical model to estimate the US term structure of interest rates. We address in this report all major issues which drove us in the process of implementing the model developed, concentrating on important practical issues such as computational efficiency, robustness of the final implementation, the statistical properties of the final model, etc. Numerical examples are provided in order to illustrate the use of the model on a daily basis.

Essays on the monetary aspects of the term structure of nominal interest rates

Interest rates are key economic variables to much of finance and macroeconomics, and an enormous amount of work is found in both fields about the topic. Curiously, in spite of their common interest, finance and macro research on the topic have seldom interacted, using different approaches to address its main issues with almost no intersection. Concerned with interest rate contingent claims, finance term structure models relate interest rates to lagged interest rates; concerned with economic relations and macro dynamics, macro models regress a few interest rates on a wide variety of economic variables. If models are true though simplified descriptions of reality, the relevant factors should be captured by both the set of bond yields and that of economic variables. Each approach should be able to address the other field concerns with equal emciency, since the economic variables are revealed by the bond yields and these by the economic variables.

Does location matter to explain loan interest rates? evidence from Brazilian highly concentrad local markets

O setor bancário brasileiro é altamente concentrado. Embora concentração não signifique necessariamente que o mercado se comporta de forma não competitiva, o grau de competição é freqüentemente questionado no país. Utilizando uma base de dados extensiva e única do mercado de crédito brasileiro, este trabalho procura avaliar muitos dos fatores que contribuem para a variação nas taxas de juros cobradas pelos bancos nos diferentes mercados locais em duas categorias de empréstimos. A concentração não é significante ou mesmo associada a taxas de juros mais baixas, em parte devido ao papel dos bancos públicos. O prêmio de default é positivo e significante, e há alguma evidência de imperfeição de mercado. Neste trabalho, analisamos também o comportamento de precificação dos bancos em diferentes regiões do país, e encontramos que a localização é importante para explicar as taxas de juros dos empréstimos.

Convex combinations of long memory estimates from different sampling rates

Convex combinations of long memory estimates using the same data observed at different sampling rates can decrease the standard deviation of the estimates, at the cost of inducing a slight bias. The convex combination of such estimates requires a preliminary correction for the bias observed at lower sampling rates, reported by Souza and Smith (2002). Through Monte Carlo simulations, we investigate the bias and the standard deviation of the combined estimates, as well as the root mean squared error (RMSE), which takes both into account. While comparing the results of standard methods and their combined versions, the latter achieve lower RMSE, for the two semi-parametric estimators under study (by about 30% on average for ARFIMA(0,d,0) series).