Structural characterization of titanium-doped Bioglass using isotopic substitution neutron diffraction

Melt quenched silicate glasses containing calcium, phosphorus and alkali metals have the ability to promote bone regeneration and to fuse to living bone. Of these glasses 45S5 Bioglass® is the most widely used being sold in over 35 countries as a bone graft product for medical and dental applications; particulate 45S5 is also incorporated into toothpastes to help remineralize the surface of teeth. Recently it has been suggested that adding titanium dioxide can increase the bioactivity of these materials. This work investigates the structural consequences of incorporating 4 mol% TiO2 into Bioglass® using isotopic substitution (of the Ti) applied to neutron diffraction and X-ray Absorption Near Edge Structure (XANES). We present the first isotopic substitution data applied to melt quench derived Bioglass or its derivatives. Results show that titanium is on average surrounded by 5.2(1) nearest neighbor oxygen atoms. This implies an upper limit of 40% four-fold coordinated titanium and shows that the network connectivity is reduced from 2.11 to 1.97 for small quantities of titanium. Titanium XANES micro-fluorescence confirms the titanium environment is homogenous on the micron length scale within these glasses. Solid state magic angle spinning (MAS) NMR confirms the network connectivity model proposed. Furthermore, the results show the intermediate range order containing Na-O, Ca-O, O-P-O and O-Si-O correlations are unaffected by the addition of small quantities of TiO2 into these systems.

Risk and structural instability in US house prices

This paper employs a Component GARCH in Mean model to show that house prices across a number of major US cities between 1987 and 2009 have displayed asset market properties in terms of both risk-return relationships and asymmetric adjustment to shocks. In addition, tests for structural breaks in the mean and variance indicate structural instability across the data range. Multiple breaks are identified across all cities, particularly for the early 1990s and during the post-2007 financial crisis as housing has become an increasingly risky asset. Estimating the models over the individual sub-samples suggests that over the last 20 years the financial sector has increasingly failed to account for the levels of risk associated with real estate markets. This result has possible implications for the way in which financial institutions should be regulated in the future.