Results 51 to 60 of about 451,883 (298)
Critical Regimes of Systemic Risk: Flow Network Cascades in the U.S. Banking System
RisksSystemic risk in banking systems arises from losses transmitted through networks of contractual exposures. Yet, most widely used measures rely on market-implied volatility and equity prices rather than structural balance sheet fragilities.
Samuel Montañez Jacquez +5 more
doaj +1 more source
FEBS Letters, EarlyView.Drosophila park mutants serve as a model for Parkinson's disease. We used this strain to investigate the connection between oxidative stress and the circadian clock mechanism. We showed that increased oxidative stress affects the physiology of pacemaker cells, disrupting their daily structural plasticity. Lack of rhythmic signaling from pacemaker cells
Kamila Zientara +3 more
wiley +1 more source
Molecular Oncology, EarlyView.Keratin 19 (KRT19) is overexpressed in high‐grade serous ovarian cancer with high levels of Kallikrein‐related peptidases (KLK) 4–7 and is associated with poor survival. In vivo analyses demonstrate that elevated KRT19 increases peritoneal tumour burden.
Sophia Bielesch +13 more
wiley +1 more source
Duality in Financial Networks [PDF]
, 2023 This article introduces the concept of duality in financial networks. In bankruptcy problems, in which a bankrupt entity divides its non-negative assets among a group of claimants, duality of bankruptcy rules entails the division of losses versus gains ...
Ketelaars, Martijn +2 more
core +1 more source
From Topology to Geometry: A Neural Ricci Flow Framework for Predicting Flash Crashes and Contagion
IEEE AccessEarly warning of systemic financial instability is a crucial issue for regulators and asset managers, especially in detecting flash crashes and concealed contagion paths, which cannot be detected using conventional surveillance mechanisms.
Abdul Kadar Muhammad Masum +5 more
doaj +1 more source
Causality networks of financial assets [PDF]
The Journal of Network Theory in Finance, 2016 Through financial network analysis we ascertain the existence of important causal behavior among certain financial assets, as inferred by eight different causality methods. Our results contradict the Efficient Market Hypothesis and open new horizons for further investigation and possible arbitrage opportunities. Moreover, we find some evidence that two
Stavroglou, Stavros +3 more
openaire +1 more source
Molecular Oncology, EarlyView.We have established a humanized orthotopic patient‐derived xenograft (Hu‐oPDX) mouse model of high‐grade serous ovarian cancer (HGSOC) that recapitulates human tumor–immune interactions. Using combined anti‐PD‐L1/anti‐CD73 immunotherapy, we demonstrate the model's improved biological relevance and enhanced translational value for preclinical ...
Luka Tandaric +10 more
wiley +1 more source
Short-Term Liquidity Contagion in the Interbank Market
Cuadernos de Economía, 2019 We implement a modified version of DebtRank to recursively measure the contagion effects caused by the default of a selected financial institution. In our case contagion is a liquidity issue, measured as the decrease in financial institutions’ short-term
Carlos León +2 more
doaj +1 more source
Molecular Oncology, EarlyView.EXOSC10, an essential nuclear RNA exosome‐associated 3′‐5′ exoribonuclease, is inhibited by the anticancer drug 5‐fluorouracil (5‐FU), and EXOSC10 depletion increases 5‐FU sensitivity. The colon‐cancer variant EXOSC10S402T, located in a proteolysis motif, is stable and nuclear but nonfunctional in vivo.
Radhika Sain +10 more
wiley +1 more source
Production and financial linkages in inter-firm networks: structural variety, risk-sharing and resilience [PDF]
The paper analyzes how (production and financial) inter-firm networks can affect firms' default probabilities and observed default rates: an issue the recent crisis has brought to the front of the debate.
Giulio Cainelli +2 more
core +2 more sources