A Dual Liquidity Model for Emerging Markets [PDF]
The last few years have seen a significant re-evaluation of the models used to analyze crises in emerging markets. Recent models typically stress financial constraints or distorted financial incentives.
Arvind Krishnamurthy +1 more
core
International Liquidity Management: Sterilization Policy in Illiquid Financial Markets [PDF]
During the booms that invariably precede crises in emerging economies, policy makers often struggle to limit capital flows and their expansionary consequences.
Arvind Krishnamurthy +1 more
core
Jump Markov models and transition state theory: the Quasi-Stationary Distribution approach
We are interested in the connection between a metastable continuous state space Markov process (satisfying e.g. the Langevin or overdamped Langevin equation) and a jump Markov process in a discrete state space.
Di Gesù, Giacomo +3 more
core +3 more sources
Monte Carlo Valuation of Optimal Portfolios in Complete Markets [PDF]
We introduce a method that relies exclusively on Monte Carlo simulation in order to compute optimal portfolios. Our method is completely general and only requires complete markets and knowledge of the dynamics of the security processes. It is precise and
Fernando Zapatero +2 more
core
: Two pasteurization steps are often used in the preparation of whey protein concentrate (WPC) before evaporation into a dry product. The Pasteurized Milk Ordinance in the United States requires that raw bovine milk be pasteurized using a process that ...
Joanna Haas +4 more
doaj +1 more source
Evaluation of dispersion strengthened nickel-base alloy heat shields for space shuttle application [PDF]
The results obtained in a program to evaluate dispersion-strengthened nickel-base alloys for use in a metallic radiative thermal protection system operating at surface temperatures to 1477 K for the space shuttle were presented.
Johnson, R., Jr., Killpatrick, D. H.
core +1 more source
Development and characterization of processed, high-lipid piglet formula enriched with phospholipids and evaluation of its protein digestibility post-heat treatment [PDF]
Homogenization and heat-treatment of piglet formula could providers researchers who artificially rear neonatal pigs an efficiency, less added variability, and more flexibility in their studies.
Lu, Megan
core
Long-timescale simulations of H$_2$O admolecule diffusion on Ice Ih(0001) surfaces
Long-timescale simulations of the diffusion of a H$_2$O admolecule on the (0001) basal plane of ice Ih were carried out over a temperature range of 100 to 200 K using the adaptive kinetic Monte Carlo method and TIP4P/2005f interaction potential function.
Cuppen, Herma M. +3 more
core +2 more sources
Flow Characteristics and Holding Time Calculations of Ice Cream Mixes in HTST Holding Tubes
In order to determine the potential for development of laminar flow and consequential underholding in the holding tubes of HTST pasteurizers, a study on the relationship between ice cream mix viscosity and shear rate at 80°C has been conducted. Typical shear rates at the wall were calculated for HTST holding tubes of standard industry sizes and flow ...
H Douglas, Goff, Valerie J, Davidson
openaire +2 more sources
Tryptic hydrolysis of whey protein isolate under specific incubation conditions including a relatively high enzyme:substrate (E:S) ratio of 1:10 is known to preferentially hydrolyse β-lactoglobulin (β-LG), while retaining the other major whey ...
Laura Sáez +3 more
doaj +1 more source

