On the predictability of common risk factors in the US and UK interest rate swap markets: Evidence from non-linear and linear models. [PDF]
This paper explores the ability of common risk factors to predict the dynamics of US and UK interest rate swap spreads within a linear and a non-linear framework.
Costas Milas +2 more
core
FORWARD RATE VOLATILITIES, SWAP RATE VOLATILITIES, AND THE IMPLEMENTATION OF THE LIBOR MARKET MODEL [PDF]
This paper presents a number of new ideas concerned with the implementation of the LIBOR market model and its extensions. It develops and tests an analytic approximation for calculating the volatilities used by the market to price European swap options ...
Hull, John +2 more
core
Use of Symptomatic Drug Treatment for Fatigue in Multiple Sclerosis and Patterns of Work Loss
ABSTRACT Objective To describe the use of central stimulants and amantadine for fatigue in MS and evaluate a potential association with reduced work loss in people with MS. Methods We conducted a nationwide, matched, register‐based cohort study in Sweden (2006 to 2023) using national registers with prospective data collection.
Simon Englund +3 more
wiley +1 more source
This study aims to identify the factors determining the use of derivatives in the banking sector. The study sample consists of 23 deposit banks operating continuously in the Turkish banking sector between 2009 and 2022.
Ali Hepşen, Yusuf Pala
doaj +1 more source
Reduced Muscular Carnosine in Proximal Myotonic Myopathy—A Pilot 1H‐MRS Study
ABSTRACT Objective Myotonic dystrophy type 2 (proximal myotonic myopathy, PROMM) is a progressive multisystem disorder with muscular symptoms (proximal weakness, pain, myotonia) and systemic manifestations such as diabetes mellitus, cataracts, and cardiac arrhythmias.
Alexander Gussew +11 more
wiley +1 more source
Do Options Contain Information About Excess Bond Returns? [PDF]
There is strong empirical evidence that risk premia in long-term interest rates are time-varying. These risk premia critically depend on interest rate volatility, yet existing research has not examined the impact of time-varying volatility on excess ...
Caio Almeida +2 more
core
Interest rate swaps and economic exposure [PDF]
The interest rate swap market has grown rapidly. Since the inception of the swap market in 1981, the outstanding notional principal of interest rate swaps has reached a level of $12.81 trillion in 1995.
Goswami, Gautam, Shrikhande, Milind
core
Adult‐Onset Subacute Sclerosing Panencephalitis Presenting With Subacute Cognitive Deficits
ABSTRACT We describe the case of a 41‐year‐old man diagnosed with adult‐onset subacute sclerosing panencephalitis (SSPE). The patient presented with subacute progressive cognitive deficits and a neuropsychological profile indicating predominant frontoparietal dysfunction. MRI showed only mild parietal‐predominant cerebral atrophy.
Dennis Yeow +4 more
wiley +1 more source
Real‐World Performance of CSF Kappa Free Light Chains in the 2024 McDonald Criteria
ABSTRACT Objective Kappa free light chains (KFLCs) in the cerebrospinal fluid (CSF) have a similar performance to CSF‐restricted oligoclonal bands (OCB) for multiple sclerosis (MS) diagnosis. To help with implementation, we set out to resolve several remaining uncertainties: (1) performance in a real‐world cohort and the 2024 McDonald criteria; (2 ...
Maya M. Leibowitz +11 more
wiley +1 more source
Cost of Capital in the Energy Sector, in Emerging Markets, the Case of a Dollarized Economy
This article estimates the weighted average cost of capital (WACC) for the energy sector in Ecuador, a country with a dollarized economy and illiquid stock markets.
Victor Aguilar +2 more
doaj +1 more source

