Results 241 to 250 of about 137,784 (303)

Ultrahigh‐Yield, Multifunctional, and High‐Performance Organic Memory for Seamless In‐Sensor Computing Operation

Advanced Functional Materials, EarlyView.
Molecular engineering of a nonconjugated radical polymer enables a significant enhancement of the glass transition temperature. The amorphous nature and tunability of the polymer, arising from its nonconjugated backbone, facilitates the fabrication of organic memristive devices with an exceptionally high yield (>95%), as well as substantial ...
Daeun Kim, Jaehyoung Ko, Namju Kim, Quynh H. Nguyen, Hoyeon Lee, Joohwan Eo, Seongeon Jin, Ji Eon Kwon, Seung‐Yeol Jeon, Youngdo Jeong, Dongseok Kwon, Sung Gap Im, Sanghan Lee, Byung Chul Jang, Yongho Joo   +14 more
wiley   +1 more source

Spatiotemporal predictability of saccades modulates postsaccadic feature interference. [PDF]

J Vis
Chiu TY, Jaen I, Golomb JD.
europepmc   +1 more source

Bond market opening, monetary policy, and systemic financial risks - An empirical study based on the TVP-SV-VAR model. [PDF]

PLoS One
Ping WY, Hu YW, Luo LQ.
europepmc   +1 more source

Learned relevance of a distracting cue can influence feature interference errors. [PDF]

Vis cogn
McNally JA, Narhi-Martinez W, Leber AB, Golomb JD.   +3 more
europepmc   +1 more source

EVMCSDLT: Electric vehicle mobile charging system using distributed ledger technology. [PDF]

MethodsX
Deshmukh N, Khairnar V, Vora D, Jovanovic A, Mouël FL.   +4 more
europepmc   +1 more source

P2-HNF4α alters linoleic acid metabolism and mitigates soybean oil-induced obesity: role for oxylipins. [PDF]

J Lipid Res
Deol P, Fahrmann J, Grapov D, Yang J, Evans JR, Fiehn O, Phinney B, Hammock BD, Sladek FM.   +8 more
europepmc   +1 more source

A mechanism for telomere-specific telomere length regulation. [PDF]

Nucleic Acids Res
Teplitz GM, Pasquier E, Bonnell E, De Laurentiis E, Bartle L, Lucier JF, St-Laurent G, Dawson DS, Wellinger RJ.   +8 more
europepmc   +1 more source

Interest-Rate Swaps and Arbitrage [PDF]

Finance a uver - Czech Journal of Economics and Finance, 2001
Three approaches toward the determination of fixed swap rates are presented in this article: a swap as a portfolio of bonds with a fixed and floating coupon, a swap as a portfolio of forwards, and a swap as the difference between the cap and the floor (zero-collar). Later in the paper, credit risk is taken in consideration.
Jiøí Málek
openaire   +2 more sources

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Interest rate swaps

Journal of Financial Economics, 1993
Abstract Using quotations from two interest rate swap dealers with different credit ratings (AAA and A), we examine the effect of dealers' credit reputations on swap quotations and bid-offer spreads. The AAA offer rates are significantly higher than the A offer rates, and the AAA bid rates are significantly lower than the A bid rates.
Tong-sheng Sun, Suresh Sundaresan, Ching Wang   +2 more
openaire   +1 more source