Results 61 to 70 of about 59,671 (288)
Volatility Transmission acros the Term Structure of Swap Markets: International Evidence [PDF]
We characterize the behavior of volatility across the term structure of interest rate swaps in three currencies (Deutsche mark, Japanese yen and US Dollar)Interest rate swaps, Term structure of interest rates, Autoregressive conditional heteroscedstic ...
Alfonso Novales, Pilar Abad
core
FINANCIAL DERIVATIVES - INTEREST RATE SWAP
Swap as a portfolio of forward contract is a financial derivative traded on the over-the-counter market. In its basic form, swap is based on the exchange of future cash flows between two market participants in accordance with the agreed terms. The cash flows that are exchanged are the interest payments and in some circumstances even the notional amount,
Zoran Ivanović, Elvis Mujačević
openaire +1 more source
Hippo pathway at the crossroads of stemness and therapeutic resistance in breast cancer
Dysregulation of the Hippo pathway drives nuclear accumulation of YAP/TAZ, activating stemness‐related transcriptional programs that sustain breast cancer stemness and fuel therapeutic resistance across subtypes, underscoring Hippo signaling as a targetable vulnerability. Figure created and edited with BioRender.com.
Giulia Schiavoni +11 more
wiley +1 more source
The Federal Government’s Use of Interest Rate Swaps and Currency Swaps [PDF]
Interest rate swaps and currency swaps are contracts in which counterparties agree to exchange cash flows according to a pre-arranged formula over a period of time.
John Kiff, Shafiq Ebrahim, Uri Ron
core
E2A selectively regulates TGF‐β–induced apoptosis in KRAS‐mutant non‐small cell lung cancer
Ability to induce apoptosis by TGF‐β is frequently lost in advanced lung adenocarcinoma despite intact TGF‐β signaling. We identify E2A as a mutant KRAS–dependent mediator of resistance to TGF‐β–induced apoptosis. TGF‐β induces E2A via SMAD3 in mutant KRAS cells, and E2A silencing restores apoptosis and enhances radiation response in cell lines ...
Sergei Chuikov +3 more
wiley +1 more source
Surpresas na política monetária e a estrutura a termo da taxa de juros brasileira
This paper empirically assesses the monetary policy's surprise effect over the interest rate curve, testing the impacts of COPOM's (monetary policy Committee) decisions over the interest rates curve (Swaps rates with maturity to 1, 2, 3, 6 and 12 months)
Benjamin Miranda Tabak, Alícia Tabata
doaj
DERIVATIVE USE BY ROMANIAN BANKS AFTER THE EU ADHESION: A FINANCIAL REPORTING PERSPECTIVE [PDF]
Romanian banks use derivatives to hedge against or speculate on the movement of economic variables such as foreign exchange rate or interest rate. To report these contracts, they apply the IFRS in both consolidated accounts (from 2007 onwards) and ...
Maria Carmen Huian, Ciprian Apostol
doaj
Swaps and the swaps yield curve [PDF]
Interest rate swaps have become a popular financial derivative, and market watchers and economists are paying closer attention to them and their associated yield curves.
Joseph G. Haubrich
core
We analyze cisplatin–DNA adducts (CDAs) and double‐strand breaks (DSBs) in a cell‐cycle‐dependent manner. We find that CDAs form similarly across all cell cycle phases. DSBs arise only in S‐phase. CDAs might not directly impair DSB repair, but S‐phase DSB lesions evolve in the presence of CDAs and disrupt repair in G2, also causing radiosensitization ...
Ye Qiu +10 more
wiley +1 more source
Yesterday’s Tomorrows: Past Visions of Future Financial Markets
It is easy to imagine that the present - yesterday’s tomorrow - was always the future expected in the past. Yet, what we now accept as the normal state of affairs - the present - was not the only possible outcome that could have come to pass nor was it ...
Robert I. Webb
doaj +1 more source

