Results 101 to 110 of about 328,919 (312)
Liquidity risk, credit risk and the overnight interest rate spread: A stochastic volatility modelling approach [PDF]
, 2010 In this paper we model the volatility of the spread between the overnight interest rate and the central bank policy rate (the policy spread) for the euro area and the UK during the two main phases of the financial crisis that began in late 2007.
Beirne, John +5 more
core +1 more source
Natural Biomaterials for Osteochondral Repair: From Source to Strategy
Advanced Healthcare Materials, EarlyView.Biological origin‐guided overview of natural biomaterials and therapeutic strategies for osteochondral tissue engineering. The circular diagram categorizes representative materials and strategies into plant/algae‐derived, microbial‐derived, animal‐derived, and human‐derived sources, centered on an osteochondral defect repair model.
Hengyu Liu +5 more
wiley +1 more source
Estimating Market Probabilities of Future Interest Rate Changes [PDF]
The goal of this paper is to estimate the market consensus forecast of future monetary policy development and to quantify the priced-in probability of interest rate changes for different future time horizons.
Martin Hlusek
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Rapid Fabrication of Self‐Propelled and Steerable Magnetic Microcatheters for Precision Medicine
Advanced Materials, EarlyView.A rapid Joule heating fabrication method for the production of self‐propelling, adaptive microcatheters, with tunable stiffness and integrated microfluidic channels is presented. Demonstrated through three microrobotic designs, including a steerable guiding catheter, an untethered wave‐crawling TubeBot, and a distal‐end propelled microcatheter, it was ...
Zhi Chen +5 more
wiley +1 more source
Effectively Hedging the Interest Rate Risk of Wide Floating Rate Coupon Spreads [PDF]
Bond issuers frequently immunize/hedge their interest rate exposure by means of interest rate swaps (IRS). The receiving leg matches all bond cash-flows, while the pay leg requires floating rate coupon payments of form LIBOR + a spread.
Dunbar, Kwamie, Schröder, Thomas
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Electrically Readable Lateral Flow Assay Using Organic Transistors for Diagnostic Applications
Advanced Materials, EarlyView.Electrolyte‐gated organic field‐effect transistors (EGOFETs) are integrated with lateral flow (LF) paper fluidics to create a reusable, portable, and low‐cost point‐of‐care (PoC) diagnostic test. The devices are validated for Human Immunoglobulin G detection, achieving high sensitivity (0.1 fm), selectivity, and reproducibility with rapid results in 20–
María Jesús Ortiz‐Aguayo +4 more
wiley +1 more source
On the Relationship Between the Very Short Forward and the Spot Interest Rate [PDF]
In this paper we revisit the relationship between the forward interest rate and the spot interest rate at the shortest maturities. We introduce a new set of very short forward and spot interest rates that have not been fully utilized in the literature ...
Iichiro Uesugi, Guy M. Yamashiro
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Role of the Recombination Zone in Organic Light‐Emitting Devices
Advanced Materials, EarlyView.This review summarizes the critical role of the recombination zone in organic light‐emitting diodes (OLEDs). We highlight that broadening the recombination zone in OLEDs based on emissive layers with balanced charge transport and high photoluminescence quantum yields provides a promising route toward achieving both long operational lifetime and high ...
Yungui Li, Karl Leo
wiley +1 more source
Liquidity Risk, Credit Risk and the Overnight Interest Rate Spread: A Stochastic Volatility Modelling Approach [PDF]
In this paper we model the volatility of the spread between the overnight interest rate and the central bank policy rate (the policy spread) for the euro area and the UK during the two main phases of the financial crisis that began in late 2007.
John Beirne +2 more
core +2 more sources
Interest rate pass-through and risk [PDF]
One of the most striking features of the financial crisis that began in the autumn of 2007 has been the associated upheaval in conventional interest rate spreads. In the UK, this is most frequently symbolised by the widening (and increased volatility) of
Iris Biefang Frisancho-Mariscal +1 more
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