Results 111 to 120 of about 62,216 (265)

Why is Price Discovery in Credit Default Swap Markets News-Specific? [PDF]

open access: yes
: We analyse daily lead-lag patterns in US equity and credit default swap (CDS) returns. We first document that equity returns robustly lead CDS returns.
Marsch, I., Wagner, W.B.
core  

Targeting transcription factors associated with hemoglobinopathies: Lessons from successful interventions and implications for cancer

open access: yesMolecular Oncology, EarlyView.
This review summarizes the transcription factors, repressive chromatin‐modifying complexes, and epigenetic mechanisms that control fetal hemoglobin repression. Notably, many regulators of γ‐globin silencing also function in transcriptional and epigenetic networks that drive cancer, highlighting opportunities to translate advances in hemoglobinopathy ...
Meigen Yu   +3 more
wiley   +1 more source

Effectively Hedging the Interest Rate Risk of Wide Floating Rate Coupon Spreads [PDF]

open access: yes
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
core  

PANoptosis in the pathogenesis of myelodysplastic syndromes

open access: yesMolecular Oncology, EarlyView.
PANoptosis, a combination of three types of programmed cell death, is mediated by a large protein complex called a PANoptosome. In healthy bone marrow hematopoietic cells, PANoptosis is restricted by inhibitory signaling. In MDS, bone marrow cells become sensitive to the PANoptotic stimuli due to the aberrant inactivation of inhibitory signaling or ...
Rohit Thalla   +4 more
wiley   +1 more source

A Swap-Integrated Procurement Model for Supply Chains: Coordinating with Long-Term Wholesale Contracts

open access: yesMathematics
In today’s volatile supply chain environment, organizations require flexible and collaborative procurement strategies. Swap contracts, originally developed as financial instruments, have recently been adopted to address inventory imbalances—such as the ...
Min-Yeong Ryu, Pyung-Hoi Koo
doaj   +1 more source

Empirical analysis of the US swap curve [PDF]

open access: yes, 2013
This paper provides an empirical analysis of the US swap rate curve using principal components analysis (PCA) to identify the factors which explain the variation in the data. We also investigate the forecasting performance of different econometric models
Gough, O.   +3 more
core  

Somatostatin receptor 4 (SSTR4) is a tumor suppressor in cutaneous and head & neck squamous cell carcinomas

open access: yesMolecular Oncology, EarlyView.
This study identifies somatostatin receptor 4 (Sstr4) as a critical tumor suppressor against skin and head/neck cancers (HNSCC, cSCC, and BCC). The loss of Sstr4 removes a check on cell growth, causing hyperactivation of the MAPK‐ERK signaling pathway (↑).
Ali Taqvi   +6 more
wiley   +1 more source

VSwap: A New Extension to the Swap Mechanism for Enabling Swap Memory Space Optimization

open access: yesApplied Sciences
The memory demand of modern applications has been rapidly increasing with the continuous growth of data volume across industrial and academic domains. As a result, computing devices (i.e., IoT devices, smartphones, and tablets) often experience memory ...
Gyupin Moon, Donghyun Kang
doaj   +1 more source

ADP‐ribosylation: An emerging regulator of the epigenome

open access: yesMolecular Oncology, EarlyView.
ADP‐ribosylation has emerged as a dynamic epigenetic signaling mechanism that modifies histones and chromatin‐associated proteins. Through coordinated PARylation and MARylation, it integrates with other histone modifications to regulate chromatin structure, transcription factor activity, and gene expression, influencing genome function and disease ...
Cristel V. Camacho   +2 more
wiley   +1 more source

Modeling the FIBOR/EURIBOR Swap Term Structure: An Empirical Approach [PDF]

open access: yes
In this study we forecast the term structure of FIBOR/EURIBOR swap rates by means of recursive vector autoregressive (VAR) models. In advance, a principal components analysis (PCA) is adopted to reduce the dimensionality of the term structure.
Helmut Herwartz   +2 more
core  

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