Results 51 to 60 of about 167,607 (341)

Disordered but rhythmic—the role of intrinsic protein disorder in eukaryotic circadian timing

FEBS Letters, EarlyView.
Unstructured domains known as intrinsically disordered regions (IDRs) are present in nearly every part of the eukaryotic core circadian oscillator. IDRs enable many diverse inter‐ and intramolecular interactions that support clock function. IDR conformations are highly tunable by post‐translational modifications and environmental conditions, which ...
Emery T. Usher, Jacqueline F. Pelham
wiley   +1 more source

Análisis exploratorio de la efectividad de coberturas de instrumentos derivados bajo las IFRS

Contabilidad y Negocios: Revista del Departamento Académico de Ciencias Administrativas, 2011
El presente trabajo realiza una revisión, análisis y exploración de uno de los principales instrumentos derivados transados en Chile, los swaps de tasas de interés, y sus métodos de valorización más utilizados, además de abordar la gestión de riesgos ...
Fernando Bravo Herrera, Ariel Márquez Sepúlveda, Cristian Pinto Gutiérrez   +2 more
doaj  

Making multigraphs simple by a sequence of double edge swaps

, 2021
We show that any loopy multigraph with a graphical degree sequence can be transformed into a simple graph by a finite sequence of double edge swaps with each swap involving at least one loop or multiple edge.
Sjöstrand, Jonas
core  

Protein pyrophosphorylation by inositol pyrophosphates — detection, function, and regulation

FEBS Letters, EarlyView.
Protein pyrophosphorylation is an unusual signaling mechanism that was discovered two decades ago. It can be driven by inositol pyrophosphate messengers and influences various cellular processes. Herein, we summarize the research progress and challenges of this field, covering pathways found to be regulated by this posttranslational modification as ...
Sarah Lampe, Tanmay Kumar Mohanty, Rashna Bhandari, Dorothea Fiedler   +3 more
wiley   +1 more source

The Real Effects of Credit Default Swaps

, 2017
We examine the effect of introducing credit default swaps (CDSs) on firm value. Our model allows for dynamic investment and financing, and bondholders can trade in the CDS market. The model incorporates both negative and positive effects of CDSs.
András Danis, Andrea Gamba
semanticscholar   +1 more source

Substrate specificity of Burkholderia pseudomallei multidrug transporters is influenced by the hydrophilic patch in the substrate‐binding pocket

FEBS Letters, EarlyView.
Multidrug transporters BpeB and BpeF from the Gram‐negative pathogen Burkholderia pseudomallei have a hydrophilic patch in their substrate‐binding pocket. Drug susceptibility tests and growth curve analyses using an Escherichia coli recombinant expression system revealed that the hydrophilic patches of BpeB and BpeF are involved in the substrate ...
Ui Okada, Satoshi Murakami
wiley   +1 more source

Los instrumentos financieros derivados: concepto, operación y algunas estrategias de negociación

Revista de Ciencias Economicas, 2008
Uno de los instrumentos financieros más sofisticados y que ha presentado mayor crecimiento en los volúmenes negociados durante los últimos años, son los derivados, por ello el interés en escribir acerca de este tema.
Vernor Mesén Figueroa
doaj  

El manejo del riesgo de longevidad en los sistemas públicos de pensiones. Una propuesta de uso de swaps de longevidad para México

El Trimestre Económico, 2017
Antecedentes: El riesgo de longevidad, definido como la posibilidad de que las personas sobrevivan más allá de lo esperado, tiene el potencial de dañar a los sistemas de pensiones en general, ya que se traduce en la subestimación de reservas para ...
Luis Raúl Rodríguez-Reyes
doaj   +1 more source

Time after time – circadian clocks through the lens of oscillator theory

FEBS Letters, EarlyView.
Oscillator theory bridges physics and circadian biology. Damped oscillators require external drivers, while limit cycles emerge from delayed feedback and nonlinearities. Coupling enables tissue‐level coherence, and entrainment aligns internal clocks with environmental cues.
Marta del Olmo, Carolin Ector, Hanspeter Herzel   +2 more
wiley   +1 more source

On pricing variance swaps in discretely-sampled with high volatility model

Results in Nonlinear Analysis, 2021
In this paper, we investigate valuation of discretely-sampled variance swaps in a financial asset price model with increase in volatility. More precisely, we consider a stochastic differential equation model with an additional parameter which augments ...
Youssef El-Khatib, Mariam Zuwaid AlShamsi, Jun Fan
doaj   +1 more source