Results 131 to 140 of about 255,661 (340)
Solvent‐Free Thermal Defect Engineering in Molecular Frameworks With Volatile Linkers
Thermal removal of neutral volatile linkers enables precise and solvent‐free generation of metal vacancies in MOFs. This strategy affords redox‐stable, coordinatively unsaturated FeII sites with tunable spin, ligand coordination, and catalytic behavior. The approach offers a general route to design defect‐functional materials through local coordination
Sonia Martínez‐Giménez +9 more
wiley +1 more source
Finance and macroeconomic volatility [PDF]
Countries with more developed financial sectors, experience fewer fluctuations in real per capita output, consumption, and investment growth. But the manner in which the financial sector develops matters. The relative importance of banks in the financial
Denizer, Cevdet +2 more
core
The new Cu‐containing MOF (Me2NH2)(CuICl2)@[Cu4(INA)4Cl2O]·1.5dmf (3) contains a cation and an anion as guests and shows UV‐near‐mid‐IR absorption and near‐IR emission. MOF 3 shows gas‐solid reactivity in the presence of NH3 and HCOOH to yield two new 3D MOF.
Rajat Saha +10 more
wiley +1 more source
Volatility forecasts, trading volume, and the ARCH versus option-implied volatility trade-off [PDF]
Market expectations of future return volatility play a crucial role in finance; so too does our understanding of the process by which information is incorporated in security prices through the trading process.
Glen Donaldson, Mark Kamstra
core
Atomistic Mechanisms Triggered by Joule Heating Effects in Metallic Cu‐Bi Nanowires for Spintronics
Bi doped metallic Cu nanowires are promising for spintronics thanks to the stabilization of a giant spin Hall effect. However, heat resulting from current injection forces Bi to leave solution, forcing segregation into monoatomic decorations which evolve into coherent crystalline aggregates.
Alejandra Guedeja‐Marrón +6 more
wiley +1 more source
Computational Reconstruction of the Volatility Term Structure in the General Hull–White Model
Volatility recovery is of paramount importance in contemporary finance. Volatility levels are heavily used in risk and portfolio management. We employ the Hull–White one- and two-factor models to describe the market condition.
Slavi G. Georgiev, Lubin G. Vulkov
doaj +1 more source
A Macro Finance Term Structure Model with Stochastic Volatility
Linlin Niu
openalex +1 more source
Affine Macroeconomic Models of the Term Structure of Interest Rates: The US Treasury Market 1961-99 [PDF]
This paper develops a macroeconomic model of the yield curve and uses this to explain the behaviour of the US Treasury market. Unlike previous macro-finance models which assume a homoscedastic error process, I develop a general affine model which allows ...
Peter Spencer
core
How Cash Flow Volatility Affects Debt Financing and Accounts Payable
This paper investigates how volatility of cash flow from operations affects debt financing and accounts payable using a sample of Italian listed firms. Firms with different levels of cash flow were also examined. We find that firms that have more cash flow volatility have lower long-term debt to total debt, whatever the average level of their cash flow.
openaire +2 more sources
A linker‐desymmetrization‐modulator‐compensation (LDMC) strategy for constructing structurally diverse Zr‐MOFs is reported. This approach reduces linker symmetry to create defects in Zr‐clusters, which can be compensated for by modulator coordination. Using this approach, we synthesized PCN‐1005 and PCN‐1006, featuring unprecedented Zr‐clusters. In PCN‐
Rong‐Ran Liang +8 more
wiley +1 more source

