Now showing items 1-10 of 66978
Time-dependent or state-dependent pricing?: evidence from a large devaluation
(Sociedade Brasileira de Econometria, 2016-11-01)
State-dependent and time-dependent price setting models yield distinct implications for how frequency and magnitude of price changes react to shocks. This note studies pricing behavior in Brazil following the large devaluation ...
Time-dependent or state-dependent pricing? Evidence from firms’ response to inflation shocks
This paper proposes a test for distinguishing between time-dependent and state-dependent pricing based on whether the timing of pricing changes is affected by realized or expeted inflation. Using Brazilian data and exploring ...
Copula-based measures of dependence structure in assets returns
Copula modeling has become an increasingly popular tool in finance to model assets returns dependency. In essence, copulas enable us to extract the dependence structure from the joint distribution function of a set of ...
Functional Itô calculus, path-dependence and the computation of Greeks
(Elsevier Science Bv, 2017-12)
Dupire's functional Ito calculus provides an alternative approach to the classical Malliavin calculus for the computation of sensitivities, also called Greeks, of path-dependent derivatives prices. In this paper, we introduce ...
Antinociception, tolerance, and physical dependence comparison between morphine and tramadol
(Elsevier Inc., 1998)
The mechanism of action of tramadol includes the activation of opioid receptors, and the potential ability of the drug to induce tolerance and physical dependence has been evaluated in different animal species and humans. ...
Corona effect in frequency dependent transmission line models
The inclusion of the corona effect in a frequency dependent transmission line model is proposed in this paper. The transmission line is represented through a cascade of π circuits and the frequency dependence of the ...
Extreme dependence with asymmetric thresholds: Evidence for the European Monetary Union
(ELSEVIER SCIENCE BV, 2012)
Structural basis for inhibition of cyclin-dependent kinase 9 by flavopiridol
Flavopiridol has been shown to potently inhibit CDK1 and 2 (cyclin-dependent kinases 1 and 2) and most recently it has been found that it also inhibits CDK9. The complex CDK9-cyclin T1 controls the elongation phase of ...