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Dissertations / Theses on the topic 'G12'

Author: Grafiati

Published: 4 June 2021

Last updated: 26 July 2025

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1

Althoff, Till [Verfasser]. "Gq/G11- und G12/G13-Protein-vermittelte Signaltransduktion im Kontext kardiovaskulärer Erkrankungsprozesse / Till Althoff." Berlin : Medizinische Fakultät Charité - Universitätsmedizin Berlin, 2021. http://d-nb.info/1232240745/34.

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2

Antonakakis, Nikolaos, Renatas Kizys, and Christos Floros. "Dynamic Spillover Effects in Futures Markets: UK and US Evidence." Elsevier, 2016. http://dx.doi.org/10.1016/j.irfa.2015.03.008.

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Previous studies on spillover effects in future markets have so far confined themselves to static analyses. In this study, we use a newly introduced spillover index to examine dynamic spillovers between spot and futures market volatility, volume of futures trading and open interest in the UK and the US. Based on a dataset over the period February 25, 2008 to March 14, 2013, that encompasses both the global financial crisis and the Eurozone debt crisis, we find that spot and futures volatilities in the UK (US) are net receivers (net transmitters) of shocks to volume of futures trading and open

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3

Schachermayer, Walter. "How potential investments may change the optimal portfolio for the exponential utility." SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, 2002. http://epub.wu.ac.at/444/1/document.pdf.

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We show that, for a utility function U: R to R having reasonable asymptotic elasticity, the optimal investment process H. S is a super-martingale under each equivalent martingale measure Q, such that E[V(dQ/dP)] < "unendlich", where V is conjugate to U. Similar results for the special case of the exponential utility were recently obtained by Delbaen, Grandits, Rheinländer, Samperi, Schweizer, Stricker as well as Kabanov, Stricker. This result gives rise to a rather delicate analysis of the "good definition" of "allowed" trading strategies H for the financial market S. One offspring of these co

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4

Schachermayer, Walter. "The fundamental theorem of asset pricing under proportional transaction costs in finite discrete time." SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, 2002. http://epub.wu.ac.at/1512/1/document.pdf.

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We prove a version of the Fundamental Theorem of Asset Pricing, which applies to Kabanov's approach to foreign exchange markets under transaction costs. The financial market is modelled by a d x d matrix-valued stochastic process Sigma_t_t=0^T specifying the mutual bid and ask prices between d assets. We introduce the notion of ``robust no arbitrage", which is a version of the no arbitrage concept, robust with respect to small changes of the bid ask spreads of Sigma_t_t=0^T. Dually, we interpret a concept used by Kabanov and his co-authors as "strictly consistent price systems". We show that t

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5

Friewald, Nils, Rainer Jankowitsch, and Marti G. Subrahmanyam. "Illiquidity or credit deterioration: A study of liquidity in the US corporate bond market during financial crises." Elsevier, 2012. http://epub.wu.ac.at/3483/1/Liquidity.pdf.

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We analyze whether liquidity is an important price factor in the US corporate bond market. In particular, we focus on whether liquidity effects are more pronounced in periods of financial crises, and especially, for bonds with high credit risk. We use a unique data set covering more than 20,000 bonds, between October 2004 and December 2008. We employ a wide range of liquidity measures and and that liquidity effects account for approximately 14% of the explained market-wide corporate yield spread changes. Moreover, we find that the economic impact of the liquidity measures is significantly lar

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Kramkov, Dimitrij O., and Walter Schachermayer. "Necessary and sufficient conditions in the problem of optimal investment in incomplete markets." SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, 2001. http://epub.wu.ac.at/1568/1/document.pdf.

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Following [10] we continue the study of the problem of expected utility maximization in incomplete markets. Our goal is to find minimal conditions on a model and a utility function for the validity of several key assertions of the theory to hold true. In [10] we proved that a minimal condition on the utility function alone, i.e. a minimal market independent condition, is that the asymptotic elasticity of the utility function is strictly less than 1. In this paper we show that a necessary and sufficient condition on both, the utility function and the model, is that the value function of the dua

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7

Weil, Oliver. "The profitability of momentum trading strategies: A comparisonbetween stock markets in the Netherlands and Germany." Thesis, Uppsala universitet, Företagsekonomiska institutionen, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-328144.

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Can momentum trading strategies beat Dutch or German stock market indices? If so, dothose strategies show significant positive net returns? For the period from March 2009 to March 2016this appears to be the case for only one out of the nine momentum trading strategies investigated withrespect to the Dutch stock market and for none of those same momentum trading strategiesinvestigated with respect to the German stock market. Furthermore, this research finds that the netmomentum returns seem to be winner- instead of loser-portfolio driven and that the longer the holdingperiod, the higher the net

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8

Bachmann, Manuel. "Market Illiquidity, Credit Freezes and Endogenous Funding Constraints." WU Vienna University of Economics and Business, 2018. http://epub.wu.ac.at/5965/1/wp255.pdf.

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In this paper I propose a two-step theoretical extension of the baseline model by Diamond and Rajan (2011) and examine the amplification mechanisms when collateralized funding shocks are endogenously affected by liquidity shocks. Based on high returns on illiquid assets that are potentially available conditional on future fire sales, liquid banks increase their cash holdings by limiting term lending - a speculative motive of liquidity hoarding directly aggravated by a cash reduction due to increased haircuts on collateralized borrowing. As a result, funding liquidity shrinks steadily and cred

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9

Schachermayer, Walter. "Optimal investment in incomplete financial markets." SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, 2002. http://epub.wu.ac.at/648/1/document.pdf.

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We give a review of classical and recent results on maximization of expected utility for an investor who has the possibility of trading in a financial market. Emphasis will be given to the duality theory related to this convex optimization problem. For expository reasons we first consider the classical case where the underlying probability space is finite. This setting has the advantage that the technical diffculties of the proofs are reduced to a minimum, which allows for a clearer insight into the basic ideas, in particular the crucial role played by the Legendre-transform. In this setting w

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10

Garrido, Antequera Georgina. "Involvement of the Microtubule-Regulated RhoGEF GEF-H1 in the G12 family signaling pathways." Doctoral thesis, Universitat de Barcelona, 2014. http://hdl.handle.net/10803/283979.

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Heterotrimeric G proteins are masters regulators of cell homeostasis. They coordinate the signaling between G protein coupled receptors (GPCRs) and their intracellular effectors. Heterotrimeric G proteins are composed of three subunits: G-alpha, G-beta, G-gamma. They function as a switches between an inactive GDP-bound state and an active GTP•bound state. Upon receptor activation, the G-alpha subunit undergoes a conformational change that leads to the exchange of GTP for GDP and the dissociation of the G-alpha subunit from the G-beta-gammadimer, allowing the subunits to activate their downstr

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11

Rabitsch, Katrin. "An Incomplete Markets Explanation to the UIP Puzzle." WU Vienna University of Economics and Business, 2014. http://epub.wu.ac.at/4109/1/wp171.pdf.

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A large literature has related the failure of interest rate parity in the foreign exchange market to the existence of a time-varying risk premium. Nevertheless, most modern open economy DSGE models imply a (near) perfect interest rate parity condition. This paper presents a stylized two-country incomplete-markets model in which countries have strong precautionary motives because they face international liquidity constraints, the presence of which successfully generates a time-varying risk premium: the country that has accumulated debt after experiencing relative worse times has stronger preca

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12

Bachmann, Manuel. "The Impact of Ex Ante Regulations and Ex Post Interventions on Bank Lending and Solvency." WU Vienna University of Economics and Business, 2018. http://epub.wu.ac.at/6453/1/WP269.pdf.

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In this paper, I examine the impact of direct equity injections and troubled asset purchases on bank lending and solvency and analyze how ex ante tighter caps on leverage affect ex post decisions between both interventions. Extending the model of Bachmann (2018) by adding the government as a liquidity supplier, illiquid banks can either sell troubled assets at fire sale prices to collateralized financed liquid banks or to the government. If illiquid banks are forced to sell all troubled assets in order to meet premature withdrawals and the government is left with excess liquidity compared to d

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13

Chandavar, Shloka K. "Photoproduction of Scalar Mesons Using the CEBAF Large Acceptance Spectrometer (CLAS)." Ohio University / OhioLINK, 2015. http://rave.ohiolink.edu/etdc/view?acc_num=ohiou1439308387.

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14

Jankowitsch, Rainer, Florian Nagler, and Marti G. Subrahmanyam. "The determinants of recovery rates in the US corporate bond market." Elsevier, 2014. http://epub.wu.ac.at/4434/1/paper_jfe.pdf.

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We examine recovery rates of defaulted bonds in the US corporate bond market, based on a complete set of traded prices and volumes. A study of the trading microstructure around various types of default events is provided. We document temporary price pressure with high trading volumes on the default day and the following 30 days, and low trading activity thereafter. Based on this analysis, we determine market-based recovery rates and quantify various liquidity measures. We study the relation between the recovery rates and these measures, considering additionally a comprehensive set of bond char

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15

Han, Li. "G protein coupled receptor signaling to phospholipase D1 mediated by G12 type G proteins, LIM kinase and cofilin." [S.l.] : [s.n.], 2003. http://deposit.ddb.de/cgi-bin/dokserv?idn=968929923.

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16

Godeiro, Lucas Lúcio. "Testando o CAPM no mercado acionário brasileiro utilizando GARCH Multivariado entre 1995 e 2012." Pontifícia Universidade Católica de São Paulo, 2012. https://tede2.pucsp.br/handle/handle/9205.

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Made available in DSpace on 2016-04-26T20:48:38Z (GMT). No. of bitstreams: 1 Lucas Lucio Godeiro.pdf: 2764843 bytes, checksum: c27a349337947bc5671ae909ca2237f6 (MD5) Previous issue date: 2012-10-30<br>Coordenação de Aperfeiçoamento de Pessoal de Nível Superior<br>The work aim to test the CAPM for the Brazilian Shares Market using the static was beta and the dynamic beta. The sample used is composed for 28 shares of the Ibovespa index in March 21, 2012 and that was traded long the period researched, between 01/01/1995 and 20/03/2012. Was estimated the static and dynamic betas, and that the dy

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17

立岩, 勝規. "三量体Gタンパク質G12ファミリーの新規結合タンパク質Sociusの機能解析". 京都大学 (Kyoto University), 2007. http://hdl.handle.net/2433/137017.

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18

Sivaraj, Kishor Kumar [Verfasser], Nina Akademischer Betreuer] [Gutachter] Wettschureck, and Amparo [Gutachter] [Acker-Palmer. "Role of G-protein G12/13 signaling in angiogenesis / Kishor Kumar Sivaraj ; Gutachter: Nina Wettschureck, Amparo Acker-Palmer ; Betreuer: Nina Wettschureck." Frankfurt am Main : Universitätsbibliothek Johann Christian Senckenberg, 2014. http://d-nb.info/1143024222/34.

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19

Hotz-Behofsits, Christian, Florian Huber, and Thomas Zörner. "Predicting crypto-currencies using sparse non-Gaussian state space models." Wiley, 2018. http://dx.doi.org/10.1002/for.2524.

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In this paper we forecast daily returns of crypto-currencies using a wide variety of different econometric models. To capture salient features commonly observed in financial time series like rapid changes in the conditional variance, non-normality of the measurement errors and sharply increasing trends, we develop a time-varying parameter VAR with t-distributed measurement errors and stochastic volatility. To control for overparameterization, we rely on the Bayesian literature on shrinkage priors that enables us to shrink coefficients associated with irrelevant predictors and/or perform model

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20

山口, 賀章. "三量体Gタンパク質G12ファミリーの機能及びシグナル伝達に関する研究". 京都大学 (Kyoto University), 2004. http://hdl.handle.net/2433/147909.

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21

山﨑, 順也. "三量体Gタンパク質G12ファミリーの機能における差異に関する研究". 京都大学 (Kyoto University), 2009. http://hdl.handle.net/2433/123818.

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22

Thurner, Stefan, Engelbert J. Dockner, and Andrea Gaunersdorfer. "Asset Price Dynamics in a Model of Investors Operating on Different Time Horizons." SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, 2002. http://epub.wu.ac.at/786/1/document.pdf.

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We present a dynamic asset pricing model based on a heterogenous class of traders. These traders are homogenous in the sense that they are fundamentalists who base their investment decisions on an exogenoulsy given fundamental value. They are heterogenous in the sense that each trader is working with a different frequency of the underlying price data. As a result we have a system of interacting investors who together influence the market price. We derive a system that characterizes out-of-equilibrium dynamics of prices in this market which is structurally equivalent to the Nosé-Hoover thermost

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23

Bhavaraju, Kamala. "MOLECULAR PHYSIOLOGY OF THROMBOXANE A2 GENERATION IN PLATELETS." Diss., Temple University Libraries, 2010. http://cdm16002.contentdm.oclc.org/cdm/ref/collection/p245801coll10/id/92746.

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Molecular and Cellular Physiology<br>Ph.D.<br>Cardiovascular diseases are a major cause of mortality and morbidity in the developed countries. Anti-platelet therapy is a cornerstone treatment for patients with cardiovascular diseases. Patients are routinely managed with a combination therapy consisting of aspirin and clopidogrel. Aspirin inhibits cyclooxygenase 1 (COX 1) a crucial intermediate enzyme involved in thromboxane biosynthesis. Clopidogrel on the other hand antagonizes ADP receptor P2Y12. ADP is a weak platelet agonist stored in platelet dense granules and is released upon platelet a

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24

Reis, Daniel Leal de Paula Esteves dos. "Análise de desempenho de indicadores de volatilidade." Universidade Federal de Juiz de Fora, 2011. https://repositorio.ufjf.br/jspui/handle/ufjf/2124.

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Submitted by Renata Lopes (renatasil82@gmail.com) on 2016-07-18T14:26:58Z No. of bitstreams: 1 daniellealdepaulaestevesdosreis.pdf: 1239258 bytes, checksum: 75cc07cdf6eba15d62c43b78ac783fbc (MD5)<br>Approved for entry into archive by Adriana Oliveira (adriana.oliveira@ufjf.edu.br) on 2016-07-22T15:03:54Z (GMT) No. of bitstreams: 1 daniellealdepaulaestevesdosreis.pdf: 1239258 bytes, checksum: 75cc07cdf6eba15d62c43b78ac783fbc (MD5)<br>Made available in DSpace on 2016-07-22T15:03:54Z (GMT). No. of bitstreams: 1 daniellealdepaulaestevesdosreis.pdf: 1239258 bytes, checksum: 75cc07cdf6eba15d62c4

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Gaunersdorfer, Andrea, Cars H. Hommes, and Florian O. O. Wagener. "Bifurcation routes to volatility clustering." SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, 2000. http://epub.wu.ac.at/522/1/document.pdf.

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A simple asset pricing model with two types of adaptively learning traders, fundamentalists and technical analysts, is studied. Fractions of these trader types, which are both boundedly rational, change over time according to evolutionary learning, with technical analysts conditioning their forecasting rule upon deviations from a benchmark fundamental. Volatility clustering arises endogenously in this model. Two mechanisms are proposed as an explanation. The first is coexistence of a stable steady state and a stable limit cycle, which arise as a consequence of a so-called Chenciner bifurcation

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26

Anderson, Warwick Wyndham. "An Investigation of Dividend Signalling on the New Zealand Stock Exchange in the 1990s and of Several New Tools Employable in such an Investigation." Thesis, University of Canterbury. Accountancy, Finance and Information Systems, 2006. http://hdl.handle.net/10092/861.

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This thesis investigates the nature of joint dividend-and-earnings signalling in announcements to the New Zealand Stock Exchange in the 1990s. Initially the Market Model is used to compute expected returns, and the abnormal returns derived from these are subjected to restricted least squares regressions to separate out a putative dividend signal from the concurrent earnings signal. But with the Market Model, the zero-value company returns associated with an absence of trading in thinly traded stocks are over-represented in returns distributions leading to problems of bias. New models are devel

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27

French, Joseph Jerome. "Linkages between U.S Cross-border Portfolio Equity Flows and Equity Markets." ScholarWorks@UNO, 2007. http://scholarworks.uno.edu/td/1075.

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There is an ongoing debate over the role that equity markets play in determining and influencing international equity flows. The first chapter of this dissertation describes the large portfolio equity flows into China and India, in order to understand the buying behavior of US investors. The rapid growth of the Chinese and Indian economies, coupled with the recent development and liberalization of their financial markets has attracted significant portfolio investment from U.S. investors. It is commonly assumed that domestic investors have an informational advantage over foreign investors; howe

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28

Blödorn, Klaudia. "Beitrag von Rho sowie G12/13, Gq-11 und Gi-Proteinen zur Signaltransduktion über Proteinase-aktivierbare Rezeptoren nach Stimulation mit den Serinproteinasen aktiviertes Protein C, Thrombin und Faktor Xa." Giessen : VVB Laufersweiler, 2008. http://d-nb.info/989905381/34.

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Blödorn, Klaudia [Verfasser]. "Beitrag von Rho sowie G12/13, Gq-11 und Gi-Proteinen zur Signaltransduktion über Proteinase-aktivierbare Rezeptoren nach Stimulation mit den Serinproteinasen aktiviertes Protein C, Thrombin und Faktor Xa / eingereicht von Klaudia Blödorn." Giessen : VVB Laufersweiler, 2008. http://d-nb.info/989905381/34.

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30

Grimm, Myriam Carola [Verfasser], Nina [Akademischer Betreuer] Wettschureck, and Walter E. [Akademischer Betreuer] Müller. "Die Rolle von G12/13-gekoppelter Signaltransduktion in Makrophagen und ihre Bedeutung im murinen Immunsystem unter basalen Bedingungen und bei Entzündungsprozessen / Myriam Carola Grimm. Betreuer: Nina Wettschureck. Gutachter: Walter E. Müller ; Nina Wettschureck." Frankfurt am Main : Univ.-Bibliothek Frankfurt am Main, 2016. http://d-nb.info/1081990414/34.

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31

Lu, Dianhong. "Development and Testing of A Space-borne GPS Signal Strength Sensor." Thesis, Virginia Tech, 2003. http://hdl.handle.net/10919/9600.

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The Global Positioning System (GPS) satellite signals provide not only traditional radionavigation service but inexpensive and convenient radio beacons for signal propagation studies on ionosphere and atmosphere. This thesis describes the development and testing of a specialized GPS sensor which measures, plots and records real-time high-resolution L1 (1575.42MHz) GPS signal strength at a data rate of up to 10Hz. The instrument is based on an open architecture GPS receiver development kit that can be modified and rebuilt. The signal strength is defined as mean-square signal strength in the the

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32

Rabitsch, Katrin, and Serhiy Stepanchuk. "A Two Period Model with Portfolio Choice: Understanding Results from Different Solution Methods." WU Vienna University of Economics and Business, 2014. http://epub.wu.ac.at/4076/1/wp162.pdf.

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Using a stylized two period model we obtain portfolio solutions from two solution approaches that belong to the class of local approximation methods - the approach of Judd and Guu (2001, hereafter 'JG') and the approach of Devereux and Sutherland (2010, 2011,hereafter 'DS') - and compare them with the true portfolio solution. We parameterize the model to match mean, standard deviation, skewness and kurtosis of return data on aggregate MSCI stock market indices. The optimal equity holdings in the true solution depend on the size of uncertainty, and the precise form of this relationship is de

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Rabitsch, Katrin, Serhiy Stepanchuk, and Viktor Tsyrennikov. "International Portfolios: A Comparison of Solution Methods." WU Vienna University of Economics and Business, 2014. http://epub.wu.ac.at/4068/1/wp159.pdf.

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We compare the performance of the perturbation-based (local) portfolio solution method of Devereux and Sutherland (2010a, 2011) with a global solution method. We find that the local method performs very well when the model is designed to capture stylized macroeconomic facts and countries/agents are symmetric, i.e. when the latter have similar size, face similar risks and trade assets with similar risk properties. It performs less satisfactory when the agents engaged in financial trade are asymmetric. The global solution method performs substantially better when the model is parameterized to m

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Rabitsch, Katrin, Serhiy Stepanchuk, and Viktor Tsyrennikov. "International Portfolios: A Comparison of Solution Methods." Elsevier, 2015. http://dx.doi.org/10.1016/j.jinteco.2015.08.001.

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We compare the performance of the perturbation-based (local) portfolio solution method of Devereux and Sutherland (2010a, 2011) with a global solution method. As a test suite we use model specifications that broadly capture features of international financial trade, between advanced economies, and between advanced and emerging economies. We consider both symmetric country setups and asymmetric setups, that capture important empirical facts such as differences in macroeconomic volatility, differences in portfolio composition, and high equity premia. We find that the local method performs well

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35

Haiss, Peter, and Gerhard Fink. "The Finance-Growth-Nexus Revisited. New Evidence and the Need for Broadening the Approach." Europainstitut, WU Vienna University of Economics and Business, 2006. http://epub.wu.ac.at/188/1/document.pdf.

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This report describes the aim, scope, underlying literature and results of the research project "The Nexus between the Financial and the Real Sector". We studied the contribution of the financial sector as a whole and its individual segments (bank credits, the issuance of bonds and shares) to real economic growth in EU Member and Candidate Countries, the United States and Japan. We supplement existing approaches with the inclusion of the bond market and of foreign direct investment in the banking sector, wherein for the first time, we provide empirical evidence for slightly positive effects th

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Fink, Gerhard, Peter Haiss, and Hans Christian Mantler. "The finance-growth nexus. Market economies vs. transition countries." Europainstitut, WU Vienna University of Economics and Business, 2005. http://epub.wu.ac.at/1772/1/document.pdf.

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Applying a growth accounting framework and a wide range of static and dynamic panel data estimators on a panel covering 22 market economies and 11 transition countries over 1990-2001, we find a weak and fragile finance-growth link in market economies, but strong financial sectorinduced short-run growth effects in transition countries. The main growth effect hereby runs via the productivity channel. Parametric heterogeneity and financial structure seem to play a more important role than hitherto assumed: The financial sector and its different segments trigger different growth effects in differe

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Gasser, Stephan, Margarethe Rammerstorfer, and Karl Weinmayer. "Markowitz Revisited: Social Portfolio Engineering." Elsevier, 2017. http://dx.doi.org/10.1016/j.ejor.2016.10.043.

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In recent years socially responsible investing has become an increasingly more popular subject with both private and institutional investors. At the same time, a number of scientific papers have been published on socially responsible investments (SRIs), covering a broad range of topics, from what actually defines SRIs to the financial performance of SRI funds in contrast to non-SRI funds. In this paper, we revisit Markowitz' Portfolio Selection Theory and propose a modification allowing to incorporate not only asset-specific return and risk but also a social responsibility measure into

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Gasser, Stephan, Alexander Eisl, and Karl Weinmayer. "Caveat Emptor: Does Bitcoin Improve Portfolio Diversification?" WU Vienna University of Economics and Business, 2014. http://epub.wu.ac.at/4674/1/SSRN%2Did2408997.pdf.

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Bitcoin is an unregulated digital currency originally introduced in 2008 without legal tender status. Based on a decentralized peer-to-peer network to confirm transactions and generate a limited amount of new bitcoins, it functions without the backing of a central bank or any other monitoring authority. In recent years, Bitcoin has seen increasing media coverage and trading volume, as well as major capital gains and losses in a high volatility environment. Interestingly, an analysis of Bitcoin returns shows remarkably low correlations with traditional investment assets such as other currencies

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39

Gaunt, Clive Nolan. "A finance analysis of taxicab industry regulation." Thesis, Queensland University of Technology, 1998.

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Haiss, Peter, and Elisabeth Schellander. "Knowledge Transfer by Austrian Banks to the Transition Economies of Central, Eastern and South Eastern Europe." WU Vienna University of Economics and Business, 2010. http://epub.wu.ac.at/3878/1/haissknowledge.pdf.

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Since the opening of the Central, Eastern and South Eastern European (CESEE) banking market, foreign banks, have started to invest in the financial sector of emerging economies. Economic research highlights that foreign banks have brought advanced technology, improved management expertise, upgraded risk management techniques and generally more efficient and competitive banking practices into CESEE countries (Clarke, Cull, Peria and Sànchez, 2002; Eller, Haiss and Steiner, 2006). However, there is hardly evidence about how this large-scale knowledge transfer has been achieved and what knowledge

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Chahine, Salim, Johnathan D. Arthurs, Igor Filatotchev, and Robert E. Hoskisson. "The effects of venture capital syndicate diversity on earnings management and performance of IPOs in the US and UK: An institutional perspective." Elsevier, 2012. http://epub.wu.ac.at/3486/1/JCF_CORFIN%2DD%2D11%2D00041_RR1_Final_25_Oct_2011.pdf.

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This study examines the extent to which principal-principal agency conflicts within venture capital (VC) syndicates lead to additional principal-agent conflicts in IPO firms in two institutional contexts. Using a matched sample of 274 VC-backed IPOs in the US and the UK, it shows that the diversity of a VC syndicate increases pre-IPO discretionary current accruals, used as a proxy for earnings management, but the impact of such diversity is higher in the US. There is also evidence of higher underpricing and lower aftermarket performance in firms with higher earnings management and VC diversi

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Onaran, Özlem. "Speculation-led growth and fragility in Turkey: Does EU make a difference or "can it happen again"?" Inst. für Volkswirtschaftstheorie und -politik, WU Vienna University of Economics and Business, 2006. http://epub.wu.ac.at/1118/1/document.pdf.

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The aim of this paper is to analyze the pattern of speculation-led growth in Turkey. It is dependent on international capital flows, whose continuity becomes more and more critical given the current account deficit, which is estimated to reach 6.1% as a ratio to GDP at the end of 2005. The paper assesses the sustainability of this speculation-led growth in the context of EU enlargement and compares the current state of fragility with former crises in Turkey as well as in East Asia and Latin America. Following a severe financial crisis in 2001, Turkey has entered a new phase of fragile growth l

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Heep, Maria. "Periodenrelationen für GL2(F)." Bonn : [s.n.], 1989. http://catalog.hathitrust.org/api/volumes/oclc/20437035.html.

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Onaran, Özlem. "International financial markets and fragility in the Eastern Europe: "can it happen" here?" Inst. für Volkswirtschaftstheorie und -politik, WU Vienna University of Economics and Business, 2007. http://epub.wu.ac.at/734/1/document.pdf.

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The aim of this paper is to analyze the fragility of the New Member States and accession countries in the Central Eastern and South Eastern European countries (henceforth Eastern Europe) to the turbulences in the global economy and the changes in the direction of the international capital flows. (author's abstract)<br>Series: Department of Economics Working Paper Series

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Faraj, Sébastien. "Immunochimiothérapie du neuroblastome : nouvelle thérapeutique améliorée ciblant le ganglioside GD2 O-acétylé pour le traitement des neuroblastomes chez l'enfant." Thesis, Nantes, 2018. http://www.theses.fr/2018NANT1037.

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Malgré les récentes avancées dans la prise en charge des neuroblastomes de haut risque, le pronostic des patients qui en sont atteints reste péjoratif. Les modalités thérapeutiques sont agressives et de nombreux enfants souffrent des effets secondaires de celles-ci, dégradant de ce fait leur qualité de vie. L’immunothérapie anti-GD2 offre dans ce contexte une alternative thérapeutique, permettant d’améliorer le pronostic de ces tumeurs, mais leur utilisation est néanmoins limitée par la présence d’une toxicité des molécules existantes. Le GD2 O-acétylé n’étant pas exprimé à la surface des fibr

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Zairi, Mohamed. "GP12 : a collagen-like protein that binds to the SPP1 capsid." Thesis, Université Paris-Saclay (ComUE), 2019. http://www.theses.fr/2019SACLS140.

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Gp12 est une protéine qui se fixe symétriquement au centre de chacun des 60 hexamères de la capside icosaédrique du bactériophage SPP1. La protéine produite dans un système d’expression hétérologue se lie à la capside de particules virales dont le gène codant gp12 a été inactivé. Cette interaction a lieu spécifiquement avec des capsides qui ont subi le processus d’expansion et encapsulé l'ADN viral.L'analyse de la séquence de gp12 montre la présence d'un motif (GXY)n retrouvé dans des protéines de type collagène. Nous avons démontré que gp12 est un trimère allongé en solution. Ce trimère s'avè

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Mulinari, Evandro José. "Expressão heteróloga em Aspergillus nidulans e caracterização bioquímica e estrutural de uma endoglucanase de Aspergillus terreus." Universidade de São Paulo, 2015. http://www.teses.usp.br/teses/disponiveis/76/76132/tde-07052015-085141/.

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A degradação enzimática rápida, eficiente e robusta de polissacarídeos derivados de biomassa lignocelulósica é atualmente um grande desafio na produção de biocombustíveis e considerada uma alternativa viável e promissora para se enfrentar a crise energética mundial e diminuir a dependência das fontes fósseis de energia. O bagaço de cana-de-açúcar no Brasil é a principal matéria lignocelulósica sustentável de grande potencial para a produção do etanol de 2ª geração. O principal requisito para a consolidação dessa abordagem é a disponibilidade de enzimas que hidrolisam a celulose, hemicelulose e

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McLewin, Kelly English. "Octonions and the Exceptional Lie Algebra g_2." Thesis, Virginia Tech, 2004. http://hdl.handle.net/10919/9878.

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We first introduce the octonions as an eight dimensional vector space over a field of characteristic zero with a multiplication defined using a table. We also show that the multiplication rules for octonions can be derived from a special graph with seven vertices call the Fano Plane. Next we explain the Cayley-Dickson construction, which exhibits the octonions as the set of ordered pairs of quaternions. This approach parallels the realization of the complex numbers as ordered pairs of real numbers. The rest of the thesis is devoted to following a paper by N. Jacobson written in 1939 entitled "

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Junior, Anselmo Vasconcelos Rivetti. "Patogenia do Vaccinia Virus GP2 em bovinos." Universidade Federal de Minas Gerais, 2012. http://hdl.handle.net/1843/BUOS-95ZG22.

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Bovine vaccinia (BV) is a zoonosis caused by Vaccinia virus (VACV), which affects dairy cattle and milkers, and causing economical, animal and human health impacts. By the clinical presentation of the disease, it seems that BV is a localized disease, with lesions restricted to the skin of affected individuals. But there are no studies about the pathogenesis of the disease in cows to access if there is a systemic spread of the virus and if there are different ways of VACV shedding. This work had the objective to study if occurs viremia and VACV shedding in the feces of VACV experimentally infe

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Cerato, Evelyne. "Repertoire d'anticorps murins diriges contre les gangliosides gd2 et gd3 : production et caracterisation d'un fragment d'anticorps recombinant colorimetrique anti-gd2." Nantes, 1997. http://www.theses.fr/1997NANT02VS.

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