Tài liệu WORKING PAPER SERIES: TRADING EUROPEAN SOVEREIGN BONDS THE MICROSTRUCTURE OF THE MTS TRADING PLATFORMS docx

... spread.18ECB Working Paper Series No. 432January 2005 WORKING PAPER SERIES NO. 432 / JANUARY 2005 TRADING EUROPEAN SOVEREIGN BONDS THE MICROSTRUCTURE OF THE MTS TRADING PLATFORMS by Yiu Chung ... prices on both the local MTS (like MTS Belgium, MTS Amsterdam, MTS Italy and MTS France) but also a European system (EuroMTS).12 The longer the maturity the higher the spread. The maximum spread ... University of Amsterdam, Department of Financial Management, Roetersstraat 11, 1018 WB Amsterdam, Netherlands;e-mail: fdejong@uva.nl TRADING EUROPEAN SOVEREIGN BONDS THE MICROSTRUCTURE OF THE MTS TRADING PLATFORMS 1by...

Tài liệu OCCASIONAL PAPER SERIES NO 64 / JULY 2007: THE USE OF PORTFOLIO CREDIT RISK MODELS IN CENTRAL BANKS doc

... combination of factors: ease and documentation of the methodology, quality and user-friendliness of the software, the reputation of the RiskMetrics Group and familiarity with some of its other products, ... the bonds were held longer, reflecting a general recovery of downgraded bonds after the initial sell-off. A further argument is that, even if the bulk of the distribution appears normal, the ... sampling is based on the idea that one is really only concerned with the tail of the distribution, and will therefore sample more observations from the tail than from the rest of the distribution....

Tài liệu Working Group on Horticulture, Plantation Crops and Organic Farming for the XI Five Year Plan (2007-12) docx

... one of the important commercial crops of India. Arecanut industry forms economic backbone of nearly 10 million people of India and for many of them it is the sole means of livelihood. The country ... competitive structure of the market and the grassroot level dissemination of the price information, the efficiency of the Indian NR market is very high with the growers at the village level realising ... considering the vastness of the Terms of Reference and the delayed meetings by a few of the Sub-Groups led to subsequent delay in finalizing the report. The date of submission was, therefore, extended...

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WORKING PAPER SERIES NO 1394 / NOVEMBER 2011: BANK RISK DURING THE FINANCIAL CRISIS DO BUSINESS MODELS MATTER? pot

... support. The construction of this variable is based on the collection of information relating to the public rescue of banks via capital injections, the issuance of state-guaranteed bonds, or other ... the run-up to the crisis is generally associated with a relaxation of credit standards and a deterioration in the quality of the asset side of the balance sheet. The economic significance of ... risk. In the wake of the globalization of financial markets, deregulation aimed to achieve economic gains on the back of greater competition. The result was an unparalleled loosening of the regulatory...

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WORKING PAPER SERIES NO. 518 / SEPTEMBER 2005: TERM STRUCTURE AND THE SLUGGISHNESS OF RETAIL BANK INTEREST RATES IN EURO AREA COUNTRIES docx

... Second, the speed of adjustment towards the “equilibrium price of retail bank products” is significantly higher since the launch of the euro. The introduction of the euro may have 18ECB Working Paper ... increased. Second, the speed of adjustment towards the “equilibrium price of retail bank products” is significantly higher since the launch of the euro. The introduction of the euro may have ... relates to the effect of Stage Three of EMU on bank pricing. First, the importance of the long-term market rate in the equilibrium price of retail bank products has often been reduced since the introduction...

WORKING PAPER SERIES NO. 518 / SEPTEMBER 2005: TERM STRUCTURE AND THE SLUGGISHNESS OF RETAIL BANK INTEREST RATES IN EURO AREA COUNTRIES pptx

WORKING PAPER SERIES NO 804 / AUGUST 2007 GROWTH ACCOUNTING FOR THE EURO AREA A STRUCTURAL APPROACH pptx

... m and n, the cut–off frequency of the filter decreases, and the amplitude of higher frequency fluctuations is further reduced. The gain of the filter (15) is presented in the right panel of figure ... advantages: on the one hand, it is possible to assess the statistical reliability of the esti-mates, on the other, in the absence of model misspecification, there is an automatic adaptation of the signal ... density of the disturbances of the low–pass component has two poles at the frequency π;on the contrary, the spectral density of the high–pass component has two poles at the zero frequency. The normalised...

Tài liệu Báo cáo khoa học: Helix mobility and recognition function of the rat thyroid transcription factor 1 homeodomain – hints from 15N-NMR relaxation studies pdf

... interruption of the geometry of the recognition helix for either Antp or the TTF-1HD, the anomalous amide exchange pattern and the NOE connectivity data of the C-terminal portion of helix III ... inertia.In the context of RSDM, the detailed analysis of the three spectral densities J(0), J(xN) and J(0.87xH)allowed us to obtain a rather complete description of the dynamics of the TTF-1 ... hydrodynamicradius of 1.98 nm for the TTF-1 HD under the condi-tions of this study, i.e. very close to the mean radius of the NMR structure of the molecule (1.94 nm) [4]. The conclusions inferred...

Tài liệu Báo cáo khoa học: ATP-dependent modulation and autophosphorylation of rapeseed 2-Cys peroxiredoxin docx

... autophosphoryla-tion of the Y166F mutant was similar to wild-type2-Cys Prx. Given the absence of another putative site,we approached the localization of the phosphoryl moi-ety by examining the mass spectra of ... Cys175–Gly178-).Because the size of the cavity (0.515 nm3) in silico eas-ily docks a molecule of ATP (0.33 nm3), it was impor-tant to know whether the functions of 2-Cys Prx weresensitive to insertion of the ... 2-Cys PrxGiven the essential role of ATP in the peroxidaseactivity, we evaluated changes in the structure of 2-Cys Prx brought about by the concerted action of the nucleotide and the bivalent...

Tài liệu Báo cáo khoa học: Molecular modeling and functional characterization of the monomeric primase–polymerase domain from the Sulfolobus solfataricus plasmid pIT3 doc

... analyses of the predictedamino acid sequence showed that the C-terminal half of the RepA of the pIT3 plasmid is sequence-similar to the helicases of the phage-encoded superfamily III pro-teins. The ... to model the entire domain without it.Another significant finding concerns the nature of the acid residues within the active site of Rep245. The carboxylate triad of Rep245 including the D101, ... Italy). The nucleotidesequences of both DNA strands of the inserts were verified. The NdeI–XhoI fragments were cloned into the same sites of the expression vector pET-30c(+) to obtain the recombi-nant...

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