bluuebunny/crossref_metadata_2025_split huggingface dataset:
Estimation and hedging effectiveness of time‐varying hedge ratio: Flexible bivariate garch approaches
Authors: Park Sung Yong , Jei Sang Young 
Published: July 2009

AbstractBollerslev's (1990, Review of Economics and Statistics, 52, 5–59) constant conditional correlation and Engle's (2002, Journal of Business & Economic Statistics, 20, 339–350) dynamic conditional correlation (DCC) bivariate generalized autoregressive conditional heteroskedasticity (BGARCH) models are usually used to estimate time‐varying hedge ratios. In this study, we extend the above model to more flexible ones to analyze the behavior of the optimal conditional hedge ratio based on two (BGARCH) models: (i) adopting more flexible bivariate density functions such as a bivariate skewed‐t density function; (ii) considering asymmetric individual conditional variance equations; and (iii) incorporating asymmetry in the conditional correlation equation for the DCC‐based model. Hedging performance in terms of variance reduction and also value at risk and expected shortfall of the hedged portfolio are also conducted. Using daily data of the spot and futures returns of corn and soybeans we find asymmetric and flexible density specifications help increase the goodness‐of‐fit of the estimated models, but do not guarantee higher hedging performance. We also find that there is an inverse relationship between the variance of hedge ratios and hedging effectiveness. © 2009 Wiley Periodicals, Inc. Jrl Fut Mark 30:71–99, 2010
The performance of traders' rules in options market
Authors: Kim Sol 
Published: July 2009

AbstractThis study focuses on the usefulness of the traders' rules to predict future implied volatilities for pricing and hedging KOSPI 200 index options. There are two versions of this approach. In the “relative smile” approach, the implied volatility skew is treated as a fixed function of moneyness. In the “absolute smile” approach, the implied volatility skew is treated as a fixed function of the strike price. It is found that the “absolute smile” approach shows better performance than Black, F. and Scholes, L. (1973) model and the stochastic volatility model for both pricing and hedging options. Consistent with Jackwerth, J. C. and Rubinstein, M. (2001) and Li, M. and Pearson, N. D. (2007), the traders' rules dominate mathematically more sophisticated model, that is, the stochastic volatility model. The traders' rules can be an alternative to the sophisticated and complicated models for pricing and hedging options. © 2009 Wiley Periodicals, Inc. Jrl Fut Mark 29:999–1020, 2009
Evidence for sea‐level falls in the Permian‐Triassic transition in the Ziyun area, South China
Authors: Ya‐Sheng Wu , Hong‐Xia Jiang , Jia‐Song Fan 
Published: July 2009

AbstractThe sedimentology of three sections showing the Permian–Triassic (P–T) transition on an Upper Permian reef in Ziyun, Guizhou Province, southwest China provides evidence of sea‐level fall in this area. The P–T transition in the Gendan section, which covers a reef‐front sequence, contains a subaerial exposure surface and various desiccation cracks (including rolled‐up chips, in‐chip cracks, pyramid cracks, vertical cracks and sheet cracks), indicating sea‐level falls. The P–T transition in the Shitouzhai section, which covers a reef‐core sequence, contains three micritic beds with abundant pseudomorphs of tabular gypsum crystals replaced by calcite. The underlying centimetres of deposits are composed of fine‐crystalline dolostone, and have a sharp contact with the underlying reef‐core facies. The association of gypsum pseudomorphs and fine‐crystalline dolostone suggests an origin related to a supratidal evaporative environment. The P–T transition in the Tanluzhai section, which covers a back‐reef sequence, is fine‐crystalline dolostone, and shows a laminated algal structure indicating tidal‐flat environments. The middle part of the dolostone interval has become a collapse breccia composed of dolostone fragments and a matrix of micrites or crustose multi‐generation calcite cements. The formation of the collapse breccia is interpreted to be related to the dissolution of the evaporite interbeds originally present between the thin dolostone beds. The formation of the evaporite deposits requires a supratidal condition. Copyright © 2009 John Wiley & Sons, Ltd.
Bone stable isotopic signatures (15N, 18O) as tracers of temperature variation during the Late‐glacial and early Holocene: case study on red deer Cervus elaphus from Rochedane (Jura, France)
Authors: Drucker D.G. , Bridault A. , Iacumin P. , Bocherens H. 
Published: July 2009

AbstractStable isotopes in mammal bones are mainly used to reconstruct dietary preferences and their use as palaeoclimatic indicators is less developed. However, important variations in 15N abundances observed in the bone collagen of large mammals during the Late‐glacial and early Holocene have been tentatively linked to a general increase in temperature. In order to test this hypothesis, we analysed nitrogen and oxygen isotopic abundances from bones of red deer (Cervus elaphus) from the Rochedane site (Jura, France). We observe a clear linear relationship between 15N and 18O that demonstrates the effect of temperature on the abundance of 15N in red deer bone collagen. These results suggest that an increase in soil maturation during global warming of the Late‐glacial and early Holocene led to an increase of 15N in soils and plants that was passed on to their consumers. Red deer seem to be particularly suited for palaeoclimatic reconstruction based on the isotopic signatures of their bones. Copyright © 2009 John Wiley & Sons, Ltd.
The long‐term efficacy and tolerability of donepezil in patients with vascular dementia
Authors: Wilkinson David , Róman Gustavo , Salloway Stephen , Hecker Jane , Boundy Karyn , Kumar Dinesh , Posner Holly , Schindler Rachel 
Published: July 2009

AbstractObjectiveTo determine the long‐term tolerability and efficacy of donepezil in patients with vascular dementia (VaD).MethodsInternational, multicentre, open‐label, 30‐week extension study of two 24‐week, randomised, double‐blind, placebo‐controlled studies. Participants were ambulatory adults (59% female; mean age, 74.7 ± 0.3) with a diagnosis of possible or probable VaD and without a diagnosis of Alzheimer's disease, who were medically stable and had completed one of two double‐blind studies. All patients received donepezil 5 mg/day for the first 6 weeks, then 10 mg/day (clinician approval required). Assessments were performed at week 6 and every 12 weeks thereafter. The main outcome measure was the Alzheimer's disease Assessment Scale‐cognitive subscale (ADAS‐cog). Safety/tolerability measures included adverse events (AEs) and physical and laboratory evaluations.ResultsOf 1219 eligible patients, 885 (72.6%) were enrolled, of which 707 (79.9%) completed the study; 127 (14.4%) patients discontinued due to AEs. A mean reduction (0.6–1.15 points) from double‐blind study baseline score to week 54 (end of open‐label study) on the ADAS‐cog was observed for patients who received donepezil continuously for 54 weeks. ADAS‐cog scores remained stable in the group that initiated donepezil treatment during the extension study. Most common donepezil‐related AEs were nausea (occurring in 5.3%) and diarrhoea (8.8%); no unexpected AEs attributable to donepezil occurred.ConclusionThese data suggest that donepezil improves cognition for up to 54 weeks in patients with VaD. Patients initiating donepezil in this extension study did not perform as well on the primary outcome measure as those initiating donepezil in the double‐blind study. Copyright © 2009 John Wiley & Sons, Ltd.
Environmental novelty elicits a later theta phase of firing in CA1 but not subiculum
Authors: Lever Colin , Burton Stephen , Jeewajee Ali , Wills Thomas J. , Cacucci Francesca , Burgess Neil , O'Keefe John 
Published: July 2009

AbstractThe mechanism supporting the role of the hippocampal formation in novelty detection remains controversial. A comparator function has been variously ascribed to CA1 or subiculum, whereas the theta rhythm has been suggested to separate neural firing into encoding and retrieval phases. We investigated theta phase of firing in principal cells in subiculum and CA1 as rats foraged in familiar and novel environments. We found that the preferred theta phase of firing in CA1, but not subiculum, was shifted to a later phase of the theta cycle during environmental novelty. Furthermore, the amount of phase shift elicited by environmental change correlated with the extent of place cell remapping in CA1. Our results support a relationship between theta phase and novelty‐induced plasticity in CA1. © 2009 Wiley‐Liss, Inc.
Synaptogenesis in adult‐generated hippocampal granule cells is affected by behavioral experiences
Authors: Ambrogini Patrizia , Cuppini Riccardo , Lattanzi Davide , Ciuffoli Stefano , Frontini Andrea , Fanelli Mirco 
Published: July 2009

AbstractAdult‐generated hippocampal immature neurons play a functional role after integration in functional circuits. Previously, we found that hippocampus‐dependent learning in Morris water maze affects survival of immature neurons, even before they are synaptically contacted. Beside learning, this task heavily engages animals in physical activity in form of swimming; physical activity enhances hippocampal neurogenesis. In this article, the effects of training in Morris water maze apparatus on the synapse formation onto new neurons in hippocampus dentate gyrus and on neuronal maturation were investigated in adult rats. Newborn cells were identified using retroviral GFP‐expressing virus infusion. In the first week after virus infusion, rats were trained in Morris water maze apparatus in three different conditions (spatial learning, cue test, and swimming). Properties of immature neurons and their synaptic response to perforant pathway stimulation were electrophysiologically investigated early during neuronal maturation. In controls, newborn cells showing GABAergic and glutamatergic responses were found for the first time at 8 and 10 days after mitosis, respectively; no cell with glutamatergic response only was found. Twelve days after virus infusion almost all GFP‐positive cells showed both synaptic responses. The main result we found was the anticipated appearance of GABAergic synapses at 6 days in learner, cued and swimmer rats, supported also by immunohistochemical result. Swimmer rats showed the highest percentage of GFP‐positive neurons with glutamatergic response at 10 and 12 days postmitosis. Moreover, primary dendrites were more numerous at 7 days in learner, cued and swimmer rats and swimmer rats showed the greatest dendritic tree complexity at 10 days. Finally, voltage‐dependent Ca2+ current was found in a larger number of newborn neurons at 7 days postinfusion in learner, cued and swimmer rats. In conclusion, experiences involving physical activity contextualized in an exploring behavior affect synaptogenesis in adult‐generated cells and their early stages of maturation. © 2009 Wiley‐Liss, Inc.
Medial temporal lobe functioning and structure in the spontaneously hypertensive rat: Comparison with Wistar–Kyoto normotensive and Wistar–Kyoto hypertensive strains
Authors: Wells Audrey M. , Janes Amy C. , Liu Xiaoxu , Deschepper Christian F. , Kaufman Marc J. , Kantak Kathleen M. 
Published: July 2009

AbstractThe spontaneously hypertensive rat (SHR) is used as an animal model of attention deficit hyperactivity disorder (ADHD). It displays deficits in frontostriatal functioning, but it is unclear if medial temporal lobe functioning and structure are affected. We used behavioral tasks that evaluate functioning of the amygdala and hippocampus to compare male SHR to male rats from two inbred comparator strains, the normotensive Wistar–Kyoto (WKY) and the hypertensive Wistar–Kyoto (WKHT) rat (n = 8/strain). The three strains showed similar levels of amygdala‐related stimulus‐reward learning during conditioned cue preference testing. In the ambiguous T‐maze task, which dissociates between spatial and habit learning, significantly more WKHT than SHR or WKY used a response (indicative of habit learning) versus a place (indicative of spatial learning) strategy during an early probe test on day 8. During a later probe test on day 24, WKY progressed significantly from using a place strategy to a response strategy. Throughout all probe tests, a place strategy was used predominately by SHR and a response strategy by WKHT. Thus, SHR exhibited deficits in dorsal striatum‐related habit learning, whereas WKHT exhibited deficits in hippocampus‐related spatial learning. Following behavioral testing, fluid attenuated inversion recovery (FLAIR) magnetic resonance imaging scans were conducted in subgroups of rats from each strain (n = 4/strain). FLAIR imaging detected bilateral hippocampal hyperintensities in three of four WKHT and unilateral hippocampal atrophy in one of four SHR. The association between response strategy use during the initial probe test to forage for food in the ambiguous T‐maze task and bilateral hippocampal abnormalities was significant. Collectively, while medial temporal lobe functioning appears to be normal in SHR exhibiting an ADHD‐like phenotype, WKHT rats display both hippocampal functioning deficits and signs of bilateral hippocampal cell loss. The latter characteristics might be used to develop a new animal model of age‐ or disease‐related decline in hippocampal functioning. © 2009 Wiley‐Liss, Inc.
Cellular localization of epidermal‐type and brain‐type fatty acid‐binding proteins in adult hippocampus and their response to cerebral ischemia
Authors: Ma Dexuan , Zhang Minmin , Mori Yoshimi , Yao Chengjun , Larsen Christian P. , Yamashima Tetsumori , Zhou Liangfu 
Published: July 2009

AbstractThis study aimed at an analysis of expression of epidermal‐type and brain‐type fatty acid‐binding proteins (E‐FABP and B‐FABP, also called FABP5 and FABP7, respectively) in adult hippocampus and their potential value as neuroprotective factors after ischemic brain damage in monkey model. The immunostaining and Western blotting results show that FABP5 was mainly expressed in neurons, whereas FABP7 was primarily expressed in astrocytes and progenitors of the subgranular zone (SGZ). Interestingly, FABP5 expression in neurons increased in cornu Ammonis 1 (CA1) and remains stable within dentate gyrus (DG) after ischemia; FABP7 expression increased within both CA1 and SGZ. This indicates a potential role for FABP5 and FABP7 in intracellular fatty acid transport within different neural cells. The change in FABP5–7 expression within CA1 and DG of the adult postischemic hippocampus was compatible with previous findings of downregulation in CA1 neurons and upregulation in SGZ progenitor cells after ischemia. Altogether, the present data suggest that polyunsaturated fatty acids, such as docosahexaenoic acid, may act via FABP5 or 7 to regulate adult postischemic hippocampal neuronal antiapoptosis or neurogenesis in primates. © 2009 Wiley‐Liss, Inc.
Preschool‐age adopted Chinese children's sleep problems and family sleep arrangements
Authors: Tan Tony Xing , Marfo Kofi , Dedrick Robert F. 
Published: July 2009

AbstractDesigned to examine the relationship between family sleep arrangements and children's sleep problems in families with preschool‐age children adopted from China, this study documented types of sleep arrangements and explored the nature and sources of advice received by parents on co‐sleeping. Mothers of 480 children provided survey data on their children's night‐time sleep locations, sleep and wake schedules, and changes in sleep arrangements. Children's sleep problems were measured with the Sleep Problem Scale of the Child Behavior Checklist. Descriptive and qualitative analyses showed that most children (71.3%) had a single exclusive sleep location (e.g. solitary sleeping, sharing bedroom with a sibling, sleeping in parents' bedroom, or co‐sleeping with parents) and the rest used a combination of two or three different locations. Children with more sleep problems were more likely to have more sleep locations and to co‐sleep or share a bedroom with parents. Parents of children with more sleep problems were more likely to seek advice on co‐sleeping. When they did, paediatricians were more likely than extended family members and fellow adoptive parents to recommend against co‐sleeping. Careful integration of the descriptive and qualitative data permitted us to draw the conclusion that sleep arrangements reflected parental responsiveness to children's sleep behaviours. Copyright © 2009 John Wiley & Sons, Ltd.
InvAluable junk: The cellular impact and function of Alu and B2 RNAs
Authors: Walters Ryan D. , Kugel Jennifer F. , Goodrich James A. 
Published: July 2009

AbstractThe short interspersed elements (SINEs) Alu and B2 are retrotransposons that litter the human and mouse genomes, respectively. Given their abundance, the manner in which these elements impact the host genome and what their biological functions might be is of significant interest. Finding that Alu and B2 SINEs are transcribed, both as distinct RNA polymerase III transcripts and as part of RNA polymerase II transcripts, and that these SINE encoded RNAs indeed have biological functions has refuted the historical notion that SINEs are merely “junk DNA.” This article reviews currently known cellular functions of both RNA polymerase II and RNA polymerase III transcribed Alu and B2 RNAs. These RNAs, in different forms, control gene expression by participating in processes as diverse as mRNA transcriptional control, A‐to‐I editing, nuclear retention, and alternative splicing. Future studies will likely reveal additional contributions of Alu and B2 RNAs as regulators of gene expression. © 2009 IUBMB IUBMB Life, 61(8): 831–837, 2009
Aryl hydrocarbon receptor‐mediated effects of 2,3,7,8‐tetrachlorodibenzo‐p‐dioxin on glucose‐stimulated insulin secretion in mice
Authors: Kurita Hisaka , Yoshioka Wataru , Nishimura Noriko , Kubota Naoto , Kadowaki Takashi , Tohyama Chiharu 
Published: July 2009

AbstractEpidemiological and laboratory studies suggested that exposure to 2,3,7,8‐tetrachlorodibenzo‐p‐dioxin (TCDD) affects glucose homeostasis and increases the incidence of type 2 diabetes mellitus. To evaluate the effects of TCDD on insulin secretion from islets of Langerhans (islets), we designed in vivo, ex vivo and in vitro experiments. For the in vivo experiment, male C57BL/6J and aryl hydrocarbon receptor (AhR)‐null mice were injected intraperitoneally with TCDD (10 μg kg−1 b.w.), fasted for 12 h and administered glucose 24 h post‐administration. TCDD exposure significantly decreased the plasma insulin concentration at 60 and 120 min after a glucose challenge in C57BL/6J mice but not in AhR‐null mice. In contrast, the plasma glucose concentration was not changed by TCDD exposure in both C57BL/6J and AhR‐null mice. For the ex vivo experiment, we isolated islets 24 h after TCDD administration and determined the glucose‐stimulated insulin secretion from the islets. The insulin secretion level was found to be significantly decreased by TCDD exposure at 60 min after glucose treatment. For the in vitro experiment, islets harvested from untreated C57BL/6J mice were exposed to 0.1, 1, 10 or 100 nM TCDD for 24 h and analyzed for glucose‐stimulated insulin secretion. Insulin secretion from the islets remained unchanged regardless of TCDD dose. In conclusion, TCDD exposure impaired the second phase of glucose‐stimulated secretion of insulin from the islets via the AhR signaling pathway. Copyright © 2009 John Wiley & Sons, Ltd.
In vivo gene transfer between interacting human osteosarcoma cell lines is associated with acquisition of enhanced metastatic potential
Authors: Tome Yasunori , Tsuchiya Hiroyuki , Hayashi Katsuhiro , Yamauchi Kensuke , Sugimoto Naotoshi , Kanaya Fuminori , Tomita Katsuro , Hoffman Robert M. 
Published: July 2009

AbstractWe report here in vivo gene transfer between cancer cells is associated with acquisition of high metastatic behavior. The 143B‐GFP cell line with high metastatic potential and the MNNG/HOS‐RFP cell line with low metastatic potential, both derived from the TE85 human osteosarcoma cell line, were either co‐transplanted or transplanted alone in the tibia in nude mice. Upon mixed transplantation of the two differently labeled sublines, resulting metastatic colonies are single colored either red or green, thereby demonstrating their clonality and enabling facile color‐coded quantification. When MNNG/HOS‐RFP and 143B‐GFP were co‐transplanted in the tibia, the number of lung metastases of MNNG/HOS‐RFP increased eight‐fold compared to MNNG/HOS‐RFP transplanted alone (P < 0.01). In contrast, no enhancement of MNNG/HOS‐RFP metastases occurred when MNNG/HOS‐RFP and 143B‐GFP were transplanted separately in the right and left tibiae, respectively. This result suggests that the presence of 143B‐GFP increased the metastatic potential of MNNG/HOS‐RFP within the mixed tumor. We observed transfer of the Ki‐ras gene from 143B‐GFP to MNNG/HOS‐RFP after they were co‐implanted suggesting the Ki‐ras played a role in increasing the metastatic potential of MNNG/HOS‐RFP in the presence of 143B‐GFP. These data suggest the possible role of in vivo gene transfer in enhancing the metastatic potential of cancer cells. The data also further demonstrated the power of color‐coded imaging to visualize cancer‐cell/cancer‐cell interactions in vivo. J. Cell. Biochem. 108: 362–367, 2009. © 2009 Wiley‐Liss, Inc.
Immunohistochemical expression of MAP1LC3A and MAP1LC3B protein in breast carcinoma tissues
Authors: Othman Ekhlas Qaid Gazem , Kaur Gurjeet , Mutee Ahmad Faisal , Tengku Muhammad Tengku Sifzizul , Tan Mei Lan 
Published: July 2009

AbstractAutophagy is a protein degradation process within the cell and its deregulation has been linked to various diseases and the formation of cancer. One of the important proteins involved in the autophagy process is microtubule‐associated protein 1 light chain 3 (MAP1LC3). The aims of this study were to determine the MAP1LC3A and MAP1LC3B protein expression in both normal and cancer breast tissues and to determine the relationship between the expression of these proteins and type of tissues. Immunohistochemistry assessments were carried out on tissue microarrays consisting of breast tissues. MAP1LC3A expression was detected in 52/56 of normal breast tissue cores and 65/67 of breast cancer tissue cores. MAP1LC3B expression was detected in 55/56 of normal breast tissue cores and 67/67 of breast cancer tissue cores. MAP1LC3A and MAP1LC3B protein are expressed in the majority of normal and cancer breast tissues. A large number of MAP1LC3A and MAP1LC3B positive breast cancer tissues cores have high proportion of stained cells (81–100%) as compared with normal breast tissues. However, a significantly higher number of breast cancer tissues were found to express the MAP1LC3A protein with strong immunoreactivity as compared with the normal tissues, suggesting that MAP1LC3A may play a role in breast cancer development. J. Clin. Lab. Anal. 23:249–258, 2009. © 2009 Wiley‐Liss, Inc.
Simultaneous use of direct and indirect diagnostic techniques in atypical respiratory infections from Chlamydophila pneumoniae and Mycoplasma pneumoniae
Authors: Pignanelli S. , Shurdhi A. , Delucca F. , Donati M. 
Published: July 2009

AbstractIn 2008, 50 samples (BAL), coming from hospital patients, with acute respiratory symptoms have been investigated using two real‐time PCR methods: one assay for the single detection of Chlamydophila pneumoniae and Mycoplasma pneumoniae DNA and one commercially available real‐time duplex PCR assay for the detection of C. pneumoniae and M. pneumoniae DNA. Both techniques used here showed compliant results, with 100% concordance for detection of C. pneumoniae and 98% for detection of M. pneumoniae. The positive results obtained agreed with the clinical suspicion of such infections in some cases and with the presence of IgM specific for C. pneumoniae and M. pneumoniae in all cases of acute infection. J. Clin. Lab. Anal. 23:206–209, 2009. © 2009 Wiley‐Liss, Inc.