The recent crisis has brought to the fore a crucial question that remains still open: what
would be the optimal architecture of financial systems? We investigate the stability of several …

… The capsule was first placed in a silica tube under vacuum and heated at 393 K for about
15 h. The tube containing the sample was then sealed while still under vacuum using an oxy-…

Understanding the behavior of elements under highly reduced conditions is fundamental to
explain the differentiation, crust formation, and volatile budget of Mercury. Here we report …

We use recent results on the Generalized Dynamic Factor Model (GDFM) with block structure
to provide a data-driven definition of unobservable market liquidity and to assess the …

… Tests of the theoretical models currently available will also help our understanding (see
Cossin and Pirotte (19971 for such a test). But in general, larger databases will be necessary for …

… first compressed to the desired pressure at room temperature with an uncertainty of ∼ 0.5
GPa, then heated to the target temperature and held isothermally for durations of 20 min to 4 h …

This paper is dedicated to recovery and residual value risks’ modelling issues of automotive
lease portfolios. First, loss-given-default distributions are estimated and compared for …

Standard sector classification frameworks present drawbacks that might hinder portfolio
managers. This article introduces a new nonparametric approach to equity classification. …

Excerpt To the editor: Acute hepatic necrosis is characteristically associated with single
large overdoses of acetaminophen (paracetamol) ingested with suicidal intent. However, …

We have developed a new type of experimental setup utilizing a multi-anvil large volume
press and designed for simultaneous measurements of structure-sensitive thermophysical …