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Hongjian Wei, Yongqi Wang, Juming Zhang, Liangfa Ge and Tianzeng Liu
Bermudagrass (Cynodon dactylon (L.) Pers.) is an extensively utilized turf grass for football fields and golf courses. Traffic stress is one of the most important stresses affecting the life of turf, which leads to a decrease in turf quality and changes ...
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Federico Severino, Marzia A. Cremona, Éric Dadié
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Hao Hu, Shipeng Li, Danjie Pan, Kaijun Wang, Mingming Qiu, Zhuzhu Qiu, Xingquan Liu and Jiaojiao Zhang
The main substances of rice are starches, which vary their metabolism during storage. We conducted a series of tests including rice physicochemical properties, edible quality, starch content and chain length distribution along with starch structure varia...
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Takeshi Kobayashi
This study extracts the common factors from firm-based credit spreads of major Japanese corporate bonds and examines the predictive content of the credit spread on the real economy. Instead of employing single-maturity corporate bond spreads, we focus on...
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Biwei Chen
Pág. 427 - 457
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Knut Lehre Seip and Dan Zhang
Previous studies have shown that the treasury yield curve, T, forecasts upcoming recessions when it obtains a negative value. In this paper, we try to improve the yield curve model while keeping its parsimony. First, we show that adding the federal funds...
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Mmakganya Mashoene, Mishelle Doorasamy , Rajendra Rajaram
Pág. 21 - 36
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Stelios Bekiros and Christos Avdoulas
We examined the dynamic linkages among money market interest rates in the so-called ?BRICS? countries (Brazil, Russia, India, China, and South Africa) by using weekly data of the overnight, one-, three-, and six- months, as well as of one year, Treasury ...
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Yusak Oktavianus, Massoud Sofi, Elisa Lumantarna, Gideon Kusuma and Colin Duffield
A precast reinforced concrete (RC) T-beam located in seaport Terminal Peti Kemas (TPS) Surabaya built in 1984 is used as a case study to test the accuracy of non-destructive test techniques against more traditional bridge evaluation tools. This bridge is...
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Jeremias Tilander, Matthew Patey and Spyros Hirdaris
Traditionally, the evaluation of global loads experienced by passenger ships has been based on closed-form Classification Society Rule formulae or quasi direct analysis procedures. These approaches do not account for the combined influence of hull flexib...
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Hokuto Ishii
In this paper, we examined and compared the forecast performances of the dynamic Nelson?Siegel (DNS), dynamic Nelson?Siegel?Svensson (DNSS), and arbitrage-free Nelson?Siegel (AFNS) models after the financial crisis period. The best model for the forecast...
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Ailton Cassettari,Jose Raymundo Novaes Chiappin
Pág. 337 - 369
The focus of the paper is to present a new methodology for forecasting the Term Structure of Interest Rates (ETTJ). The objective is to answer the question: given the ETTJ curve at any given time, what is the ETTJ at a future date? Thus, we seek to const...
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Bo Wang, Chencong Mo, Chuan He and Qixiang Yan
A tunnel is a coupled system of the surrounding rock and the supporting structure. The health status of a tunnel structure is complex and is influenced by various factors. In addition, these factors are coupled and interacted with each other, which calls...
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Jennifer M. Clark and Justin J. Montemarano
Channel reconfiguration is a common but debated method used to restore streams, often causing disturbance and producing subsequent negative impacts on biota. Here, we report results from short-term assessment (i.e., one and three years? post-restoration)...
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Jennifer M. Clark, Justin J. Montemarano
Pág. 1 - 15
Channel reconfiguration is a common but debated method used to restore streams, often causing disturbance and producing subsequent negative impacts on biota. Here, we report results from short-term assessment (i.e., one and three years? post-restoration)...
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Tamara Heartsill Scalley
The science of ecology fundamentally aims to understand species and their relation to the environment. At sites where hurricane disturbance is part of the environmental context, permanent forest plots are critical to understand ecological vegetation dyna...
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Felipe Stona,Jean Amann,Maurício Delago Morais,Divanildo Triches,Igor Clemente Morais
Pág. 650 - 690
This article aims to investigate the relationship between the term structure of interest rates and macroeconomic factors in selected countries of Latin America, such as Brazil, Chile and Mexico, between 2006 and 2014, on an autoregressive vector model. S...
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Alberto Ronchi Neto,Osvaldo Candido
Pág. 251 - 287
This paper evaluates methods that employ Kalman Filter to estimate Diebold and Li (2006) extensions in a state-space representation, applying the Nelson and Siegel (1987) function as measure equation and different specifications for the transition equati...
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Rafael Barros de Rezende
Pág. 27 - 49
This paper compares the interpolation abilities of nonparametric and parametric term structure models which are widely used by the main Central Banks of the world. Seeking the combination of smoothness and flexibility, a new Nelson-Siegel class model is ...
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Marcelo Ganem,Tara Keshar Nanda Baidya
Pág. 277 - 301
The risk premium in the Brazilian term structure of interest rates is partially driven by some specific defensive behavior following past monetary decisions. Until 2008, the Brazilian Central Bank has primarily dealt with domestic and external crises by ...
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