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Yin zhi wen ling yan ji
No full text[潘成雲原序].綫裝, 1函.框19.7x13.2公分, 9行25字, 小字雙行同. 白口, 左右雙邊, 單黑魚尾. 版心上鐫題名, 中鐫小題, 下鐫葉次. 行間有圈點.題名據版心.內封背頁鐫"光緖己亥仲春開雕", 並印有"千歲坊文光齋印板存甯城報德觀"前附《文昌帝君陰騭文》(周振翰錄), 《陰騭文原始》, 《陰騭文靈驗記》 ; 卷末附捐刊姓氏芳名.Xian zhuang, 1 han.Kuang 19.7 x 13.2 gong fen, 9 hang 25 zi, xiao zi shuang hang tong. Bai kou, zuo you shuang bian, dan hei yu wei. Ban xin shang juan ti ming, zhong juan xiao ti, xia juan ye ci. Hang jian you quan dian.Ti ming ju ban xin.Nei feng bei ye juan "Guangxu ji hai zhong chun kai diao", bing yin you "Qian sui fang Wen guang zhai yin ban cun Ning Cheng Bao de guan"Qian fu "Wenchang di jun yin zhi wen" (Zhou Zhenhan lu), "Yin zhi wen yuan shi", "Yin zhi wen ling yan ji" ; juan mo fu juan kan xing shi fang ming.[Pan Chengyun yuan xu]
Measuring Financial Asset Return and Volatility Spillovers, With Application to Global Equity Markets
Get PDFWe provide a simple and intuitive measure of interdependence of asset returns and/or volatilities. In particular, we formulate and examine precise and separate measures of return spillovers and volatility spillovers. Our framework facilitates study of both non-crisis and crisis episodes, including trends and bursts in spillovers, and both turn out to be empirically important. In particular, in an analysis of sixteen global equity markets from the early 1990s to the present, we find striking evidence of divergent behavior in the dynamics of return spillovers vs. volatility spillovers: Return spillovers display a gently increasing trend but no bursts, whereas volatility spillovers display no trend but clear bursts.Asset Market, Asset Return, Stock Market, Emerging Market, Market Linkage, Financial Crisis, Herd Behavior, Contagion
Measuring financial asset return and volatility spillovers : with application to global equity markets
Get PDFWe provide a simple and intuitive measure of interdependence of asset returns and/or volatilities. In particular, we formulate and examine precise and separate measures of return spillovers and volatility spillovers. Our framework facilitates study of both non-crisis and crisis episodes, including trends and bursts in spillovers, and both turn out to be empirically important. In particular, in an analysis of sixteen global equity markets from the early 1990s to the present, we find striking evidence of divergent behavior in the dynamics of return spillovers vs. volatility spillovers: Return spillovers display a gently increasing trend but no bursts, whereas volatility spillovers display no trend but clear bursts. JEL Classification: F30, G15, F3
Correction: Corrigendum: Atrasentan increased the expression of klotho by mediating miR-199b-5p and prevented renal tubular injury in diabetic nephropathy
No full textScientific Reports 6: Article number: 19979; published online: 27 January 2016; updated: 06 April 2018. The original version of this Article contained errors in the affiliation list where Wen-Ling Kang was inadvertently affiliated to ‘Medical Center of the Graduate School, Nanchang University, Nanchang 330000, China’ instead of the ‘Department of Nephrology, the Second Affiliated Hospital, Nanchang University, Nanchang 330006 China’.</jats:p
Measuring financial asset return and volatility spillovers, with application to global equity markets
Get PDFThe authors provide a simple and intuitive measure of interdependence of asset returns and/or volatilities. In particular, they formulate and examine precise and separate measures of return spillovers and volatility spillovers. The authors framework facilitates study of both noncrisis and crisis episodes, including trends and bursts in spillovers, and both turn out to be empirically important. In particular, in an analysis of 19 global equity markets from the early 1990s to the present, they find striking evidence of divergent behavior in the dynamics of return spillovers vs. volatility spillovers: Return spillovers display a gently increasing trend but no bursts, whereas volatility spillovers display no trend but clear bursts.Assets (Accounting)
Measuring Financial Asset Return and Volatility Spillovers, With Application to Global Equity Markets
Get PDFWe provide a simple and intuitive measure of interdependence of asset returns and/or volatilities. In particular, we formulate and examine precise and separate measures of return spillovers and volatility spillovers. Our framework facilitates study of both non-crisis and crisis episodes, including trends and bursts in spillovers, and both turn out to be empirically important. In particular, in an analysis of nineteen global equity markets from the early 1990s to the present, we find striking evidence of divergent behavior in the dynamics of return spillovers vs. volatility spillovers: Return spillovers display a gently increasing trend but no bursts, whereas volatility spillovers display no trend but clear bursts.
Core surgical training: 12 tips for securing a post
No full textApplying for core surgical training in the United Kingdom can be competitive and stressful. Wen Ling Choong and colleagues give tips for securing a pos
Multidisciplinary Management of Cancer Pain: A Longitudinal Retrospective Study on a Cohort of End-Stage Cancer Patients
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