TRANSNATIONAL GANG MOVEMENTS: VIOLENT PANDILLAS IN MILAN

In alcune parti dell'Europa meridionale le notizie su criminalità e violenza legate alle bande latinoamericane sono aumentate negli ultimi dieci anni. Ciononostante, pochi studi empirici hanno analizzato il comportamento criminale di queste bande in nuovi contesti socioculturali. Attraverso il caso di studio della città di Milano, la ricerca mira ad approfondire e rivelare le caratteristiche delle bande transnazionali di latinos (come MS-13 e Barrio18) concentrando l'attenzione sulla formazione, sull'organizzazione e sui comportamenti antisociali e criminali di questi gruppi di strada. In particolare, il presente studio esamina: 1) i processi associati alla formazione delle bande latine al di fuori del proprio contesto di origine, 2) la struttura e le caratteristiche organizzative delle bande così come le attività in cui sono coinvolte e 3) il coinvolgimento dei membri della banda in atti criminali e violenti. L'analisi adotta il disegno di ricerca a metodo misto, un approccio metodologico che comprende interviste in profondità con esperti, analisi del contenuto di oltre 2.000 intercettazioni telefoniche, social network analysis di 142 reati in concorso ed analisi di regressione delle caratteristiche degli affiliati. I dati sono stati estratti da 5 ordinanze di custodia cautelare emesse durante il periodo 2005-2016 che hanno portato all'individuazione di oltre 200 individui appartenenti ad oltre 10 bande diverse. I risultati mostrano che la formazione delle gang ed il coinvolgimento degli individui all'interno di questi gruppi sono associati alla ricerca di identità e status. Le bande latinoamericane sono principalmente dedite ad attività di gestione del gruppo, organizzate gerarchicamente con regole e ruoli formali e coinvolte in risoluzione di conflitti interni/esterni attraverso l'uso sistematico della violenza. Nonostante il carattere criminale e la capacità organizzativa, non è emersa alcuna prova riguardo alla loro evoluzione in gruppi criminali organizzati. I risultati sono discussi confrontando tra loro diversi tipi di bande di latinos, soffermandosi infine sulle implicazioni per le ricerche future.In parts of Southern Europe, reports about crime and violence linked to Latin American gangs have increased over the past decade, yet few studies have assessed Latin gangs’ criminal behavior in new contexts. With a focus on Milan, Italy, the proposed research aims to investigate the characteristics of transnational Latin American gangs in terms of gang formation, gang organization and activity, and gang criminal behavior. As part of the assessment, the present study examines: 1) the processes associated with Latin gang formation outside their context of origin, 2) gang organizational features and activities, and 3) gang members’ involvement in co-offending crimes. The research adopts a mixed-method approach comprising in-depth interviews with experts, and content analysis, social network analysis, and regression analysis of data extracted from five judicial/police files issued between 2005-2016. Results show that gang formation and gang joining are associated with individuals’ search for identity and status. Gangs are mainly involved in group management activities, conflict, and violent crimes, and are hierarchically organized with formal rules and roles. Nonetheless, no evidence has emerged regarding their evolvement into organized criminal groups. Findings are compared across different types of gangs and implication for future research are discussed

Measuring the impact of EU funding and uncertainty on investments in Lithuania

What drives investments in EU states? Drawing on a new paper, Mariarosaria Comunale presents an analysis of investments in Lithuania, using a broad set of possible drivers, including EU funds and uncertainty

Lithuania in the euro area: monetary transmission and macroprudential policies

In this paper, we develop a two-country monetary union new Keynesian general equilibrium model with housing and collateral constraints, to be calibrated for Lithuania and the rest of the euro area. Within this setting, and following the recent entrance of Lithuania in the EMU, the aim of this paper is twofold. First, we study how shocks are transmitted differently in the two regions, considering the recent common monetary policy. Then, we analyze how macroprudential policies should be conducted in Lithuania, in the context of the EMU. As a macroprudential tool, we propose a decentralized Taylor-type rule for the LTV which responds to national deviations in output and house prices. We find that, given the housing market features in Lithuania, common shocks are transmitted more strongly in this country than in the rest of the euro area. In terms of macroprudential policies, results show that the optimal policy in Lithuania with respect to the euro area may have a different intensity and that it delivers substantial benefits in terms of financial stability

Estimation of the variance in any point of an electron-density map for any space group

In a recent paper [Giacovazzo & Mazzone (2011). Acta Cryst. A67, 210-218] a mathematical expression of the variance at any point of the unit cell has been described. The formulas were derived in P1 for any type of Fourier synthesis (observed, difference and hybrid) under the following hypothesis: the current phases are distributed on the trigonometric circle about the correct values according to von Mises distributions. This general hypothesis allows the variance expressions to be valid at any stage of the phasing process. In this paper the method has been extended to any space group, no matter whether centric or acentric. The properties of the variance generated by space-group symmetry are described; in particular it is shown that the variance is strictly connected with the implication transformations, which are basic for Patterson deconvolution. General formulas simultaneously taking into account phase uncertainty and measurement errors have been obtained, valid no matter what the quality of the model

Long-run determinants and misalignments of the real effective exchange rate in the EU

Exchange rate assessment is becoming increasingly relevant for economic surveillance in the EU. The persistence of different wage and productivity dynamics among EMU countries or EU members with a fixed exchange regime with euro, coupled with the impossibility of correcting competitiveness differentials via the adjustment of nominal rates, have resulted into divergent dynamics in Real Effective Exchange Rates. This paper explores the role of economic fundamentals in explaining medium/long-run movements in the Real Effective Exchange Rates in the European Union over the period 1994-2012 by using heterogeneous, cointegrated panel frameworks in static and dynamic terms. In addition, the paper provides an analysis of the misalignments of the rate for each member state based on the “equilibrium” measure calculated from the permanent component of the fundamentals (BEER). The misalignments in EU28 are huge and the patterns differ significantly among groups. Therefore, despite the influence of the fundamentals is quite similar, the differences in the transfer variable (which affect the BEER) and in the actual Real Effective Exchange Rate are key. The core countries have been undervalued for almost the whole period, which entails from an important increase in competitiveness for those countries. Instead the periphery has experienced high rates, especially in Portugal. In addition, the behavior of CEECs is driven, as expected, by the transition process and influenced by the criteria to the accession to the EU. The misalignments in this case are still extremely wide and reflect these phenomena

A eficiência no mercado de câmbio brasileiro sob o regime flutuante e sua implicação na proteção do risco cambial no sistema integrado de monitoramento de fronteiras do Exército Brasileiro

Dissertação de mestrado em FinançasO presente estudo tem o objetivo de avaliar a eficiência no mercado de câmbio brasileiro sob o regime flutuante e sua implicação na proteção do risco cambial no Sistema Integrado de Monitoramento de Fronteiras do Exército Brasileiro (SISFRON). Para isso, esta dissertação avalia se o mercado de câmbio brasileiro sob o regime flutuante é eficiente na forma fraca. Para tal análise, para fins de comparação o estudo recorre à realização de vários testes de raiz unitária e do rácio de variância de Lo e Mackinlay (1988), que tem como base de dados informações de valores diários e semanais do câmbio USD/BRL, dividindo-os em subperíodos que compreendem o intervalo de 18/jan/1999 (dia em que o Brasil passou a adotar o Regime de Câmbio flutuante), até 31/dez/2016. Os resultados sugerem que o mercado de câmbio não é eficiente na forma fraca. Deste resultado, discorreu-se brevemente sobre estratégias de previsão da evolução da taxa de câmbio, que é baseada em informação passada dos preços, utilizando-as para decisões de compra de moeda estrangeira. Além disso, apresenta-se, a utilização da cobertura de risco cambial, visando seu possível uso para a compra de moeda estrangeira no contexto aos dispêndios do projeto SISFRON do Exército Brasileiro.The present research aims to study the efficiency in the brazilian exchange market under the floating rate system and its implication for the exchange rate risk hedging in the Integrated System of Monitoring Frontiers of the Brazilian Army (SISFRON). For this purpose, this study evaluates if the brazilian exchange market under the floating rate system is efficient in the weak form. For this analysis, for purposes of comparison, the study uses several unit root tests and Lo and Mackinlay (1988) variance ratio, which are based on data values, considering daily and weekly USD/BRL exchange rate values information, divided into subperiods that comprise the interval of 18/jan/1999 (when Brazil adopted the floating rate system ), up to 31/dec/2016. The results suggest that the brazilian foreign exchange market is not efficient in the weak form. From this result, we briefly discuss strategies for forecasting the evolution of the exchange rate, which are based on past price information, using them for foreign currency purchase decisions. In addition, it is presented, the hedging of the exchange rate risk, aiming at its possible use for the purchase of foreign currency in the context of the Brazilian Army Project - SISFRON

Applicazione dei controlli alla terapia farmacologica di un'infezione virale

In questa tesi si è scelto di presentare il modello di Wodarz e Nowak, seguito da una sua variante e successivamente se ne è analizzata una sua versione semplificataope

Os monumentos funerários de Alfredo Oliani

O artista ítalo-brasileiro Alfredo Oliani (1906-1988) é uma daquelas pessoas que nascem predestinadas ao sucesso, seu olhar e sua sensibilidade o levaram a produzir obras magníficas presentes em cemitérios, igrejas e museus. Entretanto, seu talento não foi devidamente valorizado, fazendo com que suas obras ficassem à sombra das executadas por artistas como Galileo Emendabili (1898-1974) e Victor Brecheret (1894-1955), reconhecidos pelos trabalhos executados em espaços públicos e por algumas obras tumulares. Este artigo busca elencar as obras tumulares produzidas pelo artista nos cemitérios da cidade de São Paulo

Euro-dollar polarization and heterogeneity in exchange rate pass-throughs within the euro zone

This paper provides an empirical study of the asymmetrical spillovers of the euro-US dollar exchange rate on inflation in the euro zone. We divide the euro zone members in two groups of countries: "core" (closely related to Germany) and "periphery", testing if the euro-US dollar exchange rate is still able to give a different impact on the groups ’ performance as in the past US dollar-deutschmark polarization phenomenon. Using a dynamic panel data framework based on an exchange rate pass-through model, we estimate the elasticities of the two groups by system IV-GMM and the common correlated effects mean group estimator, testing for the asymmetry. Estimating the model with the first type of method, the exchange rate pass-through coefficient is always significant but the asymmetry between the groups is rejected. Using the common correlated effects mean group estimator we find that the coefficient is significantly negative only for core countries and the hypothesis of asymmetry is confirmed. Note that the significance disappears if we control for the first three years of EMU, but the coefficients for core and periphery have opposite sign in any case. Instead, other unobservable factors, representing global events or spillovers effects, play a relevant role in all the specifications. By using the nominal effective exchange rate instead, we found a significant coefficient in case of the whole EMU, while the elasticities for core and periphery are not statistically different from zero. Based on these results, we can conclude that the euro-US dollar is an important factor, but not the only key factor, in determining the asymmetry in inflation between core and periphery. The nominal effective exchange rate instead is a very important driver for the inflation only considering the whole euro zone. Therefore, the EMU seems to not have insulate enough some member countries from shocks coming from outside, as in the case of nominal exchange rate shocks