Uncommon cause for anterior knee pain - Aggressive aneurysmal bone cyst of the patella

A 56-year-old man presented with a two month history of increasing anterior knee pain without previous trauma. As usual we recommended physiotherapy with stretching exercises of the quadriceps muscle. Since symptoms did not improve after 6 weeks MRI was performed. Surprisingly a hyperintense lobulated mass of the patella with small fluid-filled cavities at the inferior pole was revealed. We performed an open biopsy to exclude any malignancy and diagnosed an aneurysmal bone cyst. Further examination with CT scans showed an aggressive behaviour with cortical breakthrough

PTHrP Induces Autocrine/Paracrine Proliferation of Bone Tumor Cells through Inhibition of Apoptosis

Giant Cell Tumor of Bone (GCT) is an aggressive skeletal tumor characterized by local bone destruction, high recurrence rates and metastatic potential. Previous work in our lab has shown that the neoplastic cell of GCT is a proliferating pre-osteoblastic stromal cell in which the transcription factor Runx2 plays a role in regulating protein expression. One of the proteins expressed by these cells is parathryroid hormone-related protein (PTHrP). The objectives of this study were to determine the role played by PTHrP in GCT of bone with a focus on cell proliferation and apoptosis. Primary stromal cell cultures from 5 patients with GCT of bone and one lung metastsis were used for cell-based experiments. Control cell lines included a renal cell carcinoma (RCC) cell line and a human fetal osteoblast cell line. Cells were exposed to optimized concentrations of a PTHrP neutralizing antibody and were analyzed with the use of cell proliferation and apoptosis assays including mitochondrial dehydrogenase assays, crystal violet assays, APO-1 ELISAs, caspase activity assays, flow cytometry and immunofluorescent immunohistochemistry. Neutralization of PTHrP in the cell environment inhibited cell proliferation in a consistent manner and induced apoptosis in the GCT stromal cells, with the exception of those obtained from a lung metastasis. Cell cycle progression was not significantly affected by PTHrP neutralization. These findings indicate that PTHrP plays an autocrine/paracrine neoplastic role in GCT by allowing the proliferating stromal cells to evade apoptosis, possibly through non-traditional caspase-independent pathways. Thus PTHrP neutralizing immunotherapy is an intriguing potential therapeutic strategy for this tumor

Stock markets and effective exchange rates in European countries: threshold cointegration findings

© 2015, Eurasia Business and Economics Society. The nexus between stock markets and exchange rates is examined in the case of eight European countries. The sample consists of four economies with national currencies and four that have adopted the euro. Thus, if differences between the two groups in the relationship governing the two markets exist, they will be unveiled. To this effect, a threshold cointegration methodology is adopted that allows for more reliable inferences to be drawn for both the short and long run nexus between the two markets. Monthly data is used covering the period 01/2000–12/2014. The findings reported herein offer support in favor of the portfolio approach thesis over the recent economic crisis period, but this finding is not the case for the entire sample. Bidirectional causality is found for Norway and the UK, pointing to a currency effect on stock markets. In view of the findings reported herein, policies aiming at reducing uncertainty in the stock markets can exert beneficial effects on currency markets

Type 1 Fimbriae, a Colonization Factor of Uropathogenic Escherichia coli, Are Controlled by the Metabolic Sensor CRP-cAMP

Type 1 fimbriae are a crucial factor for the virulence of uropathogenic Escherichia coli during the first steps of infection by mediating adhesion to epithelial cells. They are also required for the consequent colonization of the tissues and for invasion of the uroepithelium. Here, we studied the role of the specialized signal transduction system CRP-cAMP in the regulation of type 1 fimbriation. Although initially discovered by regulating carbohydrate metabolism, the CRP-cAMP complex controls a major regulatory network in Gram-negative bacteria, including a broad subset of genes spread into different functional categories of the cell. Our results indicate that CRP-cAMP plays a dual role in type 1 fimbriation, affecting both the phase variation process and fimA promoter activity, with an overall repressive outcome on fimbriation. The dissection of the regulatory pathway let us conclude that CRP-cAMP negatively affects FimB-mediated recombination by an indirect mechanism that requires DNA gyrase activity. Moreover, the underlying studies revealed that CRP-cAMP controls the expression of another global regulator in Gram-negative bacteria, the leucine-responsive protein Lrp. CRP-cAMP-mediated repression is limiting the switch from the non-fimbriated to the fimbriated state. Consistently, a drop in the intracellular concentration of cAMP due to altered physiological conditions (e.g. growth in presence of glucose) increases the percentage of fimbriated cells in the bacterial population. We also provide evidence that the repression of type 1 fimbriae by CRP-cAMP occurs during fast growth conditions (logarithmic phase) and is alleviated during slow growth (stationary phase), which is consistent with an involvement of type 1 fimbriae in the adaptation to stress conditions by promoting biofilm growth or entry into host cells. Our work suggests that the metabolic sensor CRP-cAMP plays a role in coupling the expression of type 1 fimbriae to environmental conditions, thereby also affecting subsequent attachment and colonization of host tissues

Nonlinear effects of oil shocks on stock returns: a Markov-switching approach

Using Markov-switching models, we investigate whether oil price shocks have nonlinear effects on stock returns. Empirical evidence from a set of international stock indexes suggests that an increase in oil prices has a negative and significant impact on stock prices in one state of the economy, whereas this effect is significantly dampened in another state of the economy. Furthermore, it is shown that changes in oil prices or in oil price volatility do not lead to a higher probability of switching between regimes.

Relative importance of sectoral and aggregate sources of price changes

This paper estimates a dynamic common factor model to assess relative importance of the aggregate and the sector-specific factors that determine changes in the prices of individual products. It also examines how aggregate price changes are affected by these factors. Two different specifications of the model are estimated: the baseline model with one aggregate factor, and a second specification with two aggregate factors. In the one-actor model, the aggregate factor contributes little to the movements of changes in prices, mostly of nondurable goods whereas it seems to have important contributions to the movements of changes in prices of commodity groups mainly used as intermediate or capital goods. In the specification with two aggregate factors, the additional factor has significant effects on changes in prices of 'farm products' and 'processed foods and feeds' only. Forecast-error variance decompositions of both aggregate and disaggregate price changes suggest that sectoral factors account for most of the variability at short horizons while the contributions of the aggregate factors increase as the time horizon lengthens. The results also show that sectoral factors are not only important for relative price changes but also have significant impact on aggregate inflation. The estimated common factors have statistically significant correlations with money growth and changes in the unemployment rate.

Large shocks in U.S. macroeconomic time series: 1860-1988

In this paper, we examine the large shocks due to major economic or financial events that affected U.S. macroeconomic time series on the period 1860–1988, using outlier methodology. We show that most of these shocks have a temporary effect, showing that the U.S. macroeconomic time series experienced only few large permanent shifts in the long term. Most of these large shocks can be explained by major recessions and World War II as well as by monetary policy for the interest rate data. We also find that some economic events seem to have the same effect (immediate, transitory or permanent) on a number of macroeconomic series. Finally, we show that most macroeconomic time series do not seem inconsistent with a stochastic trend once we adjusted the data for these shocks.Macroeconomic time series, Large shocks, Outliers