Female and male entrepreneurs in Sweden and the Netherlands: a test of liberal and social feminism

The purpose of this paper is to propose a nonparametric interest rate term structure model and investigate its implications on term structure dynamics and prices of interest rate derivative securities. The nonparametric spot interest rate process is estimated from the observed short-term interest rates following a robust estimation procedure and the market price of interest rate risk is estimated as implied from the historical term structure data. That is, instead of imposing a priori restrictions on the model, data are allowed to speak for themselves, and at the same time the model retains a parsimonious structure and the computational tractability. The model is implemented using historical Canadian interest rate term structure data. The parametric models with closed form solutions for bond and bond option prices, namely the Vasicek (1977) and CIR (1985) models, are also estimated for comparison purpose. The empirical results not only provide strong evidence that the traditional spot interest rate models and market prices of interest rate risk are severely misspecified but also suggest that different model specifications have significant impact on term structure dynamics and prices of interest rate derivative securities.

Rekrutering revisited:De kandidaatstelling voor de gemeenteraadsverkiezingen van 2010 vergeleken met 2006

In 2006 is voor het eerst op structurele wijze onderzoek gedaan naar de wijze waarop de kandidaatstelling bij de politieke partijen voor de gemeenteraadsverkiezingen is verlopen en wat voor omstandigheden daarbij een rol speelden.10 In 2010 is die studie herhaald. Aan de hand van een schriftelijke en digitale enquête onder ruim 2000 plaatselijke afdelingen van de in de Tweede Kamer zitting hebbende partijen alsmede de bijna 900 in de gemeenteraden vertegenwoordigde lokale politieke groeperingen is opnieuw de rekrutering van lokale politici onderzocht. De centrale vraag in zowel 2006 als in 2010 was in welke mate partijen problemen hebben ondervonden bij de werving en selectie van kandidaatraadsleden en -wethouders,en wat hiervan de voornaamste oorzaken zijn. In dit rapport wordt hiervan verslag gedaan. Eerst zal kort de ontwikkeling van het ledental van de landelijke en lokale partijen aan de orde komen. Daarna wordt ingegaan op de mate waarin afdelingen en lokale politieke groeperingen moeilijkheden hebben ondervonden bij de kandidaatstelling, en aan welke factoren zij dat wijten. Vervolgens wordt kort ingegaan op de kandidaatstelling van vrouwen, jongeren en allochtonen. Ten slotte komt de rekrutering van wethouders aan bod. Een verantwoording van de gehanteerde onderzoeksmethoden en de respons is opgenomen in de bijlage

Neurophysiological methods for the assessment of spasticity: the Hoffmann reflex, the tendon reflex, and the stretch reflex

Purpose: To review the literature concerning neurophysiological methods to assess spasticity with respect to mechanisms and methodology, and to describe the three most commonly used methods: the Hoffmann reflex (H-reflex), the Tendon reflex (T-reflex), and the Stretch Reflex (SR).\ud Method: A systematic internet database search was performed to identify neurophysiological measurement methods of spasticity. A systematic exclusion procedure resulted in 185 included references, completed by additional informal search. For this paper, information about the H-, T- and stretch reflexes was extracted from these references. \ud Results: Although the reflexes are basically monosynaptic, there are many supraspinal pathways which modulate the responses in terms of their amplitude and latency. As a consequence the methods are sensitive to a considerable number of experimental conditions and are characterized by a moderate reliability and sensitivity. Correlations with other (i.e. biomechanical, neurophysiological or clinical) spasticity assessment parameters are moderate to poor. Standardised and broadly accepted protocols are still largely lacking preventing an effective exchange of knowledge. \ud Conclusions: The clinical and experimental use of the three methods is restricted due to moderate reliability and sensitivity. It is recommended to perform combined neurophysiological – biomechanical assessment of spasticity during active, functional movement

The use of birefringence for predicting the stiffness of injection moulded polycarbonate discs

Polycarbonate discs were injection molded with different sets of molding conditions. The parameters studied were the flow rate, melt- and mold-temperature. The discs were subjected to three point support flexural tests. Those tests are specially intended for injection molded discs because of their inherent non-flatness. The through-thickness molecular orientation was assessed by birefringence measurements along and across the flow direction using the wedge method. This method is ideal to measure the birefringence of materials that are difficult to cut with a microtome. The through-thickness stiffness of the discs was calculated from the measured birefringence distributions. A composite model of the disc was used in the Algor finite element method (FEW package to simulate the flexural tests

Female and male entrepreneurs in Sweden and the Netherlands:a test of liberal and social feminism

The purpose of this paper is to propose a nonparametric interest rate term structure model and investigate its implications on term structure dynamics and prices of interest rate derivative securities. The nonparametric spot interest rate process is estimated from the observed short-term interest rates following a robust estimation procedure and the market price of interest rate risk is estimated as implied from the historical term structure data. That is, instead of imposing a priori restrictions on the model, data are allowed to speak for themselves, and at the same time the model retains a parsimonious structure and the computational tractability. The model is implemented using historical Canadian interest rate term structure data. The parametric models with closed form solutions for bond and bond option prices, namely the Vasicek (1977) and CIR (1985) models, are also estimated for comparison purpose. The empirical results not only provide strong evidence that the traditional spot interest rate models and market prices of interest rate risk are severely misspecified but also suggest that different model specifications have significant impact on term structure dynamics and prices of interest rate derivative securities