Magnetic field observations near Mercury: Preliminary results from Mariner 10

Results are presented from a preliminary analysis of data obtained near Mercury by the NASA/GSFC Magnetic Field Experiment on Mariner 10. A very well developed, detached bow shock wave, which developed as the super-Alfvenic solar wind interacted with the planet Mercury was observed. A magnetosphere-like region, with maximum field strength of 98 gamma at closest approach (704 km altitude) was also observed, and was contained within boundaries similar to the terrestrial magnetopause. The obstacle deflecting the solar wind flow was global in size, but the origin of the enhanced magnetic field was not established. The most plausible explanation, considering the complete body of data, favored the conclusion that Mercury has an intrinsic magnetic field

The Cross-Quantilogram: Measuring Quantile Dependence and Testing Directional Predictability between Time Series

This paper proposes the cross-quantilogram to measure the quantile dependence between two time series. We apply it to test the hypothesis that one time series has no directional predictability to another time series. We establish the asymptotic distribution of the cross quantilogram and the corresponding test statistic. The limiting distributions depend on nuisance parameters. To construct consistent confidence intervals we employ the stationary bootstrap procedure; we show the consistency of this bootstrap. Also, we consider the self-normalized approach, which is shown to be asymptotically pivotal under the null hypothesis of no predictability. We provide simulation studies and two empirical applications. First, we use the cross-quantilogram to detect predictability from stock variance to excess stock return. Compared to existing tools used in the literature of stock return predictability, our method provides a more complete relationship between a predictor and stock return. Second, we investigate the systemic risk of individual financial institutions, such as JP Morgan Chase, Goldman Sachs and AIG. This article has supplementary materials online

The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series

This paper proposes the cross-quantilogram to measure the quantile dependence between two time series. We apply it to test the hypothesis that one time series has no directional predictability to another time series. We establish the asymptotic distribution of the cross-quantilogram and the corresponding test statistic. The limiting distributions depend on nuisance parameters. To construct consistent confidence intervals we employ a stationary bootstrap procedure; we establish consistency of this bootstrap. Also, we consider a self-normalized approach, which yields an asymptotically pivotal statistic under the null hypothesis of no predictability. We provide simulation studies and two empirical applications. First, we use the cross-quantilogram to detect predictability from stock variance to excess stock return. Compared to existing tools used in the literature of stock return predictability, our method provides a more complete relationship between a predictor and stock return. Second, we investigate the systemic risk of individual financial institutions, such as JP Morgan Chase, Morgan Stanley and AIG.Cambridge INETThis is the author accepted manuscript. The final version is available from Elsevier via http://dx.doi.org/10.1016/j.jeconom.2016.03.00

Women, but not men, have prolonged QT interval if depressed after an acute coronary syndrome

Aims Depression is a mortality risk marker for acute coronary syndrome (ACS) patients. We hypothesized that the QT interval, a predictor for risk of sudden cardiac death, was related to depressive symptoms in ACS. Methods and results We performed an analysis of admission electrocardiograms from hospitalized patients with unstable angina or non-ST elevation myocardial infarction from two prospective observational studies of depression in ACS. Depressive symptoms were assessed with the Beck Depression Inventory (BDI), and depression was defined as BDI score ≥10, compared with <5. Patients with QRS duration ≥120 ms and/or who were prescribed antidepressants were excluded. QT intervals were adjusted for heart rate by two methods. Our analyses included 243 men (40.0% with BDI ≥10) and 139 women (62.0% with BDI ≥ 10). Among women, average QT corrected by Fridericia's method (QTcF) was 435.4 ± 26.6 ms in the depressed group, vs. 408.6 ± 24.3 ms in the non-depressed group (P< 0.01). However, among men, average QTcF was not significantly different between the depressed and non-depressed groups (415.4 ± 23.6 vs. 412.0 ± 25.8 ms, P= 0.29). In multivariable analyses that included hypertension, diabetes, ACS type, left ventricular ejection fraction <0.40, and use of QT-prolonging medication, there was a statistically significant interaction between depressive symptoms and gender (P< 0.001). Conclusions In this ACS sample, prolongation of the QT interval was associated with depressive symptoms in women, but not in men. Further investigation of the mechanism of the relationship between depression and abnormal cardiac repolarization, particularly in women, is warranted to develop treatment strategies