Orientador: Winston Bonetti Yoshida / Resumo: Introdução: O tromboembolismo venoso (TEV) e uma doença silenciosa e letal que acomete parcela importante dos pacientes hospitalizados. Com alta morbimortalidade e custo financeiro para o sistema de saúde o TEV pode ser prevenido com uso da profilaxia estabelecida pela literatura. No mundo real a profilaxia para TEV possui media de adequação inferior a 50%. Objetivo: Definir o perfil epidemiológico do doente com TEV no HC/FMB, a taxa de adequação da profilaxia para TEV no referido serviço e determinar meios para melhora-la. Material e método: Estudo transversal observacional realizado pela coleta de dados no prontuário medico dos pacientes que preencheram critérios de inclusão. Confrontado classificação de risco para TEV, segundo a SBACV, e a profilaxia para TEV prescrita. RESULTADOS: A taxa global de adequação das prescrições de profilaxia encontrada foi de 42.1% contra 57.9% de inadequação. Pacientes clínicos obtiveram taxa de adequação de 52.9% enquanto pacientes cirúrgicos obtiveram taxa de 37.5% de profilaxia para TEV realizada de maneira adequada. Discussão:As taxas encontradas são ligeiramente inferiores as relatadas na literatura. As inadequações de prescrição podem ser explicadas pelo fato de o medico assistente não lembrar da ocorrência da doença, por estratificar o risco do paciente de maneira inadequada ou por acreditar em maior potencial de sangramento em pacientes cirúrgicos que recebam a profilaxia química. Conclusão: Educação continuada, o estimulo a aplicação... (Resumo completo, clicar acesso eletrônico abaixo) / Abstract: Introduction: Venous thromboembolism (VTE) is a silence and lethal disease most prevalent in hospitalized patients, making the most common preventable cause of inhospital death. With high morbidity, mortality and increase the cost of management VTE can be prevent use the appropriate prophylaxis for at-risk patients; this is a strong recommendation in guidelines and VTE scores. Despite the existence of this recommendation the real and appropriate use of prophylaxis is estimated fewer than 50% in our country. Methods: Observational cross-sectional epidemiologic evaluation comparing patients atrisk for VTE and the prophylaxis used. The Brazilian Society for Vascular Surgery Score for VTE was used to classify the prophylaxis. Findings: 42.1% at-risk patients (Include illness and surgery patients) received the appropriate prophylaxis against 57.9% who received inappropriate prophylaxis. Illness patients received appropriate prophylaxis in 52.9% while surgery patients received appropriate prophylaxis in 37.5%. Conclusion: The appropriate prophylaxis for VTE remains underused. Illness patients received appropriate prophylaxis more then surgery patients. More information, continued education for doctors and the correct use of VTE score can change the reality of VTE prevents. / Mestre

Traditional macroeconomics believes that confidence is not the main cause of economic fluctuations, but when faced with financial crises, monetary authorities still emphasize the role of stabilizing confidence. Although people generally agree that confidence is an important part of the transmission of macro-policies to micro- individuals, there is neither empirical evidence support nor corresponding mechanism research. This thesis attempts to answer the following questions: Does business confidence affect the effectiveness of monetary policy? Does business confidence have the same impact on monetary policy in different economic periods? This thesis first constructed a structural vector auto-regression (SVAR) model to test the role of business confidence in the transmission of monetary policy in the euro area. The empirical results show that expansionary monetary policy can effectively boost business confidence while stimulating output growth. In addition, this thesis extends the model by introducing share prices and exchange rates to investigate the role of these two important to the monetary transmission mechanism, concluding that business confidence plays a strong role in interest rate transmission and a weaker role in the transmission of asset prices and exchange rates. Subsequently, in order to...

Traditional macroeconomics believes that confidence is not the main cause of economic fluctuations, but when faced with financial crises, monetary authorities still emphasize the role of stabilizing confidence. Although people generally agree that confidence is an important part of the transmission of macro-policies to micro- individuals, there is neither empirical evidence support nor corresponding mechanism research. This thesis attempts to answer the following questions: Does business confidence affect the effectiveness of monetary policy? Does business confidence have the same impact on monetary policy in different economic periods? This thesis first constructed a structural vector auto-regression (SVAR) model to test the role of business confidence in the transmission of monetary policy in the euro area. The empirical results show that expansionary monetary policy can effectively boost business confidence while stimulating output growth. In addition, this thesis extends the model by introducing share prices and exchange rates to investigate the role of these two important to the monetary transmission mechanism, concluding that business confidence plays a strong role in interest rate transmission and a weaker role in the transmission of asset prices and exchange rates. Subsequently, in order to...

No / Employing a TVP-VAR dynamic connectedness analysis, we identify avenues through which the collapse of the FTX exchange manifested contagion effects throughout a number of financial markets. Results indicate that interaction effects become significantly pronounced, coinciding with key milestones during the collapse of FTX and related companies. Specifically, sources of contagion stem from two tokens created by the exchange and related companies, namely FTT Token and Serum. Such results further develop the expanding literature based on the inherent contagion effects of such unregulated products. / Conlon acknowledges the support of Science Foundation Ireland under Grant Number 16/SPP/33 and 13/RC/2106 and 17/SP/5447.

Au cours de ces dernières années, les banques centrales principales ont adopté de nouvelles politiques monétaires considérées comme étant des politiques non conventionnelles. Ces politiques ont pour objectif de relancer la croissance économique et de maîtriser l’inflation par l’intermédiaire du marché obligataire. Dans ce travail de recherche, nous étudions l’impact de ces nouvelles pratiques monétaires sur les marchés financiers. Plus précisément, nous essayons d’explorer l’évolution du marché boursier face à la mise en œuvre de l’assouplissement quantitatif et de détecter les canaux de transmission de cette stratégie aux cours boursiers. / During the last few years, major central banks have adopted new monetary policies that were considered unconventional policies. These new measures aim to boost economic growth and control inflation through the bond market. In this research the main objective is to study the impact of these new monetary practices on the financial markets. More specifically, this dissertation tries to explore the stock market's evolution in the face of the implementation of quantitative easing and to detect the transmission channels of this strategy to stock prices.

La formation d'une union monétaire prive les États membres de l'utilisation unilatérale de l'outil monétaire. Dès lors, une orientation efficace des politiques économiques s'impose à travers (i) une hiérarchisation des cibles macroéconomiques, (ii) une identification des instruments appropriés et (iii) une mise en œuvre adaptée. Cette thèse fournit des réponses à cette orientation afin d'assurer une plus grande efficacité des politiques économiques à travers une analyse théorique et empirique appliquée au cas de l'UEMOA qui constitue un laboratoire exemplaire d'analyse des problématiques économiques en union monétaire. / The creation of a monetary union deprives the member States of the unilateral use of the monetary instrument. Therefore, an effective orientation of economic policies is required through (i) a hierarchy of macroeconomic targets, (ii) identification of appropriate instruments, and (iii) appropriate implementation. This PhD thesis provides answers to this orientation in order to ensure greater effectiveness of economic policies through a theoretical and empirical analysis applied to the case of the WAEMU which constitutes a singular analytical laboratory through which to study the economic policy of a monetary union.

In this paper we compare the transmission of a conventional monetary policy shock with that of an unexpected decrease in the term spread, which mirrors quantitative easing. Employing a time-varying vector autoregression with stochastic volatility, our results are two-fold: First, the spread shock works mainly through a boost to consumer wealth growth, while a conventional monetary policy shock affects real output growth via a broad credit / bank lending channel. Second, both shocks exhibit a distinct pattern over our sample period. More specifically, we find small output effects of a conventional monetary policy shock during the period of the global financial crisis and stronger effects in its aftermath. This might imply that when the central bank has left the policy rate unaltered for an extended period of time, a policy surprise might boost output particularly strongly. By contrast, the spread shock has affected output growth most strongly during the period of the global financial crisis and less so thereafter. This might point to diminishing effects of large scale asset purchase programs. (authors' abstrct) / Series: Department of Economics Working Paper Series

Volatility spillovers in stock markets have become an important phenomenon, especially in times of crises. Mechanisms of shock transmission from one mar- ket to another are important for the international portfolio diversification. Our thesis examines impulse responses and variance decomposition of main stock in- dices in emerging Central European markets (Czech Republic, Poland, Slovakia and Hungary) in the period of January 2007 to August 2009. Two models are used: A vector autoregression (VAR) model with constant variance of resid- uals and a time varying parameter vector autoregression (TVP-VAR) model with a stochastic volatility. Opposingly of other comparable studies, Bayesian methods are used in both models. Our results confirm the presence of volatility spillovers among all markets. Interestingly, we find significant opposite trans- mission of shocks from Czech Republic to Poland and Hungary, suggesting that investors see the Central European exchanges as separate markets. Bibliographic Record Janhuba, R. (2012): Volatility Spillovers in New Member States: A Bayesian Model. Master thesis, Charles University in Prague, Faculty of Social Sciences, Institute of Economic Studies. Supervisor: doc. Roman Horváth Ph.D. JEL Classification C11, C32, C58, G01, G11, G14 Keywords Volatility spillovers,...

Yes / This paper introduces a novel framework of partial connectedness measures to investigate contagion dynamics between different types of oil price shocks and exchange rates. Oil price shocks are persistent net transmitters of shocks within the network. It is found that the oil shock net spillovers made up most of the net connectedness values in most countries during the pre-COVID-19 period. Both oil exporters and oil importers, without any exception, were all net receivers of shocks. However, during the COVID-19 era, there were significant differences within the groups of countries. It is also observed that the oil-risk shock transmits to the other two types of oil shocks in the pre-COVID-19 and during the COVID-19 periods. The results may have potential implications for traders. / David Gabauer would like to acknowledge that this research has been partly funded by BMK, BMDW, Austria and the Province of Upper Austria in the frame of the COMET Programme managed by FFG, Austria. / The full-text of this article will be released for public view at the end of the publisher embargo on 23 Sep 2024.

Gouvernée par un socle juridique d’inspiration religieuse, le fonctionnement de la banque islamique est, sur le plan théorique, différent de celui de la banque conventionnelle. Bien que la littérature portant sur les mécanismes de transmission de la politique monétaire dans un cadre conventionnel soit abondante, rares sont les travaux, théoriques et empiriques, qui examinent le rôle des banques islamiques dans cette transmission. En effet, la littérature existante ne présente pas de schéma analytique complet permettant d’appréhender clairement le rôle des banques islamiques dans la transmission de la politique monétaire, et d'identifier et spécifier la nature des interactions entre banques islamiques et banques conventionnelles. L’ambition de la présente thèse, structurée en trois chapitres, consiste donc à étudier par quels mécanismes et dans quelles mesures la banque centrale est susceptible de réguler l’activité économique en présence de banques islamiques. / Governed by a religiously inspired legal framework, Islamic banking is, in theory, different from conventional banking. While the literature on the transmission mechanisms of monetary policy in a conventional framework is abundant, very little research, theoretical and empirical, has been focused directly at the role of Islamic banks in this transmission. Indeed, the existing literature does not present a complete analytical framework allowing a full and clear understanding of the role of Islamic banks in the transmission of monetary policy, and to identify and specify the nature of the interactions between Islamic and conventional banks. The aim of this thesis, made up of three chapters, is to study by which mechanisms and to what extent the central bank is likely to regulate the economic activity in the presence of Islamic banks.