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Autosomal recessive forms of Charcot-Marie-Tooth disease (ARCMT) are rare but severe disorders of the peripheral nervous system. Their molecular basis is poorly understood due to the extensive genetic and clinical heterogeneity, posing considerable challenges for patients, physicians, and researchers. We report on the genetic findings from a systematic study of a large collection of 174 independent ARCMT families. Initial sequencing of the three most common ARCMT genes (ganglioside-induced differentiation protein 1-GDAP1, SH3 domain and tetratricopeptide repeats-containing protein 2-SH3TC2, histidine-triad nucleotide binding protein 1-HINT1) identified pathogenic mutations in 41 patients. Subsequently, 87 selected nuclear families underwent single nucleotide polymorphism (SNP) genotyping and homozygosity mapping, followed by targeted screening of known ARCMT genes. This strategy provided molecular diagnosis to 22 % of the families. Altogether, our unbiased genetic approach identified pathogenic mutations in ten ARCMT genes in a total of 41.3 % patients. Apart from a newly described founder mutation in GDAP1, the majority of variants constitute private molecular defects. Since the gene testing was independent of the clinical phenotype of the patients, we identified mutations in patients with unusual or additional clinical features, extending the phenotypic spectrum of the SH3TC2 gene. Our study provides an overview of the ARCMT genetic landscape and proposes guidelines for tackling the genetic heterogeneity of this group of hereditary neuropathies.

Using nonparametric, semiparametric, and parametric estimation techniques, this paper investigates the presence of long memory in tourist arrivals to Singapore from 11 countries and 4 geographical regions. Empirical analysis of the monthly data from 1978 to 2012 shows that tourist arrivals to Singapore from all countries and regions are subject to long memory behavior. Analysis of the impulse response functions derived from an autoregressive fractionally integrated moving average model shows evidence of persistence in tourist arrivals. Our analysis suggests that visitors consider Singapore as a long-term tourism destination and like to return to Singapore to relive their experiences. Refereed/Peer-reviewed

Using daily data on five sectoral indices from 2006 to 2014, this paper aims to investigate the possibility of fractional integration in sectoral returns (and their volatility measures) at Jordan's Amman stock exchange (ASE). Empirical analysis, using the log-periodogram (LP) and local whittle (LW) based semi-parametric fractional differencing techniques suggest that all sectoral returns at ASE exhibit short memory. However, in the case of volatility measures, we found evidence of long memory. Following the recent literature that argues that structural breaks in a time series could also explain the presence of long memory, we tested the volatility measures for the presence of structural breaks. We found that long memory in some volatility measures could be attributed to the presence of structural breaks. Furthermore, using impulse response functions (IRF) based on ARFIMA, we found that shocks to sectoral returns at ASE exhibit short run persistence, whereas shocks to volatility measures display long run persistence. Refereed/Peer-reviewed

Based on a three-factor international capital asset pricing model, we examine whether the world market, the local market and the currency risks are priced in the Canadian equity market. The analysis presented in this paper is based on data collected from 2003 to 2010. As the dataset also includes the period of global financial crisis, we examine the issue of risk pricing in the full sample as well as in before and after global financial crisis periods. Unlike most existing studies, the empirical results presented in this paper are based on (i) the quasi maximum likelihood estimation (QMLE) based multivariate GARCH-in-Mean specification and (ii) the generalized method of moments (GMM) techniques. Our empirical analysis based on weekly data on 58 largest Canadian firms indicates that the currency as well as the local and the world market risks are priced in the Canadian equity market. This result holds for all exchange currency rates proxies and in all sample periods. We find that the price of the world market, the local market and the currency risks is time-varying and the Canadian equity market is partially segmented. Refereed/Peer-reviewed