Quasi-Elastic Scattering in the Inclusive (3^3He, t) Reaction

The triton energy spectra of the charge-exchange $^{12}$C($^3$He,t) reaction at 2 GeV beam energy are analyzed in the quasi-elastic nucleon knock-out region. Considering that this region is mainly populated by the charge-exchange of a proton in $^3$He with a neutron in the target nucleus and the final proton going in the continuum, the cross-sections are written in the distorted-wave impulse approximation. The t-matrix for the elementary exchange process is constructed in the DWBA, using one pion- plus rho-exchange potential for the spin-isospin nucleon- nucleon potential. This t-matrix reproduces the experimental data on the elementary pn $\rightarrow$np process. The calculated cross-sections for the $^{12}$C($^3$He,t) reaction at $2^o$ to $7^o$ triton emission angle are compared with the corresponding experimental data, and are found in reasonable overall accord.Comment: 19 pages, latex, 11 postscript figures available at [email protected], submitted to Phy.Rev.

Exchange rate of Malaysian Ringgit (MYR) forecasting using decomposition method

The Malaysian Ringgit (MYR) foreign exchange rate has fallen to the lowest level since the 2008 global credit crisis [1]. Hence, the selection of countries for three selected continents in the world has been conducted to study their currency exchange rate and investigate this statement. USD, EUR and MYR currency were selected for data. The data of a daily exchange rate of USD-MYR, EUR-MYR and CNY-MYR were obtained from the official website Bank Negara Malaysia [2] and be used in forecasting process. The project objectives are to forecast Malaysia currency for future incoming October 2016 by using the Decomposition method and to predict the rate of Malaysia currency for incoming October 2016 until through assessing and analyzing by Microsoft Excel

When Do Central Bank Interventions Influence Intra-Daily and Longer-Term Exchange Rate Movements?

This paper examines dollar interventions by the G3 since 1989, and the reasons that trader reactions to these interventions might differ over time and across central banks. Market microstructure theory provides a framework for understanding the process by which sterilized central bank interventions are observed and interpreted by traders, and how this process in turn, might influence exchange rates. Using intra-daily and daily exchange-rate and intervention data, the paper analyzes the influence of interventions on exchange-rate volatility, finding evidence of both within day and daily impact effects, but little evidence that interventions influence longer term volatility.central bank intervention, exchange rate volatility, market-microstructure

Impact of CSR perceptions on workers’ innovative behaviour: exploring the social exchange process and the role of perceived external prestige

The study aims to show how organisational corporate social responsibility (CSR) can influence workers’ attitudes, especially in terms of innovative behaviour (IB). A second aim is to explore the social exchange process that may underlie this relationship, by examining the mediating role of organisational trust (OT), affective commitment (AC) and happiness (HAP), and the moderating role of perceived external prestige (PEP). The authors employ structural equation modelling based on survey data obtained from 315 Portuguese individuals. The findings show that perceptions of CSR predict IB through a social exchange process which involves the mediating role of OT, AC and HAP and the moderating process of PEP. They suggest that managers should implement CSR practices because these can contribute towards fostering IB, but that they should also invest in communication and in the process of upgrading corporate image. This study enriches the existing knowledge about social exchange relationships in organisational contexts, and responds to the need to understand underlying mechanisms linking CSR with workers’ organisational outcomes, by analysing CSR practices from a holistic stakeholder perspective.info:eu-repo/semantics/publishedVersio

When Do Central Bank Interventions Influence Intra-Daily and Longer-Term Exchange Rate Movements?

This paper examines dollar interventions by the G3 governments since 1989, and the reasons that trader reactions to these interventions might differ over time and across central banks. Market microstructure theory provides a framework for understanding the process by which sterilized central bank interventions are observed and interpreted by traders, and how this process, in turn, might influence exchange rates. Using intra-daily and daily exchange rate and intervention data, the paper analyzes the influence of interventions on exchange rate volatility, finding evidence of both within day and daily impact effects, but little evidence that interventions increase longer-term volatility.

A note on state-space representations of locally stationary wavelet time series

In this note we show that the locally stationary wavelet process can be decomposed into a sum of signals, each of which follows a moving average process with time-varying parameters. We then show that such moving average processes are equivalent to state space models with stochastic design components. Using a simple simulation step, we propose a heuristic method of estimating the above state space models and then we apply the methodology to foreign exchange rates data