Determination of the strange-quark mass from QCD pseudoscalar sum rules

A new determination of the strange-quark mass is discussed, based on the two-point function involving the axial-vector current divergences. This Green function is known in perturbative QCD up to order O(alpha_s^3), and up to dimension-six in the non-perturbative domain. The hadronic spectral function is parametrized in terms of the kaon pole, followed by its two radial excitations, and normalized at threshold according to conventional chiral-symmetry. The result of a Laplace transform QCD sum rule analysis of this two-point function is: m_s(1 GeV^2) = 155 pm 25 MeV.Comment: Invited talk given by CAD at QCD98, Montpellier, July 1998. To appear in Nucl.Phys.B Proc.Suppl. Latex File. Four (double column) page

Probiotic<i> Bacillus subtilis</i> protects against α-synuclein aggregation in <i>C. elegans</i>

How the gut microbiome affects Parkinson's disease remains unclear. Goya et al. show that the probiotic B. subtilis strain PXN21 inhibits and clears α-synuclein aggregation in a C. elegans model. The bacterium acts via metabolites and biofilm formation to activate protective pathways in the host, including DAF-16/FOXO and sphingolipid metabolism.Fil: Goya, María Eugenia. University of Edinburgh; Reino UnidoFil: Xue, Feng. University of Edinburgh; Reino UnidoFil: Sampedro Torres Quevedo, Cristina. University of Edinburgh; Reino UnidoFil: Arnaouteli, Sofia. University Of Dundee; Reino UnidoFil: Riquelme Dominguez, Lourdes. University of Edinburgh; Reino UnidoFil: Romanowski, Andrés. University of Edinburgh; Reino Unido. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Parque Centenario. Instituto de Investigaciones Bioquímicas de Buenos Aires. Fundación Instituto Leloir. Instituto de Investigaciones Bioquímicas de Buenos Aires; ArgentinaFil: Brydon, Jack. University of Edinburgh; Reino UnidoFil: Ball, Kathryn L.. University of Edinburgh; Reino UnidoFil: Stanley-Wall, Nicola R.. University Of Dundee; Reino UnidoFil: Doitsidou, Maria. University of Edinburgh; Reino Unid

The Independent Ed. 4 Vol. 1

Managing Staff Hannah Powell, Editor-in-Chief Carmen Cheng, Chief Creative Officer Scott Novak & Mary Catherine Pflug, Co-Founders Amber Appel, Head Content Manager Design Team Designers: Lya Dominguez, Kenzie Helmick Illustrators: Christine Cole, Elise Hickman\ Editors Head Copy Editors: Morgan McConnell, Zoe Mitchell Copy Editors: Rebecca Candage, Jack Gabriel, Morgan McConnell, Christelle Ram Creative Writing Editor: Caitlin Cherniak Staff Writers Hind Berji, Nick Darbonne, Nick L\u27Heureaux Contributing Writers Lucia Alfaro, Barbara Hughes, Luc Luasman, Lisa Tillmann, Daniel Udell, Victoria Villavicenciohttps://scholarship.rollins.edu/independent/1006/thumbnail.jp

In-medium transverse momentum broadening effects on di-jet observables

Heavy ion collisions at high energies can be used as an interesting way to recreate and study the medium of the quark-gluon plasma (QGP). We particularly investigate the jets produced in hard binary collisions and their interactions with a tentative medium. These jets were obtained numerically from the Monte-Carlo simulations of hard collisions using the KATIE-algorithm [1], where parton momenta within the colliding nucleons were describe by means of unintegrated parton distribution functions (uPDF). We evolved these jets within a medium that contains both, transverse kicks (yielding a broadening in momentum transvers to the jet-axis) as well as medium induced radiation within the MINCAS-algorithm [2] following the works of [3,4]. We produce qualitative results for the decorrelation of dijets. In particular, we study deviations from a transverse momentum broadening that follows a Gaussian distribution. [1] A. van Hameren, Comput.Phys.Commun. 224 (2018) 371-380 [2] K. Kutak, W. P{\l}aczek, R. Straka, Eur.Phys.J. C79 (2019) no.4, 317 [3] J.-P. Blaizot, F. Dominguez, E. Iancu, Y. Mehtar-Tani, JHEP 1301 (2013) 143 [4] J.-P. Blaizot, F. Dominguez, E. Iancu, Y. Mehtar-Tani, JHEP 1406 (2014) 07

An insight into the role of trissolcus mitsukurii as biological control agent of halyomorpha halys in Northeastern Italy

11noSustainable strategies such as classical or augmentative biological control are currently being evaluated for the long-term management of the alien invasive pest Halyomorpha halys (Stål) (Hemiptera: Pentatomidae). A three-year study carried out in northeastern Italy was performed to investigate the distribution and field performance of the H. halys egg parasitoid Trissolcus mitsukurii (Ashmead) (Hymenoptera: Scelionidae), in comparison with other parasitoid species. In the study area, adventive populations of T. mitsukurii were present since 2016, representing the earliest detection of this species in Europe. Trissolcus mitsukurii was the most abundant parasitoid and showed a higher “parasitoid impact” (i.e., number of parasitized eggs over the total number of field-collected eggs) compared to the other species, i.e., Anastatus bifasciatus (Geoffroy) (Hymenoptera: Eupelmidae), Trissolcus basalis (Wollaston) and Trissolcus kozlovi Rjachovskij (Hymenoptera: Scelionidae). The hyperparasitoid Acroclisoides sinicus (Huang and Liao) (Hymenoptera: Pteromalidae) was also recorded. Phylogenetic analysis of T. mitsukurii population distinguished two clades, one covering samples from Italy, Japan and China, the other from South Korea. The present study provides promising results for the biological control of a pest that is having a dramatic impact on a wide range of crops worldwide.openopenScaccini D.; Falagiarda M.; Tortorici F.; Martinez-Sanudo I.; Tirello P.; Reyes-Dominguez Y.; Gallmetzer A.; Tavella L.; Zandigiacomo P.; Duso C.; Pozzebon A.Scaccini, D.; Falagiarda, M.; Tortorici, F.; Martinez-Sanudo, I.; Tirello, P.; Reyes-Dominguez, Y.; Gallmetzer, A.; Tavella, L.; Zandigiacomo, P.; Duso, C.; Pozzebon, A

A Re-Examination of Exchange Rate Exposure

Finance theory suggests that changes in exchange rates should have little influence on asset prices in a world with integrated capital markets. Indeed, the existing literature examining the relationship between international stock prices and exchange rates finds little evidence of systematic exchange rate exposure. We argue in this paper that the absence of evidence may be due to restrictions imposed on the sample of data and the empirical specifications used in previous studies. We study a broad sample of firms in eight countries over an eighteen-year period. We find that firm-level and industry-level share values are significantly influenced by exchange rates. Further, we do not find evidence that exchange rate exposure is falling (or becoming less statistically significant) over time. Our results suggest that significant firm, industry and country-specific differences remain even as financial markets become more and more "integrated".

Exchange Rate Exposure

In this paper we examine the relationship between exchange rate movements and firm value. We estimate the exchange rate exposure of publicly listed firms in a sample of eight (non-US) industrialized and emerging markets, and find that a significant percentage of these firms are indeed exposed. These results differ substantially from most previous studies in the literature that find little evidence of exposure. In robustness checks we find that: (i) the choice of exchange rate matters, and using the trade-weighted exchange rate is likely to understate the extent of exposure, (ii) conditioning on the value-weighted vs. the equally-weighted market index has little effect on estimated exposure, while conditioning on the international index does change the estimate of exposure, (iii) the extent of exposure is not a result of a spurious correlation between random variables with high variances, (iv) exposure increases with the return horizon, (v) within a country and within an industry, exposure coefficients are roughly evenly split between positive and negative values, (vi) averaging across the (absolute value of the) significant exposure coefficients in our sample of countries, we find an exposure coefficient of about 0.5, (vii) the extent of exposure is not sensitive to the sample period, but the set of firms that is exposed does vary over time, and (viii) the sign of the exposure coefficients changes across subperiods for about half of the firms of our sample. We find that exposure is not systematically related to firm size, industry affiliation, multinational status, foreign sales, international assets or industry-level trade.

International Borrowing and Macroeconomic Performance in Argentina

This paper provides an overview of the major economic events in Argentina from the adoption of the convertibility plan in 1991 to the collapse of the exchange rate regime in 2001. We focus on the relationship between the credibility of the currency board and capital flows, and the inescapable link between fiscal and monetary policy. Argentina inadvertently entered into a vicious circle with financial markets -- one in which it felt compelled to raise the exit costs from the currency board in order to maintain the regime%u2019s credibility. As exit costs mounted, financial markets became increasingly concerned about the dire implications of a devaluation, which in turn, compelled the government to raise exit costs further. In the late 1990s, when Argentina went into recession, it required some sort of stimulus -- either a loosening of monetary policy (i.e. a devaluation) or fiscal stimulus. But either way spelled disaster. The added pressure of capital outflow, first by international investors and then the withdrawal of deposits from the Argentine banking system, eventually tipped the scales.