Is it Risk? An Automated Approach to Explain the ex ante UIP Deviations of Brazil

The paper tests whether ex ante deviations from Uncovered Interest Rate Parity correspond to default risk premium. Using an automated model selection criteria and data for Brazil (from november 2001 until december 2007), we found that deviations are correUncovered interest rate parity, risk, model evaluation and testing

Non compact symmetric spaces and the toda molecule equations

Imperial Users onl

Quasinormal modes and dispersion relations for quarkonium in a plasma

Recent investigations show that the thermal spectral function of heavy ${b \bar b }$ and ${c \bar c}$ vector mesons can be described using holography. These studies consider a bottom up model that captures the heavy flavour spectroscopy of masses and decay constants in the vacuum and is consistently extended to finite temperature. The corresponding spectral functions provide a picture of the dissociation process in terms of the decrease of the quasi-state peaks with temperature. Another related tool that provides important information about the thermal behaviour is the analysis of the quasinormal modes. They are field solutions in a curved background assumed to represent, in gauge/gravity duality, quasi-particle states in a thermal medium. The associated complex frequencies are related to the thermal mass and width. We present here the calculation of quasinormal modes for charmonium and bottomonium using the holographic approach. The temperature dependence of mass and thermal width are investigated. Solutions corresponding to heavy mesons moving into the plasma are also studied. They provide the dependence of the real and imaginary parts of the frequency with the quasi-particle momenta, the so called dispersion relations.Comment: V2: enlarged version with clarifications, more comparison with previous articles and additional references included. 11 figures, 2 tables, 62 references. Version accepted for publication in JHE