Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates

In this paper we concentrate on the hypothesis that the empirical rejections of the Expectations Theory(ET) of the term structure of interest rates can be caused by improper modelling of expectations. Our starting point is an interesting anomaly found by Campbell-Shiller(1987), when by taking a VAR approach they abandon limited information approach to test the ET, in which realized returns are taken as a proxy for expected returns. We use financial factors and macroeconomic information to construct a test of the theory based on simulating investors' effort to use the model in `real time' to forecast future monetary policy rates. Our findings suggest that the importance of fluctuations of risk premia in explaining the deviation from the ET is reduced when some forecasting model for short-term rates is adopted and a proper evaluation of uncertainty associated to policy rates forecast is consideredExpectations Theory, Macroeconomic information in Finance

On convolution operator in Orlicz spaces

Sin resume

Electronic structure and Jahn-Teller effect in GaN:Mn and ZnS:Cr

We present an ab-initio and analytical study of the Jahn-Teller effect in two diluted magnetic semiconductors (DMS) with d4 impurities, namely Mn-doped GaN and Cr-doped ZnS. We show that only the combined treatment of Jahn-Teller distortion and strong electron correlation in the 3d shell may lead to the correct insulating electronic structure. Using the LSDA+U approach we obtain the Jahn-Teller energy gain in reasonable agreement with the available experimental data. The ab-initio results are completed by a more phenomenological ligand field theory.Comment: 15 pages, 5 figure

Kaon physics with the KLOE detector

In this paper we discuss the recent finalized analyses by the KLOE experiment at DA$\Phi$NE: the CPT and Lorentz invariance test with entangled $K^0 \bar{K}^0$ pairs, and the precision measurement of the branching fraction of the decay ${ K^+} \rightarrow \pi^+\pi^-\pi^+(\gamma)$. We also present the status of an ongoing analysis aiming to precisely measure the $K^{\pm}$ mass

Understanding and optimising the packing density of perylene bisimide layers on CVD-grown graphene

The non-covalent functionalisation of graphene is an attractive strategy to alter the surface chemistry of graphene without damaging its superior electrical and mechanical properties. Using the facile method of aqueous-phase functionalisation on large-scale CVD-grown graphene, we investigated the formation of different packing densities in self-assembled monolayers (SAMs) of perylene bisimide derivatives and related this to the amount of substrate contamination. We were able to directly observe wet-chemically deposited SAMs in scanning tunnelling microscopy (STM) on transferred CVD graphene and revealed that the densely packed perylene ad-layers adsorb with the conjugated {\pi}-system of the core perpendicular to the graphene substrate. This elucidation of the non-covalent functionalisation of graphene has major implications on controlling its surface chemistry and opens new pathways for adaptable functionalisation in ambient conditions and on the large scale.Comment: 27 pages (including SI), 10 figure

Evidence for two-electron processes in the mutual neutralization of O- with O+ and N+ at Subthermal Collision Energies

We have measured total absolute cross sections for the Mutual Neutralization (MN) of O- with O+/N+. A fine resolution (of about 50 meV) in the kinetic energy spectra of the product neutral atoms allows unique identification of the atomic states participating in the mutual neutralization process. Cross sections and branching ratios have also been calculated down to 1 meV center-of-mass collision energy for these two systems with a multi-channel Landau-Zener model and an asymptotic method for the ionic-covalent coupling matrix elements. The importance of two-electron processes in one-electron transfer is demonstrated by the dominant contribution of a core-excited configuration of the nitrogen atom in N+ + O- collisions. This effect is partially accounted for by introducing configuration mixing in the evaluation of coupling matrix elements.Comment: 5 pages, 4 figure