Nucleon magnetic form factors with non-local chiral effective Lagrangian

Chiral perturbation theory is a powerful method to investigate the hadron properties. We apply the non-local chiral effective Lagrangian to study nucleon magnetic form factors. The octet and decuplet intermediate states are included in the one loop calculation. With the modified propagators and non-local interactions, the loop integral is convergent. The obtained proton and neutron magnetic form factors are both reasonable up to relatively large $Q^2$.Comment: 11 pages, 7 figures, 1 tables. arXiv admin note: text overlap with arXiv:1210.507

The phase between the three gluon and one photon amplitudes in quarkonium decays

The phase between three-gluon and one-photon amplitudes in psi(2S) and psi(3770) decays is analyzed.Comment: 5 pages, 4 figures, Talk given at Hadron 03: 10th International Conference on Hadron Spectroscopy, Aschaffenburg, Germany, 31 Aug - 6 Sep 200

Optical spectroscopy study of Nd(O,F)BiS2 single crystals

We present an optical spectroscopy study on F-substituted NdOBiS$_2$ superconducting single crystals grown using KCl/LiCl flux method. The measurement reveals a simple metallic response with a relatively low screened plasma edge near 5000 \cm. The plasma frequency is estimated to be 2.1 eV, which is much smaller than the value expected from the first-principles calculations for an electron doping level of x=0.5, but very close to the value based on a doping level of 7$\%$ of itinerant electrons per Bi site as determined by ARPES experiment. The energy scales of the interband transitions are also well reproduced by the first-principles calculations. The results suggest an absence of correlation effect in the compound, which essentially rules out the exotic pairing mechanism for superconductivity or scenario based on the strong electronic correlation effect. The study also reveals that the system is far from a CDW instability as being widely discussed for a doping level of x=0.5.Comment: 5 pages, 5 figure

Liquid-gas phase transition in nuclear matter including strangeness

We apply the chiral SU(3) quark mean field model to study the properties of strange hadronic matter at finite temperature. The liquid-gas phase transition is studied as a function of the strangeness fraction. The pressure of the system cannot remain constant during the phase transition, since there are two independent conserved charges (baryon and strangeness number). In a range of temperatures around 15 MeV (precise values depending on the model used) the equation of state exhibits multiple bifurcates. The difference in the strangeness fraction $f_s$ between the liquid and gas phases is small when they coexist. The critical temperature of strange matter turns out to be a non-trivial function of the strangeness fraction.Comment: 15 pages, 7 figure

Can the persistence of a currency crisis be explained by fundamentals? Markov switching models for exchange market pressure

This paper investigates the contribution of fundamentals to the persistence of currency crises by identifying the determinants of high volatility in the exchange market pressure index (empi) for some new EU member states. The Markov switching model is utilised to identify the high volatility of empi, and a linear regression analysis is conducted to find the sources of the transition probability of the high volatility regime. The evidence does not seem to provide strong support for macroeconomic fundamentals, whereas it highlights the adverse movement of interest rates as the major determinant of the persistence of the currency crisis

Sudden changes in volatility: The case of five central European stock markets

This paper investigates sudden changes in volatility in the stock markets of new European Union (EU) members by utilizing the iterated cumulative sums of squares (ICSS) algorithm. Using weekly data over the sample period 1994-2006, the time period of sudden change in variance of returns and the length of this variance shift are detected. A sudden change in volatility seems to arise from the evolution of emerging stock markets, exchange rate policy changes and financial crises. Evidence also reveals that when sudden shifts are taken into account in the GARCH models, the persistence of volatility is reduced significantly in every series. It suggests that many previous studies may have overestimated the degree of volatility persistence existing in financial time series