Time connectedness of fear

This paper examines the interconnection between four implied volatility indices representative of the investors' consensus view of expected stock market volatility at different maturities during the period January 3, 2011-May 4, 2018. To this end, we first perform a static analysis to measure the total volatility connectedness in the entire period using a framework proposed by Diebold and Yilmaz (2014). Second, we apply a dynamic analysis to evaluate both the net directional connectedness for each market using the TVP-VAR connectedness approach developed by Antonakakis and Gabauer (2017). Our results suggest that a 72.27%, of the total variance of the forecast errors is explained by shocks across the examined investor time horizons, indicating that the remainder 27.73% of the variation is due to idiosyncratic shocks. Furthermore, we find that volatility connectedness varies over time, with a surge during periods of increasing economic and financial instability. Finally, we also document a superior performance of the TVP-VAR approach to connectedness respect to the original one proposed by Diebold and Yilmaz (2014

Advances in ab-initio theory of Multiferroics. Materials and mechanisms: modelling and understanding

Within the broad class of multiferroics (compounds showing a coexistence of magnetism and ferroelectricity), we focus on the subclass of "improper electronic ferroelectrics", i.e. correlated materials where electronic degrees of freedom (such as spin, charge or orbital) drive ferroelectricity. In particular, in spin-induced ferroelectrics, there is not only a {\em coexistence} of the two intriguing magnetic and dipolar orders; rather, there is such an intimate link that one drives the other, suggesting a giant magnetoelectric coupling. Via first-principles approaches based on density functional theory, we review the microscopic mechanisms at the basis of multiferroicity in several compounds, ranging from transition metal oxides to organic multiferroics (MFs) to organic-inorganic hybrids (i.e. metal-organic frameworks, MOFs)Comment: 22 pages, 9 figure

Bose-Einstein correlations of same-sign charged pions in the forward region in pp collisions at √s=7 TeV

Bose-Einstein correlations of same-sign charged pions, produced in protonproton collisions at a 7 TeV centre-of-mass energy, are studied using a data sample collected by the LHCb experiment. The signature for Bose-Einstein correlations is observed in the form of an enhancement of pairs of like-sign charged pions with small four-momentum difference squared. The charged-particle multiplicity dependence of the Bose-Einstein correlation parameters describing the correlation strength and the size of the emitting source is investigated, determining both the correlation radius and the chaoticity parameter. The measured correlation radius is found to increase as a function of increasing charged-particle multiplicity, while the chaoticity parameter is seen to decreas

Search for Doubly-Charged Higgs Boson Production at HERA

A search for the single production of doubly-charged Higgs bosons H^{\pm \pm} in ep collisions is presented. The signal is searched for via the Higgs decays into a high mass pair of same charge leptons, one of them being an electron. The analysis uses up to 118 pb^{-1} of ep data collected by the H1 experiment at HERA. No evidence for doubly-charged Higgs production is observed and mass dependent upper limits are derived on the Yukawa couplings h_{el} of the Higgs boson to an electron-lepton pair. Assuming that the doubly-charged Higgs only decays into an electron and a muon via a coupling of electromagnetic strength h_{e \mu} = \sqrt{4 \pi \alpha_{em}} = 0.3, a lower limit of 141 GeV on the H^{\pm\pm} mass is obtained at the 95% confidence level. For a doubly-charged Higgs decaying only into an electron and a tau and a coupling h_{e\tau} = 0.3, masses below 112 GeV are ruled out.Comment: 15 pages, 3 figures, 1 tabl

Observation of an Excited Bc+ State

Using pp collision data corresponding to an integrated luminosity of 8.5 fb-1 recorded by the LHCb experiment at center-of-mass energies of s=7, 8, and 13 TeV, the observation of an excited Bc+ state in the Bc+π+π- invariant-mass spectrum is reported. The observed peak has a mass of 6841.2±0.6(stat)±0.1(syst)±0.8(Bc+) MeV/c2, where the last uncertainty is due to the limited knowledge of the Bc+ mass. It is consistent with expectations of the Bc∗(2S31)+ state reconstructed without the low-energy photon from the Bc∗(1S31)+→Bc+γ decay following Bc∗(2S31)+→Bc∗(1S31)+π+π-. A second state is seen with a global (local) statistical significance of 2.2σ (3.2σ) and a mass of 6872.1±1.3(stat)±0.1(syst)±0.8(Bc+) MeV/c2, and is consistent with the Bc(2S10)+ state. These mass measurements are the most precise to date

Measurement of the inelastic pp cross-section at a centre-of-mass energy of 13TeV

The cross-section for inelastic proton-proton collisions at a centre-of-mass energy of 13TeV is measured with the LHCb detector. The fiducial cross-section for inelastic interactions producing at least one prompt long-lived charged particle with momentum p > 2 GeV/c in the pseudorapidity range 2 < η < 5 is determined to be ϭ acc = 62:2 ± 0:2 ± 2:5mb. The first uncertainty is the intrinsic systematic uncertainty of the measurement, the second is due to the uncertainty on the integrated luminosity. The statistical uncertainty is negligible. Extrapolation to full phase space yields the total inelastic proton-proton cross-section ϭ inel = 75:4 ± 3:0 ± 4:5mb, where the first uncertainty is experimental and the second due to the extrapolation. An updated value of the inelastic cross-section at a centre-of-mass energy of 7TeV is also reported

Study of Bc+B_c^+ decays to the K+K−π+K^+K^-\pi^+ final state and evidence for the decay Bc+→χc0π+B_c^+\to\chi_{c0}\pi^+

A study of $B_c^+\to K^+K^-\pi^+$ decays is performed for the first time using data corresponding to an integrated luminosity of 3.0 $\mathrm{fb}^{-1}$ collected by the LHCb experiment in $pp$ collisions at centre-of-mass energies of $7$ and $8$ TeV. Evidence for the decay $B_c^+\to\chi_{c0}(\to K^+K^-)\pi^+$ is reported with a significance of 4.0 standard deviations, resulting in the measurement of $\frac{\sigma(B_c^+)}{\sigma(B^+)}\times\mathcal{B}(B_c^+\to\chi_{c0}\pi^+)$ to be $(9.8^{+3.4}_{-3.0}(\mathrm{stat})\pm 0.8(\mathrm{syst}))\times 10^{-6}$. Here $\mathcal{B}$ denotes a branching fraction while $\sigma(B_c^+)$ and $\sigma(B^+)$ are the production cross-sections for $B_c^+$ and $B^+$ mesons. An indication of $\bar b c$ weak annihilation is found for the region $m(K^-\pi^+)<1.834\mathrm{\,Ge\kern -0.1em V\!/}c^2$, with a significance of 2.4 standard deviations.Comment: All figures and tables, along with any supplementary material and additional information, are available at https://lhcbproject.web.cern.ch/lhcbproject/Publications/LHCbProjectPublic/LHCb-PAPER-2016-022.html, link to supplemental material inserted in the reference

Measurement of the mass and lifetime of the Ωb−\Omega_b^- baryon

A proton-proton collision data sample, corresponding to an integrated luminosity of 3 fb$^{-1}$ collected by LHCb at $\sqrt{s}=7$ and 8 TeV, is used to reconstruct $63\pm9$ $\Omega_b^-\to\Omega_c^0\pi^-$, $\Omega_c^0\to pK^-K^-\pi^+$ decays. Using the $\Xi_b^-\to\Xi_c^0\pi^-$, $\Xi_c^0\to pK^-K^-\pi^+$ decay mode for calibration, the lifetime ratio and absolute lifetime of the $\Omega_b^-$ baryon are measured to be \begin{align*} \frac{\tau_{\Omega_b^-}}{\tau_{\Xi_b^-}} &= 1.11\pm0.16\pm0.03, \\ \tau_{\Omega_b^-} &= 1.78\pm0.26\pm0.05\pm0.06~{\rm ps}, \end{align*} where the uncertainties are statistical, systematic and from the calibration mode (for $\tau_{\Omega_b^-}$ only). A measurement is also made of the mass difference, $m_{\Omega_b^-}-m_{\Xi_b^-}$, and the corresponding $\Omega_b^-$ mass, which yields \begin{align*} m_{\Omega_b^-}-m_{\Xi_b^-} &= 247.4\pm3.2\pm0.5~{\rm MeV}/c^2, \\ m_{\Omega_b^-} &= 6045.1\pm3.2\pm 0.5\pm0.6~{\rm MeV}/c^2. \end{align*} These results are consistent with previous measurements.Comment: 11 pages, 5 figures, All figures and tables, along with any supplementary material and additional information, are available at https://lhcbproject.web.cern.ch/lhcbproject/Publications/LHCbProjectPublic/LHCb-PAPER-2016-008.htm