Search results for "43"
showing 10 items of 1438 documents
"Table 36" of "Two-pion Bose-Einstein correlations in pp collisions at sqrt(s)=900 GeV"
2010
One-dimensional exponential HBT radius as a function of KT. Also shown is the value of LAMBDA, the correlation strength, obtained in the fit.
"Table 31" of "Two-pion Bose-Einstein correlations in pp collisions at sqrt(s)=900 GeV"
2010
One-dimensional Gaussian HBT radius as a function of KT for low and high multiplicity events.
"Table 2" of "Midrapidity antiproton-to-proton ratio in pp collisions at $\sqrt{s} = 0.9$ and $7$~TeV measured by the ALICE experiment"
2010
The central rapidity pbar/p ratio as a function of the rapidity interval Ybeam-Ybaryon and centre-of-mass energy. As well as the present ALICE measurements this table also lists the values from other experiments (see the text of the paper for details).
"Table 1" of "Midrapidity antiproton-to-proton ratio in pp collisions at $\sqrt{s} = 0.9$ and $7$~TeV measured by the ALICE experiment"
2010
The PT dependence of the pbar/p ratio for the central rapidity region ABS(YRAP)<0.5.
"Table 6" of "Measurement of inclusive K*(892)0, Phi(1020) and K*2(1430)0 production in hadronic Z decays."
1996
Average Multiplicities.
Liquidity Synchronization, Its Determinants and Outcomes under Economic Growth Volatility: Evidence from Emerging Asian Economies
2021
This study investigates the country-level determinants of liquidity synchronization and degrees of liquidity synchronization during economic growth volatility. As a non-diversifiable risk factor, liquidity co-movement shock spreads market-wide and thus disrupts the overall functioning of the financial market. Firms in Asian markets operate in legal and regulatory environments distinct from those of firms analyzed in the previous literature. Comprehensive analyses of liquidity synchronicity in emerging markets are limited. A major knowledge gap pertaining to Asian emerging markets serves as the primary motivation for this study. Seven Asian emerging economies are selected from the MSCI emerg…
Cross-country comparisons of competition and pricing power in European banking
2009
Abstract Studies of banking competition and competitive behavior both within and across countries typically utilise only one of the few measures that are available. In trying to assess the relative competitive position of banking markets in 14 European countries, existing indicators of competition are found to give conflicting predictions across countries, within countries, and over time. This is because indicators of competition tend to measure different things and are additionally influenced by cross-country differences in cost efficiency, fee income levels, real economic growth and inflation. We attempt to separate bank pricing power from these embodied influences and derive more consist…
Unconventional monetary policy reaction functions: evidence from the US
2020
Abstract We specify unconventional monetary policy reaction functions for the Fed using linear and nonlinear econometric frameworks. We find that nonstandard policy measures are largely driven by the dynamics of inflation and the output gap, with the effect being particularly strong during QE rounds. Moreover, we uncover the presence of asymmetry and regime dependence in central bank’s actions since the global financial crisis, especially concerning the response of the term spread and the shadow short rate to the growth rate of central bank reserves. From a policy perspective and given the lack of a systematic response of monetary policy to asset price growth in nonstandard times, our findi…
Interest rate co-movements, global factors and the long end of the term spread
2012
The disconnect between rising short and low long interest rates has been a distinctive feature of the 2000s. Both research and policy circles have argued that international forces, such as global monetary policy (e.g. Rogoff, 2006); international business cycles (e.g. Borio and Filardo, 2007); or a global savings glut (e.g Bernanke, 2005) may be responsible. In this paper, we employ recent advances in panel data econometrics to document the disconnect and link it explicitly to the existence of a global latent factor that dominates the long end of the term spread for the recent period; the saving glut story emerges as the most likely contender for the global factor.