Search results for "momentum [up]"

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Solution of the Skyrme-Hartree–Fock–Bogolyubovequations in the Cartesian deformed harmonic-oscillator basis. (VIII) hfodd (v2.73y): A new version of …

2017

We describe the new version (v2.73y) of the code HFODD which solves the nuclear Skyrme Hartree-Fock or Skyrme Hartree-Fock-Bogolyubov problem by using the Cartesian deformed harmonic-oscillator basis. In the new version, we have implemented the following new features: (i) full proton-neutron mixing in the particle-hole channel for Skyrme functionals, (ii) the Gogny force in both particle-hole and particle-particle channels, (iii) linear multi-constraint method at finite temperature, (iv) fission toolkit including the constraint on the number of particles in the neck between two fragments, calculation of the interaction energy between fragments, and calculation of the nuclear and Coulomb ene…

Angular momentumNuclear Theory[PHYS.NUCL]Physics [physics]/Nuclear Theory [nucl-th]SYMMETRYNuclear TheoryHartree–Fock methodGeneral Physics and AstronomyFOS: Physical sciencesGogny forceSkyrme interactionNuclear density functional theorySelf-consistent mean-field01 natural sciences114 Physical sciencesNuclear Theory (nucl-th)Energy density functional theorySYSTEMSQuantum mechanics0103 physical sciences010306 general physicsHarmonic oscillator[ PHYS.NUCL ] Physics [physics]/Nuclear Theory [nucl-th]PhysicsHartree–Fock–Bogolyubovta114010308 nuclear & particles physicsAugmented Lagrangian methodInteraction energyAngular-momentum projection113 Computer and information sciencesHardware and ArchitecturePairingIsospintheoretical nuclear physicsSelf-consistent mean fieldHartree-Fock-BogolyubovPairing correlations
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Is Momentum in Currency Markets Driven by Global Economic Risk?

2015

This article investigates the potential link between momentum in currency returns and global economic risk as measured by currency return dispersion (RD). We find that the spread on zero-cost currency momentum strategies is larger and highly significant in high RD states compared to low RD states. Also, the relation between these momentum payoffs and global economic risk appears to increase linearly in risk. Further tests indicate that the same macroeconomic risk component in currency markets is present in global equity markets. Based on this evidence, we conclude that global economic risk as proxied by RD helps to explain currency momentum profits.

Economic riskCurrencyFinancial economicsDevaluationEquity (finance)BusinessForeign exchange riskMomentum profitsSSRN Electronic Journal
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