Showing papers by "Hong Kong University of Science and Technology published in 1990"

Near-IR Fourier transform Raman spectroscopy of photolabile organocobalt B12 and model compounds. Identification of the Co–C bond stretch in cobalamins

Abstract: The frequency of the Raman-active Co–C bond stretch in photolabile methylcoenzyme B12 has been conclusively determined by the new technique of near-IR Fourier transform (FT) Raman spectroscopy to be 500 cm–1 for methylcobalamin and 470 Cm–1 for deuteriated methyl (CD3–) cobalamin.

Surface-enhanced hyper-Raman spectroscopy with a picosecond laser. New vibrational information for non-centrosymmetric carbocyanine molecules adsorbed on colloidal silver

Abstract: Picosecond-excited surface-enhanced hyper-Raman scattering (SEHRS) spectra have been obtained for several non-centrosymmetric oxa- and thia-carbocyanine molecules adsorbed on pre-aggregated colloidal silver. To facilitate interpretation of the SEHRS results, a comprehensive vibrational study of these dyes by employing Fourier transform (FT) IR spectroscopy, surface-enhanced Raman scattering (SERS) and the newly developed techniques of near-IR-excited FT-Raman and FTSERS is also reported. The SERS spectra of these carbocyanine dyes are dramatically different from their bulk FT-Raman and SERS spectra, but exhibit similarities to their FTIR spectra. Many SEHRS lines appear to arise from vibrational modes of the central π-conjugated chain, in contrast to the appearance of predominantly end-chromophore vibrations in the Raman spectra. Some of the intense surface hyper-Raman lines are found to be experimentally undetected or unresolvable by Raman scattering and IR absorption. The results thus conclusively demonstrate that, for non-centrosymmetric molecules, surface-enhanced hyper-Raman scattering is capable of providing important vibrational information that is unobtainable through the Raman and IR methods.

An incentive based theory of bank regulation

Abstract: In this paper we analyze how depositors can employ both monitoring and capital requirements to control the risk of bank assets. We also analyze how monitors should be compensated if their actions are not directly observable and if there are binding limits on their liability. Second-best capital and monitoring levels (with unobservable actions) will be distorted away from their respective first-best levels. We derive some results about the nature of these distortions and characterize the optimal incentive scheme for monitors.