Does every smooth proper morphism XtooperatornameSpecmathbfZ with X nonempty have a section?
EDIT [Bjorn gave additional information in a comment below, which I am recopying here. -- Pete L. Clark]
Here are some special cases, according to the relative dimension d. If d=0, a positive answer follows from Minkowski's theorem that every nontrivial finite extension of mathbfQ ramifies at at least one prime. If d=1, it is a consequence (via taking the Jacobian) of the theorem of Abrashkin and Fontaine that there is no nonzero abelian scheme over mathbfZ, together with (for the genus 0 case) the fact that a quaternion algebra over mathbfQ split at every finite place is trivial.
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