Capital requirements are key elements in banking regulation. As the failure of a systemically important institution poses a risk to the whole economy, they have to meet special regulations. Our research uses a unique data set to show the influence of economic factors on the capital buffer calibration for Other Systemically Important Institutions (O-SIIs). We show that the scoring process to identify and rank O-SIIs is comparable in the different countries of the EU, but the respective equity requirements are not. Nations with higher unemployment and a higher amount of non-performing loans demand less capital from their banks. Hence, their country average of capital buffer requirements per score depends on the economic situation rather than the scoring process as such.
{"title":"The Influence of Economic Factors on the Capital Buffer Calibration for Systemically Important Institutions in the European Union","authors":"Hans-Peter Burghof, Julia Juric, Daniel Schmidt","doi":"10.2139/ssrn.3815142","DOIUrl":"https://doi.org/10.2139/ssrn.3815142","url":null,"abstract":"Capital requirements are key elements in banking regulation. As the failure of a systemically important institution poses a risk to the whole economy, they have to meet special regulations. Our research uses a unique data set to show the influence of economic factors on the capital buffer calibration for Other Systemically Important Institutions (O-SIIs). We show that the scoring process to identify and rank O-SIIs is comparable in the different countries of the EU, but the respective equity requirements are not. Nations with higher unemployment and a higher amount of non-performing loans demand less capital from their banks. Hence, their country average of capital buffer requirements per score depends on the economic situation rather than the scoring process as such.","PeriodicalId":191513,"journal":{"name":"European Economics: Macroeconomics & Monetary Economics eJournal","volume":"113 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-10-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131997072","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
This study aims to address the issue of liquidity risk management in Algerian Islamic banks. This research was dealt with by addressing the risks of bank liquidity, and then on how to manage liquidity risk in As Alsalam Bank-Algeria. In this study, we have relied on two descriptive and analytical methods, by identifying bank liquidity risks, then analyzing and discussing liquidity risk management at Alsalam Bank-Algeria during the years 2011-2019, based on its annual financial reports. To achieve this, the research paper was divided into two axes. The first axis dealt with the conceptual framework for bank liquidity risk, and the second axis dealt with liquidity risk management Alsalam Bank-Algeria. The study found that Alsalam Bank-Algeria is achieving positive financial results and is constantly increasing, yet it is exposed to high liquidity risks, especially in 2019.
{"title":"Liquidity Risk Management in Islamic Banks- Case study of Alsalam Bank-Algeria (2011-2019)","authors":"Rachid Chenini","doi":"10.2139/ssrn.3909513","DOIUrl":"https://doi.org/10.2139/ssrn.3909513","url":null,"abstract":"This study aims to address the issue of liquidity risk management in Algerian Islamic banks. This research was dealt with by addressing the risks of bank liquidity, and then on how to manage liquidity risk in As Alsalam Bank-Algeria. In this study, we have relied on two descriptive and analytical methods, by identifying bank liquidity risks, then analyzing and discussing liquidity risk management at Alsalam Bank-Algeria during the years 2011-2019, based on its annual financial reports. To achieve this, the research paper was divided into two axes. The first axis dealt with the conceptual framework for bank liquidity risk, and the second axis dealt with liquidity risk management Alsalam Bank-Algeria. The study found that Alsalam Bank-Algeria is achieving positive financial results and is constantly increasing, yet it is exposed to high liquidity risks, especially in 2019.","PeriodicalId":191513,"journal":{"name":"European Economics: Macroeconomics & Monetary Economics eJournal","volume":"12 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-08-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125552341","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2021-08-23DOI: 10.6007/ijarbss/v11-i8/10749
A. M. I. El-Mubarak, Zakariya Mustapha, Isyaku Hassan
The subsisting economic hardship underscores the promotion of financial stability through inclusive financial regulations. The low-performance of conventional policies warrants the striving for uniform regulation and protection of conventional and non-interest financial institutions. In Nigeria, financial regulations do not pay attention to inventive Islamic financial products and Islamic delivery mechanisms. This situation does not help to achieve a positive performance in Islamic banking services in the country. Via a review of previous literature, this paper aims to discuss the policies of the Central Bank of Nigeria (CBN) on conventional and Islamic banking systems. The review outcomes suggest that only restricted policies are available for non-interest financial institutions across Nigeria, and the existing protections are far from creating long-term welcoming results. According to the review outcomes, many studies are not conclusive about the particular aspects that need improvements between regulation and legislation of financial institutions in Nigeria. We argue that existing regulations do not treat all financial systems equitably, and thus, it becomes difficult for Islamic financial institutions to contribute efficaciously and positively to the country’s economic growth. A such, this paper recommends the re-composition of the regulatory framework on equitable protection basis for every financial institution across Nigeria. This review contributes to the existing literature on the heightening of the economic and financial system across Nigeria by proposing regulation and legislation amendments. Further research may explore how effective policies can be formulated to achieve a positive performance of Islamic banking in Nigeria
{"title":"Regulation Not Mere Legislation: The Issue of Enhancing Islamic Banking Performance Across Nigeria","authors":"A. M. I. El-Mubarak, Zakariya Mustapha, Isyaku Hassan","doi":"10.6007/ijarbss/v11-i8/10749","DOIUrl":"https://doi.org/10.6007/ijarbss/v11-i8/10749","url":null,"abstract":"The subsisting economic hardship underscores the promotion of financial stability through inclusive financial regulations. The low-performance of conventional policies warrants the striving for uniform regulation and protection of conventional and non-interest financial institutions. In Nigeria, financial regulations do not pay attention to inventive Islamic financial products and Islamic delivery mechanisms. This situation does not help to achieve a positive performance in Islamic banking services in the country. Via a review of previous literature, this paper aims to discuss the policies of the Central Bank of Nigeria (CBN) on conventional and Islamic banking systems. The review outcomes suggest that only restricted policies are available for non-interest financial institutions across Nigeria, and the existing protections are far from creating long-term welcoming results. According to the review outcomes, many studies are not conclusive about the particular aspects that need improvements between regulation and legislation of financial institutions in Nigeria. We argue that existing regulations do not treat all financial systems equitably, and thus, it becomes difficult for Islamic financial institutions to contribute efficaciously and positively to the country’s economic growth. A such, this paper recommends the re-composition of the regulatory framework on equitable protection basis for every financial institution across Nigeria. This review contributes to the existing literature on the heightening of the economic and financial system across Nigeria by proposing regulation and legislation amendments. Further research may explore how effective policies can be formulated to achieve a positive performance of Islamic banking in Nigeria","PeriodicalId":191513,"journal":{"name":"European Economics: Macroeconomics & Monetary Economics eJournal","volume":"130 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-08-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132290147","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
There is a substantial literature on the lasting damage to economic output from financial crises. The COVID crisis is not, in the first instance, a financial crisis and nor was the eve of the pandemic characterised by large scale macroeconomic imbalances. But it is not financial crises qua financial crises that cause long term damage, but a number of channels which operate during financial crises and other recessions, some of which are at work now as well. We identify balance sheet repair, belief scarring, labour market hysteresis, slowing structural reform momentum, and policy error as relevant transmissions channels of long term damage at work during this crisis. Our judgement is that the COVID crisis will impart a permanent levels shock to post-pandemic global economic output of 3% of GDP. This is a third the levels damage after the GFC, consistent with the nature of the shock and the more encouraging monetary, fiscal and structural policy responses. But this is still a substantial amount of long-term damage relative to 'typical' downturns, reflecting the depth of the pandemic shock and the channels of damage identified.
{"title":"Acute or Chronic? the Long-Term Impact of the COVID Crisis on Economic Output","authors":"P. Diggle, Luke Bartholomew","doi":"10.2139/ssrn.3906559","DOIUrl":"https://doi.org/10.2139/ssrn.3906559","url":null,"abstract":"There is a substantial literature on the lasting damage to economic output from financial crises. The COVID crisis is not, in the first instance, a financial crisis and nor was the eve of the pandemic characterised by large scale macroeconomic imbalances. But it is not financial crises qua financial crises that cause long term damage, but a number of channels which operate during financial crises and other recessions, some of which are at work now as well. We identify balance sheet repair, belief scarring, labour market hysteresis, slowing structural reform momentum, and policy error as relevant transmissions channels of long term damage at work during this crisis. Our judgement is that the COVID crisis will impart a permanent levels shock to post-pandemic global economic output of 3% of GDP. This is a third the levels damage after the GFC, consistent with the nature of the shock and the more encouraging monetary, fiscal and structural policy responses. But this is still a substantial amount of long-term damage relative to 'typical' downturns, reflecting the depth of the pandemic shock and the channels of damage identified.","PeriodicalId":191513,"journal":{"name":"European Economics: Macroeconomics & Monetary Economics eJournal","volume":"21 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-08-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125295607","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Paolo Massaro, Marta Bernardini, F. Pepe, Francesco Tocco
Bank of Italy data managers check the market notices published daily by the Italian Stock Exchange (Borsa Italiana) and select those of interest to update the Bank of Italy's Securities Database. This activity is time-consuming and prone to errors should a data manager overlook a relevant notice. In this paper we describe the implementation of a supervised model to automatically select the market notices. The model outperforms the manual approach used by data managers and can therefore be implemented in the regular process to update the Securities Database.
{"title":"The Market Notices Published by the Italian Stock Exchange: A Machine Learning Approach for the Selection of the Relevant Ones","authors":"Paolo Massaro, Marta Bernardini, F. Pepe, Francesco Tocco","doi":"10.2139/ssrn.3896319","DOIUrl":"https://doi.org/10.2139/ssrn.3896319","url":null,"abstract":"Bank of Italy data managers check the market notices published daily by the Italian Stock Exchange (Borsa Italiana) and select those of interest to update the Bank of Italy's Securities Database. This activity is time-consuming and prone to errors should a data manager overlook a relevant notice. In this paper we describe the implementation of a supervised model to automatically select the market notices. The model outperforms the manual approach used by data managers and can therefore be implemented in the regular process to update the Securities Database.","PeriodicalId":191513,"journal":{"name":"European Economics: Macroeconomics & Monetary Economics eJournal","volume":"46 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-07-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"129499211","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Simone Negro, Alfredo Macchiati, M. Onado, Luigi Stammati
We discuss whether and to what extent Italian banks will be able to support the recovery after the COVID-19 pandemic. The answer crucially depends on how the legacy of the Great Financial Crisis is evaluated. Moving from the hypothesis that the problems must be examined in the context of the entire euro area and with a medium-term perspective, we show that Italian banks are on a path of gradual recovery and that during the first year of the COVID-19 pandemic, they have also met the corporate demand for credit (with the support of public loan guarantee programs). We conclude that, so far, not only have banks not been part of the problem but, instead, they have played a crucial role in sustaining the Italian economy during the latest recession. Early evidence suggests that the pandemic crisis has also incentivized businesses in some sectors to adopt innovations that were largely under-utilized prior to the crisis, offering hope for a new phase of economic dynamism once economies reopen. However, the ability of national economies to capture these improvements depends on country specific factors, in particular, on the banks’ ability to shift the allocation of credit to the emerging and most productive companies. In this connection, we conclude that the ability of Italian banks to achieve an efficient allocation of credit is, to say the least, controversial.
{"title":"Italian Banks, the Legacy of the Global Financial Crisis and the COVID-19 Pandemic: So Far so Good","authors":"Simone Negro, Alfredo Macchiati, M. Onado, Luigi Stammati","doi":"10.2139/ssrn.3892248","DOIUrl":"https://doi.org/10.2139/ssrn.3892248","url":null,"abstract":"We discuss whether and to what extent Italian banks will be able to support the recovery after the COVID-19 pandemic. The answer crucially depends on how the legacy of the Great Financial Crisis is evaluated. Moving from the hypothesis that the problems must be examined in the context of the entire euro area and with a medium-term perspective, we show that Italian banks are on a path of gradual recovery and that during the first year of the COVID-19 pandemic, they have also met the corporate demand for credit (with the support of public loan guarantee programs). We conclude that, so far, not only have banks not been part of the problem but, instead, they have played a crucial role in sustaining the Italian economy during the latest recession. Early evidence suggests that the pandemic crisis has also incentivized businesses in some sectors to adopt innovations that were largely under-utilized prior to the crisis, offering hope for a new phase of economic dynamism once economies reopen. However, the ability of national economies to capture these improvements depends on country specific factors, in particular, on the banks’ ability to shift the allocation of credit to the emerging and most productive companies. In this connection, we conclude that the ability of Italian banks to achieve an efficient allocation of credit is, to say the least, controversial.","PeriodicalId":191513,"journal":{"name":"European Economics: Macroeconomics & Monetary Economics eJournal","volume":"5 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-07-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131764802","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
In its strategic review, the European Central Bank has made the integration of climate change one of its priorities for the coming years. Using textual analysis methods, we study how this topic has appeared and evolved in the speeches of the ECB's Executive Board members since 1997. After two decades of ignorance, the topic makes its entrance in 2018, a few years behind other central banks, and then really takes off from 2020, until it is present in almost every second speech in 2021. Above all, climate change is now addressed as a central banking issue, and problematised in terms of its impact on the ECB's missions, mandate and instruments.
{"title":"From Words to Deeds? Climate Change and the European Central Bank","authors":"J. Deyris, Tanguy Bonnet","doi":"10.2139/ssrn.3910521","DOIUrl":"https://doi.org/10.2139/ssrn.3910521","url":null,"abstract":"In its strategic review, the European Central Bank has made the integration of climate change one of its priorities for the coming years. Using textual analysis methods, we study how this topic has appeared and evolved in the speeches of the ECB's Executive Board members since 1997. After two decades of ignorance, the topic makes its entrance in 2018, a few years behind other central banks, and then really takes off from 2020, until it is present in almost every second speech in 2021. Above all, climate change is now addressed as a central banking issue, and problematised in terms of its impact on the ECB's missions, mandate and instruments.","PeriodicalId":191513,"journal":{"name":"European Economics: Macroeconomics & Monetary Economics eJournal","volume":"20 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-07-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"129465385","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
We examine how domestic and foreign monetary policy affect the supply of bank credit when bank lending is denominated in domestic and foreign currencies, and how domestic macroprudential regulation shapes the transmission of foreign monetary spillovers. We use a country-level and a bank-level dataset from several European emerging economies on the lending activities of local banks broken down by currency denomination. We merge this information with indicators of monetary and macroprudential policy actions, and with bilateral trade linkages between countries. We document three main results. First, there exists a domestic currency composition channel of monetary policy: domestic monetary changes affect the share of lending in foreign currency in the domestic banking sector. Second, monetary shocks transmit across countries through international trade networks giving rise to an international bank lending channel in its currency dimension. Third, macroprudential policies enacted in home lending banking systems partly offset the spillover effects of monetary policies initiated abroad, suggesting an active role for macroprudential regulation in shielding the home economy from foreign shocks.
{"title":"The Currency Composition Channel of Monetary Policy and the Role of Macroprudential Regulation","authors":"K. Neanidis, Christos S. Savva","doi":"10.2139/ssrn.3883456","DOIUrl":"https://doi.org/10.2139/ssrn.3883456","url":null,"abstract":"We examine how domestic and foreign monetary policy affect the supply of bank credit when bank lending is denominated in domestic and foreign currencies, and how domestic macroprudential regulation shapes the transmission of foreign monetary spillovers. We use a country-level and a bank-level dataset from several European emerging economies on the lending activities of local banks broken down by currency denomination. We merge this information with indicators of monetary and macroprudential policy actions, and with bilateral trade linkages between countries. We document three main results. First, there exists a domestic currency composition channel of monetary policy: domestic monetary changes affect the share of lending in foreign currency in the domestic banking sector. Second, monetary shocks transmit across countries through international trade networks giving rise to an international bank lending channel in its currency dimension. Third, macroprudential policies enacted in home lending banking systems partly offset the spillover effects of monetary policies initiated abroad, suggesting an active role for macroprudential regulation in shielding the home economy from foreign shocks.","PeriodicalId":191513,"journal":{"name":"European Economics: Macroeconomics & Monetary Economics eJournal","volume":"15 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-07-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128511203","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Theories suggest that asset encumbrance, the ring-fencing of certain assets for protected debtholders, can affect banks’ risk taking and lead to funding instability. We test these hypotheses using a unique, hand-collected dataset on outstanding covered bonds issued by a sample of listed European banks. Our results suggest that the effect of asset encumbrance on risk depends on the proportion of debtholders exerting market discipline and on the bank’s liquidity buffers. We deal with concerns regarding omitted variables and reverse causality using several fixed effects estimations and an instrumental variables approach.
{"title":"Does Asset Encumbrance Affect Bank Risk? Evidence from Covered Bonds","authors":"Emilia Garcia-Appendini, S. Gatti, Giacomo Nocera","doi":"10.2139/ssrn.3882495","DOIUrl":"https://doi.org/10.2139/ssrn.3882495","url":null,"abstract":"Theories suggest that asset encumbrance, the ring-fencing of certain assets for protected debtholders, can affect banks’ risk taking and lead to funding instability. We test these hypotheses using a unique, hand-collected dataset on outstanding covered bonds issued by a sample of listed European banks. Our results suggest that the effect of asset encumbrance on risk depends on the proportion of debtholders exerting market discipline and on the bank’s liquidity buffers. We deal with concerns regarding omitted variables and reverse causality using several fixed effects estimations and an instrumental variables approach.","PeriodicalId":191513,"journal":{"name":"European Economics: Macroeconomics & Monetary Economics eJournal","volume":"43 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-07-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122154392","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
This paper seeks to make clear how the concept of the cycle of money works in an actual case scenario like this of the economic system of Bulgaria. The index of the cycle of money suggests how an economic system ought to counteract a monetary crisis and examines how well-structured a country’s economy is. The estimations of the index of the cycle of money of Bulgaria are compared with the global average index of the cycle of money. The estimations reveal that Bulgaria is close to the average global value. Bulgaria’s results show that it is a well-structured economy and can face an economic crisis. The applied methodology stands on the analysis of the theory, mathematical, statistical, and econometrical results. The current work is important as it represents the strength of Bulgaria’s economy to a potential crisis. The results could be achieved by the application of the theory of the cycle of money to a country’s economy. Prior real case scenario conclusions are from Latvia.
{"title":"Index of the Cycle of Money – the Case of Bulgaria","authors":"Constantinos Challoumis Κωνσταντίνος Χαλλουμής","doi":"10.37075/ea.2021.2.04","DOIUrl":"https://doi.org/10.37075/ea.2021.2.04","url":null,"abstract":"This paper seeks to make clear how the concept of the cycle of money works in an actual case scenario like this of the economic system of Bulgaria. The index of the cycle of money suggests how an economic system ought to counteract a monetary crisis and examines how well-structured a country’s economy is. The estimations of the index of the cycle of money of Bulgaria are compared with the global average index of the cycle of money. The estimations reveal that Bulgaria is close to the average global value. Bulgaria’s results show that it is a well-structured economy and can face an economic crisis. The applied methodology stands on the analysis of the theory, mathematical, statistical, and econometrical results. The current work is important as it represents the strength of Bulgaria’s economy to a potential crisis. The results could be achieved by the application of the theory of the cycle of money to a country’s economy. Prior real case scenario conclusions are from Latvia.","PeriodicalId":191513,"journal":{"name":"European Economics: Macroeconomics & Monetary Economics eJournal","volume":"49 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-07-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115919989","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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