This paper aims to examine the effects of inward foreign direct investment (FDI) on economic growth and domestic investment at the regional-level and sectoral-levels of Myanmar economy, by applying a panel vector-autoregressive model framework. The major research questions are twofold: whether inward FDI causes economic growth or economic growth attracts inward FDI, and whether inward FDI crowds in or crowds out domestic investment. The main findings are summarized as follows. In the regional level analysis, there is a difference in the FDI-economic growth relationship between the FDI-intensive region and the FDI-less-intensive one. In the FDI-intensive region, the bidirectional FDI-economic growth relationship is found, supporting the both hypotheses of FDI-driven growth and growth-driven FDI, while the FDI-driven growth effect is larger than the growth-driven FDI one. In the FDI-less-intensive region, on the other hand, FDI deteriorates economic growth whereas economic growth still induces FDI. The difference in the FDI-economic growth relationship between the regions might come from the gap in agglomeration effects. In the sectoral level analysis, the crowd-in effect of FDI on domestic investment is found in the non-oil and gas sectors, since the FDI in the oil and gas sector has less linkages to domestic investment.
{"title":"Economic Effects of Inward Foreign Direct Investment in Myanmar","authors":"Thet Mon Soe","doi":"10.47260/bae/7214","DOIUrl":"https://doi.org/10.47260/bae/7214","url":null,"abstract":"This paper aims to examine the effects of inward foreign direct investment (FDI) on economic growth and domestic investment at the regional-level and sectoral-levels of Myanmar economy, by applying a panel vector-autoregressive model framework. The major research questions are twofold: whether inward FDI causes economic growth or economic growth attracts inward FDI, and whether inward FDI crowds in or crowds out domestic investment. The main findings are summarized as follows. In the regional level analysis, there is a difference in the FDI-economic growth relationship between the FDI-intensive region and the FDI-less-intensive one. In the FDI-intensive region, the bidirectional FDI-economic growth relationship is found, supporting the both hypotheses of FDI-driven growth and growth-driven FDI, while the FDI-driven growth effect is larger than the growth-driven FDI one. In the FDI-less-intensive region, on the other hand, FDI deteriorates economic growth whereas economic growth still induces FDI. The difference in the FDI-economic growth relationship between the regions might come from the gap in agglomeration effects. In the sectoral level analysis, the crowd-in effect of FDI on domestic investment is found in the non-oil and gas sectors, since the FDI in the oil and gas sector has less linkages to domestic investment.","PeriodicalId":344946,"journal":{"name":"Bulletin of Applied Economics","volume":"32 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-10-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121649735","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}
Based on data of 6 major developed stock markets, this paper provides empirical evidences about how stock markets across the globe behave during the Covid-19 global pandemic. Evidences show that the movements of most stock market indices were individually dependent on the development of the Covid-19 pandemic in the corresponding countries during the pre-bottom period. However, this phenomenon largely faded away after stock markets bottomed out and entered into the recovery stage. Vector error correction model (VECM) confirms the cross-markets equilibrium during the Covid-19 pandemic and the majority of stock markets are expected to restore to new equilibriums relatively quickly if exogenous shocks are introduced in the future.
{"title":"Have Stock Markets across the Globe Been Kidnapped by the Covid-19 Pandemic?","authors":"Huaibing Yu","doi":"10.47260/BAE/7213","DOIUrl":"https://doi.org/10.47260/BAE/7213","url":null,"abstract":"Based on data of 6 major developed stock markets, this paper provides empirical evidences about how stock markets across the globe behave during the Covid-19 global pandemic. Evidences show that the movements of most stock market indices were individually dependent on the development of the Covid-19 pandemic in the corresponding countries during the pre-bottom period. However, this phenomenon largely faded away after stock markets bottomed out and entered into the recovery stage. Vector error correction model (VECM) confirms the cross-markets equilibrium during the Covid-19 pandemic and the majority of stock markets are expected to restore to new equilibriums relatively quickly if exogenous shocks are introduced in the future.","PeriodicalId":344946,"journal":{"name":"Bulletin of Applied Economics","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-10-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128760983","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 analyses the performance of US Mutual Funds, from the perspective of Long Memory (LM), exploring if the returns of MFs are systematic due to their active management or they are random. The sample was 200 US equity MFs, from four categories, Large Cap, Middle Cap, Small Cap and World Stock, both 1- and 5-stars rating funds according to Morning Star rating. The time period was starting between 1981 and 2006 and ending 2016. Rescaled Range Analysis (R/S) employed for the Hurst exponent estimation, so to detect LM. Using Surrogate Data Analysis (SDA), the study was extended to Hurst exponent estimation for surrogate time series. The findings suggest that the selection of a MF presents a lot of complexity for investors. The 5-star MFs, with high qualified, and so expensive managers, tend to achieve random returns, while the returns of 1-star MFs, are more systematic. These MFs have higher fees than the 5-star MFs, but the management fees paid are quite inferior. This leads to the conclusion, that it might be preferable to pay for gaining an almost the same, but systematic return than to pay for the ties of the manager.
本研究从长记忆(LM)的角度分析美国共同基金的表现，探讨基金的收益是由于其主动管理而具有系统性还是随机性。样本是200只美国股票型基金，来自四大类别:大盘股、中盘股、小盘股和世界股票，包括晨星评级的1星和5星基金。这段时间从1981年到2006年，到2016年结束。采用重尺度极差分析(rescale Range Analysis, R/S)对Hurst指数进行估计，从而检测LM。采用代理数据分析(SDA)，将研究扩展到代理时间序列的Hurst指数估计。研究结果表明，MF的选择给投资者带来了很大的复杂性。拥有高素质、昂贵经理人的五星级基金往往实现随机回报，而一星级基金的回报则更为系统化。这些基金的收费高于五星级基金，但所支付的管理费却相当低。由此得出的结论是，为获得几乎相同的系统性回报而付费，可能比为经理人的关系付费更可取。
{"title":"Investing in mutual funds: are you paying for performance or for the ties of the manager?","authors":"C. Siriopoulos, M. Skaperda","doi":"10.47260/bae/7212","DOIUrl":"https://doi.org/10.47260/bae/7212","url":null,"abstract":"This study analyses the performance of US Mutual Funds, from the perspective of Long Memory (LM), exploring if the returns of MFs are systematic due to their active management or they are random. The sample was 200 US equity MFs, from four categories, Large Cap, Middle Cap, Small Cap and World Stock, both 1- and 5-stars rating funds according to Morning Star rating. The time period was starting between 1981 and 2006 and ending 2016. Rescaled Range Analysis (R/S) employed for the Hurst exponent estimation, so to detect LM. Using Surrogate Data Analysis (SDA), the study was extended to Hurst exponent estimation for surrogate time series. The findings suggest that the selection of a MF presents a lot of complexity for investors. The 5-star MFs, with high qualified, and so expensive managers, tend to achieve random returns, while the returns of 1-star MFs, are more systematic. These MFs have higher fees than the 5-star MFs, but the management fees paid are quite inferior. This leads to the conclusion, that it might be preferable to pay for gaining an almost the same, but systematic return than to pay for the ties of the manager.","PeriodicalId":344946,"journal":{"name":"Bulletin of Applied Economics","volume":"25 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-09-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132486550","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}
The purpose of this study is to explore whether the regulatory quality influences the relation between life insurance development and economic growth by applying a nonlinear panel smooth transition regression (PSTR) model. Using the data from Worldwide Governance Indicators (WGI) to assess the soundness of regulatory quality, this paper finds that the relationship between life insurance development and economic growth is significantly positive in the countries with relatively better regulatory quality. Our findings not only indicate that sound regulatory quality could encourage the growth effect of life insurance sectors but also have far-reaching practical implications for other economies to realize regulatory quality should matter for the development of the economic growth.
{"title":"The Impact of Regulatory Quality on the Nexus between Life Insurance Development and Economic Growth: Evidence from European Developing Countries","authors":"Gengnan Chiang, Chinpiao Liu","doi":"10.47260/bae/7211","DOIUrl":"https://doi.org/10.47260/bae/7211","url":null,"abstract":"The purpose of this study is to explore whether the regulatory quality influences the relation between life insurance development and economic growth by applying a nonlinear panel smooth transition regression (PSTR) model. Using the data from Worldwide Governance Indicators (WGI) to assess the soundness of regulatory quality, this paper finds that the relationship between life insurance development and economic growth is significantly positive in the countries with relatively better regulatory quality. Our findings not only indicate that sound regulatory quality could encourage the growth effect of life insurance sectors but also have far-reaching practical implications for other economies to realize regulatory quality should matter for the development of the economic growth.","PeriodicalId":344946,"journal":{"name":"Bulletin of Applied Economics","volume":"36 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-09-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"130400165","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}
The purpose of this paper is to understand determinants of liquidity buffers in the GCC’s Islamic banks. We apply the model of Bonner et al. (2005) on balanced panel data, bank specific data and annual balance sheet data for all reporting banks. The data cover a period of 8 years from 2004 until 2011 for 24 Islamic banks from GCC region that includes mainly Saudi Arabia, United Arab Emirates, Bahrain and Kuwait. Results show that liquidity buffers negatively related to the size of the bank, the capitalization is negatively related to liquidity buffers in Islamic banks in the GCC region and the ratio of deposits is negatively related to liquid assets holding in Islamic banks, but not statistically significant. In addition, we found a positive relationship between the profitability and liquidity buffers in Islamic banks of the GCC region. Finally, we found a different result when it comes to macroeconomic variables. First we noticed a negative impact of the inflation on liquidity buffers and second, a positive significant relationship between GDP real growth and liquidity buffers in Islamic banks in the GCC region. Our findings can serve as a tool for policy makers in the GCC region to adopt sounder strategies of liquidity management.
{"title":"Liquidity buffers determinants in GCC’s Islamic banks","authors":"Amal Essayem, Wided Khiari, Azhaar Lajmi","doi":"10.47260/bae/7210","DOIUrl":"https://doi.org/10.47260/bae/7210","url":null,"abstract":"The purpose of this paper is to understand determinants of liquidity buffers in the GCC’s Islamic banks. We apply the model of Bonner et al. (2005) on balanced panel data, bank specific data and annual balance sheet data for all reporting banks. The data cover a period of 8 years from 2004 until 2011 for 24 Islamic banks from GCC region that includes mainly Saudi Arabia, United Arab Emirates, Bahrain and Kuwait. Results show that liquidity buffers negatively related to the size of the bank, the capitalization is negatively related to liquidity buffers in Islamic banks in the GCC region and the ratio of deposits is negatively related to liquid assets holding in Islamic banks, but not statistically significant. In addition, we found a positive relationship between the profitability and liquidity buffers in Islamic banks of the GCC region. Finally, we found a different result when it comes to macroeconomic variables. First we noticed a negative impact of the inflation on liquidity buffers and second, a positive significant relationship between GDP real growth and liquidity buffers in Islamic banks in the GCC region. Our findings can serve as a tool for policy makers in the GCC region to adopt sounder strategies of liquidity management.","PeriodicalId":344946,"journal":{"name":"Bulletin of Applied Economics","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-09-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"130454298","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 examines the location selection by retailers in a bilateral duopoly. We suppose that the location is unconstraint. We compare two cases. One case is that each retailer incurs its transportation costs in order to purchase goods from its manufacturer. Another case is that it does not pay the transportation costs. Our conclusions are two. One is that both retailers locate inside the city, when retailers incur the transportation costs. The other is that consumer surplus and social welfare is larger under retailers’ paying transportation costs than under retailers’ no-paying transportation costs.
{"title":"Additional Transportation Costs benefit Consumer Surplus and Social Welfare in a Bilateral Duopoly","authors":"SangHeon Han, Dongjoon Lee","doi":"10.47260/bae/729","DOIUrl":"https://doi.org/10.47260/bae/729","url":null,"abstract":"This paper examines the location selection by retailers in a bilateral duopoly. We suppose that the location is unconstraint. We compare two cases. One case is that each retailer incurs its transportation costs in order to purchase goods from its manufacturer. Another case is that it does not pay the transportation costs. Our conclusions are two. One is that both retailers locate inside the city, when retailers incur the transportation costs. The other is that consumer surplus and social welfare is larger under retailers’ paying transportation costs than under retailers’ no-paying transportation costs.","PeriodicalId":344946,"journal":{"name":"Bulletin of Applied Economics","volume":"39 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-09-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122484736","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 develops a two-period model in which the manufacturer determines a price floor and sets production output prior to resolution of uncertainty. The closer the distance between the minimum price and the high-demand-state price, the higher the degree of price rigidity. Solving for the minimum resale price and production output, the model indicates that asymmetric price transmission could be a characteristic of competitive markets. The retail price in a highly concentrated retail market might be lower than that in a retail market with fierce competition. The relationship between price adjustments and the market competition suggests that the reason underlying price rigidity should be considered while formulating the antitrust and monetary policies.
{"title":"Price Stickiness under Stochastic Demand","authors":"Wu Sheng-Yeh, Chen Guan-ru","doi":"10.47260/bae/728","DOIUrl":"https://doi.org/10.47260/bae/728","url":null,"abstract":"This study develops a two-period model in which the manufacturer determines a price floor and sets production output prior to resolution of uncertainty. The closer the distance between the minimum price and the high-demand-state price, the higher the degree of price rigidity. Solving for the minimum resale price and production output, the model indicates that asymmetric price transmission could be a characteristic of competitive markets. The retail price in a highly concentrated retail market might be lower than that in a retail market with fierce competition. The relationship between price adjustments and the market competition suggests that the reason underlying price rigidity should be considered while formulating the antitrust and monetary policies.","PeriodicalId":344946,"journal":{"name":"Bulletin of Applied Economics","volume":"4 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-08-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115476333","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}
The purpose of this paper is to estimate the extent of tax evasion in Greece for the period 1980-2018. For this estimation we have chosen to apply an indirect method of approach to the issue, as developed by Tanzi, based on the assumption that estimating the size of the shadow economy can lead us to a safe measurement of the extent of tax evasion. More precisely, through the Currency Demand approach which is based on the basic assumption that activities under the shadow economy constitute a direct response of taxpayers to the increased tax burden and also that cash is mainly used to conduct such transactions and of the wealth derived from them, the size of the shadow economy was determined using the method of the University of Leicester research team and then the level of tax evasion was assessed by imposing an annual tax rate on it as a ratio of total tax revenue to Gross Domestic Product. The results showed a significant increase of the size of tax evasion during the period considered, while the model estimation showed that most of the tax evasion came from direct taxation.
{"title":"Estimation of the size of tax evasion in Greece","authors":"Anastasiou Athanasios, Kalamara Eleni, Kalligosfyris Charalampos","doi":"10.47260/bae/727","DOIUrl":"https://doi.org/10.47260/bae/727","url":null,"abstract":"The purpose of this paper is to estimate the extent of tax evasion in Greece for the period 1980-2018. For this estimation we have chosen to apply an indirect method of approach to the issue, as developed by Tanzi, based on the assumption that estimating the size of the shadow economy can lead us to a safe measurement of the extent of tax evasion. More precisely, through the Currency Demand approach which is based on the basic assumption that activities under the shadow economy constitute a direct response of taxpayers to the increased tax burden and also that cash is mainly used to conduct such transactions and of the wealth derived from them, the size of the shadow economy was determined using the method of the University of Leicester research team and then the level of tax evasion was assessed by imposing an annual tax rate on it as a ratio of total tax revenue to Gross Domestic Product. The results showed a significant increase of the size of tax evasion during the period considered, while the model estimation showed that most of the tax evasion came from direct taxation.","PeriodicalId":344946,"journal":{"name":"Bulletin of Applied Economics","volume":"59 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-08-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116526811","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}
A growing body of research has examined the determinants of CO2 emissions. This literature has used mean-based regression methods in which only the mean effects of covariates are estimated. In this paper, we use the quantile regression methodology for a panel of 45 countries to investigate whether or not the factors that drive pollution do so in the same way for high and low pollution countries. The Environmental Kuznets Curve is confirmed and the positive effect of economic development is larger in low pollution countries. Energy consumption and financial development increase CO2 emissions and their effects are larger in countries with lower levels of pollution. Industrialization increases pollution especially in countries with higher level of pollution. Openness to trade and urbanization are negatively related to emissions in low pollution countries. All these findings suggest that pollution control policies should be tailored differently across low and high pollution countries.
{"title":"An Empirical Study of Some Driving Factors of CO2 Emissions: Evidence from Quantile Regression","authors":"Y. Keho","doi":"10.47260/bae/726","DOIUrl":"https://doi.org/10.47260/bae/726","url":null,"abstract":"A growing body of research has examined the determinants of CO2 emissions. This literature has used mean-based regression methods in which only the mean effects of covariates are estimated. In this paper, we use the quantile regression methodology for a panel of 45 countries to investigate whether or not the factors that drive pollution do so in the same way for high and low pollution countries. The Environmental Kuznets Curve is confirmed and the positive effect of economic development is larger in low pollution countries. Energy consumption and financial development increase CO2 emissions and their effects are larger in countries with lower levels of pollution. Industrialization increases pollution especially in countries with higher level of pollution. Openness to trade and urbanization are negatively related to emissions in low pollution countries. All these findings suggest that pollution control policies should be tailored differently across low and high pollution countries.","PeriodicalId":344946,"journal":{"name":"Bulletin of Applied Economics","volume":"25 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-06-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134249371","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}
Non- Life and Life Insurance companies are the main expedients of risk transfer and risk management procedure in the economy and the society. This paper examines, in eight worldwide advanced insurance markets, whether there are transmissions of news of conditional volatility from the non-life to life insurance sector. The reason is that, regularly, non-life insurance risks have higher volatility and they are less predictable than life insurance risks. A GJR - GARCH model is used to test these relationships for the period January 1st 1990 to June 28th 2019 using daily trading observations for each listed insurance index. The results suggest that the French and the Australian non-life insurance sectors influence their life insurance sectors to a greater extent than the other countries insurance indices under study. There is also evidence that the leverage effect indicates that bad news concerning the non-life insurance index shows a more intense impact on the volatility of the life insurance index than the good news in the majority of the countries under study. However, bad and good news are symmetrical in French and Australian insurance markets.
{"title":"Risk Affection and Transmission of News of Conditional Volatility from the Non-Life to Life Insurance Sector","authors":"Apostolos Kiohos","doi":"10.47260/bae/725","DOIUrl":"https://doi.org/10.47260/bae/725","url":null,"abstract":"Non- Life and Life Insurance companies are the main expedients of risk transfer and risk management procedure in the economy and the society. This paper examines, in eight worldwide advanced insurance markets, whether there are transmissions of news of conditional volatility from the non-life to life insurance sector. The reason is that, regularly, non-life insurance risks have higher volatility and they are less predictable than life insurance risks. A GJR - GARCH model is used to test these relationships for the period January 1st 1990 to June 28th 2019 using daily trading observations for each listed insurance index. The results suggest that the French and the Australian non-life insurance sectors influence their life insurance sectors to a greater extent than the other countries insurance indices under study. There is also evidence that the leverage effect indicates that bad news concerning the non-life insurance index shows a more intense impact on the volatility of the life insurance index than the good news in the majority of the countries under study. However, bad and good news are symmetrical in French and Australian insurance markets.","PeriodicalId":344946,"journal":{"name":"Bulletin of Applied Economics","volume":"30 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-06-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115353045","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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