Pub Date : 2019-12-27DOI: 10.18045/ZBEFRI.2019.2.777
Olga Bogdanov, V. Jeremic, Sandra Jednak, Mladen Čudanov
The smart city represents a frequently elaborated concept which however comes short in delivering a consistent definition. Nevertheless, almost every description has always been oriented to its technological component, sustainable development policies, and enabling high capacities for learning and innovation. Moreover, the smart city aims at connecting people, information and other city elements using state-of-the-art technologies. As a result, it creates a sustainable, greener city, pushes forward competitive and innovative commerce, and increases overall life quality. The integrated view of a smart city underlines it does not operate in isolation, which is why every subsystem of a city needs to develop its smart component. A wide range of rankings is used to determine the smartness of cities by mapping out the pros and cons of each analysed city. As the way to integrate various indicators into one value which will represent the rank, a composite index approach is most frequently used. Still, composite indexes are usually formed using the equal weight approach, which is heavily criticised in current literature. In this paper, we try to provide added value to the Smart City Index by implementing the statistical post hoc I-distance approach. The procedure enables us to shed some additional light on the issue of sensitivity of cities’ rank. The application of post hoc I-distance defines indicators which are most significant for the ranking process. It consequently empowers city decision-makers to improve their performance, with a focus on those particular indicators.
智慧城市代表了一个经常被阐述的概念，但在提供一致的定义方面却很短。然而，几乎每一种描述都始终着眼于其技术组成部分、可持续发展政策以及使学习和创新的能力提高。此外，智慧城市旨在利用最先进的技术将人、信息和其他城市元素连接起来。因此，它创造了一个可持续的、更绿色的城市，推动了竞争和创新的商业，提高了整体生活质量。智慧城市的整体观点强调它不是孤立运行的，这就是为什么城市的每个子系统都需要发展其智能组件的原因。通过绘制出每个被分析城市的利弊，广泛的排名被用来确定城市的智慧程度。作为将各种指标综合成一个值来表示排名的方法，最常用的是综合指数法。尽管如此，复合指数通常是使用等权重方法形成的，这在当前文献中受到了严厉的批评。在本文中，我们试图通过实施统计事后i -距离方法来为智慧城市指数提供附加价值。这一程序使我们能够进一步了解城市排名的敏感性问题。post - hoc I-distance的应用定义了对排名过程最重要的指标。因此，它使城市决策者能够提高他们的绩效，重点关注这些特定指标。
{"title":"Scrutinizing the Smart City Index: a multivariate statistical approach","authors":"Olga Bogdanov, V. Jeremic, Sandra Jednak, Mladen Čudanov","doi":"10.18045/ZBEFRI.2019.2.777","DOIUrl":"https://doi.org/10.18045/ZBEFRI.2019.2.777","url":null,"abstract":"The smart city represents a frequently elaborated concept which however comes short in delivering a consistent definition. Nevertheless, almost every description has always been oriented to its technological component, sustainable development policies, and enabling high capacities for learning and innovation. Moreover, the smart city aims at connecting people, information and other city elements using state-of-the-art technologies. As a result, it creates a sustainable, greener city, pushes forward competitive and innovative commerce, and increases overall life quality. The integrated view of a smart city underlines it does not operate in isolation, which is why every subsystem of a city needs to develop its smart component. A wide range of rankings is used to determine the smartness of cities by mapping out the pros and cons of each analysed city. As the way to integrate various indicators into one value which will represent the rank, a composite index approach is most frequently used. Still, composite indexes are usually formed using the equal weight approach, which is heavily criticised in current literature. In this paper, we try to provide added value to the Smart City Index by implementing the statistical post hoc I-distance approach. The procedure enables us to shed some additional light on the issue of sensitivity of cities’ rank. The application of post hoc I-distance defines indicators which are most significant for the ranking process. It consequently empowers city decision-makers to improve their performance, with a focus on those particular indicators.","PeriodicalId":44594,"journal":{"name":"Zbornik Radova Ekonomskog Fakulteta u Rijeci-Proceedings of Rijeka Faculty of Economics","volume":null,"pages":null},"PeriodicalIF":1.2,"publicationDate":"2019-12-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.18045/ZBEFRI.2019.2.777","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"67569244","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 : 2019-12-27DOI: 10.18045/ZBEFRI.2019.2.473
Hilary Tinotenda Muguto, Lorraine Rupande, P. Muzindutsi
Foreign financial flows to emerging markets have increasingly become important following the opening of financial markets globally. These financial flows are a function of a country’s fundamentals related to future productivity. However, macroeconomic fundamentals cannot explain some of the patterns in these financial flows, especially in emerging markets. In this study, we tested whether investor sentiment can be used as an alternative explanation for the foreign financial flows in South Africa. We employed net foreign purchases of shares and bonds, and we constructed a composite investor sentiment measure using a set of proxies. We then estimated autoregressive distributed lag models – linear and non-linear – to determine the relationship between sentiment and foreign financial flows in both the long and short run. The results showed that investor sentiment does influence foreign financial flows into South Africa. Therefore, it can be concluded that besides economic performance and stability of a country, it is of crucial importance to improve the perceived outlook for the country as to attract foreign financial flows. This finding is relevant for South Africa as a country that depends significantly on foreign capital flows to fill its widening gap between the savings and the investment needed to support enough economic growth.
{"title":"Investor sentiment and foreign financial flows: Evidence from South Africa","authors":"Hilary Tinotenda Muguto, Lorraine Rupande, P. Muzindutsi","doi":"10.18045/ZBEFRI.2019.2.473","DOIUrl":"https://doi.org/10.18045/ZBEFRI.2019.2.473","url":null,"abstract":"Foreign financial flows to emerging markets have increasingly become important following the opening of financial markets globally. These financial flows are a function of a country’s fundamentals related to future productivity. However, macroeconomic fundamentals cannot explain some of the patterns in these financial flows, especially in emerging markets. In this study, we tested whether investor sentiment can be used as an alternative explanation for the foreign financial flows in South Africa. We employed net foreign purchases of shares and bonds, and we constructed a composite investor sentiment measure using a set of proxies. We then estimated autoregressive distributed lag models – linear and non-linear – to determine the relationship between sentiment and foreign financial flows in both the long and short run. The results showed that investor sentiment does influence foreign financial flows into South Africa. Therefore, it can be concluded that besides economic performance and stability of a country, it is of crucial importance to improve the perceived outlook for the country as to attract foreign financial flows. This finding is relevant for South Africa as a country that depends significantly on foreign capital flows to fill its widening gap between the savings and the investment needed to support enough economic growth.","PeriodicalId":44594,"journal":{"name":"Zbornik Radova Ekonomskog Fakulteta u Rijeci-Proceedings of Rijeka Faculty of Economics","volume":null,"pages":null},"PeriodicalIF":1.2,"publicationDate":"2019-12-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.18045/ZBEFRI.2019.2.473","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48911963","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 : 2019-12-27DOI: 10.18045/ZBEFRI.2019.2.401
P. Cuéllar, Lilianne Isabel
This work assesses quantitatively the determinants of two of the main indicators of financial inclusion: savings account ownership and credit access. Through the use of a dynamic panel, this work verifies that on the supply side, formal saving requires an infrastructure to access these services, as well as palliatives to the asymmetric information in the financial sector, while on the demand side, the education and the stability of income sources of its potential users are crucial. In order to move to a more comprehensive financial inclusion by taking a formal loan, even though access to this infrastructure is still relevant, its effect is decreasing. Therefore the national educational level and Credit Information Societies acquire relevance, as well as the employment vulnerability, which affects eligibility and the commitment that indebtedness entails. The significance of certain cultural traits in the credit static panel warns that, although financial inclusion can be promoted through standards vetted internationally, its effectiveness cannot be separated from the social context where they are implemented.
{"title":"International financial inclusion: Multidimensional determinants of access to saving and credit","authors":"P. Cuéllar, Lilianne Isabel","doi":"10.18045/ZBEFRI.2019.2.401","DOIUrl":"https://doi.org/10.18045/ZBEFRI.2019.2.401","url":null,"abstract":"This work assesses quantitatively the determinants of two of the main indicators of financial inclusion: savings account ownership and credit access. Through the use of a dynamic panel, this work verifies that on the supply side, formal saving requires an infrastructure to access these services, as well as palliatives to the asymmetric information in the financial sector, while on the demand side, the education and the stability of income sources of its potential users are crucial. In order to move to a more comprehensive financial inclusion by taking a formal loan, even though access to this infrastructure is still relevant, its effect is decreasing. Therefore the national educational level and Credit Information Societies acquire relevance, as well as the employment vulnerability, which affects eligibility and the commitment that indebtedness entails. The significance of certain cultural traits in the credit static panel warns that, although financial inclusion can be promoted through standards vetted internationally, its effectiveness cannot be separated from the social context where they are implemented.","PeriodicalId":44594,"journal":{"name":"Zbornik Radova Ekonomskog Fakulteta u Rijeci-Proceedings of Rijeka Faculty of Economics","volume":null,"pages":null},"PeriodicalIF":1.2,"publicationDate":"2019-12-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.18045/ZBEFRI.2019.2.401","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"67568930","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 : 2019-12-27DOI: 10.18045/ZBEFRI.2019.2.713
Josip Arnerić, M. Matković
Estimating integrated variance, using high frequency data, requires modelling experience and data crunching skills. Although intraday returns have attracted much attention in recent years, handling these data is challenging because of their unique characteristics. When dealing with ultra-high frequency or tick-by-tick observations the enormous amount of data needs to be processed prior to estimation of integrated variance for two reasons: eliminating microstructure noise and finding appropriate unbiased estimator. This paper contributes to the existing literature in a two ways. First, we propose how to handle quality issues of the high frequency data due to non-frequent trading and lower liquidity of emerging markets. Second, we find the optimal sampling frequency at slow time scale that should be used to obtain two-time scale estimator of integrated variance for each emerging market under consideration: Romania, Hungary, Bulgaria and Croatia. Empirical results indicate that intraday returns should be sampled every 7 to 10 minutes at slow time scale while the fast time scale should be fixed at the highest possible frequency. Realized variance estimator at the fast time scale mostly overestimates the integrated variance on all stock markets except Bulgaria; on average between 70% and 90% of the time. Moreover, the robustness of the results with respect to the price jumps has been verified for Romania and Hungary, unlike Croatia and Bulgaria, for which we recommend a robust version of two-time scale estimator of integrated variance within truncation technique. It is additionally found that intraday returns should be sampled more frequently in a highly volatile periods. These findings offer valuable information to market participants, as they are able to apply the most accurate ex-post volatility measure, as unbiased and consistent estimate of integrated variance.
{"title":"Challenges of integrated variance estimation in emerging stock markets","authors":"Josip Arnerić, M. Matković","doi":"10.18045/ZBEFRI.2019.2.713","DOIUrl":"https://doi.org/10.18045/ZBEFRI.2019.2.713","url":null,"abstract":"Estimating integrated variance, using high frequency data, requires modelling experience and data crunching skills. Although intraday returns have attracted much attention in recent years, handling these data is challenging because of their unique characteristics. When dealing with ultra-high frequency or tick-by-tick observations the enormous amount of data needs to be processed prior to estimation of integrated variance for two reasons: eliminating microstructure noise and finding appropriate unbiased estimator. This paper contributes to the existing literature in a two ways. First, we propose how to handle quality issues of the high frequency data due to non-frequent trading and lower liquidity of emerging markets. Second, we find the optimal sampling frequency at slow time scale that should be used to obtain two-time scale estimator of integrated variance for each emerging market under consideration: Romania, Hungary, Bulgaria and Croatia. Empirical results indicate that intraday returns should be sampled every 7 to 10 minutes at slow time scale while the fast time scale should be fixed at the highest possible frequency. Realized variance estimator at the fast time scale mostly overestimates the integrated variance on all stock markets except Bulgaria; on average between 70% and 90% of the time. Moreover, the robustness of the results with respect to the price jumps has been verified for Romania and Hungary, unlike Croatia and Bulgaria, for which we recommend a robust version of two-time scale estimator of integrated variance within truncation technique. It is additionally found that intraday returns should be sampled more frequently in a highly volatile periods. These findings offer valuable information to market participants, as they are able to apply the most accurate ex-post volatility measure, as unbiased and consistent estimate of integrated variance.","PeriodicalId":44594,"journal":{"name":"Zbornik Radova Ekonomskog Fakulteta u Rijeci-Proceedings of Rijeka Faculty of Economics","volume":null,"pages":null},"PeriodicalIF":1.2,"publicationDate":"2019-12-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"67569111","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 : 2019-12-27DOI: 10.18045/ZBEFRI.2019.2.801
Primož Pevcin
Smart city concept or label has become increasingly popular in scientific literature as well as in contemporary urban policy-making, where it has been popularized for the purpose of solving complex urban problems. This paper focuses on the review of the existing literature on this concept, following mainly manifest content analysis approach. The scrutinisation process reveals that this concept has been indeed popularized recently, overtaking (and substituting) some more older concepts, which could be partly contributed to its terminological neutrality and broader content that it tries to address. However, the main practical impetus for the growth of popularity can be attributed to the technology push. The increase in the volume of research partially also reflects the availability of research funds, thus indicating that smart city investigation is also policy-driven topic. Following a trajectory, a potential for the new city label emergence in the future should not be disregarded.
{"title":"Smart city label: past, present, and future","authors":"Primož Pevcin","doi":"10.18045/ZBEFRI.2019.2.801","DOIUrl":"https://doi.org/10.18045/ZBEFRI.2019.2.801","url":null,"abstract":"Smart city concept or label has become increasingly popular in scientific literature as well as in contemporary urban policy-making, where it has been popularized for the purpose of solving complex urban problems. This paper focuses on the review of the existing literature on this concept, following mainly manifest content analysis approach. The scrutinisation process reveals that this concept has been indeed popularized recently, overtaking (and substituting) some more older concepts, which could be partly contributed to its terminological neutrality and broader content that it tries to address. However, the main practical impetus for the growth of popularity can be attributed to the technology push. The increase in the volume of research partially also reflects the availability of research funds, thus indicating that smart city investigation is also policy-driven topic. Following a trajectory, a potential for the new city label emergence in the future should not be disregarded.","PeriodicalId":44594,"journal":{"name":"Zbornik Radova Ekonomskog Fakulteta u Rijeci-Proceedings of Rijeka Faculty of Economics","volume":null,"pages":null},"PeriodicalIF":1.2,"publicationDate":"2019-12-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"67569063","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 : 2019-12-27DOI: 10.18045/ZBEFRI.2019.2.681
Natalia Nehrebecka
{"title":"Mjerenje kreditnog rizika na primjeru izloženosti riziku koncentracije poljskih banaka","authors":"Natalia Nehrebecka","doi":"10.18045/ZBEFRI.2019.2.681","DOIUrl":"https://doi.org/10.18045/ZBEFRI.2019.2.681","url":null,"abstract":"","PeriodicalId":44594,"journal":{"name":"Zbornik Radova Ekonomskog Fakulteta u Rijeci-Proceedings of Rijeka Faculty of Economics","volume":null,"pages":null},"PeriodicalIF":1.2,"publicationDate":"2019-12-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"67569100","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 : 2019-06-28DOI: 10.18045/ZBEFRI.2019.1.259
R. Pastusiak, Jakub Keller
This paper deals with the phenomenon of excessive optimism in brokerage valuations, which is manifested by one-sided errors in the valuation of securities in reference to the real price achieved by the particular stock in the horizon of one year. The phenomenon of over-optimism is complex both from the perspective of the individual characteristics of stock market analysts as well as the psychological aspects of market functioning and the mechanisms that determine the volatility of stock prices. Due to the wide range of factors affecting the occurrence of the examined phenomenon, the authors focus only on the market aspects influencing the occurrence of excessive optimism in brokerage recommendations. The research examines over 10,000 recommendations for companies from the Warsaw Stock Exchange and from more than 40 financial institutions which evaluated companies in the period 2000-2014. For the purposes of analyzes, over-optimism in valuations is defined as an overestimation of the target price in the case of positive recommendations and as an underestimation of the price decline in the case of negative ones. The results confirmed the hypotheses of the heterogeneity of the phenomenon of excessive optimism both for different economic sectors and individual financial institutions. The authors see it as a good result considering the fact that regression uses only variables related to market characteristics of the recommendations issued, omitting other spheres influencing the occurrence of excessive optimism among analysts.
{"title":"Odrednice pojave pretjeranog optimizma među analitičarimaVaršavske burze","authors":"R. Pastusiak, Jakub Keller","doi":"10.18045/ZBEFRI.2019.1.259","DOIUrl":"https://doi.org/10.18045/ZBEFRI.2019.1.259","url":null,"abstract":"This paper deals with the phenomenon of excessive optimism in brokerage valuations, which is manifested by one-sided errors in the valuation of securities in reference to the real price achieved by the particular stock in the horizon of one year. The phenomenon of over-optimism is complex both from the perspective of the individual characteristics of stock market analysts as well as the psychological aspects of market functioning and the mechanisms that determine the volatility of stock prices. Due to the wide range of factors affecting the occurrence of the examined phenomenon, the authors focus only on the market aspects influencing the occurrence of excessive optimism in brokerage recommendations. The research examines over 10,000 recommendations for companies from the Warsaw Stock Exchange and from more than 40 financial institutions which evaluated companies in the period 2000-2014. For the purposes of analyzes, over-optimism in valuations is defined as an overestimation of the target price in the case of positive recommendations and as an underestimation of the price decline in the case of negative ones. The results confirmed the hypotheses of the heterogeneity of the phenomenon of excessive optimism both for different economic sectors and individual financial institutions. The authors see it as a good result considering the fact that regression uses only variables related to market characteristics of the recommendations issued, omitting other spheres influencing the occurrence of excessive optimism among analysts.","PeriodicalId":44594,"journal":{"name":"Zbornik Radova Ekonomskog Fakulteta u Rijeci-Proceedings of Rijeka Faculty of Economics","volume":null,"pages":null},"PeriodicalIF":1.2,"publicationDate":"2019-06-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47990202","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 : 2018-12-28DOI: 10.18045/ZBEFRI.2018.2.619
Srđan Šapić, Milan Kocic, J. Filipović
{"title":"Brand i karakteristike potrošača kao pokretača ponašanja prema globalnim i lokalnim brandovima","authors":"Srđan Šapić, Milan Kocic, J. Filipović","doi":"10.18045/ZBEFRI.2018.2.619","DOIUrl":"https://doi.org/10.18045/ZBEFRI.2018.2.619","url":null,"abstract":"","PeriodicalId":44594,"journal":{"name":"Zbornik Radova Ekonomskog Fakulteta u Rijeci-Proceedings of Rijeka Faculty of Economics","volume":null,"pages":null},"PeriodicalIF":1.2,"publicationDate":"2018-12-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"67568446","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 : 2018-12-28DOI: 10.18045/ZBEFRI.2018.2.801
Sanja Marinković, Ilija Nikolić, Jovana Rakicevic
{"title":"Odabir lokacije za novu poslovnu jedinicu u ICT industriji","authors":"Sanja Marinković, Ilija Nikolić, Jovana Rakicevic","doi":"10.18045/ZBEFRI.2018.2.801","DOIUrl":"https://doi.org/10.18045/ZBEFRI.2018.2.801","url":null,"abstract":"","PeriodicalId":44594,"journal":{"name":"Zbornik Radova Ekonomskog Fakulteta u Rijeci-Proceedings of Rijeka Faculty of Economics","volume":null,"pages":null},"PeriodicalIF":1.2,"publicationDate":"2018-12-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.18045/ZBEFRI.2018.2.801","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"67568499","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 : 2018-12-28DOI: 10.18045/ZBEFRI.2018.2.537
Miroslav Ferenčak, Dušan Dobromirov, Mladen Radišić, Aleksandar Takaci
{"title":"Averzija prema sigurnom gubitku: pretvaranje ulagača u kockare","authors":"Miroslav Ferenčak, Dušan Dobromirov, Mladen Radišić, Aleksandar Takaci","doi":"10.18045/ZBEFRI.2018.2.537","DOIUrl":"https://doi.org/10.18045/ZBEFRI.2018.2.537","url":null,"abstract":"","PeriodicalId":44594,"journal":{"name":"Zbornik Radova Ekonomskog Fakulteta u Rijeci-Proceedings of Rijeka Faculty of Economics","volume":null,"pages":null},"PeriodicalIF":1.2,"publicationDate":"2018-12-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47358232","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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