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Asset Allocation Strategies Using Covariance Matrix Estimators 基于协方差矩阵估计的资产配置策略
Acta Universitatis Sapientiae, Economics and Business Pub Date : 2022-09-01 DOI: 10.2478/auseb-2022-0008
Palla László
{"title":"Asset Allocation Strategies Using Covariance Matrix Estimators","authors":"Palla László","doi":"10.2478/auseb-2022-0008","DOIUrl":"https://doi.org/10.2478/auseb-2022-0008","url":null,"abstract":"Abstract The covariance matrix is an important element of many asset allocation strategies. The widely used sample covariance matrix estimator is unstable especially when the number of time observations is small and the number of assets is large or when high-dimensional data is involved in the computation. In this study, we focus on the most important estimators that are applied on a group of Markowitz-type strategies and also on a recently introduced method based on hierarchical tree clustering. The performance tests of the portfolio strategies using different covariance matrix estimators rely on the out-of-sample characteristics of synthetic and real stock data.","PeriodicalId":129552,"journal":{"name":"Acta Universitatis Sapientiae, Economics and Business","volume":"38 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123341244","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}
引用次数: 2
The Impact of Emotionally Intelligent Academic Leadership on Faculty Members: Evidence from the Education System of India 高情商学术领导对教师的影响:来自印度教育系统的证据
Acta Universitatis Sapientiae, Economics and Business Pub Date : 2022-09-01 DOI: 10.2478/auseb-2022-0011
Tijo George, A. Raghavendra
{"title":"The Impact of Emotionally Intelligent Academic Leadership on Faculty Members: Evidence from the Education System of India","authors":"Tijo George, A. Raghavendra","doi":"10.2478/auseb-2022-0011","DOIUrl":"https://doi.org/10.2478/auseb-2022-0011","url":null,"abstract":"Abstract This study investigates the impact of emotionally intelligent academic leadership on faculty members’ organizational commitment and citizenship behaviour in selected colleges in south India. The data for the study is collected from 352 faculty members using a survey study approach and assessed through descriptive and inferential statistics. Statistical results suggest that respondents’ perceptions of their academic leaders were more or less similar, and most of them rated self-awareness as the essential characteristic of emotional intelligence of their academic leaders. The findings demonstrate that most faculty members are dedicated to their organization and exhibit relatively high affective commitment compared to other aspects of organizational commitment. The relationship between emotionally intelligent leadership and faculty members’ organizational commitment is partially mediated by faculty members’ citizenship behaviour. This research contributes to the Indian academic system in developing strategies for academic leaders’ emotional growth and increasing the level of commitment and citizenship behaviour of faculty members.","PeriodicalId":129552,"journal":{"name":"Acta Universitatis Sapientiae, Economics and Business","volume":"189 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115800726","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}
引用次数: 0
Do Social Interactions Really Moderate Job Productivity in Coworking Spaces? 社交互动真的会影响共同办公空间的工作效率吗?
Acta Universitatis Sapientiae, Economics and Business Pub Date : 2022-09-01 DOI: 10.2478/auseb-2022-0009
Ella Mittal, T. Rani
{"title":"Do Social Interactions Really Moderate Job Productivity in Coworking Spaces?","authors":"Ella Mittal, T. Rani","doi":"10.2478/auseb-2022-0009","DOIUrl":"https://doi.org/10.2478/auseb-2022-0009","url":null,"abstract":"Abstract A coworking space is a setup of bringing together independent professionals who do not work for the same company. This study aims to determine the impact of the coworking space environment and of social interactions on the job productivity of coworkers, as well as the influence of social interactions in the relation of coworking space environment and job productivity. A positive significant relationship was found between the coworking space environment and job productivity as well as between social interactions and job productivity. Moreover, the moderating variable “social interactions” strengthens the relationship between coworking environment and job productivity. The findings of the study highlight the importance of coworking spaces as a source of social interactions among freelancers and entrepreneurs. Furthermore, human resource managers and corporate office managers can use this study to help their staff operate in a more flexible and productive setting.","PeriodicalId":129552,"journal":{"name":"Acta Universitatis Sapientiae, Economics and Business","volume":"23 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125732099","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}
引用次数: 0
Topic Classification of Central Bank Monetary Policy Statements: Evidence from Latent Dirichlet Allocation in Lesotho 中央银行货币政策声明的主题分类:来自莱索托潜在狄利克雷配置的证据
Acta Universitatis Sapientiae, Economics and Business Pub Date : 2022-09-01 DOI: 10.2478/auseb-2022-0012
M. Damane
{"title":"Topic Classification of Central Bank Monetary Policy Statements: Evidence from Latent Dirichlet Allocation in Lesotho","authors":"M. Damane","doi":"10.2478/auseb-2022-0012","DOIUrl":"https://doi.org/10.2478/auseb-2022-0012","url":null,"abstract":"Abstract This article develops a baseline on how to analyse the statements of monetary policy from Lesotho’s Central Bank using a method of topic classification that utilizes a machine learning algorithm known as Latent Dirichlet Allocation. To evaluate the changes in the policy distribution, the classification of topics is performed on a sample of policy statements spanning from February 2017 to January 2021. The three-topic Latent Dirichlet Allocation model extracted topics that remained prominent throughout the sample period and were most closely reflective of the functions of the Central Bank of Lesotho Monetary Policy Committee. The topics identified are: (i) International Monetary and Financial Market Conditions; (ii) Monetary Policy Committee and International Reserves; (iii) Regional and International Economic Policy Conditions. The three-topic Latent Dirichlet Allocation model was determined as the most appropriate model through which a consistent analysis of topic evolution in Central Bank of Lesotho Monetary Policy Statements can be performed.","PeriodicalId":129552,"journal":{"name":"Acta Universitatis Sapientiae, Economics and Business","volume":"25 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127902339","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}
引用次数: 1
The Impact of Oil Price on Economic Growth in Middle-Income Oil-Importing Countries: A Non-Linear Panel ARDL Approach 石油价格对中等收入石油进口国经济增长的影响:一个非线性面板ARDL方法
Acta Universitatis Sapientiae, Economics and Business Pub Date : 2022-09-01 DOI: 10.2478/auseb-2022-0003
Motunrayo O. Akinsola, N. Odhiambo
{"title":"The Impact of Oil Price on Economic Growth in Middle-Income Oil-Importing Countries: A Non-Linear Panel ARDL Approach","authors":"Motunrayo O. Akinsola, N. Odhiambo","doi":"10.2478/auseb-2022-0003","DOIUrl":"https://doi.org/10.2478/auseb-2022-0003","url":null,"abstract":"Abstract In this study, the impact of the crude oil price on economic growth is investigated in seven middle-income oil-importing countries in sub-Saharan Africa (SSA), namely Botswana, Kenya, Mauritania, Mauritius, Namibia, South Africa, and Zambia. The estimation is based on both linear and non-linear panel autoregressive distributive lag (panel ARDL) models. The real oil price is decomposed into negative oil price shock and positive oil price shock in order to examine the non-linear impact of oil price on economic growth. Using an annual dataset from 1990 to 2018, it was found that in the symmetric model the oil price has a positive and significant impact on economic growth in the long run. The short-run estimates, however, show that the oil price has no significant impact on economic growth. The overall results from the asymmetric model also show that there is a non-linear relationship between oil price and economic growth in the studied countries.","PeriodicalId":129552,"journal":{"name":"Acta Universitatis Sapientiae, Economics and Business","volume":"35 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125595999","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}
引用次数: 0
Global Economic Uncertainties and Exchange Rate Management in Africa: A Panel Study 全球经济不确定性与非洲汇率管理:一项小组研究
Acta Universitatis Sapientiae, Economics and Business Pub Date : 2022-09-01 DOI: 10.2478/auseb-2022-0010
A. Adedokun, Olabusuyi Rufus Falayi, F. O. Adeyemi, Terver Kumeka
{"title":"Global Economic Uncertainties and Exchange Rate Management in Africa: A Panel Study","authors":"A. Adedokun, Olabusuyi Rufus Falayi, F. O. Adeyemi, Terver Kumeka","doi":"10.2478/auseb-2022-0010","DOIUrl":"https://doi.org/10.2478/auseb-2022-0010","url":null,"abstract":"Abstract This study investigates the effects of global economic uncertainties on exchange rate management in Africa from 1990 to 2021. Employing the quantile regression technique, findings show that both global and domestic economic uncertainties have significant influence on exchange rate management in Africa. The intensity of global economic uncertainty rises during the bearish and transitional markets, but dependence declines during the bullish markets. Moreover, the relationship between domestic uncertainty and African exchange rate management shows that the structure of dependence improves around the upper tails but declines around the lower tails. African countries should pay attention to global economy in order to combat any impending negative effects of global economic uncertainties. Also, attention should be paid to other uncertainties such as political, social, or other factors that may aggravate domestic economic uncertainties.","PeriodicalId":129552,"journal":{"name":"Acta Universitatis Sapientiae, Economics and Business","volume":"167 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125654210","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}
引用次数: 0
Second-Hand Clothing Shoppers’ Motivations. An Exploratory Study among Ethnic Hungarians from the Szeklerland Region of Romania 二手服装购买者的动机。罗马尼亚塞克勒兰地区匈牙利族人的探索性研究
Acta Universitatis Sapientiae, Economics and Business Pub Date : 2022-09-01 DOI: 10.2478/auseb-2022-0004
L. Nistor, Gyöngyvér Bálint
{"title":"Second-Hand Clothing Shoppers’ Motivations. An Exploratory Study among Ethnic Hungarians from the Szeklerland Region of Romania","authors":"L. Nistor, Gyöngyvér Bálint","doi":"10.2478/auseb-2022-0004","DOIUrl":"https://doi.org/10.2478/auseb-2022-0004","url":null,"abstract":"Abstract We conducted a non-representative online questionnaire survey among inhabitants of the Szeklerland region in Romania with a view to looking into their second-hand shopping habits. Based on an adapted version of an international scale, the present analysis aims to explore the motivational background of these shopping activities. The exploratory factor analysis indicated five motivational dimensions: economic/austerity, critical/environmental, originality, social interaction, nostalgic and self-expression. The three latter motivational dimensions resemble the hedonic motivational dimensions indicated by the literature. The motivational dimensions can be explained by a series of independent variables; however, the explanatory power of regression models is marginal. As a second step, we adopted a cluster analysis in order to model second-hand shoppers’ typical consumer segments. We found three clusters: austerity social interactionist, originality seekers, and nostalgic critics.","PeriodicalId":129552,"journal":{"name":"Acta Universitatis Sapientiae, Economics and Business","volume":"24 4","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"120906156","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}
引用次数: 1
SAFE: The New-Age Service Marketing Mix for the New-Age Internet-Based Services SAFE:新时代互联网服务的新时代服务营销组合
Acta Universitatis Sapientiae, Economics and Business Pub Date : 2022-09-01 DOI: 10.2478/auseb-2022-0007
Tapish Panwar, Kalim Khan
{"title":"SAFE: The New-Age Service Marketing Mix for the New-Age Internet-Based Services","authors":"Tapish Panwar, Kalim Khan","doi":"10.2478/auseb-2022-0007","DOIUrl":"https://doi.org/10.2478/auseb-2022-0007","url":null,"abstract":"Abstract Internet-based services have emerged at a fast pace, but the literature thereon has not kept pace with it. Researchers and marketers still refer to the traditional marketing frameworks to define and manage these services. This paper argues that this approach is detrimental both to the academicians and the practitioners. The paper attempts to establish that Internet-based services are significantly different from the traditional services and require contemporary marketing frameworks. Further, a new-age marketing mix, SAFE, is proposed, which is expected to help marketers manage Internet-based service more efficiently.","PeriodicalId":129552,"journal":{"name":"Acta Universitatis Sapientiae, Economics and Business","volume":"50 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116144187","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}
引用次数: 0
Differences in Capital Market Network Structures under COVID-19 新冠肺炎背景下资本市场网络结构的差异
Acta Universitatis Sapientiae, Economics and Business Pub Date : 2022-09-01 DOI: 10.2478/auseb-2022-0002
G. Kiss, Mercédesz Mészáros, Dóra Sallai
{"title":"Differences in Capital Market Network Structures under COVID-19","authors":"G. Kiss, Mercédesz Mészáros, Dóra Sallai","doi":"10.2478/auseb-2022-0002","DOIUrl":"https://doi.org/10.2478/auseb-2022-0002","url":null,"abstract":"Abstract This paper analyses the structural changes of the underlying stock and currency markets as well as the industrial productions by using a minimum spanning tree graph on a Central and East European sample. The aim is to point out the similarities and differences of the COVID-19 pandemic compared to previous recessions, namely the Dot-com crisis in the early 2000s and the Subprime crisis around 2008. Focusing on the incidence, closeness, and betweenness properties of the graph, we are looking for the emergence of a shock-propagating hub. We identify such a hub during the Subprime crisis but not during the COVID-19 pandemic, which points to the higher efficiency of the economic policy to absorb the worst effects of the crisis.","PeriodicalId":129552,"journal":{"name":"Acta Universitatis Sapientiae, Economics and Business","volume":"104 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123326915","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}
引用次数: 0
Indian and Chinese Metal Futures Markets: A Linkage Analysis 印度和中国金属期货市场:联动分析
Acta Universitatis Sapientiae, Economics and Business Pub Date : 2022-09-01 DOI: 10.2478/auseb-2022-0001
Ravi Kumar, Babli Dhiman
{"title":"Indian and Chinese Metal Futures Markets: A Linkage Analysis","authors":"Ravi Kumar, Babli Dhiman","doi":"10.2478/auseb-2022-0001","DOIUrl":"https://doi.org/10.2478/auseb-2022-0001","url":null,"abstract":"Abstract This paper aims to test the long-run and short-run relationships between the Indian and Chinese metal futures markets using the weekly closing prices of three nonferrous metals, that is, copper, aluminium, and zinc, for the period of 2009–2020. The empirical results show no cointegration for any of the three metals. The Granger causality test suggests a unidirectional relationship from India to China for copper futures and bidirectional causality for aluminium and zinc futures markets. This paper contributes to the literature by studying the relationship between the mentioned two emerging markets, which are top producers and consumers in commodities and have growing futures markets. The results have important implications for investors, portfolio makers, and policymakers of emerging economies.","PeriodicalId":129552,"journal":{"name":"Acta Universitatis Sapientiae, Economics and Business","volume":"42 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116866658","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}
引用次数: 1
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