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Using Diverse Local Optima for Setting Kernel Parameters in Support Vector Regression: Forecasting Emerging Market Credit Spreads (2024)
Working Paper
Anderson, G., & Audzeyeva, A. (2024). Using Diverse Local Optima for Setting Kernel Parameters in Support Vector Regression: Forecasting Emerging Market Credit Spreads

We propose a novel approach for determining support vector regression (SVR) kernel parameters in the presence of multiple local optima. In contrast to existing approaches focusing on identifying a single "best" tuning parameter setting, an impractica... Read More about Using Diverse Local Optima for Setting Kernel Parameters in Support Vector Regression: Forecasting Emerging Market Credit Spreads.

Geopolitical Uncertainty and Banking Risk: International Evidence (2023)
Other
Banna, H., Alam, A., Alam, A. W., & Chen, X. H. (2023). Geopolitical Uncertainty and Banking Risk: International Evidence. [Preprint]

We study the impact of geopolitical uncertainty on banking risk. Using a large sample of 21,618 unique banks over a period from 2010 to 2021, our results reveal that geopolitical risk (GPR) significantly increases (erodes) banking risk (stability). T... Read More about Geopolitical Uncertainty and Banking Risk: International Evidence.

Dark Side of Online Brand Communities: A Scoping Review of the Literature (2022)
Working Paper
Behl, A., & Bhutani, C. Dark Side of Online Brand Communities: A Scoping Review of the Literature

Online brand communities are a double-edged sword; providing marketing managers with numerous opportunities to engage with their customers as well as pose serious threats that arise from online consumer empowerment. However, scholars seem to review o... Read More about Dark Side of Online Brand Communities: A Scoping Review of the Literature.

Contagion Testing in Embryonic Markets Under Alternative Stressful US Market Scenarios (2019)
Journal Article
Mahadeo, S. M., Heinlein, R., & Legrenzi, G. D. (2019). Contagion Testing in Embryonic Markets Under Alternative Stressful US Market Scenarios. SSRN, https://doi.org/10.2139/ssrn.3523533

We consolidate alternative ways for identifying stable and stressful scenarios in the S&P 500 market to construct contagion tests for recipient markets vulnerable to disturbances from this source market. The S&P 500 is decomposed into discrete condit... Read More about Contagion Testing in Embryonic Markets Under Alternative Stressful US Market Scenarios.

Offensive but not so offensive Fostering Ethical and Socially Responsible Marketing in Undergraduate Marketing Students (2018)
Journal Article
Mogaji, E. (2018). Offensive but not so offensive Fostering Ethical and Socially Responsible Marketing in Undergraduate Marketing Students. Advance, https://doi.org/10.31124/advance.7203266

Advertising that pushes the boundaries can sometimes be negatively received, some of these advertisements were reported to the regulator of advertising in the UK while Companies has had to apologise for their advertisements. The systemic diversity pr... Read More about Offensive but not so offensive Fostering Ethical and Socially Responsible Marketing in Undergraduate Marketing Students.

On the Prediction of Emerging Market Sovereign Credit Spreads (2015)
Journal Article
Audzeyeva, A., & Fuertes, A. (2015). On the Prediction of Emerging Market Sovereign Credit Spreads. https://doi.org/10.2139/ssrn.2649216

This paper examines the quarter-ahead out-of-sample predictability of Brazil, Mexico, the Philippines and Turkey credit spreads before and after the Lehman Brothers' default. A model based on the country-specific credit spread curve factors predicts... Read More about On the Prediction of Emerging Market Sovereign Credit Spreads.

Emerging Market Sovereign Credit Spreads: In-Sample and Out-of-Sample Predictability (2015)
Journal Article
Audzeyeva, A., & Fuertes, A. (2015). Emerging Market Sovereign Credit Spreads: In-Sample and Out-of-Sample Predictability. https://doi.org/10.2139/ssrn.2649216

This paper investigates the quarter-ahead predictability of Brazil, Mexico, Philippines and Turkey credit spreads for short and long maturity bonds during two separate periods preceding and following the Lehman Brothers' default. A model based on the... Read More about Emerging Market Sovereign Credit Spreads: In-Sample and Out-of-Sample Predictability.

Content Analysis of Female Athlete Endorsers in UK Sports Magazine Advertisements
Journal Article
Mogaji, E. Content Analysis of Female Athlete Endorsers in UK Sports Magazine Advertisements. Advance, https://doi.org/10.31124/advance.8174189

Despite an increased level of females’ participation in sports, the media coverage is still very low and inadvertently the use of female athletes as product endorsers has received limited attention. The purpose of this study is to provide an empirica... Read More about Content Analysis of Female Athlete Endorsers in UK Sports Magazine Advertisements.

Dealing with Royal Commission into Australian Banks: Emerging Research Agenda and Managerial Implications.
Journal Article
Mogaji, E. Dealing with Royal Commission into Australian Banks: Emerging Research Agenda and Managerial Implications. Advance, https://doi.org/10.31124/advance.8174171

Australia was the only developed country to avoid a technical recession during the 2008 global financial crisis, but ten years later, Australian banks now must deal with allegations of misconduct which warrants establishing a royal commission into th... Read More about Dealing with Royal Commission into Australian Banks: Emerging Research Agenda and Managerial Implications..

The American Citizen who plays Tennis Analysis of the Highest-Paid Female Athletes over ten years period
Journal Article
Farinloye, T., & Mogaji, E. (2019). The American Citizen who plays Tennis Analysis of the Highest-Paid Female Athletes over ten years period. Advance, https://doi.org/10.31124/advance.7825109

Forbes Magazine compiles Highest-Paid Female Athletes in the world; the list contains ten female athletes with the highest earning which includes all prize money, salaries and bonuses earned. This present study analysed the content of these ranking o... Read More about The American Citizen who plays Tennis Analysis of the Highest-Paid Female Athletes over ten years period.

Marketing Communication Strategies of Off-Plan Homes
Journal Article
Anh Kieu, T., & Mogaji, E. Marketing Communication Strategies of Off-Plan Homes. Advance, https://doi.org/10.31124/advance.8172878

Buying a home is considered one of the most expensive purchases an individual can ever make and a lot of effort is required in making the right choice. This study aims to explore marketing communication of off-plan homes – these are homes under const... Read More about Marketing Communication Strategies of Off-Plan Homes.