{"id":"W2045074270","doi":"10.1111/j.1468-0416.2006.00115.x","title":"Price and Volatility Transmission across Borders","year":2006,"lang":"en","type":"article","venue":"Financial Markets Institutions and Instruments","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":82,"is_retracted":false,"has_abstract":true,"ca_institutions":"Queen's University","funders":"","keywords":"Portfolio; Volatility (finance); Economics; Capital asset pricing model; Financial economics; Stock (firearms); Asset (computer security); Financial market; Globalization; Monetary economics; Finance","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0004512151,0.0001955832,0.0003074155,0.00009880592,0.0007598419,0.00009943873,0.0001016311,0.0001724973,0.00005340708],"category_scores_gemma":[0.0001123824,0.000221247,0.00006244234,0.0002351819,0.0002324136,0.000506724,0.00007990398,0.0001841107,0.00001194024],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00006699233,"about_ca_system_score_gemma":0.00006720311,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001273936,"about_ca_topic_score_gemma":0.0001256321,"domain_scores_codex":[0.9985028,0.00001427825,0.00056885,0.0004843993,0.00005188406,0.0003778246],"domain_scores_gemma":[0.9995195,0.00001732167,0.0001427482,0.0001916302,0.00003239436,0.00009639892],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0001501588,0.0002691545,0.5031179,0.0001133157,0.00001458571,0.000003959769,0.0004789112,0.00002058376,0.00004330334,0.3578772,0.000530527,0.1373804],"study_design_scores_gemma":[0.0008571607,0.00004399442,0.6563978,0.00004208061,0.00000462262,0.000005253511,0.00001991506,0.01230201,0.00002078344,0.03769752,0.2923311,0.0002777828],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9612319,0.001518749,0.01961285,0.0002127775,0.0003225206,0.0002509269,0.0002415529,0.00004475101,0.01656397],"genre_scores_gemma":[0.9968282,0.0005607689,0.002062115,0.00009732164,0.00008571416,0.0000202931,0.00002847724,0.00001089105,0.0003062006],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.3201796,"threshold_uncertainty_score":0.902219,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02228893645259501,"score_gpt":0.2517141508644199,"score_spread":0.229425214411825,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}