{"id":"W2064094145","doi":"10.1016/j.rfe.2005.05.001","title":"Globalization and portfolio risk over time: The role of exchange rate","year":2005,"lang":"en","type":"article","venue":"Review of Financial Economics","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":10,"is_retracted":false,"has_abstract":true,"ca_institutions":"Dalhousie University","funders":"Dalhousie University; Boston College","keywords":"Diversification (marketing strategy); Equity (law); Portfolio; Economics; Pairwise comparison; Exchange rate; Financial economics; Globalization; Monetary economics; International market; Econometrics; International economics; Business; Statistics; Political science; Market economy; Mathematics","routes":{"ca_aff":true,"ca_fund":true,"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":[0.00133778,0.000145247,0.0006437508,0.00007127331,0.00007367072,0.0000126813,0.0001885796,0.00009361505,0.0002209949],"category_scores_gemma":[0.0003784788,0.0001422292,0.0001632001,0.0001576161,0.00008147355,0.0002198179,0.00007240928,0.00009923107,0.00005952005],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00005644916,"about_ca_system_score_gemma":0.00005395005,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0002729867,"about_ca_topic_score_gemma":0.00006256295,"domain_scores_codex":[0.998458,0.00002773348,0.001054708,0.0002630655,0.00002002147,0.0001764354],"domain_scores_gemma":[0.9984655,0.00005272135,0.001055794,0.000335091,0.00004988377,0.00004105523],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","study_design_scores_codex":[0.00004669292,0.0001293096,0.07153081,0.001823551,0.00004746019,2.256749e-7,0.0003676997,0.0004603747,0.00001551498,0.5429106,0.002456641,0.3802111],"study_design_scores_gemma":[0.0004479306,0.00007208173,0.08434582,0.0006976333,0.00005104497,0.000002031254,0.00000541252,0.03950672,0.0001456866,0.04818839,0.8262123,0.0003249217],"study_design_candidate":"not_applicable","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"review","genre_scores_codex":[0.620401,0.3667838,0.0007335082,0.0003168227,0.0001401815,0.0005235463,0.0005556083,0.00001334864,0.01053222],"genre_scores_gemma":[0.4422755,0.5562012,0.0006188686,0.0005498275,0.0001978115,0.00001469028,0.00002067386,0.00001981514,0.0001015756],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.8237557,"threshold_uncertainty_score":0.5799937,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01047081691344967,"score_gpt":0.2137094259603115,"score_spread":0.2032386090468618,"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."}}