{"id":"W2254007754","doi":"","title":"Transmission of Stock Return and Volatility Across G-7 Countries","year":2008,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Volatility (finance); Economics; Volatility swap; Forward volatility; Volatility risk premium; Volatility smile; Financial economics; Stock (firearms); Spillover effect; Econometrics; Implied volatility; Monetary economics; Geography; Macroeconomics","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":false,"about_ca":true,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0007171609,0.000218027,0.0003839753,0.00167903,0.0002099598,0.001359189,0.0002707446,0.0004749616,0.000994],"category_scores_gemma":[0.003459801,0.0002248559,0.0005028218,0.001658495,0.0002667094,0.0008327223,0.0008412243,0.0003897114,0.0002385729],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0004052225,"about_ca_system_score_gemma":0.0002736603,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.007378086,"about_ca_topic_score_gemma":0.004702881,"domain_scores_codex":[0.9995463,0.0001030317,0.00003642502,0.00009948274,0.00009117738,0.0001234809],"domain_scores_gemma":[0.998008,0.000470461,0.0009152087,0.0001924393,0.0003121763,0.0001017484],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0004597496,0.00009187327,0.9299643,0.0001034737,0.0006136955,0.001761196,0.0009039445,0.01783491,0.00373126,0.005043173,0.001450865,0.03804157],"study_design_scores_gemma":[0.00002103415,0.0001794151,0.9826037,0.00003932965,0.0001558142,0.0003944364,0.0007039104,0.01142706,0.001523616,0.001096711,0.001816046,0.00003892353],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.996998,0.0002182802,0.0004991568,0.00005548186,0.000006289542,0.000009086199,0.0003572885,0.00001896642,0.00183756],"genre_scores_gemma":[0.9988183,0.0001703808,0.00023419,0.00001582645,0.000005522891,0.000003890229,0.0005529028,0.000003698146,0.0001953053],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.007378086,"threshold_uncertainty_score":0.01467031,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.0240492998867157,"score_gpt":0.2390155322834416,"score_spread":0.2149662323967259,"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."}}