{"id":"W2930901575","doi":"10.3390/jrfm12020057","title":"Spillover Effects of US QE and QE Tapering on African and Middle Eastern Stock Indices","year":2019,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Market Dynamics and Volatility","field":"Economics, Econometrics and Finance","cited_by":16,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Tapering; Spillover effect; Quantitative easing; Stock (firearms); Economics; Monetary economics; Monetary policy; Emerging markets; Causality (physics); Granger causality; Econometrics; Macroeconomics; Central bank; Geography; Computer science; Physics","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":true,"about_ca":false,"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":[0.001063283,0.0001764882,0.0002208741,0.0006147604,0.0003185767,0.0007722198,0.0001429998,0.0002709978,0.001563699],"category_scores_gemma":[0.004398791,0.00008718707,0.000228799,0.0005003113,0.0004532269,0.0007382066,0.001065778,0.0005005024,0.00007121255],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0004253814,"about_ca_system_score_gemma":0.0002883317,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.004007609,"about_ca_topic_score_gemma":0.00436249,"domain_scores_codex":[0.9997889,0.00006442274,0.00002041833,0.00003420151,0.0000394421,0.00005261156],"domain_scores_gemma":[0.9972447,0.001041183,0.001144203,0.0001969791,0.0002363432,0.0001365195],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.001680676,0.0004410088,0.8721223,0.0001231133,0.0002281991,0.001502219,0.004190994,0.007791146,0.01715864,0.006918491,0.0004173254,0.08742589],"study_design_scores_gemma":[0.00001154115,0.0002555406,0.9912295,0.00002023681,0.00005436179,0.0000856416,0.001355435,0.001962693,0.003292758,0.0008796243,0.0008382219,0.00001436449],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9989209,0.0000650237,0.0001456586,0.0000300094,0.000002345865,0.000003032262,0.00001579754,0.000001962585,0.0008151974],"genre_scores_gemma":[0.9996239,0.00007527974,0.000104072,0.00001424125,0.000005743699,0.000001866825,0.0000220747,6.74679e-7,0.0001520397],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.004007609,"threshold_uncertainty_score":0.007968545,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.007583225305961199,"score_gpt":0.177927625513029,"score_spread":0.1703444002070678,"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."}}