{"id":"W2969475003","doi":"10.1108/imefm-01-2020-0007","title":"Impact of Brexit on Islamic stock markets: employing MGARCH-DCC and wavelet correlation analysis","year":2021,"lang":"en","type":"article","venue":"International Journal of Islamic and Middle Eastern Finance and Management","topic":"Islamic Finance and Banking Studies","field":"Business, Management and Accounting","cited_by":7,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Economics; Financial economics; Diversification (marketing strategy); Brexit; Volatility (finance); Stock market; Stock (firearms); Monetary economics; Business; International economics; Geography","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":[0.001829605,0.0003552337,0.0005289324,0.002042433,0.0003213014,0.002016,0.0004305827,0.0005573117,0.002146702],"category_scores_gemma":[0.006041612,0.0001970741,0.0007597108,0.001834883,0.0004082112,0.001206201,0.0009539056,0.001041806,0.0004257705],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0005316918,"about_ca_system_score_gemma":0.0007882403,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.006765421,"about_ca_topic_score_gemma":0.005374548,"domain_scores_codex":[0.9993199,0.0001974762,0.00005992788,0.0001074405,0.0002181712,0.00009712285],"domain_scores_gemma":[0.9972482,0.001161719,0.0008199994,0.0002479012,0.0003812215,0.0001408557],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0004982976,0.000516049,0.7517462,0.0001778181,0.0006209001,0.001427065,0.0004274911,0.08315898,0.004317653,0.01369527,0.002263259,0.141151],"study_design_scores_gemma":[0.00002721695,0.0003206496,0.3411689,0.00007450901,0.0001704822,0.0002384844,0.0007725154,0.6501955,0.002240157,0.003176484,0.001562899,0.00005224416],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9895415,0.0003488923,0.006514914,0.0002748634,0.00002339039,0.00003782598,0.0001895056,0.00006124054,0.003007812],"genre_scores_gemma":[0.9963351,0.0002256763,0.002560219,0.00002521138,0.00002430189,0.000009656344,0.0002504585,0.000009715887,0.0005596722],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.006765421,"threshold_uncertainty_score":0.01345211,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.0151100891906604,"score_gpt":0.2482137574232406,"score_spread":0.2331036682325802,"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."}}