{"id":"W3033700513","doi":"10.1016/j.heliyon.2020.e03980","title":"A common risk factor in global credit and equity markets: An exploratory analysis of the subprime and the sovereign-debt crises","year":2020,"lang":"en","type":"article","venue":"Heliyon","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":6,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"Tulane University","keywords":"Financial system; Equity (law); Credit risk; Business; Sovereign debt; Sovereignty; Credit derivative; Debt; Financial economics; Economics; Credit history; Finance; Political science; Law","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":[0.0006896976,0.0003021879,0.0002765531,0.002004922,0.0003034241,0.000936833,0.0001395071,0.0002666065,0.001126057],"category_scores_gemma":[0.002155495,0.00009529744,0.0004608856,0.001710077,0.0004749552,0.0008099372,0.001191597,0.0003943408,0.0001014361],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0002489117,"about_ca_system_score_gemma":0.0003212607,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.004803245,"about_ca_topic_score_gemma":0.004421521,"domain_scores_codex":[0.9997395,0.0001320441,0.00001317785,0.0000318055,0.00004183214,0.00004157038],"domain_scores_gemma":[0.998557,0.0007696307,0.0003582301,0.00007426039,0.00008788465,0.0001530797],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0001171391,0.00007312866,0.978218,0.00002065151,0.0001182651,0.0005492035,0.00215094,0.001068696,0.0009640379,0.001546785,0.0002923833,0.01488072],"study_design_scores_gemma":[0.000005830838,0.00007519076,0.9884622,0.00001487088,0.00003023668,0.0002499248,0.00376802,0.005495707,0.0002241957,0.001119164,0.0005448271,0.000009806027],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9992614,0.00004341154,0.0002187841,0.00004372649,5.221814e-7,0.000004847303,0.00005960764,0.000001591805,0.0003660348],"genre_scores_gemma":[0.9995508,0.00003163232,0.0002177235,0.000004552697,0.000001332857,0.000003648767,0.0001047903,0.000001039835,0.00008444654],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.004803245,"threshold_uncertainty_score":0.009550571,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.04512764108974583,"score_gpt":0.261610377708623,"score_spread":0.2164827366188772,"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."}}