{"id":"W3043995236","doi":"10.3390/jrfm13080160","title":"Volatility Transmission across Financial Markets: A Semiparametric Analysis","year":2020,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Cointegration; Economics; Volatility (finance); Financial market; Econometrics; Financial economics; Stock (firearms); Foreign exchange; Bond market; Monetary economics; Finance","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":[0.002447755,0.0004890003,0.001052589,0.0009249335,0.0003322347,0.002014952,0.0009648242,0.001089205,0.002356241],"category_scores_gemma":[0.01154902,0.0007048441,0.001460437,0.0005551216,0.001062117,0.002497718,0.001452818,0.001370361,0.0002546546],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0004871373,"about_ca_system_score_gemma":0.000437643,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002504541,"about_ca_topic_score_gemma":0.001043774,"domain_scores_codex":[0.9991731,0.0003502914,0.00003909989,0.000172832,0.0001229364,0.0001417377],"domain_scores_gemma":[0.9927527,0.005445882,0.0009212961,0.0004753935,0.0002351922,0.0001695591],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0002618903,0.0002187836,0.01973578,0.0001712769,0.0005218698,0.0009185495,0.0009004332,0.6627893,0.008457121,0.2726375,0.001003466,0.03238407],"study_design_scores_gemma":[0.000009238138,0.00004237172,0.003583324,0.00001048143,0.00004371921,0.00009188131,0.00005725015,0.9636972,0.0003194549,0.03188128,0.0002393723,0.00002446471],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.50148,0.0006520648,0.4927477,0.0006562453,0.00002302457,0.00004129714,0.000261293,0.0002192347,0.003919148],"genre_scores_gemma":[0.9911674,0.0002639981,0.00636075,0.00003952375,0.00002929186,0.00002366772,0.000136987,0.00003311097,0.001945293],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.002504541,"threshold_uncertainty_score":0.01294512,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01995412856169096,"score_gpt":0.2290997458014349,"score_spread":0.209145617239744,"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."}}