{"id":"W4220761521","doi":"10.3390/jrfm15030134","title":"Measures of Volatility, Crises, Sentiment and the Role of U.S. ‘Fear’ Index (VIX) on Herding in BRICS (2007–2021)","year":2022,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Market Dynamics and Volatility","field":"Economics, Econometrics and Finance","cited_by":18,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Herding; Volatility (finance); Herd behavior; Economics; Financial crisis; Financial economics; Index (typography); Granger causality; Monetary economics; Econometrics; Geography; Macroeconomics","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":[0.0008978658,0.0002074364,0.0002892372,0.001140509,0.0002585156,0.0009076907,0.0003088621,0.0003724541,0.002097546],"category_scores_gemma":[0.002583977,0.0001149313,0.0003691921,0.001267802,0.0003302982,0.0005084615,0.0005828561,0.0006913125,0.0002494089],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0005725253,"about_ca_system_score_gemma":0.0004070518,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.03022956,"about_ca_topic_score_gemma":0.02344245,"domain_scores_codex":[0.9997538,0.0000385357,0.00002094876,0.00003841512,0.00005692221,0.0000913569],"domain_scores_gemma":[0.9955173,0.000849154,0.002822121,0.000111195,0.000302093,0.0003981127],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.00004363696,0.00004341576,0.9945477,0.00001625798,0.00009604322,0.00004859451,0.0002065841,0.0008272316,0.0001866974,0.0002977859,0.000862558,0.002823532],"study_design_scores_gemma":[0.000002381386,0.00006032801,0.9969458,0.00001410582,0.00002826231,0.00002514296,0.0004768719,0.001632263,0.0001078996,0.0000821051,0.0006179707,0.000006819685],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9979122,0.0001565084,0.00007000174,0.0001166672,0.000005465758,0.000004463413,0.0008437322,0.000005460121,0.0008854106],"genre_scores_gemma":[0.9984951,0.00008076316,0.00004182847,0.00001909183,0.00001004145,0.000006895715,0.001058069,0.000001766579,0.0002863341],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.03022956,"threshold_uncertainty_score":0.06010723,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01171102797301501,"score_gpt":0.2003610729732753,"score_spread":0.1886500450002603,"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."}}