{"id":"W4306173666","doi":"10.1016/j.jeca.2022.e00276","title":"Volatility spillovers from the Chinese stock market to the U.S. stock market: The role of the COVID-19 pandemic","year":2022,"lang":"en","type":"article","venue":"The Journal of Economic Asymmetries","topic":"Market Dynamics and Volatility","field":"Economics, Econometrics and Finance","cited_by":50,"is_retracted":false,"has_abstract":false,"ca_institutions":"","funders":"","keywords":"Stock market; Economics; Financial economics; Stock market crash; Equity (law); Volatility (finance); Market depth; Stock market bubble; Monetary economics; China; Business; Geography","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":[0.00060437,0.0001969357,0.0003328165,0.001002768,0.0006207154,0.00235377,0.0003058538,0.0005767324,0.005749579],"category_scores_gemma":[0.002474716,0.0001559946,0.0003802811,0.000805525,0.0006011858,0.001516716,0.001345186,0.0007369941,0.000302745],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001119397,"about_ca_system_score_gemma":0.001040235,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.02079709,"about_ca_topic_score_gemma":0.01800931,"domain_scores_codex":[0.9998046,0.00003751376,0.00001280206,0.00003165653,0.00003928849,0.00007416069],"domain_scores_gemma":[0.9991025,0.0002169929,0.0003132943,0.00006484044,0.0001689401,0.0001335963],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.001407771,0.0004843259,0.6048578,0.0004536429,0.0005764059,0.003647173,0.004607504,0.01651228,0.01370137,0.1865543,0.02139121,0.1458063],"study_design_scores_gemma":[0.0001215904,0.0001873373,0.923128,0.0001616806,0.0003999984,0.000413529,0.004166985,0.0234113,0.002500145,0.03173003,0.01368297,0.00009650762],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.966626,0.002156931,0.0006446961,0.004410679,0.0001282055,0.00002043725,0.0003421967,0.00002988898,0.02564095],"genre_scores_gemma":[0.998383,0.0006306869,0.00004706897,0.0001931354,0.00006858193,0.000002303168,0.00005241447,0.000002974907,0.0006198786],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.02079709,"threshold_uncertainty_score":0.04135203,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02251692447651589,"score_gpt":0.2434128890163837,"score_spread":0.2208959645398678,"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."}}