{"id":"W4319756026","doi":"10.3390/jrfm16020103","title":"Risk Spillovers between Bitcoin and ASEAN+6 Stock Markets before and after COVID-19 Outbreak: A Comparative Analysis with Gold","year":2023,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Market Dynamics and Volatility","field":"Economics, Econometrics and Finance","cited_by":11,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"Khon Kaen University","keywords":"Economics; Stock (firearms); Downside risk; Financial economics; Volatility (finance); Safe haven; Autoregressive conditional heteroskedasticity; Equity (law); Stock market; Portfolio; Monetary economics; Econometrics; 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":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001575162,0.0001965277,0.0007038055,0.000768757,0.0001537899,0.0001077557,0.0001017602,0.00007323929,0.00003120362],"category_scores_gemma":[0.000087472,0.0001713365,0.0001270643,0.0007288404,0.0001172528,0.000182542,0.0001482734,0.0002361456,0.000002719249],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00007145329,"about_ca_system_score_gemma":0.00001719757,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0003113655,"about_ca_topic_score_gemma":0.0009295821,"domain_scores_codex":[0.9986587,0.00005404588,0.0006076669,0.0003443013,0.00009302844,0.0002423218],"domain_scores_gemma":[0.9986948,0.0001281284,0.0007146016,0.0001769337,0.00003736096,0.0002481274],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0003434388,0.00002831985,0.9833534,0.00006694104,0.0004409268,0.00006335612,0.0007950747,0.00004565528,1.855473e-8,0.001857158,0.0003267204,0.01267895],"study_design_scores_gemma":[0.001187992,0.0002189442,0.9581418,0.00001753264,0.0004642755,0.000003438837,0.0002457134,0.005611867,7.168155e-8,0.009151109,0.02477306,0.0001841978],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9848195,0.0006226255,0.01241692,0.0001979888,0.00007002354,0.0002299473,0.0006658026,0.00001040609,0.0009667636],"genre_scores_gemma":[0.9954193,0.003415486,0.0007180917,0.00009664267,0.00007197286,0.000007801237,0.00001000293,0.000009152252,0.000251512],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.02521164,"threshold_uncertainty_score":0.6986898,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01561728685889487,"score_gpt":0.2394849046403948,"score_spread":0.2238676177814999,"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."}}