{"id":"W4320493625","doi":"10.3390/jrfm16020111","title":"Dynamic Conditional Correlation and Volatility Spillover between Conventional and Islamic Stock Markets: Evidence from Developed and Emerging Countries","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":19,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Volatility (finance); Financial economics; Economics; Autoregressive conditional heteroskedasticity; Diversification (marketing strategy); Stock market; Financial crisis; Asset allocation; Econometrics; Spillover effect; Emerging markets; Stock (firearms); Portfolio; Business; Finance; Macroeconomics; 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":[0.001424737,0.0001395529,0.0003512708,0.0002496958,0.0002160029,0.00009751003,0.00006545443,0.00007703243,0.00006284075],"category_scores_gemma":[0.0002302157,0.0001490608,0.000044056,0.0001519591,0.0001227969,0.0004018729,0.0001352785,0.0001795556,0.000002494521],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00005358306,"about_ca_system_score_gemma":0.00001822715,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00009174539,"about_ca_topic_score_gemma":0.00006406174,"domain_scores_codex":[0.9987878,0.00003718022,0.000646739,0.0002788405,0.00009402846,0.0001554807],"domain_scores_gemma":[0.9989665,0.0003048777,0.0005235391,0.00008555219,0.00005786751,0.00006169456],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.000104091,0.00001029178,0.9792168,0.00007517013,0.00005099695,0.000006943816,0.0002495398,0.000004801946,5.391519e-7,0.006544127,0.0001776953,0.01355904],"study_design_scores_gemma":[0.0006328551,0.00003738327,0.815848,0.00008272425,0.00004187286,0.000003417877,0.00005397516,0.05938956,1.197791e-7,0.1198302,0.003954506,0.0001254305],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9467914,0.002799636,0.04922845,0.0002248596,0.0002175897,0.0001612834,0.0004615611,0.000008151684,0.0001070624],"genre_scores_gemma":[0.9869385,0.01164114,0.00114301,0.00003361898,0.00005697731,0.000003418531,0.00003446539,0.000008205623,0.0001407176],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.1633688,"threshold_uncertainty_score":0.6078522,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01635394638853366,"score_gpt":0.2358022107107469,"score_spread":0.2194482643222133,"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."}}