{"id":"W4362600738","doi":"10.1108/mf-08-2022-0387","title":"Impact of exchange rate fluctuations on US stock market returns","year":2023,"lang":"en","type":"article","venue":"Managerial Finance","topic":"Market Dynamics and Volatility","field":"Economics, Econometrics and Finance","cited_by":18,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Economics; Econometrics; Volatility (finance); Autoregressive conditional heteroskedasticity; Stock market; Financial economics; Exchange rate; Spillover effect; Stock market index; Bivariate analysis; Stock (firearms); Liberian dollar; Monetary economics; Finance; Macroeconomics; Mathematics; Statistics","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":false,"about_ca":true,"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":[0.001057275,0.000337721,0.0002629077,0.001116658,0.0001798326,0.001640378,0.0001619848,0.0002944503,0.002039417],"category_scores_gemma":[0.007249832,0.00009152088,0.0003207368,0.001472696,0.0002509594,0.0007054849,0.0004318414,0.0006002073,0.0003114342],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0004604604,"about_ca_system_score_gemma":0.000349394,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003712995,"about_ca_topic_score_gemma":0.002715663,"domain_scores_codex":[0.9994643,0.0001393063,0.00007782068,0.00008267773,0.00016215,0.00007372272],"domain_scores_gemma":[0.9946979,0.002113855,0.002172366,0.0002033676,0.0005460793,0.0002664941],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0004023529,0.0001218632,0.9658036,0.00008250192,0.0002367594,0.0004290786,0.0001084741,0.004704841,0.0009521472,0.001373846,0.001301654,0.02448284],"study_design_scores_gemma":[0.00001554813,0.0002491203,0.9873815,0.00004406184,0.0001261866,0.0001881352,0.0003445524,0.008026508,0.001275423,0.0007154429,0.001615401,0.00001814531],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9931252,0.001086334,0.0002835624,0.0005039767,0.00005942222,0.00001045386,0.0006225344,0.0000223147,0.004286075],"genre_scores_gemma":[0.9988236,0.0003899867,0.00006108842,0.00005656856,0.00004349054,0.000002808339,0.0002824608,0.000003641942,0.0003363778],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.003712995,"threshold_uncertainty_score":0.007382751,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02951124926139184,"score_gpt":0.2557051280924578,"score_spread":0.2261938788310659,"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."}}