{"id":"W4386469222","doi":"10.1108/jrf-10-2022-0283","title":"Contagion in the Euro area sovereign CDS market: a spatial approach","year":2023,"lang":"en","type":"article","venue":"The Journal of Risk Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":4,"is_retracted":false,"has_abstract":true,"ca_institutions":"Université de Hearst","funders":"","keywords":"Financial contagion; Economics; Contagion effect; Credit default swap; Spatial econometrics; Spatial dependence; Value (mathematics); Financial economics; Sovereignty; Swap (finance); Monetary economics; Sovereign credit; Financial crisis; Econometrics; Credit risk; Macroeconomics; Finance","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001048032,0.0002912118,0.0004341698,0.001684903,0.0003169883,0.001911739,0.000588228,0.0007168753,0.003007664],"category_scores_gemma":[0.005948824,0.0002305423,0.0007249974,0.001606595,0.0009913741,0.002214702,0.001266774,0.0006063216,0.0001524414],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0009406086,"about_ca_system_score_gemma":0.0005122452,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.008457947,"about_ca_topic_score_gemma":0.004910149,"domain_scores_codex":[0.9994903,0.0002398059,0.00003075968,0.0001257116,0.00006439852,0.00004912665],"domain_scores_gemma":[0.9946945,0.003059496,0.001511471,0.0002458596,0.0003445825,0.0001440244],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0004733764,0.0001861066,0.3312182,0.0005768129,0.000728495,0.003184048,0.001853979,0.2991895,0.004774997,0.2960916,0.001713709,0.06000924],"study_design_scores_gemma":[0.00003254351,0.0002313885,0.1127928,0.0001328704,0.0003500262,0.0009156393,0.002267947,0.7680863,0.001636545,0.1090846,0.004392749,0.0000765547],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9221447,0.003707543,0.06305062,0.001272079,0.00004609256,0.0000717065,0.0004031443,0.00006194292,0.009242193],"genre_scores_gemma":[0.9959843,0.0007394735,0.00236943,0.00001966513,0.00002509989,0.000009589943,0.00006658505,0.000004463414,0.0007814297],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.008457947,"threshold_uncertainty_score":0.01681745,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03156088895315291,"score_gpt":0.2148096450148468,"score_spread":0.1832487560616939,"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."}}