{"id":"W4388542818","doi":"10.2139/ssrn.4627985","title":"Time-Varying Risk in Global Stock Markets","year":2023,"lang":"en","type":"preprint","venue":"SSRN Electronic Journal","topic":"Risk Management in Financial Firms","field":"Business, Management and Accounting","cited_by":0,"is_retracted":false,"has_abstract":false,"ca_institutions":"York University","funders":"","keywords":"Stock (firearms); Business; Financial economics; Monetary economics; Financial system; Economics; Geography","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":[0.0009889515,0.0003537888,0.0004156854,0.0007021353,0.0002129948,0.001727281,0.0003759264,0.001226684,0.003182089],"category_scores_gemma":[0.006724792,0.0002462566,0.0003460573,0.0008341292,0.000642553,0.002389736,0.0006374703,0.001093095,0.0002781975],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0004673626,"about_ca_system_score_gemma":0.0002181102,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.004572123,"about_ca_topic_score_gemma":0.004188323,"domain_scores_codex":[0.9998772,0.00003193197,0.000007086535,0.00003671091,0.00001897287,0.00002815784],"domain_scores_gemma":[0.9972651,0.001647558,0.0006604106,0.00009247872,0.0001219662,0.0002125493],"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":[0.000836347,0.0003203848,0.3625834,0.0003556181,0.00050944,0.00340785,0.001696756,0.3015867,0.01286688,0.2509628,0.00997616,0.05489756],"study_design_scores_gemma":[0.00006262825,0.0002179357,0.3287272,0.00007110524,0.0002348953,0.0005477038,0.001084475,0.5029497,0.001107186,0.1621479,0.002727239,0.000122082],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.990249,0.001008746,0.004641442,0.001192794,0.00003506723,0.000005187508,0.0002326225,0.00005467104,0.002580521],"genre_scores_gemma":[0.9974789,0.0005926855,0.000183478,0.00003700289,0.00003390819,0.000002410741,0.0001203639,0.00001333158,0.001538007],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.004572123,"threshold_uncertainty_score":0.01064515,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.0133522480518599,"score_gpt":0.2415998824007567,"score_spread":0.2282476343488968,"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."}}