{"id":"W4389086946","doi":"10.2139/ssrn.4646345","title":"Risk, Monetary Policy and Asset Prices in a Global World","year":2023,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Market Dynamics and Volatility","field":"Economics, Econometrics and Finance","cited_by":34,"is_retracted":false,"has_abstract":false,"ca_institutions":"","funders":"Banco de España; Universidade de Macau; University of Cincinnati; Universidad del Atlántico; Canadian Intensive Care Foundation; Florida Atlantic University; Florida International University","keywords":"Spillover effect; Monetary policy; Monetary economics; Economics; Asset (computer security); Capital asset pricing model; Intuition; Risk premium; Macroeconomics; Financial economics","routes":{"ca_aff":false,"ca_fund":true,"ca_venue":false,"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":[0.003174733,0.0001200705,0.0002511449,0.0004341232,0.0001178682,0.00008040976,0.0001774672,0.00005843851,0.00003464505],"category_scores_gemma":[0.0001994434,0.0001309974,0.00007109577,0.001022448,0.00002946277,0.000180648,0.00006446681,0.0009204746,0.00004421579],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.000820537,"about_ca_system_score_gemma":0.0003088901,"about_ca_topic_candidate":true,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002843065,"about_ca_topic_score_gemma":0.0224588,"domain_scores_codex":[0.9978735,0.00002753072,0.0004276949,0.0002521144,0.00004095047,0.001378249],"domain_scores_gemma":[0.999458,0.0000577,0.0002505928,0.0001436238,0.0000116758,0.0000784744],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.00001632125,0.00001796808,0.6594244,0.000003953041,0.00003632036,0.000002470109,0.00003093125,0.00002135252,2.066469e-7,0.3350233,0.00006322185,0.005359563],"study_design_scores_gemma":[0.0002781866,0.00003237946,0.4098538,0.000003425272,0.000002057075,0.00001730926,0.00005010696,0.01921437,4.580472e-8,0.5679486,0.002512665,0.00008701972],"study_design_candidate":"observational","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9808398,0.004156775,0.0008585696,0.001320421,0.0001163665,0.00009485357,0.00008994611,0.00002667516,0.01249653],"genre_scores_gemma":[0.9863799,0.01209826,0.00007525244,0.00006436186,0.0001489482,0.000003704074,0.000007705864,0.00001085047,0.001211056],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.2495706,"threshold_uncertainty_score":0.9953788,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01036037811774383,"score_gpt":0.2369743166831093,"score_spread":0.2266139385653655,"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."}}