{"id":"W4393102798","doi":"10.1108/ijoem-11-2022-1673","title":"Dynamic connectedness among the BRICS markets and the recent pandemic: an application of TVP-VAR approach","year":2024,"lang":"en","type":"article","venue":"International Journal of Emerging Markets","topic":"COVID-19 Pandemic Impacts","field":"Economics, Econometrics and Finance","cited_by":17,"is_retracted":false,"has_abstract":true,"ca_institutions":"Fleming College","funders":"","keywords":"Emerging markets; Social connectedness; Financial crisis; Economics; China; Financial market; Pandemic; Investment strategy; Vector autoregression; Portfolio; Financial economics; Stock (firearms); Business; Coronavirus disease 2019 (COVID-19); Finance; Monetary economics; Geography; Macroeconomics","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":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003777679,0.0001350072,0.000286491,0.0003099355,0.00006774951,0.0001486227,0.000648489,0.00007241954,0.00007818623],"category_scores_gemma":[0.0008512209,0.00009380495,0.0001270727,0.0002524902,0.0002017024,0.0003857371,0.0001049571,0.0003423972,0.000004004116],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0001986328,"about_ca_system_score_gemma":0.00006727197,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0001031795,"about_ca_topic_score_gemma":0.00001243398,"domain_scores_codex":[0.9984667,0.0001100812,0.0008585078,0.000222112,0.0001845399,0.0001580317],"domain_scores_gemma":[0.998045,0.0007062779,0.0007382953,0.0002224083,0.0002227426,0.00006533747],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"design_other","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.003546807,0.0006686908,0.3245298,0.0004877847,0.004166149,0.00007584149,0.01512499,0.005242111,0.0007574521,0.2314046,0.00643564,0.4075601],"study_design_scores_gemma":[0.002342402,0.00005125377,0.2898853,0.0002009951,0.00008146551,0.0003825096,0.0006073343,0.5802625,0.00002403022,0.0447244,0.08112336,0.0003144409],"study_design_candidate":"observational","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9182379,0.007425016,0.06174375,0.006094794,0.001827907,0.0003208234,0.0000631619,0.00002844249,0.004258261],"genre_scores_gemma":[0.9955252,0.003501303,0.0002848177,0.000333956,0.0001740572,0.000009593308,0.00001006577,0.00002159076,0.0001394288],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.5750204,"threshold_uncertainty_score":0.3825255,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02437186497688295,"score_gpt":0.2858946349346519,"score_spread":0.261522769957769,"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."}}