{"id":"W4394933020","doi":"10.3390/jrfm17040167","title":"What Drives Asset Returns Comovements? Some Empirical Evidence from US Dollar and Global Stock Returns (2000–2023)","year":2024,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Market Dynamics and Volatility","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Liberian dollar; Stock (firearms); Us dollar; Economics; Empirical evidence; Monetary economics; Asset (computer security); Financial economics; Business; Finance; Exchange rate; Geography; Computer science","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":true,"about_ca":false,"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":[0.001895329,0.0004764745,0.0006352064,0.003050103,0.0003189612,0.002457489,0.0005331295,0.0007713715,0.003138792],"category_scores_gemma":[0.009515877,0.0002380435,0.0008469396,0.004373132,0.0007864839,0.001928814,0.0009834802,0.0008916919,0.0009517029],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0003992082,"about_ca_system_score_gemma":0.0003512739,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.007420322,"about_ca_topic_score_gemma":0.006017287,"domain_scores_codex":[0.9994466,0.000136839,0.00008970358,0.0001488625,0.00009193397,0.00008607176],"domain_scores_gemma":[0.9901003,0.004189013,0.003558157,0.0005851697,0.001014569,0.0005527693],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0001422597,0.00006717606,0.9537699,0.0001594509,0.000335301,0.0004520537,0.0004597435,0.001298767,0.0005353172,0.00228094,0.00129958,0.03919959],"study_design_scores_gemma":[0.00001025859,0.00005650175,0.9873884,0.0001044865,0.0002139822,0.0001749129,0.001323311,0.003448962,0.0004332121,0.003350823,0.003472227,0.00002282107],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9704053,0.01722507,0.001319304,0.004049346,0.00007988686,0.00001462047,0.001266976,0.00005544716,0.005583993],"genre_scores_gemma":[0.9948927,0.00338384,0.0001672228,0.0001610559,0.0001020612,0.00000250566,0.0009388727,0.00001292106,0.0003388974],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.007420322,"threshold_uncertainty_score":0.0147543,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02757861480579568,"score_gpt":0.2634529601968102,"score_spread":0.2358743453910145,"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."}}