{"id":"W4400493489","doi":"10.3390/jrfm17070294","title":"Volatility Persistence and Spillover Effects of Indian Market in the Global Economy: A Pre- and Post-Pandemic Analysis Using VAR-BEKK-GARCH Model","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":13,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Volatility (finance); Emerging markets; Economics; Spillover effect; Pandemic; Stock market; Monetary economics; Financial economics; China; International economics; Business; Development economics; Coronavirus disease 2019 (COVID-19); Macroeconomics; Geography","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":[0.001034025,0.0002944769,0.0004806868,0.0008872333,0.0003932231,0.001440657,0.0004444243,0.0006170677,0.002233173],"category_scores_gemma":[0.002570353,0.0001722687,0.0008968415,0.0007433589,0.000504591,0.0009704743,0.0009733003,0.001338936,0.0002385456],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.000550663,"about_ca_system_score_gemma":0.0007612439,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.02035754,"about_ca_topic_score_gemma":0.01003841,"domain_scores_codex":[0.9997436,0.00004878088,0.00001379783,0.00004689914,0.00004391848,0.0001028592],"domain_scores_gemma":[0.9986566,0.000592378,0.0003238385,0.0001074628,0.0001544341,0.0001652894],"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":[0.000655025,0.0004088555,0.7262048,0.0001759902,0.0006811355,0.003085884,0.0008430824,0.2147168,0.004396062,0.02003771,0.004153309,0.02464133],"study_design_scores_gemma":[0.00004137483,0.0004013989,0.4803708,0.00005855734,0.0004610071,0.0004514295,0.001576326,0.5036409,0.001869523,0.008611347,0.002399286,0.0001179324],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9959765,0.0002960291,0.001318397,0.0003797206,0.00002105772,0.00001225941,0.000284228,0.00002569614,0.001686239],"genre_scores_gemma":[0.9990703,0.000161523,0.0001300416,0.00002124957,0.00001436409,0.00000413702,0.0002396176,0.000002679145,0.0003560153],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.02035754,"threshold_uncertainty_score":0.04047811,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01097439004302235,"score_gpt":0.2243432929150463,"score_spread":0.213368902872024,"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."}}