{"id":"W4402377610","doi":"10.21511/imfi.21(3).2024.30","title":"Pure contagion vs. financial interconnection in the subprime crisis context: Short- and long-term dynamics","year":2024,"lang":"en","type":"article","venue":"Investment Management and Financial Innovations","topic":"Market Dynamics and Volatility","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Subprime crisis; Granger causality; Cointegration; Financial crisis; Portfolio; Economics; Context (archaeology); Financial market; Stock market; Stock (firearms); Contagion effect; Financial economics; Business; Financial system; Finance; Econometrics; Geography; Macroeconomics","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":false,"about_ca":true,"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":[0.0005872958,0.000294598,0.0004086011,0.001661225,0.0004619635,0.001769039,0.0002071133,0.0004516042,0.001957467],"category_scores_gemma":[0.00325074,0.0001383343,0.0002403006,0.002000342,0.0007659617,0.002362501,0.001743507,0.0006367186,0.0001358135],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0004660526,"about_ca_system_score_gemma":0.0001968835,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003527699,"about_ca_topic_score_gemma":0.005665434,"domain_scores_codex":[0.999715,0.00006872074,0.00002500982,0.00005335103,0.00003903405,0.00009872474],"domain_scores_gemma":[0.9974511,0.0007641321,0.001235847,0.0001035864,0.0001721593,0.0002730899],"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":[0.000519999,0.0001026621,0.9617888,0.00006591039,0.000133707,0.001501862,0.003135274,0.002628837,0.001863055,0.004896274,0.0006068554,0.02275681],"study_design_scores_gemma":[0.0000166466,0.0001588359,0.9753411,0.00005638158,0.00009031963,0.0006322322,0.005813879,0.0118672,0.0004905618,0.004211169,0.00129978,0.0000220485],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9977854,0.0002334368,0.000265346,0.00007237344,0.000004073634,0.000005942049,0.00004291044,0.000003065804,0.00158732],"genre_scores_gemma":[0.9996481,0.0001136457,0.00006858859,0.00001260185,0.000009082219,0.000002857615,0.0000498294,0.000001349031,0.00009390339],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.003527699,"threshold_uncertainty_score":0.007014334,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02323017170099322,"score_gpt":0.2379961526035733,"score_spread":0.2147659809025801,"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."}}