{"id":"W4404851673","doi":"10.1016/j.irfa.2024.103824","title":"EPU spillovers and exchange rate volatility","year":2024,"lang":"en","type":"article","venue":"International Review of Financial Analysis","topic":"Market Dynamics and Volatility","field":"Economics, Econometrics and Finance","cited_by":8,"is_retracted":false,"has_abstract":false,"ca_institutions":"Brock University","funders":"","keywords":"Exchange rate; Volatility (finance); Economics; Monetary economics; International economics; Econometrics","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":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.001298698,0.0001065135,0.0004807434,0.0003013541,0.00002496661,0.00003838653,0.0001613782,0.00004535802,0.002205089],"category_scores_gemma":[0.0008500759,0.0001072435,0.0002901498,0.001010928,0.00004801728,0.0001552345,0.00006641926,0.0000891333,0.00002671331],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00006163634,"about_ca_system_score_gemma":0.00002748413,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.000320534,"about_ca_topic_score_gemma":0.00008864925,"domain_scores_codex":[0.9988303,0.00001995066,0.0006471541,0.0003389893,0.0000603738,0.0001032659],"domain_scores_gemma":[0.9993778,0.00006032929,0.0002013156,0.0001904264,0.000126322,0.00004379049],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"not_applicable","study_design_scores_codex":[0.00002755398,0.0001002648,0.5003757,0.006266783,0.001523366,0.00001549856,0.0001264997,0.000003792302,0.000007083725,0.4039636,0.005566049,0.08202381],"study_design_scores_gemma":[0.00009903993,0.00002147695,0.376682,0.0007576415,0.000233772,0.000001096277,0.000001676313,0.2079229,0.000002824642,0.02340597,0.390672,0.0001996542],"study_design_candidate":"observational","study_design_consensus":null,"genre_codex":"review","genre_gemma":"empirical","genre_scores_codex":[0.3226558,0.5280115,0.03840525,0.006879727,0.00238227,0.0006473167,0.003326916,0.00007844877,0.09761281],"genre_scores_gemma":[0.9253973,0.07207491,0.000302152,0.0004948818,0.00009206285,0.00001444703,0.00009446143,0.000007644729,0.001522124],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.6027415,"threshold_uncertainty_score":0.9987071,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01669487575571149,"score_gpt":0.259221817387611,"score_spread":0.2425269416318995,"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."}}