{"id":"W7025286613","doi":"","title":"Volatility spillovers and Financial contagion during global financial crisis: Islamic versus conventional equity indices with Multivariate GARCH approch","year":2021,"lang":"en","type":"other","venue":"Munich Personal RePEc Archive (Munich University)","topic":"French Literature and Criticism","field":"Arts and Humanities","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Financial contagion; Financial crisis; Volatility (finance); Stock (firearms); Equity (law); Stock market; Portfolio; Recession; Autoregressive conditional heteroskedasticity","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":"codex-gemma-dda1882f352a","candidate_categories":["metaepi_narrow","insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.0001434217,0.0006062344,0.0006762173,0.0003979567,0.0007975185,0.0002291242,0.0005822934,0.0003089449,0.002454054],"category_scores_gemma":[0.00008850211,0.0006212677,0.0002719006,0.0002016925,0.001046846,0.0002732688,0.0007788282,0.0008724261,0.000009764382],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0002920818,"about_ca_system_score_gemma":0.0006552389,"about_ca_topic_candidate":true,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.005198486,"about_ca_topic_score_gemma":0.05095299,"domain_scores_codex":[0.9972155,0.000277951,0.0002781478,0.000974516,0.0006106038,0.0006432449],"domain_scores_gemma":[0.9987301,0.0001311827,0.0002828786,0.0004734098,0.0001983318,0.0001840992],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","study_design_scores_codex":[0.006884897,0.001108325,0.001187321,0.002296975,0.001642794,0.002796385,0.04945868,0.00000260828,0.000139834,0.8621288,0.07059229,0.00176106],"study_design_scores_gemma":[0.006683032,0.0005044237,0.002675912,0.001261666,0.0004567509,0.00003900263,0.008947802,0.0001356305,0.000007884874,0.001301446,0.9768484,0.001138052],"study_design_candidate":"not_applicable","study_design_consensus":null,"genre_codex":"other","genre_gemma":"empirical","genre_scores_codex":[0.04630614,0.002577685,0.0001501472,0.0002233905,0.0009147364,0.0006587346,0.003059102,0.0001981223,0.9459119],"genre_scores_gemma":[0.5880069,0.0006690054,0.001079095,0.0002648967,0.00171053,0.00001370894,0.001899233,0.0002262453,0.4061305],"genre_candidate":"other","genre_consensus":null,"teacher_disagreement_score":0.9062561,"threshold_uncertainty_score":0.9996239,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01957707287405272,"score_gpt":0.2321057339248191,"score_spread":0.2125286610507664,"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."}}