{"id":"W7117487798","doi":"10.37075/ea.2025.4.04","title":"Volatility Spillovers between the Global Economy Policy Uncertainty Index and Equity Markets: Evidence from Developed and Emerging Economies","year":2025,"lang":"","type":"article","venue":"Economic Alternatives","topic":"Market Dynamics and Volatility","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Emerging markets; Volatility (finance); Equity (law); Autoregressive conditional heteroskedasticity; Index (typography); Politics","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":[0.0008077802,0.0001493145,0.000248263,0.0009586238,0.0002563779,0.001428051,0.0001549679,0.0002703987,0.0009493337],"category_scores_gemma":[0.003811218,0.0001020299,0.0003514374,0.001352661,0.000654198,0.001218053,0.0007771497,0.0006002322,0.00008671611],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.000332231,"about_ca_system_score_gemma":0.0003046691,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.006022925,"about_ca_topic_score_gemma":0.0054971,"domain_scores_codex":[0.9997634,0.00006893516,0.0000211609,0.00003905247,0.00005939325,0.00004800843],"domain_scores_gemma":[0.9957674,0.001700787,0.001770069,0.0001974907,0.0003387292,0.0002254262],"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":[0.0003102605,0.0001472901,0.9696817,0.00006475397,0.0003369982,0.0006065127,0.00101615,0.002819833,0.0006751317,0.006748185,0.0004423565,0.01715075],"study_design_scores_gemma":[0.00001201619,0.00008116664,0.9924169,0.00003131656,0.0001119644,0.0001089393,0.001396193,0.001951181,0.0004881773,0.00216682,0.00122159,0.00001377471],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9959303,0.0007770412,0.0002537436,0.0001705407,0.000005486131,0.000004407188,0.00009228309,0.000002488589,0.002763784],"genre_scores_gemma":[0.9992211,0.0005469176,0.00002934058,0.00001872438,0.00001026862,8.597465e-7,0.0000870544,6.553194e-7,0.00008521834],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.006022925,"threshold_uncertainty_score":0.01197577,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03509072428386534,"score_gpt":0.3131289621605433,"score_spread":0.278038237876678,"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."}}