MétaCan
Menu
Back to cohort
Record W2236821579 · doi:10.25916/sut.26225570

Financial contagion: geographical proximity or trade link?

2024· article· en· W2236821579 on OpenAlexaboutno aff
Chee Jin Yap, Peter Voung, Gerard Gannon

Bibliographic record

VenueSwinburne Research Bank (Swinburne University of Technology) · 2024
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicBanking stability, regulation, efficiency
Canadian institutionsnot available
Fundersnot available
KeywordsBusinessFinanceLink (geometry)EconomicsComputer science

Abstract

fetched live from OpenAlex

We found the presence of contagion effects during the recent Global Finance Crisis. The shocks stemming from US shocks did cause excessive impacts in other stock markets. This finding did not appear in all markets, only Argentina, Canada, Mexico and Japan exhibited statistically significant signs of contagion. An important problem which arises from these findings is identifying why only Argentina, Canada, Mexico and Japan appear to be the only markets affected. We used Panel model found contagion through geographical proximity of a country impacted on the severity of contagion. We also investigate whether trade was the true culprit behind the contagion phenomenon during the GFC and found overall trade was not a significant determinant of contagion. Our paper supports the findings in Collins and Gavron (2004) which suggest contagion maybe a culmination of multiple linkages factors.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.003
metaresearch head score (Gemma)0.001
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMeta-epidemiology (narrow), Insufficient payload (model declined to judge)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.474
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0030.001
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0030.005
Science and technology studies0.0010.002
Scholarly communication0.0000.001
Open science0.0010.001
Research integrity0.0010.002
Insufficient payload (model declined to judge)0.0020.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.040
GPT teacher head0.270
Teacher spread0.230 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

Study designTheoretical or conceptual
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations0
Published2024
Admission routes1
Has abstractyes

Explore more

Same venueSwinburne Research Bank (Swinburne University of Technology)Same topicBanking stability, regulation, efficiencyFrench-language works237,207