{"id":"W125370076","doi":"","title":"Interactions between Exchange Traded Derivatives and OTC Derivatives: Evidence for the Canadian Dollar Futures vs. OTC Markets","year":2008,"lang":"en","type":"article","venue":"","topic":"Risk Management in Financial Firms","field":"Business, Management and Accounting","cited_by":3,"is_retracted":false,"has_abstract":true,"ca_institutions":"Concordia University","funders":"","keywords":"Futures contract; Derivatives market; Foreign exchange market; Open outcry; Monetary economics; Business; Forward market; Financial economics; Over-the-counter; Speculation; Price discovery; Algorithmic trading; Currency; Volatility (finance); Foreign exchange swap; Economics; Alternative trading system; Finance","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":true,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":["sts"],"consensus_categories":[],"category_scores_codex":[0.0004187389,0.0002652276,0.0002510398,0.0003211959,0.001837338,0.000395343,0.0004360352,0.00007245929,0.0003416105],"category_scores_gemma":[0.0006395441,0.0001955511,0.00009179756,0.0005617628,0.0002147964,0.001917826,0.0001698887,0.0001665878,0.00004085424],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00007816719,"about_ca_system_score_gemma":0.00005629669,"about_ca_topic_candidate":true,"about_ca_topic_consensus":true,"about_ca_topic_score_codex":0.05371358,"about_ca_topic_score_gemma":0.1903615,"domain_scores_codex":[0.9986027,0.00002351445,0.0002960119,0.0003920268,0.0002317754,0.0004539681],"domain_scores_gemma":[0.998655,0.0006645732,0.0001813283,0.0003136559,0.0001468141,0.00003864082],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"not_applicable","study_design_gemma":"observational","study_design_scores_codex":[0.0003542397,0.0001037174,0.4140329,0.001087384,0.000590472,0.00004512547,0.004785651,0.00003958972,0.0001647743,0.04605493,0.4432031,0.08953816],"study_design_scores_gemma":[0.0002871637,0.00001289244,0.611443,0.00009201948,0.00007649362,0.000001648381,0.0007814465,0.0003580245,0.00004351405,0.00156772,0.3850785,0.0002575915],"study_design_candidate":"observational","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.8470219,0.003435815,0.02067428,0.06970736,0.002166738,0.005764894,0.00005074422,0.0005500281,0.0506282],"genre_scores_gemma":[0.9904579,0.0004431377,0.0009063327,0.003583031,0.001862605,0.0001972124,0.00002329962,0.00003859423,0.002487896],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.1974101,"threshold_uncertainty_score":0.9994621,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.1092174693529403,"score_gpt":0.2921588841644113,"score_spread":0.182941414811471,"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."}}