{"id":"W1485750737","doi":"10.1023/a:1008340408261","title":"Relationship Between Expected Treasury Bill and Eurodollar Interest Rates: A Fractional Cointegration Analysis","year":2001,"lang":"en","type":"article","venue":"Review of Quantitative Finance and Accounting","topic":"Monetary Policy and Economic Impact","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":false,"ca_institutions":"Brock University; University of Regina","funders":"","keywords":"Cointegration; Econometrics; Homoscedasticity; Economics; Heteroscedasticity; Futures contract; Treasury; Mathematics; Eurodollar; Autoregressive conditional heteroskedasticity; Financial economics; Volatility (finance)","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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002125868,0.0003403046,0.0004736924,0.001263833,0.0003113484,0.001884821,0.0004570695,0.0008837171,0.003791922],"category_scores_gemma":[0.01749938,0.0002417204,0.0005807605,0.001623839,0.0004528143,0.002118131,0.000439078,0.001140821,0.0006160252],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00054014,"about_ca_system_score_gemma":0.0005279412,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002849213,"about_ca_topic_score_gemma":0.002139506,"domain_scores_codex":[0.9995535,0.0002097642,0.00003937565,0.00007516612,0.00006006864,0.00006217754],"domain_scores_gemma":[0.9883507,0.008590527,0.001587463,0.0003925703,0.0008727401,0.0002060025],"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":[0.001152215,0.0004450094,0.6640363,0.0002170818,0.0009837606,0.001156018,0.001037409,0.1073994,0.004617429,0.1235516,0.004438478,0.09096528],"study_design_scores_gemma":[0.00008058135,0.000261476,0.4105051,0.00007962774,0.0005919517,0.0007229703,0.0006594271,0.498206,0.003139615,0.08054472,0.005108822,0.00009970331],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9672595,0.002113786,0.02537761,0.0009212904,0.00005385807,0.00001505631,0.0003270605,0.00008987218,0.003842021],"genre_scores_gemma":[0.995208,0.0009519851,0.001673247,0.00003571262,0.0000687206,0.000008680674,0.0003960636,0.00002064071,0.001637132],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.003791922,"threshold_uncertainty_score":0.01268524,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.2672884727907047,"score_gpt":0.3422114675370108,"score_spread":0.07492299474630609,"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."}}