{"id":"W1510016719","doi":"","title":"Credit Spreads and the Treasury Zero Coupon Spot Curve","year":2005,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"ca_institutions":"HEC Montréal","funders":"","keywords":"Treasury; Coupon; Bond; Econometrics; Monetary economics; Economics; Zero (linguistics); Term (time); Financial economics; Business; Finance; Geography; Physics","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":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002340396,0.0001399126,0.0002893479,0.0001313388,0.0003704063,0.0001052184,0.0002127457,0.00008662482,0.00007500311],"category_scores_gemma":[0.0001620442,0.0001144536,0.000145382,0.000161323,0.0001432661,0.0002562545,0.00003188754,0.0009382047,0.0001427219],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0004180857,"about_ca_system_score_gemma":0.0002529347,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0002105328,"about_ca_topic_score_gemma":0.0009493496,"domain_scores_codex":[0.9981528,0.00002456676,0.0004639992,0.0002080359,0.00005961567,0.001091005],"domain_scores_gemma":[0.9993236,0.00008896948,0.0002821934,0.000196279,0.00003489991,0.0000740598],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.00007621273,0.0000335014,0.01321306,0.000001173086,0.00005182074,6.219132e-7,0.0001939102,0.0000703573,0.000003000058,0.9596657,0.0006471131,0.02604351],"study_design_scores_gemma":[0.002254546,0.0001079235,0.04889555,0.000007239197,0.00002255564,0.0002433756,0.0001451343,0.001811912,0.000008053128,0.7974524,0.148833,0.0002183176],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.898007,0.04398703,0.03260759,0.008627822,0.0006680307,0.0002600069,0.00004526742,0.00004132545,0.01575591],"genre_scores_gemma":[0.980321,0.01466777,0.00008515737,0.00005600798,0.001178969,0.000007397373,0.000004286133,0.00002022674,0.003659117],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.1622133,"threshold_uncertainty_score":0.4667284,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01139930165670428,"score_gpt":0.2058663094462497,"score_spread":0.1944670077895454,"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."}}