{"id":"W1552375945","doi":"10.2139/ssrn.2173148","title":"Bond Prices, Default Probabilities and Risk Premiums","year":2005,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":76,"is_retracted":false,"has_abstract":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Bond; Risk premium; Default risk; Credit risk; Financial economics; Economics; Econometrics; Bond valuation; Probability of default; Business; Actuarial science; Financial system; 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":[0.002397612,0.0002584028,0.0004809113,0.0009354861,0.0003338448,0.002917259,0.0004337444,0.001835908,0.008774015],"category_scores_gemma":[0.02592738,0.0003642803,0.0003636579,0.001383336,0.0010204,0.002576957,0.000436162,0.002246978,0.0009673817],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.000584899,"about_ca_system_score_gemma":0.0002786673,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002313886,"about_ca_topic_score_gemma":0.002670546,"domain_scores_codex":[0.9996525,0.0001262236,0.00003438862,0.00007301925,0.00006012228,0.00005367419],"domain_scores_gemma":[0.9785161,0.0135381,0.005702008,0.0006121297,0.0006366763,0.0009949937],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.002526616,0.0007148549,0.695443,0.0002501335,0.0005636884,0.001028497,0.0009948197,0.04558788,0.00244354,0.1816006,0.009794726,0.05905155],"study_design_scores_gemma":[0.0002864474,0.0003542616,0.5434822,0.00008671817,0.0004259533,0.000912914,0.0005761208,0.07870817,0.0006780358,0.3707148,0.003684415,0.00009006727],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9789523,0.003438966,0.008178562,0.002276534,0.00004782575,0.00001900054,0.0007611765,0.00007057087,0.006255102],"genre_scores_gemma":[0.9963416,0.0009366454,0.0003171583,0.00004673795,0.00006991204,0.000006311525,0.0002021471,0.000006369404,0.002073067],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.008774015,"threshold_uncertainty_score":0.02935201,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.008383776198244233,"score_gpt":0.1946307126221473,"score_spread":0.1862469364239031,"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."}}