{"id":"W1915423964","doi":"10.1002/ijfe.462","title":"CROSS‐SPECULATION IN CURRENCY FUTURES MARKETS","year":2011,"lang":"en","type":"article","venue":"International Journal of Finance & Economics","topic":"Market Dynamics and Volatility","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"Deutsche Bundesbank","keywords":"Speculation; Futures contract; Economics; Financial economics; Currency; Herding; Futures market; Monetary economics; Liberian dollar; Pound (networking); Finance","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":false,"about_ca":true,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001680723,0.0001897797,0.0004220979,0.001118066,0.0004542306,0.001029833,0.0002746499,0.0004435752,0.001681011],"category_scores_gemma":[0.006121186,0.0001808411,0.0003333233,0.001006964,0.0005558051,0.00117184,0.0008165505,0.0004138028,0.0001125925],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0008467876,"about_ca_system_score_gemma":0.0003118722,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.01512817,"about_ca_topic_score_gemma":0.01201828,"domain_scores_codex":[0.9996617,0.00008310389,0.00002478648,0.00005956559,0.0000921143,0.00007875595],"domain_scores_gemma":[0.9959377,0.001625839,0.001610974,0.0002099213,0.0003616193,0.0002538604],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0003774982,0.0001530411,0.9508975,0.00004229217,0.0002213402,0.0007448472,0.001429694,0.01851131,0.003414216,0.002613631,0.0003780484,0.02121671],"study_design_scores_gemma":[0.00001520702,0.0001792104,0.9275149,0.00002219798,0.00008080181,0.0003095309,0.001068841,0.0655974,0.001547752,0.002772024,0.0008586781,0.00003349521],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9992478,0.000118055,0.000266042,0.00002767432,0.000001243725,0.000001632582,0.00002728781,0.000004127937,0.0003060921],"genre_scores_gemma":[0.9996728,0.00003940188,0.0000990019,0.000003477503,0.000002971767,0.000001081796,0.00005217347,8.689041e-7,0.0001282057],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.01512817,"threshold_uncertainty_score":0.0300802,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03117367585512991,"score_gpt":0.2532186370787979,"score_spread":0.222044961223668,"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."}}