{"id":"W1984012062","doi":"10.5539/ijef.v5n4p39","title":"When Risks and Market Inefficiency Shake Hands – An Empirical Analysis of Financial CDS","year":2013,"lang":"en","type":"article","venue":"International Journal of Economics and Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Inefficiency; Speculation; Economics; Bootstrapping (finance); Econometrics; Random walk hypothesis; Hedge fund; Financial economics; Variance (accounting); Finance; Microeconomics","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":true,"about_ca":false,"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":[0.004643585,0.0001852487,0.0005380659,0.002007457,0.0003499807,0.001614377,0.0006087399,0.0009781851,0.00191437],"category_scores_gemma":[0.03970425,0.0001984751,0.000554845,0.001992105,0.001802212,0.002327293,0.00102156,0.001386921,0.0002269732],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0006081657,"about_ca_system_score_gemma":0.0003121316,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001508528,"about_ca_topic_score_gemma":0.001111855,"domain_scores_codex":[0.9984742,0.0005898406,0.0001895868,0.0002219485,0.0003363114,0.0001881842],"domain_scores_gemma":[0.916275,0.04906071,0.02761291,0.003153461,0.002076447,0.001821498],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0003304303,0.0001781362,0.9626532,0.00005130591,0.0002305495,0.0006527799,0.0007114189,0.007792264,0.001156327,0.009830529,0.0004554718,0.01595763],"study_design_scores_gemma":[0.00002685733,0.0001667076,0.962444,0.00003064697,0.000101006,0.0004904885,0.0009148375,0.02269206,0.0008057736,0.01157084,0.0007187822,0.00003788187],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9976262,0.0003401257,0.001047531,0.000169119,0.000002555131,0.000006026659,0.0000470818,0.000007820631,0.0007536041],"genre_scores_gemma":[0.9996676,0.00005259549,0.0001085756,0.00001248632,0.000009926861,0.000001379142,0.00004693083,0.000002142127,0.00009827509],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.004643585,"threshold_uncertainty_score":0.02455795,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03884608390055472,"score_gpt":0.2728981777192158,"score_spread":0.2340520938186611,"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."}}