{"id":"W1985023434","doi":"10.1016/j.jbankfin.2012.11.009","title":"Pricing securities with multiple risks: A case of exchangeable debt","year":2012,"lang":"en","type":"article","venue":"Journal of Banking & Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"ca_institutions":"Concordia University","funders":"","keywords":"Bond; Bivariate analysis; Econometrics; Debt; Equity (law); Economics; Interest rate risk; Interest rate; Financial economics; Monetary economics; Mathematics; Finance; Statistics","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":[0.004754891,0.001078267,0.002755807,0.001572693,0.002261622,0.009975566,0.002877572,0.01331994,0.007422858],"category_scores_gemma":[0.01758541,0.001466756,0.002404815,0.001753098,0.005046999,0.009521847,0.003556476,0.005165935,0.0004182196],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001900346,"about_ca_system_score_gemma":0.001325019,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.006510623,"about_ca_topic_score_gemma":0.00364038,"domain_scores_codex":[0.9981187,0.000805238,0.0001264487,0.0002264035,0.0002913701,0.0004317252],"domain_scores_gemma":[0.9883603,0.007375845,0.001608091,0.0006503325,0.0004391985,0.001566181],"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":[0.0004795404,0.0005636495,0.006077197,0.00009748417,0.0001303833,0.01385786,0.0006193017,0.1092219,0.001679439,0.8593388,0.002535116,0.005399388],"study_design_scores_gemma":[0.0006166837,0.0001770757,0.001864962,0.00003838438,0.0001189743,0.003612882,0.0005375355,0.5810691,0.0004249402,0.4097178,0.001685694,0.0001359505],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.8598826,0.001787271,0.06111675,0.0162109,0.0002115517,0.0001074752,0.0002409051,0.0001521856,0.0602903],"genre_scores_gemma":[0.9847212,0.0004572101,0.006352116,0.0001701342,0.0002598056,0.0000198454,0.00003470596,0.00002722741,0.007957744],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.01331994,"threshold_uncertainty_score":0.02514654,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.04311011670601047,"score_gpt":0.2468454952727279,"score_spread":0.2037353785667174,"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."}}