{"id":"W1999828709","doi":"10.1111/j.1475-6803.2006.00187.x","title":"CREDIT SPREADS AND THE ZERO‐COUPON TREASURY SPOT CURVE","year":2006,"lang":"en","type":"article","venue":"The Journal of Financial Research","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":24,"is_retracted":false,"has_abstract":true,"ca_institutions":"HEC Montréal","funders":"","keywords":"Treasury; Coupon; Bond; Econometrics; Term (time); Monetary economics; Zero (linguistics); Credit risk; Economics; Financial economics; Business; Actuarial science; 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":[0.01003927,0.0001285123,0.0004132009,0.0003317483,0.0006363973,0.0001176423,0.0005502729,0.0001151192,0.00006725838],"category_scores_gemma":[0.001998717,0.0000809315,0.0001683288,0.0006111009,0.0007681026,0.0002196552,0.0001182134,0.0007922046,0.00007964527],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0001044368,"about_ca_system_score_gemma":0.0001720058,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001947418,"about_ca_topic_score_gemma":0.0003107144,"domain_scores_codex":[0.9981447,0.0001816328,0.0008173108,0.0001543789,0.0002714718,0.0004304501],"domain_scores_gemma":[0.9977796,0.001049579,0.0004416629,0.000335993,0.0003134207,0.00007975785],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","study_design_scores_codex":[0.001183665,0.0001470251,0.0286855,0.00001535849,0.0000250368,0.00002095503,0.0009090295,0.0001830789,0.0001014669,0.9023844,0.05042965,0.01591485],"study_design_scores_gemma":[0.001442979,0.0001736156,0.6111126,0.00002687773,0.0000131197,0.00005694119,0.00004080852,0.0003118205,0.00007849262,0.2760509,0.1105813,0.000110557],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9663292,0.01059609,0.002548279,0.005008185,0.0005919999,0.0002905173,0.00005445329,0.000007397053,0.01457384],"genre_scores_gemma":[0.9941337,0.001915675,0.00008417787,0.00002400433,0.001684528,0.000006614877,0.000001804093,0.00001760704,0.002131962],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.6263335,"threshold_uncertainty_score":0.4894718,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.06102323583752785,"score_gpt":0.2944983465791857,"score_spread":0.2334751107416579,"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."}}