{"id":"W2044406885","doi":"10.1016/j.gfj.2006.10.001","title":"Equity and debt market responses to sovereign credit ratings announcement","year":2007,"lang":"en","type":"article","venue":"Global Finance Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":70,"is_retracted":false,"has_abstract":false,"ca_institutions":"Brock University","funders":"","keywords":"Downgrade; Bond market; Bond; Monetary economics; Market liquidity; Credit rating; Economics; Local currency; Debt; Financial system; Currency; Business; 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":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002275995,0.0001851528,0.0003397247,0.0001447552,0.0004384625,0.0002333371,0.000271807,0.0001126215,0.0002245373],"category_scores_gemma":[0.0006323611,0.0002080349,0.0001034807,0.0004327796,0.00007560733,0.0003210527,0.0002483451,0.0002152376,0.0001149683],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0004050012,"about_ca_system_score_gemma":0.0000970103,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.000104069,"about_ca_topic_score_gemma":0.00009899,"domain_scores_codex":[0.9981442,0.00001426722,0.000777587,0.0003443069,0.000130004,0.0005896513],"domain_scores_gemma":[0.9989961,0.00006489301,0.0003886514,0.0002213185,0.00009821324,0.0002308723],"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":[0.0005878009,0.0001064234,0.3552463,0.00001162511,0.00002783788,0.00007797852,0.0002445009,0.00005455592,0.00003641469,0.5123166,0.07464976,0.05664024],"study_design_scores_gemma":[0.0004123025,0.0001588653,0.6900864,0.00002731716,0.000004067161,0.0001203668,0.00004335593,0.00008462301,0.00001369402,0.09042595,0.2184214,0.0002016743],"study_design_candidate":"observational","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.8478425,0.002667315,0.04757269,0.001860595,0.001401565,0.0002264673,0.0004768299,0.00002952345,0.09792249],"genre_scores_gemma":[0.9887637,0.0006690825,0.007599089,0.0003902848,0.0008076301,0.000005601315,0.000003844454,0.00001237982,0.001748314],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.4218906,"threshold_uncertainty_score":0.8483418,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03121326492711016,"score_gpt":0.2848433140910199,"score_spread":0.2536300491639097,"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."}}