{"id":"W2078061949","doi":"10.1016/j.jempfin.2005.12.003","title":"Measuring the economic importance of exchange rate exposure","year":2006,"lang":"en","type":"article","venue":"Journal of Empirical Finance","topic":"Risk Management in Financial Firms","field":"Business, Management and Accounting","cited_by":178,"is_retracted":false,"has_abstract":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Currency; Exchange rate; Portfolio; Value (mathematics); Monetary economics; Economics; Foreign exchange risk; Financial economics; Business; International economics","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":[0.00136505,0.0002522019,0.0001992703,0.001114932,0.0001607641,0.00108093,0.000217455,0.000613136,0.001456141],"category_scores_gemma":[0.01406567,0.0001207634,0.0001537643,0.0008310395,0.0002463972,0.001072952,0.0004874429,0.0005454149,0.0001772827],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0002243682,"about_ca_system_score_gemma":0.000151054,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0005191143,"about_ca_topic_score_gemma":0.0005904171,"domain_scores_codex":[0.9993079,0.0003197803,0.00006095644,0.00008949931,0.0001566513,0.0000651604],"domain_scores_gemma":[0.9870227,0.008846014,0.002416092,0.0005396538,0.0006134351,0.0005621011],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0009603305,0.0004242075,0.9499185,0.00004772164,0.0001597972,0.0001853009,0.0002084803,0.004510395,0.009198556,0.002110523,0.0001774405,0.03209872],"study_design_scores_gemma":[0.00002938458,0.0005018133,0.9752156,0.000009303683,0.00008693197,0.000212952,0.0003204495,0.01710607,0.004272841,0.001877099,0.0003510218,0.00001666158],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9983772,0.00005831717,0.0004198248,0.00003188541,0.000004216561,0.000004252713,0.00003477247,0.000003534224,0.001066042],"genre_scores_gemma":[0.9995976,0.00003894354,0.0001985508,0.000005853545,0.000009765493,9.774786e-7,0.00004827306,0.000001173917,0.00009885539],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.001456141,"threshold_uncertainty_score":0.007219136,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03750742447162139,"score_gpt":0.2519346793341615,"score_spread":0.2144272548625401,"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."}}