{"id":"W2092815603","doi":"10.5539/ijef.v5n11p13","title":"Exchange Rate Risk Pricing by US Equity for US Industrial Portfolios","year":2013,"lang":"en","type":"article","venue":"International Journal of Economics and Finance","topic":"Risk Management in Financial Firms","field":"Business, Management and Accounting","cited_by":1,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Risk premium; Exchange rate; Capital asset pricing model; Foreign exchange risk; Economics; Financial economics; Equity (law); Interest rate parity; Market risk; Econometrics; Monetary economics","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":[0.0008199176,0.0002745937,0.000196766,0.001236278,0.0001181978,0.001172075,0.0001809546,0.0003446141,0.002731233],"category_scores_gemma":[0.005029299,0.0001172901,0.000551148,0.001011208,0.0001474353,0.0008162238,0.0004079692,0.0003121587,0.0003773714],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0003978217,"about_ca_system_score_gemma":0.0001305444,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002737762,"about_ca_topic_score_gemma":0.002131299,"domain_scores_codex":[0.9998023,0.0000546548,0.0000137519,0.00004042768,0.00005582075,0.00003319157],"domain_scores_gemma":[0.9990061,0.0004169066,0.000316404,0.0001033309,0.00009632813,0.00006090997],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0003675369,0.0001524777,0.7900246,0.00005580117,0.0003608866,0.0006271278,0.000270214,0.05701644,0.003968354,0.01500093,0.002308637,0.129847],"study_design_scores_gemma":[0.00002835561,0.0002295757,0.8380774,0.00003000209,0.0001465539,0.0006375375,0.0002262854,0.142948,0.001876273,0.01174816,0.00401715,0.0000347635],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9931737,0.0006051335,0.002064461,0.0001738091,0.00001090981,0.000007636141,0.0002425996,0.00003411271,0.003687616],"genre_scores_gemma":[0.9981995,0.00024073,0.0003777569,0.00001582486,0.00001083818,0.000002660519,0.0003022182,0.000004960972,0.0008455198],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.002737762,"threshold_uncertainty_score":0.009136915,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02817718668726091,"score_gpt":0.2393513058602533,"score_spread":0.2111741191729924,"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."}}