{"id":"W2104101048","doi":"10.1111/j.1467-9957.2009.02121.x","title":"AN ADMISSIBLE TERM STRUCTURE MODEL OF SOVEREIGN YIELD SPREADS WITH MACRO FACTORS: THE CASE OF BRAZILIAN GLOBAL BONDS","year":2009,"lang":"en","type":"article","venue":"Manchester School","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"Barrie Urology Group","funders":"","keywords":"Economics; Bond; Volatility (finance); Macro; Yield (engineering); Monetary economics; Sovereignty; Credit risk; Affine term structure model; Term (time); Yield curve; Sovereign default; Econometrics; Financial economics; Finance; Sovereign debt","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":[0.00009511381,0.0001718924,0.000332147,0.00006998429,0.00008977377,0.00005487934,0.0002771339,0.0001265206,0.0001709777],"category_scores_gemma":[0.00004096789,0.0001338189,0.00008120146,0.0002311509,0.00006811693,0.0003310187,0.00002612089,0.0001423284,0.000004902903],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00005135445,"about_ca_system_score_gemma":0.00006058003,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0001759158,"about_ca_topic_score_gemma":0.0002327866,"domain_scores_codex":[0.9990043,0.000007169677,0.0004406666,0.0002859208,0.00004593379,0.0002159989],"domain_scores_gemma":[0.9988675,0.00001782631,0.0003087748,0.0006367215,0.00004325643,0.0001259409],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.000128158,0.0001925918,0.8309386,0.00004883812,0.00005044618,0.00002924303,0.001145173,0.006168531,0.0005027223,0.1562007,0.0006744837,0.003920457],"study_design_scores_gemma":[0.000503021,0.0003968626,0.9221941,0.00003592189,0.00002536702,0.00005333952,0.0001949349,0.007910259,0.001216278,0.06705963,0.0001321739,0.0002780904],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.988781,0.0001841347,0.004832837,0.000142796,0.0000566686,0.0001901059,0.0008219705,0.00001826512,0.004972162],"genre_scores_gemma":[0.9986898,0.000009492499,0.0009885611,0.00005983857,0.00008877958,0.000003234089,0.00001824514,0.00001150338,0.0001305369],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.09125547,"threshold_uncertainty_score":0.5456975,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02606418822359697,"score_gpt":0.2420463592211124,"score_spread":0.2159821709975155,"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."}}