{"id":"W2149467294","doi":"10.1002/fut.20382","title":"Empirical evidence on the dependence of credit default swaps and equity prices","year":2009,"lang":"en","type":"article","venue":"Journal of Futures Markets","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":16,"is_retracted":false,"has_abstract":true,"ca_institutions":"HEC Montréal","funders":"","keywords":"Copula (linguistics); Univariate; Credit default swap; Econometrics; Equity (law); Economics; Markov chain; Multivariate statistics; Swap (finance); Financial economics; Credit risk; Actuarial science; Statistics; Mathematics; 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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.006531584,0.0003077885,0.0007854399,0.001845726,0.00042315,0.001577768,0.0008916223,0.001357922,0.008140964],"category_scores_gemma":[0.0831464,0.0004760344,0.0006517385,0.001829027,0.002139006,0.002245502,0.001222513,0.002573273,0.001097046],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0005688228,"about_ca_system_score_gemma":0.0003349491,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002697538,"about_ca_topic_score_gemma":0.001957972,"domain_scores_codex":[0.9975453,0.001112797,0.0002181975,0.0003652515,0.000565302,0.0001930587],"domain_scores_gemma":[0.7858272,0.1523682,0.04266088,0.009967075,0.005883906,0.003292631],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0005876567,0.0003162794,0.9470775,0.00007730704,0.000352179,0.0004674891,0.0005349512,0.009927515,0.001207929,0.01454221,0.001417851,0.02349122],"study_design_scores_gemma":[0.00006061935,0.0001450169,0.9194658,0.0000613957,0.0001888873,0.0006234682,0.000361547,0.05393211,0.001272115,0.02280892,0.00102661,0.00005342215],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9895084,0.0005924188,0.005304582,0.0006528052,0.000008428733,0.00001110604,0.0003326517,0.00003594111,0.00355372],"genre_scores_gemma":[0.9992608,0.0001212061,0.0001782636,0.00002112377,0.00001445462,0.000001877282,0.0001937389,0.000004576622,0.0002039668],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.008140964,"threshold_uncertainty_score":0.03454274,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.09620891035737372,"score_gpt":0.3169017781914886,"score_spread":0.2206928678341148,"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."}}