{"id":"W2158948129","doi":"10.2139/ssrn.1341870","title":"Credit Spread Changes within Switching Regimes","year":2010,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":12,"is_retracted":false,"has_abstract":false,"ca_institutions":"HEC Montréal","funders":"","keywords":"Credit spread (options); Business; Economics; Finance; Credit risk","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":[0.000987871,0.0001185924,0.0004797397,0.0008569843,0.0003824786,0.001933327,0.0004080167,0.001057744,0.00986034],"category_scores_gemma":[0.01096122,0.0001706164,0.0003657818,0.0006985822,0.0007978251,0.001454805,0.0004877025,0.001341401,0.0005766785],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0006639384,"about_ca_system_score_gemma":0.0002221127,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002357513,"about_ca_topic_score_gemma":0.001295571,"domain_scores_codex":[0.9997386,0.00004298797,0.00001627837,0.00007978291,0.00003313322,0.00008913558],"domain_scores_gemma":[0.9928307,0.004071269,0.001273547,0.0006477862,0.0004422817,0.0007344417],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.008151903,0.002128734,0.4501411,0.0002287076,0.0006931378,0.003319879,0.003825369,0.1676664,0.05601778,0.1667607,0.01018304,0.1308832],"study_design_scores_gemma":[0.0001971376,0.0004594265,0.6187418,0.00003770731,0.0001692686,0.000560192,0.001620967,0.3097377,0.00390299,0.06212378,0.002353557,0.00009559125],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.997023,0.00004169286,0.000783428,0.00008648937,0.000006810835,0.000003861514,0.00008230495,0.00002358333,0.001948879],"genre_scores_gemma":[0.9992392,0.00001572686,0.00006842428,0.000008074442,0.000006241433,0.00000174694,0.00005738235,0.00000376152,0.0005994925],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.00986034,"threshold_uncertainty_score":0.0329861,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01315979771927324,"score_gpt":0.2181971474344867,"score_spread":0.2050373497152135,"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."}}