{"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":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001779748,0.0001571759,0.0002728495,0.000262442,0.0003665911,0.000121081,0.0003186153,0.0001449654,0.0001229631],"category_scores_gemma":[0.0002415389,0.000165911,0.0001235719,0.0002132956,0.00004336748,0.0002593375,0.00003947154,0.002235682,0.0002245206],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0002264033,"about_ca_system_score_gemma":0.0003925516,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0002468761,"about_ca_topic_score_gemma":0.005531031,"domain_scores_codex":[0.9978481,0.000009227583,0.0004319503,0.0002639312,0.00006195014,0.001384868],"domain_scores_gemma":[0.9991163,0.00003482625,0.000438935,0.0002644513,0.00004348012,0.0001020352],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.00001167021,0.00003126057,0.01625457,0.000002003378,0.00004039729,0.000001862534,0.0003244314,0.00001397892,0.0002917467,0.9735321,0.0002849029,0.009211048],"study_design_scores_gemma":[0.0004545083,0.0001520007,0.01902534,0.000009536695,0.000009761193,0.0002554054,0.0003740756,0.0004603484,0.0001340788,0.9022616,0.07657452,0.0002888693],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9639844,0.003122959,0.01644714,0.003151754,0.002714191,0.0001219777,0.00001782309,0.00005963064,0.01038011],"genre_scores_gemma":[0.9912708,0.001623075,0.0004570449,0.00004125261,0.00220223,0.000007265407,0.000005156209,0.00003250532,0.00436071],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.07628962,"threshold_uncertainty_score":0.9713052,"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."}}