{"id":"W2930354127","doi":"10.2139/ssrn.2420772","title":"Funding Liquidity CAPM: International Evidence","year":2014,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":9,"is_retracted":false,"has_abstract":false,"ca_institutions":"McGill University","funders":"","keywords":"Capital asset pricing model; Market liquidity; Economics; Business; Financial economics; Monetary economics; Financial system","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":[0.00666577,0.0005160196,0.0008384806,0.004694536,0.0009647452,0.007080122,0.001395419,0.003860574,0.02202239],"category_scores_gemma":[0.05140756,0.0003665035,0.000471474,0.004862902,0.003098563,0.002881207,0.001682908,0.003042939,0.003765385],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001873883,"about_ca_system_score_gemma":0.002118043,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.006032947,"about_ca_topic_score_gemma":0.005034035,"domain_scores_codex":[0.9966621,0.0008960061,0.000295422,0.0004336819,0.001080595,0.0006321882],"domain_scores_gemma":[0.8890653,0.06010434,0.03324259,0.003595508,0.0100684,0.003923983],"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":[0.005987479,0.0007228783,0.4191765,0.002882029,0.0009240007,0.001578479,0.002619497,0.001393296,0.001090905,0.1221531,0.1143898,0.327082],"study_design_scores_gemma":[0.002172075,0.0009020923,0.6007761,0.007652589,0.002922835,0.003419859,0.005400244,0.004197146,0.006016059,0.08918156,0.2771476,0.0002119325],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.4492807,0.1824485,0.002793399,0.09004285,0.000828039,0.0001240741,0.005981041,0.0003128736,0.2681885],"genre_scores_gemma":[0.97061,0.01807939,0.0003098889,0.003519604,0.00185641,0.00003509688,0.001232215,0.0000360952,0.004321321],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.02202239,"threshold_uncertainty_score":0.07367224,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.04048595555227006,"score_gpt":0.2424536662170226,"score_spread":0.2019677106647526,"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."}}