{"id":"W2967847192","doi":"10.34989/san-2019-25","title":"Using Exchange-Traded Funds to Measure Liquidity in the Canadian Corporate Bond Market","year":2021,"lang":"en","type":"article","venue":"Staff Analytical Notes","topic":"Banking stability, regulation, efficiency","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"Bank of Canada","funders":"","keywords":"Economics; Welfare economics; Market liquidity; Humanities; Physics; Monetary economics; Philosophy","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":true,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00156956,0.0001597194,0.0003398253,0.0002827253,0.0002051339,0.0001794392,0.0002666675,0.0001390571,0.0007515427],"category_scores_gemma":[0.001311743,0.0001600613,0.000101813,0.001308654,0.0001176535,0.0001113547,0.00005076433,0.000206385,0.00004328424],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0004769405,"about_ca_system_score_gemma":0.0003038138,"about_ca_topic_candidate":true,"about_ca_topic_consensus":true,"about_ca_topic_score_codex":0.03217604,"about_ca_topic_score_gemma":0.2451893,"domain_scores_codex":[0.9983348,0.00008370507,0.0004893749,0.0004946215,0.0001114421,0.0004860733],"domain_scores_gemma":[0.9988455,0.0002102322,0.0001319331,0.0005141664,0.0001047161,0.0001934977],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.00005760758,0.0005794772,0.6798885,0.000127433,0.00009721978,0.0001386677,0.003253757,0.00592283,0.0001098532,0.3066709,0.002219955,0.0009338142],"study_design_scores_gemma":[0.0006152999,0.0001555313,0.62902,0.00005524997,0.00004650656,0.00002605756,0.0003838922,0.2594202,0.0001386105,0.09942267,0.009863796,0.0008521734],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9830697,0.0005676761,0.002504048,0.004711103,0.0001977429,0.0002439603,0.0002120641,0.00001636655,0.008477394],"genre_scores_gemma":[0.998118,0.00000698438,0.001303591,0.0003325635,0.00009350949,0.000004550089,0.0000122684,0.00001744131,0.0001110756],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.2534974,"threshold_uncertainty_score":0.9742688,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.1262565259602368,"score_gpt":0.2780172628871339,"score_spread":0.151760736926897,"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."}}