{"id":"W3093361428","doi":"10.1016/j.intfin.2020.101265","title":"Real duration and inflation duration: A cross country perspective on a multidimensional hedging strategy","year":2020,"lang":"en","type":"article","venue":"Journal of International Financial Markets Institutions and Money","topic":"Risk Management in Financial Firms","field":"Business, Management and Accounting","cited_by":6,"is_retracted":false,"has_abstract":false,"ca_institutions":"University of Manitoba; Dalhousie University","funders":"","keywords":"Economics; Real interest rate; Fisher hypothesis; Inflation (cosmology); Nominal interest rate; Interest rate; Econometrics; Hedge; Indexation; Cash; Monetary economics; International Fisher effect; Duration (music); Monetary policy; Macroeconomics","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":[0.0003945491,0.0001672733,0.0001900014,0.0002806935,0.0003640223,0.0003489804,0.0001293861,0.00008232884,0.00003878169],"category_scores_gemma":[0.001182408,0.0001546647,0.0000617081,0.0002616542,0.0001271828,0.002053854,0.0001038754,0.0002410548,0.00001037527],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0001277233,"about_ca_system_score_gemma":0.000134899,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0001604816,"about_ca_topic_score_gemma":0.0000439836,"domain_scores_codex":[0.9985799,0.00001420989,0.0006251534,0.0002245857,0.0004215708,0.0001346256],"domain_scores_gemma":[0.9985117,0.00004685593,0.0006209364,0.00006283446,0.0007214498,0.00003623151],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","study_design_scores_codex":[0.001065523,0.0001058073,0.02150162,0.00004374387,0.00005582075,0.00008378748,0.0002005815,0.002334697,0.0009927202,0.9672645,0.001985431,0.004365804],"study_design_scores_gemma":[0.002353668,0.0001477289,0.8751451,0.0002149478,0.00007734735,0.00005063752,0.0003887602,0.02064542,0.00006548582,0.005529463,0.0950285,0.0003528903],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9713905,0.0001068636,0.003511399,0.006299515,0.001044972,0.0002296537,0.00001796326,0.00003145955,0.01736761],"genre_scores_gemma":[0.9954058,0.0003181618,0.0006254886,0.001317448,0.00223896,0.000006029438,0.00002288453,0.00001052193,0.00005473507],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.961735,"threshold_uncertainty_score":0.6307043,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02091679359696608,"score_gpt":0.2759591482458064,"score_spread":0.2550423546488403,"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."}}