{"id":"W3121229241","doi":"10.3386/w20776","title":"Option-Based Credit Spreads","year":2014,"lang":"en","type":"preprint","venue":"National Bureau of Economic Research","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":12,"is_retracted":false,"has_abstract":true,"ca_institutions":"Bank of Canada","funders":"Booth School of Business, University of Chicago; University of Chicago","keywords":"Business; Financial system; Economics","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":["metaepi_narrow","insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.003992014,0.0002614689,0.0007564015,0.001524431,0.0001960113,0.0001418644,0.000865192,0.0006089919,0.0008586728],"category_scores_gemma":[0.001144004,0.0003409322,0.0003777847,0.0002124642,0.0003672197,0.0001310001,0.0003880723,0.0009459273,0.001525881],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001051277,"about_ca_system_score_gemma":0.0008683721,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001334112,"about_ca_topic_score_gemma":0.0001078094,"domain_scores_codex":[0.997003,0.00007092954,0.001312256,0.0008671285,0.0002775468,0.0004690993],"domain_scores_gemma":[0.9970812,0.0007848573,0.000706239,0.0006982369,0.0005785164,0.0001509508],"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":[0.00003115776,0.00009197983,0.008011947,0.00008843391,0.00005371448,5.20527e-7,0.00003852614,0.04096279,0.000006852922,0.9386526,0.01168295,0.0003785487],"study_design_scores_gemma":[0.0004418796,0.00006125527,0.01691817,0.0000561577,0.000004260758,6.4235e-7,0.000006580162,0.07215778,0.00006691871,0.8825368,0.02747448,0.0002751048],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"other","genre_gemma":"empirical","genre_scores_codex":[0.1533004,0.002841006,0.01858285,0.007144115,0.005358289,0.002144825,0.003579987,0.0001406405,0.8069079],"genre_scores_gemma":[0.9931976,0.0001490244,0.001649055,0.00002332749,0.001862519,0.0001984456,0.0009588675,0.00005104633,0.001910133],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.8398972,"threshold_uncertainty_score":0.9999043,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.3189983528030114,"score_gpt":0.4560975576535578,"score_spread":0.1370992048505464,"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."}}