{"id":"W3124446202","doi":"10.1017/s0022109017000813","title":"Risk Premium Information from Treasury-Bill Yields","year":2018,"lang":"en","type":"article","venue":"Journal of Financial and Quantitative Analysis","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":5,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Treasury; Bond; Maturity (psychological); Market liquidity; Term (time); Yield curve; Yield (engineering); Quarter (Canadian coin); Horizon; Risk premium; Liquidity premium; Monetary economics; Econometrics; Economics; Financial economics; Mathematics; Liquidity risk; Finance; Physics; Geography","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":false,"about_ca":true,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0006879091,0.0001341608,0.0005744256,0.0005699843,0.0001718586,0.0001049368,0.0001295434,0.00009908549,0.0002477728],"category_scores_gemma":[0.0007627644,0.0001054601,0.0002780865,0.0006930588,0.0001559795,0.001135517,0.00002504122,0.0001660518,0.00007152536],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00003306062,"about_ca_system_score_gemma":0.00004347267,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001999878,"about_ca_topic_score_gemma":0.0002869522,"domain_scores_codex":[0.9987037,0.00003412266,0.0008910172,0.0001421209,0.0000696911,0.0001593312],"domain_scores_gemma":[0.9980912,0.0001028439,0.001349628,0.0001207178,0.0002595672,0.00007605305],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0005627364,0.000166256,0.5307164,0.0000189696,0.00161835,0.000007850326,0.005823772,0.00005812954,0.00005885015,0.4428621,0.006372233,0.01173433],"study_design_scores_gemma":[0.0004661978,0.0006999124,0.830565,0.00001817018,0.0003203325,0.000001156374,0.0002485484,0.001576131,0.00006695823,0.1334088,0.03243839,0.0001904327],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9581888,0.001705563,0.02976413,0.0003833145,0.0003733338,0.00006121914,0.0003311438,0.000006940006,0.009185527],"genre_scores_gemma":[0.9946759,0.001252436,0.003447336,0.0002687919,0.0002616649,0.000001701868,0.00001132582,0.000004912185,0.00007597217],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.3094534,"threshold_uncertainty_score":0.430054,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02685339940287166,"score_gpt":0.2359816235135407,"score_spread":0.209128224110669,"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."}}