{"id":"W3124643015","doi":"10.1007/s11156-011-0267-7","title":"Riding the yield curve: a spanning analysis","year":2012,"lang":"en","type":"preprint","venue":"Review of Quantitative Finance and Accounting","topic":"Monetary Policy and Economic Impact","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"ca_institutions":"University of Alberta","funders":"","keywords":"Bond; Sharpe ratio; Yield curve; Horizon; Investment (military); Yield (engineering); Economics; Term (time); Investment strategy; Return on investment; Financial economics; Monetary economics; Econometrics; Microeconomics; Finance; Mathematics; Production (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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002732491,0.001078927,0.002229768,0.003159582,0.00117222,0.003079429,0.002976195,0.003006398,0.01206467],"category_scores_gemma":[0.02149272,0.0008033412,0.002076994,0.004407129,0.002616388,0.01021321,0.003660575,0.00389267,0.001234288],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001152367,"about_ca_system_score_gemma":0.001207233,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.004582378,"about_ca_topic_score_gemma":0.00124122,"domain_scores_codex":[0.9990473,0.0002943246,0.00005185994,0.000210383,0.0002399007,0.0001562769],"domain_scores_gemma":[0.9953834,0.001998249,0.0007779169,0.0007262457,0.0006564988,0.0004575969],"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":[0.0000529995,0.00004079976,0.002178668,0.0001754198,0.0001068343,0.0002496299,0.0002893259,0.04960424,0.0004688785,0.8880608,0.008827857,0.04994468],"study_design_scores_gemma":[0.000008148059,0.00002380566,0.001071911,0.00006537251,0.00006271058,0.0001469508,0.00008190305,0.127565,0.000208002,0.8647471,0.005995376,0.00002358119],"study_design_candidate":"observational","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.1434052,0.02976248,0.7527363,0.01412669,0.0003741161,0.00008212661,0.0009178196,0.0007135301,0.05788189],"genre_scores_gemma":[0.9114024,0.01828937,0.03670952,0.001148673,0.00123087,0.00007782897,0.0008430346,0.0007982579,0.02949999],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.01206467,"threshold_uncertainty_score":0.04036033,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.1945756542824295,"score_gpt":0.3241628657463105,"score_spread":0.129587211463881,"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."}}