{"id":"W3136797438","doi":"","title":"When a Hedge Turns into Speculation: Interest Rate Swaps at Canadian Universities","year":2018,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Risk Management in Financial Firms","field":"Business, Management and Accounting","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Fredericton; University of New Brunswick","funders":"","keywords":"Interest rate swap; Swap (finance); Speculation; Hedge; Actuarial science; Contradiction; Economics; Variance swap; Financial economics; Derivative (finance); Business; Econometrics; Finance; Volatility swap","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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004641557,0.0002041652,0.0004540624,0.001266512,0.002294379,0.003128452,0.0005943167,0.001088533,0.002638059],"category_scores_gemma":[0.01765676,0.0001536794,0.0003581837,0.001556808,0.002943889,0.001489863,0.001366795,0.001171317,0.0001889428],"about_ca_system_candidate":true,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.007837914,"about_ca_system_score_gemma":0.00655403,"about_ca_topic_candidate":true,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.2098579,"about_ca_topic_score_gemma":0.2480301,"domain_scores_codex":[0.9970363,0.0005422005,0.0001140042,0.0001438607,0.00137011,0.0007935783],"domain_scores_gemma":[0.9926836,0.002504126,0.001943734,0.0006382667,0.00159795,0.0006324914],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.002440423,0.0003373075,0.3685662,0.0002213104,0.0001938969,0.005495867,0.01594815,0.03900325,0.02065338,0.3003038,0.009238533,0.2375978],"study_design_scores_gemma":[0.0001662577,0.0007457883,0.6554285,0.000167713,0.0003579862,0.002365057,0.0350981,0.09756739,0.02909183,0.1336457,0.04500035,0.0003652858],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9674274,0.0002936802,0.003222804,0.001244109,0.00002205067,0.00003175454,0.00007376691,0.00004388031,0.02764054],"genre_scores_gemma":[0.9989164,0.00005101089,0.0002954682,0.00002526701,0.000005185173,0.000001410338,0.00001137673,0.000002270793,0.0006916288],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.9921621,"threshold_uncertainty_score":0.4172727,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01208950463716096,"score_gpt":0.210204855063007,"score_spread":0.198115350425846,"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."}}