{"id":"W4319709962","doi":"10.58886/jfi.v10i1.2322","title":"Transmission of Shocks to LIBOR Risk Spreads and Nominal Risk-Free Rates","year":2012,"lang":"en","type":"article","venue":"Journal of Finance Issues","topic":"Monetary Policy and Economic Impact","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Libor; Vector autoregression; Economics; Shock (circulatory); Monetary economics; Econometrics; Interest rate","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":[0.001130709,0.0001620661,0.0006355568,0.0002650705,0.00008079893,0.00003030951,0.0002806109,0.00009575437,0.0002150524],"category_scores_gemma":[0.0002613354,0.000153993,0.0001538449,0.0001074309,0.0000539927,0.0006366798,0.00004095358,0.0002368114,0.0000584866],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00003847713,"about_ca_system_score_gemma":0.00001223962,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0009750117,"about_ca_topic_score_gemma":0.00001013646,"domain_scores_codex":[0.9985222,0.00002787404,0.0009374493,0.0001504476,0.00003848319,0.0003235014],"domain_scores_gemma":[0.9982629,0.0000939296,0.001172115,0.0002611115,0.00002297526,0.000186898],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0003824387,0.0002155754,0.9591848,0.00006380157,0.0001329547,0.000004183811,0.005847574,0.001301225,0.0002368324,0.002223266,0.0118608,0.01854659],"study_design_scores_gemma":[0.00101541,0.0006103378,0.8725325,0.0001070186,0.00003999309,0.00004222677,0.0001254329,0.001050512,0.003415362,0.008169494,0.1126142,0.000277582],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9715608,0.02496935,0.00125076,0.0008385896,0.0002902552,0.00008890576,0.0001660231,0.00000413342,0.0008311446],"genre_scores_gemma":[0.982091,0.007640423,0.009260693,0.00007273197,0.0004579742,0.000001578287,8.37561e-7,0.00001699409,0.0004577799],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.1007534,"threshold_uncertainty_score":0.627965,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.04000240327273188,"score_gpt":0.2597548525952365,"score_spread":0.2197524493225046,"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."}}