{"id":"W4387373127","doi":"10.1108/sef-01-2023-0015","title":"Senior official speeches and severe price discontinuities in the foreign exchange market","year":2023,"lang":"en","type":"article","venue":"Studies in Economics and Finance","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"ca_institutions":"Brock University","funders":"","keywords":"Economics; Volatility (finance); Currency; Foreign exchange market; Jump; Financial crisis; Monetary economics; Financial economics; Macroeconomics","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":[0.001370693,0.00017471,0.0002570814,0.000511525,0.0003316964,0.001954102,0.0001892948,0.000516605,0.005311001],"category_scores_gemma":[0.01439968,0.00009482352,0.0001317662,0.0003905212,0.0005943417,0.0009042684,0.001060843,0.0009398265,0.0004006827],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0003613126,"about_ca_system_score_gemma":0.0002272058,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0008153267,"about_ca_topic_score_gemma":0.0008091091,"domain_scores_codex":[0.9992977,0.0002171546,0.00005862076,0.0000909934,0.0002218341,0.0001137265],"domain_scores_gemma":[0.9840673,0.005709078,0.008121888,0.0005176892,0.0005353814,0.001048694],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.002647841,0.0006587867,0.8730017,0.0001919121,0.000234821,0.001613102,0.008737958,0.001390583,0.007931891,0.00522648,0.003910496,0.09445441],"study_design_scores_gemma":[0.00002027602,0.000224773,0.9906254,0.0000291458,0.00003565234,0.0002297297,0.004164555,0.001193102,0.0005011084,0.001426734,0.001530206,0.00001928376],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9965079,0.0001629043,0.000158555,0.0003294812,0.00003396359,0.000004066579,0.00003596303,0.000009162324,0.00275803],"genre_scores_gemma":[0.9994653,0.00004268795,0.00004291338,0.00005436221,0.00005308711,0.000001807664,0.00002959743,0.000002693272,0.0003075063],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.005311001,"threshold_uncertainty_score":0.01776713,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.05915426426307439,"score_gpt":0.2589500004831017,"score_spread":0.1997957362200273,"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."}}