{"id":"W4394773572","doi":"10.2139/ssrn.4764295","title":"Pre-Refunding Announcement Gains in US Treasurys","year":2024,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Monetary Policy and Economic Impact","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"ca_institutions":"","funders":"","keywords":"Treasury; Maturity (psychological); Economics; Quarter (Canadian coin); Bond; Sharpe ratio; Monetary economics; Yield (engineering); Yield curve; Business; Financial economics; Finance; Portfolio","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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002744313,0.0002722553,0.0005463473,0.001044097,0.0008590783,0.005024464,0.0005619175,0.002280499,0.01025193],"category_scores_gemma":[0.02531752,0.0002332112,0.0003847474,0.0008830282,0.0005108987,0.002412876,0.001037698,0.003267274,0.002396811],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.002055481,"about_ca_system_score_gemma":0.001642787,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.01701822,"about_ca_topic_score_gemma":0.02550664,"domain_scores_codex":[0.9983607,0.0001914852,0.0001222603,0.0001993894,0.0006184149,0.000507814],"domain_scores_gemma":[0.9861604,0.005308669,0.003534456,0.0006860817,0.002738721,0.001571787],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.01241082,0.006410233,0.539143,0.0005298445,0.0003603879,0.002186868,0.00247109,0.017502,0.01008743,0.1623702,0.08818346,0.1583447],"study_design_scores_gemma":[0.0001304544,0.0008351801,0.9481634,0.00006343885,0.0001014568,0.0001650202,0.001973984,0.008409651,0.002663762,0.02093149,0.01648315,0.00007907564],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9478465,0.0006508556,0.0004981919,0.003067327,0.0003129756,0.00004054138,0.001402791,0.0001758079,0.0460051],"genre_scores_gemma":[0.9888591,0.0001535077,0.00009208892,0.0002130956,0.0001513001,0.00001052492,0.0007052139,0.00002297744,0.009792276],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.01701822,"threshold_uncertainty_score":0.03429615,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.0549499882057554,"score_gpt":0.2580833439030125,"score_spread":0.2031333556972571,"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."}}