{"id":"W4409891227","doi":"10.2139/ssrn.5230768","title":"Uncovered Interest Parity in High Frequency","year":2025,"lang":"en","type":"preprint","venue":"SSRN Electronic Journal","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"ca_institutions":"Bank of Canada","funders":"","keywords":"Parity (physics); Interest rate parity; Economics; Physics; Monetary economics; Interest rate; Particle physics","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":[0.00243593,0.000227477,0.0007061653,0.001302892,0.0004259709,0.001884245,0.0007297106,0.001166363,0.005672094],"category_scores_gemma":[0.03742691,0.0003695026,0.0002551095,0.0009985223,0.0009903422,0.002558487,0.001128534,0.001143334,0.0004390586],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.000412269,"about_ca_system_score_gemma":0.00026005,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0005955331,"about_ca_topic_score_gemma":0.0002172281,"domain_scores_codex":[0.9990003,0.000284498,0.00005440697,0.0002690164,0.0001772675,0.0002144822],"domain_scores_gemma":[0.971309,0.02035793,0.00459763,0.002153555,0.0009086208,0.0006732845],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.002927638,0.0004851262,0.2283061,0.0003804142,0.0002286565,0.006754086,0.001661124,0.05436693,0.02784107,0.5505931,0.01015157,0.1163042],"study_design_scores_gemma":[0.0001967357,0.0002213926,0.05500113,0.00005945599,0.00008581085,0.002629905,0.0004302712,0.4604901,0.007200642,0.4714139,0.002198682,0.00007190753],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9627172,0.000164684,0.03252149,0.000544726,0.00004503016,0.00001106107,0.0004593545,0.000123436,0.00341297],"genre_scores_gemma":[0.9986573,0.00002641324,0.000682321,0.00001975373,0.00004155819,0.00000537938,0.0001062546,0.00001002663,0.0004509088],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.005672094,"threshold_uncertainty_score":0.01897508,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02680445611607568,"score_gpt":0.2315462013575374,"score_spread":0.2047417452414617,"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."}}