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Record W1984019092 · doi:10.2753/ijp0891-1916430106

Macrofinancial Risks and Liquidity Preference

2014· article· en· W1984019092 on OpenAlexaboutno aff
Marcelo Milan

Bibliographic record

VenueInternational Journal of Political Economy · 2014
Typearticle
Languageen
FieldBusiness, Management and Accounting
TopicRisk Management in Financial Firms
Canadian institutionsnot available
Fundersnot available
KeywordsMarket liquidityPreferenceVolatility (finance)EconomicsLiquidity crisisLiquidity preferenceEmpirical researchMonetary economicsQuarter (Canadian coin)Financial economicsBusinessMicroeconomics

Abstract

fetched live from OpenAlex

This paper investigates the relationship between macrofinancial volatility, derivatives usage, and liquidity preference of nonfinancial firms in the United States. It discusses theoretically how liquidity preference changes under different institutional settings created to deal with macrofinancial risks, and provides exploratory empirical analysis to measure these changes. The preliminary empirical findings suggest that the liquidity preference of nonfinancial firms in the United States, according to a specific metric, declined from the 1950s to the 1980s, but has increased since then, despite the voluminous increase in derivatives transactions since the 1970s. The theoretical discussion and the preliminary evidence lend support to claims supporting financial market regulation and raise doubts about the effectiveness of financial derivatives usage as an effective hedging mechanism.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.000
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.610
Threshold uncertainty score0.405

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0000.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.001
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.047
GPT teacher head0.272
Teacher spread0.225 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designTheoretical or conceptual
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations0
Published2014
Admission routes1
Has abstractyes

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