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Record W6885966506 · doi:10.14288/1.0093946

Big Fridays

2010· article· en· W6885966506 on OpenAlexaboutno aff

Bibliographic record

VenueOpen Collections · 2010
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicFinancial Markets and Investment Strategies
Canadian institutionsnot available
Fundersnot available
KeywordsCovered interest arbitrageThursdayArbitragePaymentClearingInterest rateMoney marketDatabase transaction

Abstract

fetched live from OpenAlex

The United States operates a dual payments system which gives rise to the distinction between Clearing House Funds and Federal Funds. Due to the fact that, unlike the United States, Canada operates a single payments system, a potential arbitrage opportunity arises in transacting between the Canadian and U.S. money markets on certain days of the week. There are essentially two situations in which U.S. investors can have an interest: the Friday-Monday transaction and the Thursday-Friday transaction. Since both the foreign exchange market and the money market are almost certainly efficient, any potential arbitrage opportunity should be eliminated by adjustments in both markets. This paper looks at the impact of the transactions that would tend to eliminate any arbitrage opportunity, upon interest rates and exchange rates. The institutional details for arranging such transactions are also examined. Only the implications in the foreign exchange market were empirically tested using daily spot rates and forward rates from 1973 to 1976. Since daily interest rates in this period were not available, only one example of daily variation of interest rate within a week was illustrated. It was found that transactions in both the spot market and the forward market have to be arranged one business day in advance. Therefore, the spot/forward rate is also quoted one business day in advance (for example, spot/forward rate that prevails on Thursday is quoted for Friday's transaction). Hence the rate implication from the movements of funds should be shifted one business day backward. The results show that the day-to-day movements in the spot and forward markets are as we would expect. Within the foreign exchange market, the forward rates adjust to a greater extent than the spot rate in eliminating the advantage that arises from the movements of funds. This also indicates that most investors prefer to cover their investments by arranging forward contracts. The arbitrage opportunity that arises involving movements of funds between Canada and the United States is also applicable between the United States and any European country that operates a single payments system. The theory behind it is identical to that described in this paper. Finally, it was found that even if banks in Canada and the United States use the Society for Worldwide Interbank Financial Telecommunications (S.W.I.F.T.) for a number of transactions in the near future, mechanisation of the International cheque clearing systems is not one of the functions for which S.W.I.F.T. will be used. Therefore,the "Big Fridays" operations are expected to continue.

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 machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.002
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesInsufficient payload (model declined to judge)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Not applicable · Consensus signal: Not applicable
GenreCandidate signal: Other · Consensus signal: Other
Teacher disagreement score0.685
Threshold uncertainty score0.449

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0010.002
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0020.002
Science and technology studies0.0030.001
Scholarly communication0.0070.003
Open science0.0010.005
Research integrity0.0010.002
Insufficient payload (model declined to judge)0.6850.384

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 head0.038
GPT teacher head0.225
Teacher spread0.188 · 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 source (direct Gemma or distilled Codex), not a consensus.

Study designNot applicable
Domainnot available
GenreOther

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
Published2010
Admission routes1
Has abstractyes

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