{"id":"W4392841102","doi":"10.2139/ssrn.4734808","title":"Safe Haven Currencies: A Dependence-Switching Copula Approach","year":2024,"lang":"en","type":"preprint","venue":"SSRN Electronic Journal","topic":"Complex Systems and Time Series Analysis","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"ca_institutions":"Toronto Metropolitan University","funders":"","keywords":"Copula (linguistics); Safe haven; Economics; Econometrics; Monetary economics; Financial economics","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":[0.003247919,0.001445676,0.002592505,0.001841457,0.001059616,0.003411093,0.003010829,0.002251273,0.007977199],"category_scores_gemma":[0.01206396,0.001407332,0.002299465,0.001932709,0.001996334,0.005561002,0.002284534,0.004119267,0.0007775942],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0009885837,"about_ca_system_score_gemma":0.0009788134,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003585999,"about_ca_topic_score_gemma":0.002287791,"domain_scores_codex":[0.9989188,0.0005108922,0.00004269656,0.000206592,0.0001663408,0.0001546908],"domain_scores_gemma":[0.9955675,0.002539088,0.0005998934,0.0005245378,0.0003817939,0.0003871413],"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":[0.00005694539,0.00008032119,0.0008258554,0.0000707407,0.0001495028,0.0002794649,0.0001653685,0.1192228,0.0004298394,0.8641699,0.003204547,0.01134472],"study_design_scores_gemma":[0.00001256059,0.00002060245,0.0003507282,0.00001868736,0.00004714919,0.00005819533,0.00004147779,0.6705887,0.00009976744,0.327451,0.001287712,0.00002339077],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.0699541,0.001841109,0.9078244,0.001296027,0.000233437,0.00006710777,0.0002751258,0.0001918798,0.01831688],"genre_scores_gemma":[0.8757676,0.002961488,0.08451079,0.0004196926,0.0008675368,0.0001812954,0.0006652085,0.0005473646,0.03407891],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.007977199,"threshold_uncertainty_score":0.02668637,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.0287204675378865,"score_gpt":0.2328066911726252,"score_spread":0.2040862236347387,"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."}}