{"id":"W4410052146","doi":"10.2139/ssrn.5240540","title":"Safe Haven Currencies: A Dependence-Switching Copula Approach","year":2025,"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; 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":[0.003255941,0.001452249,0.002604303,0.001848275,0.00106315,0.003420459,0.003014005,0.002254573,0.008017036],"category_scores_gemma":[0.01211066,0.001414988,0.002301567,0.001953801,0.002002656,0.005576931,0.002292741,0.004126509,0.0007825856],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0009941875,"about_ca_system_score_gemma":0.0009830236,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003612804,"about_ca_topic_score_gemma":0.002306568,"domain_scores_codex":[0.9989139,0.0005128883,0.00004297175,0.0002080109,0.0001676827,0.0001545779],"domain_scores_gemma":[0.9955853,0.002529447,0.0005984185,0.0005201356,0.0003822216,0.0003843896],"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":[0.000056899,0.0000798276,0.0008228047,0.00007122673,0.0001493903,0.0002826585,0.0001654186,0.1217905,0.0004312124,0.8615347,0.003216792,0.01139865],"study_design_scores_gemma":[0.00001242306,0.00002069113,0.0003484886,0.00001880151,0.00004695098,0.00005845112,0.00004132187,0.6744174,0.0000998526,0.3236177,0.001294661,0.00002336325],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.06852703,0.001826372,0.909291,0.001281546,0.0002329136,0.00006734476,0.0002729797,0.0001911975,0.01830966],"genre_scores_gemma":[0.8744851,0.002996983,0.08534131,0.0004219321,0.0008716378,0.0001832476,0.0006681333,0.000550803,0.03448097],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.008017036,"threshold_uncertainty_score":0.02681965,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02824060769548361,"score_gpt":0.2364554623438369,"score_spread":0.2082148546483533,"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."}}