Y2K Fears and Safe Haven Trading of the U.S. Dollar

By Aditya Kaul, Stephen G. Sapp. 2006

157 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/ba77153f9ecca61de75efb69d21282c8623bd301

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Sang Hoon Kang
2. X. Vo
3. Walid Mensi
4. P. McGuire
5. Abdel Razzaq Al Rababa'a
6. Robert N. McCauley
7. Duc Khuong Nguyen
8. Mohamed Arouri

In Finance

1. Sang Hoon Kang
2. Walid Mensi
3. X. Vo
4. P. McGuire
5. Abdel Razzaq Al Rababa'a
6. Robert N. McCauley
7. Duc Khuong Nguyen
8. Mohamed Arouri

Citations in the corpus

• Does gold act as a hedge or a safe haven for stocks? A smooth transition approach (2014, unknown): “…by Sherman [1986], Jaffe [1989], Chua, Stick and Woodward [1990], Upper [2000], Ciner [2001], Michaud, Michaud and Pulvermacher [2006], Hillier, Draper and Faff [2006], McCown and Zimmerman [2006], and Kaul and Sapp [2006] and the overall results suggest that correlation is low or even negative.”
• Dollar Appreciation in 2008: Safe Haven, Carry Trades, Dollar Shortage and Overhedging (2012, background): “A complementary formulation is that a safe haven asset is what investors buy in uncertain times like the turn of the year 2000, as Kaul and Sapp (2006) assume the dollar was.”
• What precious metals act as safe havens, and when? Some US evidence (2015, unknown): “…US dollar 1974–1984 Kumah (1995) Assets denominated in Deutsche Marks 1974–1992 Citak (1999) Gold Middle 1980s Upper (2000) Ten-year German government bonds 1998 Kaul and Sapp (2006) US dollar and Swiss franc December 1999–December 2000 Ranaldo and Soderlind (2010) Swiss franc and Japanese yen.”
• Safe Haven Currencies (2010, unknown): “For instance, Kaul and Sapp (2006) show that the US dollar was used as a safe vehicle around the millennium change.”
• Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets (2021, result): “…is in line with the findings of Al-Yahyaee et al. (2019) where the authors show that precious metals offer better hedging strategies over energy markets for Gulf Cooperation Council stock 1 Capie et al. (2005) and Kaul and Sapp (2006) shows that fold is a safe haven against the US dollar. markets.”