Add to ORKGThe behaviors of the real exchange rate corresponding to capital mobility within an open-economy macroeconomic framework are investigated. Chaotic phenomena are reasonable candidates for analyzing the random walk behaviors of the given real exchange rate model similar to the simple logistic map. Method of Lyapunov exponents helps determine varied chaotic phenomena in order to choose specific capital mobility
Two types of statistical models are empirically applied to test the pattern of volatility in the exc...
The article focuses on the behaviour of foreign exchange rates of BRICS countries in reference to US...
. Direct estimation of the largest Lyapunov exponent as a measure of exponential divergence of nearb...
The operationai significance of the Lyapunov exponent and the correlation dimension for the measurem...
Sensitive dependence on initial conditions is a major characteristic of chaotic systems. This articl...
Daily production of information and importance of the sequence of produced data in forecasting futur...
Özaksoy Sonüstün, Fulya (Dogus Author) -- Conference full title: 6th International Eurasian Conferen...
In this paper the author analyzes the behavior of exchange rates expectations for four currencies, b...
The research on price volatility in the capital market, which have been conducted for many years led...
Abstract—The aim of the present study is to detect the chaotic behavior in monetary economic relevan...
Cyclicality and instability inherent in the economy can manifest themselves in irregular fluctuation...
In this paper we determine the extent of predictability of India’s major spot exchange rates by usin...
This dissertation is an empirical investigation of the P:US foreign exchange rate and volume trading...
Nonlinear time series analysis developed a set of testaiming to discover a possible occurrence of ch...
In this study, we consider the time series of Turkish Lira (TRY), Australia Dollar (AUD), Canada Dol...
Two types of statistical models are empirically applied to test the pattern of volatility in the exc...
The article focuses on the behaviour of foreign exchange rates of BRICS countries in reference to US...
. Direct estimation of the largest Lyapunov exponent as a measure of exponential divergence of nearb...
The operationai significance of the Lyapunov exponent and the correlation dimension for the measurem...
Sensitive dependence on initial conditions is a major characteristic of chaotic systems. This articl...
Daily production of information and importance of the sequence of produced data in forecasting futur...
Özaksoy Sonüstün, Fulya (Dogus Author) -- Conference full title: 6th International Eurasian Conferen...
In this paper the author analyzes the behavior of exchange rates expectations for four currencies, b...
The research on price volatility in the capital market, which have been conducted for many years led...
Abstract—The aim of the present study is to detect the chaotic behavior in monetary economic relevan...
Cyclicality and instability inherent in the economy can manifest themselves in irregular fluctuation...
In this paper we determine the extent of predictability of India’s major spot exchange rates by usin...
This dissertation is an empirical investigation of the P:US foreign exchange rate and volume trading...
Nonlinear time series analysis developed a set of testaiming to discover a possible occurrence of ch...
In this study, we consider the time series of Turkish Lira (TRY), Australia Dollar (AUD), Canada Dol...
Two types of statistical models are empirically applied to test the pattern of volatility in the exc...
The article focuses on the behaviour of foreign exchange rates of BRICS countries in reference to US...
. Direct estimation of the largest Lyapunov exponent as a measure of exponential divergence of nearb...