In this paper the author analyzes the behavior of exchange rates expectations for four currencies, by considering a re-calculation and an extension of Resende and Zeidan (Expectations and chaotic dynamics: empirical evidence on exchange rates, Economics Letters, 2008). Considering Lyapunov exponent-based tests results, they are not sup-portive of chaos in exchange rates expectations, although the so-called 0−1 test strongly supports the chaos hypothesis
Linear models in which exchange rates are driven by stochastic `news' are subject to a number of fai...
This paper provides a brief survey of previous applications of chaotic analysis to exchange rate ser...
Chaos in the Dornbusch Model of the Exchange Rate In this paper a model of the exchange rate is...
The article focuses on the behaviour of foreign exchange rates of BRICS countries in reference to US...
Özaksoy Sonüstün, Fulya (Dogus Author) -- Conference full title: 6th International Eurasian Conferen...
The behaviors of the real exchange rate corresponding to capital mobility within an open-economy mac...
Daily production of information and importance of the sequence of produced data in forecasting futur...
In this study, we consider the time series of Turkish Lira (TRY), Australia Dollar (AUD), Canada Dol...
Nonlinear time series analysis developed a set of testaiming to discover a possible occurrence of ch...
In this paper we determine the extent of predictability of India’s major spot exchange rates by usin...
In this paper, we analyse two interesting applications related to the dynamics of economic phenomena...
This paper tests directly for deterministic chaos in a set of ten daily Sterling-denominated exchang...
We analyse the workings of a simple non-linear exchange rate model in which agents hold different be...
The operationai significance of the Lyapunov exponent and the correlation dimension for the measurem...
Abstract—The aim of the present study is to detect the chaotic behavior in monetary economic relevan...
Linear models in which exchange rates are driven by stochastic `news' are subject to a number of fai...
This paper provides a brief survey of previous applications of chaotic analysis to exchange rate ser...
Chaos in the Dornbusch Model of the Exchange Rate In this paper a model of the exchange rate is...
The article focuses on the behaviour of foreign exchange rates of BRICS countries in reference to US...
Özaksoy Sonüstün, Fulya (Dogus Author) -- Conference full title: 6th International Eurasian Conferen...
The behaviors of the real exchange rate corresponding to capital mobility within an open-economy mac...
Daily production of information and importance of the sequence of produced data in forecasting futur...
In this study, we consider the time series of Turkish Lira (TRY), Australia Dollar (AUD), Canada Dol...
Nonlinear time series analysis developed a set of testaiming to discover a possible occurrence of ch...
In this paper we determine the extent of predictability of India’s major spot exchange rates by usin...
In this paper, we analyse two interesting applications related to the dynamics of economic phenomena...
This paper tests directly for deterministic chaos in a set of ten daily Sterling-denominated exchang...
We analyse the workings of a simple non-linear exchange rate model in which agents hold different be...
The operationai significance of the Lyapunov exponent and the correlation dimension for the measurem...
Abstract—The aim of the present study is to detect the chaotic behavior in monetary economic relevan...
Linear models in which exchange rates are driven by stochastic `news' are subject to a number of fai...
This paper provides a brief survey of previous applications of chaotic analysis to exchange rate ser...
Chaos in the Dornbusch Model of the Exchange Rate In this paper a model of the exchange rate is...
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