Exchange rates expectations and chaotic dynamics: a replication study
Abstract: 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 supportive of chaos in exchange rates expectations, although the so-called 0–1 test strongly supports the chaos hypothesis.
- Standort
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Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
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Online-Ressource
- Sprache
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Englisch
- Erschienen in
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Exchange rates expectations and chaotic dynamics: a replication study ; volume:12 ; number:1 ; year:2018 ; extent:10
Economics / Journal articles. Journal articles ; 12, Heft 1 (2018) (gesamt 10)
- Urheber
- DOI
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10.5018/economics-ejournal.ja.2018-37
- URN
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urn:nbn:de:101:1-2412131011397.173563635568
- Rechteinformation
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Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
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15.08.2025, 07:24 MESZ
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