Chaos in foreign exchange markets: A sceptical view

DOI10.1023/A:1008650024944MaRDI QIDQ1389133zbMATH OpenWikidataFDO

Authors Chris Brooks

Publication date 11 June 1998

Published in Computational Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/A:1008650024944

zbMATH Keywords

chaoscorrelation dimensiondeterministic chaosexchange rateslargest Lyapunov exponentnonlinearity

Mathematics Subject Classification ID

Economic growth models (91B62) Statistical methods; economic indices and measures (91B82)

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• Chaos in East European black market exchange rates
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• Expectations and chaotic dynamics: empirical evidence on exchange rates
• Complex dynamical behaviors of daily data series in stock exchange
• High level chaos in the exchange and index markets
• Is there a chaos occurrence in Athens exchange? Testing chaotic behavior in bank stocks and ATHEX indices
• The Euro/Dollar exchange rate: chaotic or non-chaotic? A continuous time model with heterogeneous beliefs
• ABSENCE OF CHAOS AND 1/f SPECTRA, BUT EVIDENCE OF TAR NONLINEARITIES, IN THE CANADIAN EXCHANGE RATE
• Bayesian spatiotemporal modeling for inverse problems
• Chaotic analysis of the foreign exchange rates

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