Expectations and chaotic dynamics: empirical evidence on exchange rates
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Publication:1934705
DOI10.1016/J.ECONLET.2007.05.023zbMATH Open1255.91241OpenAlexW2088399879MaRDI QIDQ1934705FDOQ1934705
Authors: Marcelo Resende, Rodrigo M. Zeidan 
Publication date: 29 January 2013
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2007.05.023
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Cites Work
- Determining Lyapunov exponents from a time series
- A practical method for calculating largest Lyapunov exponents from small data sets
- An algorithm for the \(n\) Lyapunov exponents of an \(n\)-dimensional unknown dynamical system
- Chaotic behaviour in exchange-rate series. First results for the Peseta- U.S. Dollar case
- Chaotic exchange rate dynamics redux
Cited In (8)
- ABSENCE OF CHAOS AND 1/f SPECTRA, BUT EVIDENCE OF TAR NONLINEARITIES, IN THE CANADIAN EXCHANGE RATE
- A post Keynesian framework of exchange rate determination: a dynamical approach
- The Euro/Dollar exchange rate: chaotic or non-chaotic? A continuous time model with heterogeneous beliefs
- Chaotic analysis of the foreign exchange rates
- Numerical exploration of Kaldorian macrodynamics: Enhanced stability and predominance of period doubling and chaos with flexible exchange rates
- On complex behavior and exchange rate dynamics
- Chaotic exchange rate dynamics redux
- ARE EXCHANGE RATES REALLY RANDOM WALKS? SOME EVIDENCE ROBUST TO PARAMETER INSTABILITY
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