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Assessing Non-Linear Structures in Real Exchange Rates Using Recurrence Plot Strategies

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Author Info
Jorge Belaire-Franch,
Dulce Contreras
Lorena Tordera-Lledo

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Paper provided by Society for Computational Economics in its series Computing in Economics and Finance 2002 with number 239.

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Date of creation: 01 Jul 2002
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Handle: RePEc:sce:scecf2:239

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Related research
Keywords: Non-linearity; chaos; recurrence analysis;

Find related papers by JEL classification:
C19 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Other
F31 - International Economics - - International Finance - - - Foreign Exchange

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  1. Catherine Kyrtsou & Michel Terraza, 2008. "Seasonal Mackey-Glass-GARCH process and short-term dynamics," Discussion Paper Series 2008_09, Department of Economics, University of Macedonia, revised Sep 2008. [Downloadable!]
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