Study of Nonlinearities in the Dynamics of Exchange Rates: Is There Any Evidence of Chaos?
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More about this item
JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F37 - International Economics - - International Finance - - - International Finance Forecasting and Simulation: Models and Applications
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ETS-2005-11-19 (Econometric Time Series)
- NEP-IFN-2005-11-19 (International Finance)
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