Exchange rates expectations and chaotic dynamics: a replication study (Economics e-journal 2018)

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Contents

Article

Authors Title Journal Year Edition Pages JEL Codes Keywords
Jorge Belaire-Franch Exchange rates expectations and chaotic dynamics: a replication study Economics e-journal 2018 - - C12, C15 Deterministic chaos, Exchange rates, Expectations, Lyapunov exponents, 0−1 test

Article information

Program code Data Readme Method(s) & estimation Data type Data used Origin of data used Software used (Version)
0 - not available online 1 - accessible on journal website 0 - not available online - - New York Money Market Survey (NYMMS), expected future exchange rates from 30 traders, at one week horizon, for British pound (BP), Deutsche Mark (DM), Yen (JY), Swiss Franc (SF) - -

This article is a replication of

Authors Title Journal Year Edition Pages JEL Codes Keywords Replication type Replication result [refer to replication type 1 and 2] Raw data Call into question Authors statement
Marcelo Resende, Rodrigo M. Zeidan Expectations and chaotic dynamics: Empirical evidence on exchange rates EL 2008 1 33-5 F31, F47 Deterministic chaos, Exchange rates, Expectations, Lyapunov exponent - - - - -

References

DOI: 10.5018/economics-ejournal.ja.2018-37 IDEAS: a/zbw/ifweej/201837.html EconPapers: RePEc:zbw:ifweej:201837


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