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

From ReplicationWiki
Jump to: navigation, search
When last checked on April 19, 2018, this study had not yet been included in the RePEc databases.



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: - IDEAS: - EconPapers: -


Personal tools
Namespaces

Variants
Actions
Navigation
Toolbox