Expectations and chaotic dynamics: Empirical evidence on exchange rates (EL 2008)

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Contents

Article

Authors Title Journal Year Edition Pages JEL Codes Keywords
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

Article information

Program code Data Readme Method(s) & estimation Data type Data used Origin of data used Software used (Version)
0 - not available online - 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) - -

Replication of this study

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
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 - - - - -

References

DOI: 10.1016/j.econlet.2007.05.023 IDEAS: a/eee/ecolet/v99y2008i1p33-35.html EconPapers: RePEc:eee:ecolet:v:99:y:2008:i:1:p:33-35


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