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http://hdl.handle.net/10553/49196
| Title: | Chaotic behaviour in exchange-rate series. First results for the Peseta-U.S. dollar case | Authors: | Bajo-Rubio, Oscar Fernández-Rodríguez, Fernando Sosvilla Rivero,Simón Javier |
UNESCO Clasification: | 53 Ciencias económicas | Issue Date: | 1992 | Journal: | Economics Letters | Abstract: | We test for the presence of deterministic chaos on daily data for the (spot and forward) Spanish Peseta-U.S. Dollar exchange rates. The finding of a chaotic behaviour in the series allows us to make short-run predictions which in general outperform those from the random walk model. | URI: | http://hdl.handle.net/10553/49196 | ISSN: | 0165-1765 | DOI: | 10.1016/0165-1765(92)90291-6 | Source: | Economics Letters[ISSN 0165-1765],v. 39, p. 207-211 |
| Appears in Collections: | Artículos |
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