Please use this identifier to cite or link to this item: http://hdl.handle.net/10553/72597
Title: Chaotic behavior in exchange-rate series: 1st results for the peseta-United States dollar case
Authors: Bajo Rubio, O
Fernández Rodríguez, Fernando 
Sosvilla Rivero,Simón Javier 
UNESCO Clasification: 531008 Acuerdos monetarios internacionales
Keywords: Modelos económetricos
Dolar
Peseta
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/10553/72597
ISSN: 0165-1765
Source: Economics Letters[ISSN 0165-1765],v. 39 (2), p. 207-211, (Junio 1992)
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