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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) |
| Appears in Collections: | Artículos |
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