Are BRICS exchange rates chaotic?-Reference-Cited by-同舟云学术

Are BRICS exchange rates chaotic?

Published:2018-10-24 Issue:13 Volume:26 Page:1104-1110
ISSN:1350-4851
Container-title:Applied Economics Letters
language:en
Short-container-title:Applied Economics Letters

Author:

Plakandaras Vasilios¹,Gupta Rangan²,Gil-Alana Luis A.³,Wohar Mark E.⁴

Affiliation:

1. Department of Economics, Democritus University of Thrace, Komotini, Greece

2. Department of Economics, University of Pretoria, Pretoria, South Africa

3. Department of Economics, University of Navarra, Pamplona, Spain

4. College of Business Administration, University of Nebraska at Omaha USA, and School of Business and Economics, Loughborough University, Loughborough, UK

Publisher

Informa UK Limited

Subject

Economics and Econometrics

Link

https://www.tandfonline.com/doi/pdf/10.1080/13504851.2018.1537473

Reference12 articles.

1. Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test

2. High level chaos in the exchange and index markets

3. Behaviour of the Foreign Exchange Rates of BRICS: Is it Chaotic?

4. The dynamics of exchange rate time series and the chaos game

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