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Chaotic behaviour in exchange-rate series
8 references·2 citing·44 second hop
Chaotic behaviour in exchange-rate series (1992)Chaotic behaviour in exchange-rate seriesAn Empirical Assessment of Non-Linearities in Models of Exchange Rate Determination (1991)An Empirical Assessment of No…Nonparametric exchange rate prediction? (1990)Nonparametric exchange rate p…Nonlinear, Nonparametric, Nonessential Exchange Rate Estimation (1990)Nonlinear, Nonparametric, Non…Deterministic chaos in the foreign exchange market (1990)Deterministic chaos in the fo…Testing for Nonlinear Dependence in Daily Foreign Exchange Rates (1989)Testing for Nonlinear Depende…CHAOTIC DYNAMICS IN ECONOMIC TIME‐SERIES (1988)CHAOTIC DYNAMICS IN ECONOMIC …Empirical exchange rate models of the seventies (1983)Empirical exchange rate model…Empirical regularities in the behavior of exchange rates and theories of the foreign exchange market (1979)Empirical regularities in the…Measuring non-linearity, long memory and self-similarity in high-frequency European exchange rates (2004)Measuring non-linearity, long…Chaos and the exchange rate (2002)Chaos and the exchange rateMarket Fundamentals versus Price-Level Bubbles: The First Tests (1980)Testing for Bubbles in Exchange Markets: A Case of Sparkling Rates? (1986)Brownian Motion and Stochastic Flow Systems. (1987)Implications of Nonlinear Dynamics for Financial Risk Management (1993)Why do regime-switching models forecast so badly? (1999)Oil prices and exchange rates: Norwegian evidence (2004)Expectations and Exchange Rate Dynamics (1976)Macroeconomics and Reality (1980)The Purchasing Power Parity Puzzle (1996)Monetary Theory and Policy (1999)Forecasting Economic Time Series (2000)Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances (1992)A test for independence based on the correlation dimension (1996)Fractionally integrated generalized autoregressive conditional heteroskedasticity (1996)The Variation of Certain Speculative Prices (1963)The Behavior of Stock-Market Prices (1965)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Can the Markov switching model forecast exchange rates? (1994)Forecasting exchange rates using feedforward and recurrent neural networks (1995)The specification of conditional expectations (2001)A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence (1976)A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence (1977)A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return (1987)Anomalies: Foreign Exchange (1990)ARCH modeling in finance (1992)Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations (1985)Nonlinear Dynamics and Stock Returns (1989)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)Trends and random walks in macroeconomic time series (1988)The predictive ability of several models of exchange rate volatility (1995)Oil prices and the rise and fall of the US real exchange rate (1998)Asset Prices in an Exchange Economy (1978)Generalized autoregressive conditional heteroskedasticity (1986)Chaos and Nonlinear Dynamics: Application to Financial Markets (1991)Dynamic Equilibrium and the Real Exchange Rate in a Spatially Separated World (1992)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Some evidence concerning macroeconomic chaos (1988)Using the correlation exponent to decide whether an economic series is chaotic (1992)Economic Dynamics: Phase Diagrams and their Economic Application (1997)A chaotic model of the exchange rate: The role of fundamentalists and chartists (1993)Imitation and contrarian behaviour: hyperbolic bubbles, crashes and chaos (2002)Nearest-Neighbour Predictions in Foreign Exchange Markets (2002)
this work references cited by second hop

References

  • 1983Empirical exchange rate models of the seventies4,115 cited
  • 1989Testing for Nonlinear Dependence in Daily Foreign Exchange Rates665 cited
  • 1979Empirical regularities in the behavior of exchange rates and theories of the foreign exchange market502 cited
  • 1990Nonparametric exchange rate prediction?484 cited
  • 1991An Empirical Assessment of Non-Linearities in Models of Exchange Rate Determination303 cited
  • 1990Nonlinear, Nonparametric, Nonessential Exchange Rate Estimation151 cited
  • 1988CHAOTIC DYNAMICS IN ECONOMIC TIME‐SERIES123 cited
  • 1990Deterministic chaos in the foreign exchange market25 cited

Cited by

  • 2004Measuring non-linearity, long memory and self-similarity in high-frequency European exchange rates21 cited
  • 2002Chaos and the exchange rate12 cited

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