Chaos in East European Black-Market Exchange Rates.

In this paper we test for deterministic chaos in seven East European black market exchange rates, using Koedjik and Kool's (1992) monthly data from January 1955 through May 1990.

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Year of publication:	1997
Authors:	Serletis, A. ; Gogas, P.
Institutions:	Department of Economics, University of Calgary
Subject:	EXCHANGE RATE \| BLACK MARKET

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Series:	Calgary - Department of Economics.
Type of publication:	Book / Working Paper
Notes:	17 pages
Classification:	C22 - Time-Series Models ; G14 - Information and Market Efficiency; Event Studies
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005641453