Are BRICS exchange rates chaotic?

In this paper, we focus on the stochastic (chaotic) attributes of the US dollar-based exchange rates for Brazil, Russia, India, China and South Africa (BRICS) using a long-run monthly dataset covering 1812M01-2017M12, 1814M01-2017M12, 1822M07-2017M12, 1948M08-2017M12, and 1844M01-2017M12, respective...

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Bibliographic Details
Main Authors: Vasilios Plakandaras, Rangan Gupta, Luis A. Gil-Alana, Mark Wohar
Format: Default Article
Published: 2018
Subjects:
Other commerce, management, tourism and services not elsewhere classified
Exchange rate
Chaos
Lyapunov exponent
Business and Management not elsewhere classified
Online Access:https://hdl.handle.net/2134/36366
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