منابع مشابه
Excess Comovements between the Euro/US dollar and British pound/US dollar exchange rates
The aim of this annual workshop is to offer a forum for young researchers from the field of International Economics to present and to discuss their current topics of research with other experts. The workshop also provides the opportunity to gain an overview of recent developments, problems and methodological approaches in this field. The aim of this paper is to discuss excess comovements for th...
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Price changes of the Chinese yuan/US dollar rate are found to display a Sierpinski triangle in an Iterative Function System clumpiness test. This fractal structure commonly emerges in “the chaos game”, where randomness coexists with deterministic rules. We show that a threshold model with four states, two deterministic and two stochastic is able to replicate the properties of the yuan/dollar re...
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ژورنال
عنوان ژورنال: International Journal of Financial Research
سال: 2013
ISSN: 1923-4031,1923-4023
DOI: 10.5430/ijfr.v4n4p91