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: Gil-Alana, L.A (Author), Gupta, R. (Author), Plakandaras, V. (Author), Wohar, M.E (Author)
Format: Article
Language:English
Published: Routledge 2019
Subjects:
Online Access:View Fulltext in Publisher