The dynamics of a complex system: The exchange rate crisis in Southeast Asia

Fotios M. Siokis

Economics Letters, 2012, vol. 114, issue 1, 98-101

Abstract: We investigate the dynamics of the exchange rate market just after and prior to the 1997 crisis. The return of the exchange rate is well characterized by a power law, with the relaxation exponent to vary significantly across countries.

Keywords: Financial crisis; Foreign exchange rates crashes; Power law (search for similar items in EconPapers)
JEL-codes: C61 F31 G01 (search for similar items in EconPapers)
Date: 2012
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:114:y:2012:i:1:p:98-101

DOI: 10.1016/j.econlet.2011.09.029

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