Multiscaling behavior of transition economies before and after 1998 Russian financial crisis

Vladimir A. Litvin

Physica A: Statistical Mechanics and its Applications, 2004, vol. 344, issue 1, 19-23

Abstract: The influence of the1998 Russian financial crisis on the statistical properties of currencies in transition economies has been studied. Essential changes before and after crisis were discovered. All effects are essentially nonlinear and differ from the ones in advanced economies.

Keywords: Multiscaling; Self-similarity; Statistical analysis; Transition economies; Currency rates; Comparison (search for similar items in EconPapers)
Date: 2004
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:344:y:2004:i:1:p:19-23

DOI: 10.1016/j.physa.2004.06.081

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