Exchange rate instability: some empirical tests of temporal dynamics

Jati Sengupta and Raymond Sfeir

Applied Economics Letters, 1997, vol. 4, issue 9, 547-550

Abstract: Volatility in real exchange rates is empirically estimated here over monthly data for the period February 1988 through August 1995. Tests show the persistence of an oscillatory behaviour, where random walk prevails. Chaotic instability also cannot be ruled out in general.

Date: 1997
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DOI: 10.1080/135048597354998

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