Plakandaras, Vasilios; Gupta, Rangan; Gil-Alana, Luis A.; Wohar, Mark E.
(Routledge, 2019)
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, ...