Recurrence Plots of Exchange Rates of Currencies

Used to investigate the presence of distinctive recurrent behaviours in natural processes, the recurrence plots can be applied to the analysis of economic data, and, in particular, to the characterization of exchange rates of currencies too. In this paper, we will show that these plots are able to characterize the periods of oscillation and random walk of currencies and enhance their reply to news and events, by means of texture transitions. The examples of recurrence plots given here are obtained from time series of exchange rates of Euro

MoreLess

Year of publication:	2016
Authors:	Sparavigna, Amelia Carolina
Publisher:	[2016]: [S.l.] : SSRN
Subject:	Wechselkurs \| Exchange rate \| Wechselkurstheorie \| Exchange rate theory \| Wechselkurspolitik \| Exchange rate policy