An Analysis of Fractal Properties in the Iranian Exchange Rate Behavior
Publish place: International Economics Studies، Vol: 35، Issue: 2
Publish Year: 1389
نوع سند: مقاله ژورنالی
زبان: English
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شناسه ملی سند علمی:
JR_IESUI-35-2_003
تاریخ نمایه سازی: 31 فروردین 1400
Abstract:
The behavior of exchange rate in various exchange markets is not seemingly predictable, while there are different forecasting methods to do so. One of these methods is to use fractals to identify exchange rate behavior. This paper has made attempts to explore the properties of fractals in Iranâs exchange market in order to it can predict and analyze the trend of exchange rate. Accordingly, three factors of fractals have been introduced and measured. Then these factors have been examined for the Iranian currency (Rial) against the US dollar so that there are the fractal properties in the behavior of the exchange rate in Iran. JEL classification: C19, F31, G15
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