{"id":"https://openalex.org/W2082149209","doi":"https://doi.org/10.1080/00207729808929610","title":"Nonlinear dynamics in foreign exchange markets","display_name":"Nonlinear dynamics in foreign exchange markets","publication_year":1998,"publication_date":"1998-11-01","ids":{"openalex":"https://openalex.org/W2082149209","doi":"https://doi.org/10.1080/00207729808929610","mag":"2082149209"},"language":"en","primary_location":{"id":"doi:10.1080/00207729808929610","is_oa":false,"landing_page_url":"https://doi.org/10.1080/00207729808929610","pdf_url":null,"source":{"id":"https://openalex.org/S129640837","display_name":"International Journal of Systems Science","issn_l":"0020-7721","issn":["0020-7721","1464-5319"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547"],"host_organization_lineage_names":["Taylor & Francis"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Journal of Systems Science","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5113723851","display_name":"Jati K. Sengupta","orcid":null},"institutions":[{"id":"https://openalex.org/I154570441","display_name":"University of California, Santa Barbara","ror":"https://ror.org/02t274463","country_code":"US","type":"education","lineage":["https://openalex.org/I154570441"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"JATI K. SENGUPTA","raw_affiliation_strings":["Department of Economics , University of California , Santa Barbara, CA, 93106, U.S.A"],"affiliations":[{"raw_affiliation_string":"Department of Economics , University of California , Santa Barbara, CA, 93106, U.S.A","institution_ids":["https://openalex.org/I154570441"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5084372476","display_name":"Raymond E. Sfeir","orcid":null},"institutions":[{"id":"https://openalex.org/I185071736","display_name":"Chapman University","ror":"https://ror.org/0452jzg20","country_code":"US","type":"education","lineage":["https://openalex.org/I185071736"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"RAYMOND E. SFEIR","raw_affiliation_strings":["School of Business, Chapman University , Orange, CA, 92666, U.S.A"],"affiliations":[{"raw_affiliation_string":"School of Business, Chapman University , Orange, CA, 92666, U.S.A","institution_ids":["https://openalex.org/I185071736"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5113723851"],"corresponding_institution_ids":["https://openalex.org/I154570441"],"apc_list":null,"apc_paid":null,"fwci":3.5375,"has_fulltext":false,"cited_by_count":7,"citation_normalized_percentile":{"value":0.93171716,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":95},"biblio":{"volume":"29","issue":"11","first_page":"1213","last_page":"1224"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9983999729156494,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9983999729156494,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10244","display_name":"Chaos control and synchronization","score":0.9900000095367432,"subfield":{"id":"https://openalex.org/subfields/3109","display_name":"Statistical and Nonlinear Physics"},"field":{"id":"https://openalex.org/fields/31","display_name":"Physics and Astronomy"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9897000193595886,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/heteroscedasticity","display_name":"Heteroscedasticity","score":0.7246370315551758},{"id":"https://openalex.org/keywords/autoregressive-model","display_name":"Autoregressive model","score":0.6663038730621338},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.6493521332740784},{"id":"https://openalex.org/keywords/nonlinear-system","display_name":"Nonlinear system","score":0.644528865814209},{"id":"https://openalex.org/keywords/volatility","display_name":"Volatility (finance)","score":0.6239413619041443},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.617005467414856},{"id":"https://openalex.org/keywords/foreign-exchange-market","display_name":"Foreign exchange market","score":0.5418444871902466},{"id":"https://openalex.org/keywords/foreign-exchange","display_name":"Foreign exchange","score":0.5174403786659241},{"id":"https://openalex.org/keywords/dynamics","display_name":"Dynamics (music)","score":0.4948703646659851},{"id":"https://openalex.org/keywords/hysteresis","display_name":"Hysteresis","score":0.47861284017562866},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.35907572507858276},{"id":"https://openalex.org/keywords/monetary-economics","display_name":"Monetary economics","score":0.21915289759635925},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.11224892735481262}],"concepts":[{"id":"https://openalex.org/C101104100","wikidata":"https://www.wikidata.org/wiki/Q1063540","display_name":"Heteroscedasticity","level":2,"score":0.7246370315551758},{"id":"https://openalex.org/C159877910","wikidata":"https://www.wikidata.org/wiki/Q2202883","display_name":"Autoregressive model","level":2,"score":0.6663038730621338},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.6493521332740784},{"id":"https://openalex.org/C158622935","wikidata":"https://www.wikidata.org/wiki/Q660848","display_name":"Nonlinear system","level":2,"score":0.644528865814209},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.6239413619041443},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.617005467414856},{"id":"https://openalex.org/C536366893","wikidata":"https://www.wikidata.org/wiki/Q66076","display_name":"Foreign exchange market","level":3,"score":0.5418444871902466},{"id":"https://openalex.org/C2983132609","wikidata":"https://www.wikidata.org/wiki/Q66076","display_name":"Foreign exchange","level":2,"score":0.5174403786659241},{"id":"https://openalex.org/C145912823","wikidata":"https://www.wikidata.org/wiki/Q113558","display_name":"Dynamics (music)","level":2,"score":0.4948703646659851},{"id":"https://openalex.org/C123299182","wikidata":"https://www.wikidata.org/wiki/Q190837","display_name":"Hysteresis","level":2,"score":0.47861284017562866},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.35907572507858276},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.21915289759635925},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.11224892735481262},{"id":"https://openalex.org/C24890656","wikidata":"https://www.wikidata.org/wiki/Q82811","display_name":"Acoustics","level":1,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1080/00207729808929610","is_oa":false,"landing_page_url":"https://doi.org/10.1080/00207729808929610","pdf_url":null,"source":{"id":"https://openalex.org/S129640837","display_name":"International Journal of Systems Science","issn_l":"0020-7721","issn":["0020-7721","1464-5319"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547"],"host_organization_lineage_names":["Taylor & Francis"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Journal of Systems Science","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/17","score":0.5199999809265137,"display_name":"Partnerships for the goals"}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":13,"referenced_works":["https://openalex.org/W372831317","https://openalex.org/W1489391021","https://openalex.org/W1507259579","https://openalex.org/W1734436566","https://openalex.org/W1999814123","https://openalex.org/W2017986378","https://openalex.org/W2023697330","https://openalex.org/W2073630396","https://openalex.org/W2124211743","https://openalex.org/W2163253068","https://openalex.org/W2203230018","https://openalex.org/W3123292199","https://openalex.org/W4244383116"],"related_works":["https://openalex.org/W1502838439","https://openalex.org/W404327971","https://openalex.org/W4318433428","https://openalex.org/W2562141402","https://openalex.org/W4320902972","https://openalex.org/W2916737790","https://openalex.org/W4380144940","https://openalex.org/W393398260","https://openalex.org/W2135733536","https://openalex.org/W4380144930"],"abstract_inverted_index":{"Four":[0],"types":[1],"of":[2,11,39,69],"nonlinear":[3],"dynamics":[4,46],"are":[5],"empirically":[6],"analysed":[7],"here":[8],"in":[9,42,47,64],"respect":[10],"the":[12,26,37,43,66],"current":[13,67],"international":[14,49],"foreign":[15],"exchange":[16,44],"markets,":[17],"e.g.":[18],"autoregressive":[19],"heteroscedasticity":[20],"model,":[21],"Lorenz-type":[22],"chaos,":[23],"hysteresis":[24],"and":[25],"positive":[27],"feedback":[28],"model.":[29],"The":[30],"estimated":[31],"results":[32],"provide":[33],"strong":[34],"support":[35],"to":[36],"existence":[38],"significant":[40],"nonlinearities":[41],"market":[45,70],"an":[48,55],"framework.":[50],"Also,":[51],"future":[52],"expectations":[53],"play":[54],"equal":[56],"or":[57],"more":[58],"dominant":[59],"role":[60],"over":[61],"past":[62],"trends":[63],"influencing":[65],"rates":[68],"volatility.":[71]},"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2022,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}