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Multiscaling behavior of transition economies before and after 1998 Russian financial crisis

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  • Litvin, Vladimir A.

Abstract

The influence of the1998 Russian financial crisis on the statistical properties of currencies in transition economies has been studied. Essential changes before and after crisis were discovered. All effects are essentially nonlinear and differ from the ones in advanced economies.

Suggested Citation

  • Litvin, Vladimir A., 2004. "Multiscaling behavior of transition economies before and after 1998 Russian financial crisis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 344(1), pages 19-23.
    • Handle: RePEc:eee:phsmap:v:344:y:2004:i:1:p:19-23
    DOI: 10.1016/j.physa.2004.06.081
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    1. James Verdier & Rebecca Dodge & Lisa Chimento & Joel Menges & Moira Forbes, "undated". "Using Data Strategically in Medicaid Managed Care," Mathematica Policy Research Reports a9627d6381e448088b25fe89d, Mathematica Policy Research.
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    Cited by:

    1. Huang, Alex YiHou & Hu, Wen-Cheng, 2012. "Regime switching dynamics in credit default swaps: Evidence from smooth transition autoregressive model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(4), pages 1497-1508.

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