The whereabouts of ex-King Juan Carlos of Spain remain a mystery on Tuesday one day after he said he would be leaving the country to live in exile.

The once-popular royal. who steered Spain into a democratic era after the end of the Franco regime, has been embroiled in scandal in recent years and his activities have made many Spaniards question if the monarchy still has a role to play in the modern world.

There has been speculation in the Spanish press that the 82 year-old is staying on the Portuguese riviera, where he spent much of his childhood, while one newspaper said that Juan Carlos had flown to the Dominican Republic.

Spain’s supreme court recently launched an investigation into a Spanish contract to build a high-speed rail link between Mecca and Medina in Saudi Arabia, and whether the former king had financially benefited from a kickback fro the 6.7 billion euro deal.

In a letter to his son, King Felipe, Juan Carlos wrote: “This is a very emotional decision, but one I take with great serenity. I have been king of Spain for almost 40 years and throughout them all I have always wanted what is best for Spain and the crown.”

Over a period of several years Juan Carlos was involved with Corinna Larsen, also known as Princess Corinna Zu Sayn-Wittgenstein, a Monaco resident.