Exchange Rate Determination and Forecasting: Can the Microstructure Approach Rescue Us from the Exchange Rate Disparity?
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- Kartono, Agus & Solekha, Siti & Sumaryada, Tony & Irmansyah,, 2021. "Foreign currency exchange rate prediction using non-linear Schrödinger equations with economic fundamental parameters," Chaos, Solitons & Fractals, Elsevier, vol. 152(C).
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More about this item
Keywords
Exchange Rate; Forecasting; Microstructure Approach;All these keywords.
JEL classification:
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FOR-2014-08-20 (Forecasting)
- NEP-MST-2014-08-20 (Market Microstructure)
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