Exchange Rate Fluctuations and International Portfolio Rebalancing in Thailand /
We present empirical evidence that the Thai baht's value is driven in part by investors' cross-border equity portfolio rebalancing decisions. Our results are based on comprehensive datasets of FX and stock market transactions undertaken by nonresident investors in Thailand in 2005 and 2006...
Prif Awdur: | Gyntelberg, Jacob |
---|---|
Awduron Eraill: | Loretan, Mico, Tientip, Subhanij |
Fformat: | Cylchgrawn |
Iaith: | English |
Cyhoeddwyd: |
Washington, D.C. :
International Monetary Fund,
2012.
|
Cyfres: | IMF Working Papers; Working Paper ;
No. 2012/214 |
Mynediad Ar-lein: | Full text available on IMF |
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