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...

وصف كامل

التفاصيل البيبلوغرافية
المؤلف الرئيسي: Gyntelberg, Jacob
مؤلفون آخرون: Loretan, Mico, Tientip, Subhanij
التنسيق: دورية
اللغة:English
منشور في: Washington, D.C. : International Monetary Fund, 2012.
سلاسل:IMF Working Papers; Working Paper ; No. 2012/214
الوصول للمادة أونلاين:Full text available on IMF