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...

תיאור מלא

מידע ביבליוגרפי
מחבר ראשי: Gyntelberg, Jacob
מחברים אחרים: Loretan, Mico, Tientip, Subhanij
פורמט: כתב-עת
שפה:English
יצא לאור: Washington, D.C. : International Monetary Fund, 2012.
סדרה:IMF Working Papers; Working Paper ; No. 2012/214
גישה מקוונת:Full text available on IMF